MULT - 向量乘法

result = TA.MULT(array1, array2)

result[i] = array1[i] * array2[i]

def onTick():
    exchange.SetContractType("swap")
    records = exchange.GetRecords()
    
    if len(records) < 30:
        return
    
    # 计算成交额（价格 × 成交量）
    closes = [r.Close for r in records]
    volumes = [r.Volume for r in records]
    
    turnover = TA.MULT(closes, volumes)
    
    Log("最新成交额:", turnover[-1])

def onTick():
    records = exchange.GetRecords()
    
    closes = [r.Close for r in records[-20:]]
    volumes = [r.Volume for r in records[-20:]]
    
    # 价格 × 成交量
    price_volume = TA.MULT(closes, volumes)
    
    # 成交量加权平均价 = Σ(价格×成交量) / Σ成交量
    total_pv = sum(price_volume)
    total_v = sum(volumes)
    
    vwap = total_pv / total_v
    
    Log("成交量加权平均价(VWAP):", vwap)
    
    # 当前价格偏离VWAP
    current_price = records[-1].Close
    deviation = (current_price - vwap) / vwap
    
    if deviation < -0.02:  # 低于VWAP 2%
        Log("价格被低估，考虑买入")
        exchange.SetDirection("buy")
        exchange.Buy(-1, 1)
    elif deviation > 0.02:  # 高于VWAP 2%
        Log("价格被高估，考虑卖出")

def onTick():
    records = exchange.GetRecords()
    
    # 假设持有不同价格点买入的仓位
    buy_prices = [50000, 51000, 52000]  # 买入价
    buy_amounts = [1, 0.5, 0.3]  # 对应数量
    
    # 计算每笔仓位的成本
    position_costs = TA.MULT(buy_prices, buy_amounts)
    
    total_cost = sum(position_costs)
    total_amount = sum(buy_amounts)
    
    avg_price = total_cost / total_amount
    
    current_price = records[-1].Close
    profit_pct = (current_price - avg_price) / avg_price * 100
    
    Log(f"平均成本: {avg_price}, 当前盈亏: {profit_pct:.2f}%")

def onTick():
    records = exchange.GetRecords()
    
    # 计算ATR（波动率）
    atr = TA.ATR(records, 14)
    
    # 基础仓位
    base_size = 1.0
    
    # 根据波动率调整仓位（波动率越大，仓位越小）
    avg_atr = sum(atr[-20:]) / 20
    volatility_factor = TA.DIV([avg_atr] * len(atr), atr)
    
    # 调整后的仓位大小
    adjusted_size = TA.MULT([base_size] * len(volatility_factor), volatility_factor)
    
    Log("当前建议仓位:", adjusted_size[-1])

def onTick():
    records = exchange.GetRecords()
    
    # RSI信号（0-1范围）
    rsi = TA.RSI(records, 14)
    rsi_signal = TA.DIV(TA.SUB(rsi, [50] * len(rsi)), [50] * len(rsi))
    
    # MACD信号
    macd = TA.MACD(records, 12, 26, 9)
    macd_hist = TA.SUB(macd[0], macd[1])
    
    # 标准化MACD
    macd_max = max([abs(m) for m in macd_hist[-20:]])
    macd_signal = TA.DIV(macd_hist, [macd_max] * len(macd_hist))
    
    # 组合信号强度 = RSI信号 × MACD信号
    combo_strength = TA.MULT(rsi_signal, macd_signal)
    
    if combo_strength[-1] > 0.5:
        Log("强烈看涨信号，强度:", combo_strength[-1])
        exchange.SetDirection("buy")
        exchange.Buy(-1, 1)
    elif combo_strength[-1] < -0.5:
        Log("强烈看跌信号，强度:", combo_strength[-1])
        exchange.SetDirection("sell")
        exchange.Sell(-1, 1)