TA.T3() - T3移动平均线

TA.T3(data)
TA.T3(data, timeperiod=5, vfactor=0)

通过6次EMA计算，结合容积因子：
a = vfactor
c1 = -a³
c2 = 3a² + 3a³
c3 = -6a² - 3a - 3a³
c4 = 1 + 3a + a³ + 3a²

e1 = EMA(Close, N)
e2 = EMA(e1, N)
...
e6 = EMA(e5, N)

T3 = c1×e6 + c2×e5 + c3×e4 + c4×e3

def main():
    records = exchange.GetRecords()
    if len(records) < 50:
        return
    
    closes = [r['Close'] for r in records]
    
    t3 = TA.T3(closes, 5, 0.7)
    price = closes[-1]
    
    # 价格与T3关系
    if price > t3[-1]:
        Log("价格在T3上方，看涨")
    else:
        Log("价格在T3下方，看跌")
    
    # T3方向
    if t3[-1] > t3[-2]:
        Log("T3上升")
    else:
        Log("T3下降")

def t3_dual_line():
    records = exchange.GetRecords()
    closes = [r['Close'] for r in records]
    
    t3_fast = TA.T3(closes, 5, 0.7)
    t3_slow = TA.T3(closes, 10, 0.7)
    
    # 快慢线交叉
    if t3_fast[-1] > t3_slow[-1] and t3_fast[-2] <= t3_slow[-2]:
        exchange.Buy(-1, 1)
        Log("T3快线上穿慢线，做多")
    
    elif t3_fast[-1] < t3_slow[-1] and t3_fast[-2] >= t3_slow[-2]:
        exchange.Sell(-1, 1)
        Log("T3快线下穿慢线，做空")

def t3_atr_stop():
    records = exchange.GetRecords()
    closes = [r['Close'] for r in records]
    
    t3 = TA.T3(closes, 8, 0.7)
    atr = TA.ATR(records, 14)
    
    price = closes[-1]
    
    # 多头入场
    if price > t3[-1] and closes[-2] <= t3[-2]:
        stop_loss = t3[-1] - 1.5 * atr[-1]
        exchange.Buy(-1, 1)
        Log(f"突破T3做多，止损: {stop_loss}")
    
    # 空头入场
    elif price < t3[-1] and closes[-2] >= t3[-2]:
        stop_loss = t3[-1] + 1.5 * atr[-1]
        exchange.Sell(-1, 1)
        Log(f"跌破T3做空，止损: {stop_loss}")