SUB - 向量减法

result = TA.SUB(array1, array2)

result[i] = array1[i] - array2[i]

def onTick():
    exchange.SetContractType("swap")
    records = exchange.GetRecords()
    
    if len(records) < 30:
        return
    
    # 计算收盘价与开盘价的差值（实体大小）
    closes = [r.Close for r in records]
    opens = [r.Open for r in records]
    
    body_size = TA.SUB(closes, opens)
    
    Log("最新K线实体:", body_size[-1])
    
    if body_size[-1] > 0:
        Log("阳线，实体大小:", body_size[-1])
    else:
        Log("阴线，实体大小:", abs(body_size[-1]))

def onTick():
    records = exchange.GetRecords()
    
    # 计算MACD
    macd = TA.MACD(records, 12, 26, 9)
    dif = macd[0]  # DIF线
    dea = macd[1]  # DEA线
    
    # 计算MACD柱 = DIF - DEA
    macd_hist = TA.SUB(dif, dea)
    
    if macd_hist[-1] > 0 and macd_hist[-2] <= 0:
        Log("MACD金叉，柱状图转正")
        exchange.SetDirection("buy")
        exchange.Buy(-1, 1)

def onTick():
    # 获取两个相关资产的价格
    records1 = exchange.GetRecords()
    
    exchange.SetCurrency("ETH_USDT")
    records2 = exchange.GetRecords()
    
    closes1 = [r.Close for r in records1[-100:]]
    closes2 = [r.Close for r in records2[-100:]]
    
    # 计算价差
    spread = TA.SUB(closes1, closes2)
    
    # 计算价差均线
    spread_ma = TA.MA([{'Close': s} for s in spread], 20)
    spread_std = TA.STDDEV([{'Close': s} for s in spread], 20)
    
    current_spread = spread[-1]
    
    # 价差偏离均线超过2倍标准差
    if current_spread > spread_ma[-1] + 2 * spread_std[-1]:
        Log("价差过大，做空价差（买ETH，卖BTC）")
    elif current_spread < spread_ma[-1] - 2 * spread_std[-1]:
        Log("价差过小，做多价差（买BTC，卖ETH）")

def onTick():
    records = exchange.GetRecords()
    
    # 快慢均线
    ma5 = TA.MA(records, 5)
    ma20 = TA.MA(records, 20)
    
    # 均线差值
    ma_diff = TA.SUB(ma5, ma20)
    
    # 差值百分比
    ma_diff_pct = TA.DIV(ma_diff, ma20)
    
    if ma_diff_pct[-1] > 0.05:  # 快线高于慢线5%以上
        Log("强势上涨趋势，差值百分比:", ma_diff_pct[-1] * 100, "%")
        
        # 回调买入
        if records[-1].Close < ma5[-1]:
            exchange.SetDirection("buy")
            exchange.Buy(-1, 1)
    
    elif ma_diff_pct[-1] < -0.05:  # 快线低于慢线5%以上
        Log("强势下跌趋势，差值百分比:", ma_diff_pct[-1] * 100, "%")
        
        # 反弹卖出
        if records[-1].Close > ma5[-1]:
            exchange.SetDirection("sell")
            exchange.Sell(-1, 1)

def onTick():
    records = exchange.GetRecords()
    
    closes = [r.Close for r in records]
    
    # 当前价格与N日前价格的差值
    period = 10
    current_prices = closes[period:]
    past_prices = closes[:-period]
    
    # 价格变化
    price_change = TA.SUB(current_prices, past_prices)
    
    # 价格变化百分比
    pct_change = TA.DIV(price_change, past_prices)
    
    Log(f"过去{period}天价格变化:", pct_change[-1] * 100, "%")