怎么保存交易记录和成交记录到Access或者Excel - 高级功能研发区 - 金字塔客服中心 - 专业程序化交易软件提供商

我想使用一个后台程序自动记录下单时的委托记录和成交后的成交记录到Access或者Excel中，供分析之用，请问前辈们，我该如何实现呢？

以下内容为程序代码:

1 Sub Stat()
2
3     dim date
4     dim code
5     dim market
6     dim ordertype
7     dim action
8     dim price
9     dim volume
10     dim kaiping
11
12     set oexcel=createobject("excel.application")
13     oexcel.visible=true
14     oexcel.workbooks.add
15
16     oexcel.cells(1,1).value="日期"
17     oexcel.cells(1,2).value="合约"
18     oexcel.cells(1,3).value="时间"
19     oexcel.cells(1,4).value="方向"
20     oexcel.cells(1,5).value="价格"
21     oexcel.cells(1,6).value="手数"
22     oexcel.cells(1,7).value="类型"
23
24     for i=1 to order.tradecount2
25         call order.tradedetalied2(i-1,date,code,market,ordertype,action,price,volume,kaiping,"666666")
26
27         oexcel.cells(i+1,1).value=left(date,9)
28         oexcel.cells(i+1,2).value=code
29         oexcel.cells(i+1,3).value=right(date,8)
30
31         if action=0 then
32             oexcel.cells(i+1,4).value="买"
33         elseif action=1 then
34             oexcel.cells(i+1,4).value="卖"
35         end if
36
37         oexcel.cells(i+1,5).value=price
38         oexcel.cells(i+1,6).value=volume
39
40         if kaiping=0 then
41             oexcel.cells(i+1,7).value="开"
42         elseif kaiping=1 then
43             oexcel.cells(i+1,7).value="平"
44         end if
45     next
46 End Sub

[此贴子已经被作者于2011-1-3 17:20:59编辑过]

非常感谢，我把这个代码放在一个模块里了，可是我在哪里触发这段代码呢？是不是在PlaceOrder里？

Sub ORDER_PleaceOrder(Mode, Code, Market, OrderType, Action, Price, Vol, Result)
Stat
End Sub

我用一个宏调用这段代码，可是提示：编译器错误（28），堆栈溢出，运行不了，excel也没有打开？

EXCEL里的我还没试过放在INI的天天用

也不必使用什么宏直接在FUNCATION里

Sub ORDER_OrderStatusEx(OrderID, Status, Filled, Remaining, Price, Code, Market, OrderType, Aspect, Kaiping)
if Status="Tradeing" or Status="Filled" and Kaiping=1 or Kaiping=2 then
call Document.WritePrivateProfileFloat(OrderID, "Filled numbers", Filled, "C:\ xxx.ini")
call Document.WritePrivateProfileString(OrderID, "Current Time", currenttime, "C:\ xxx.ini")
call Document.WritePrivateProfileString(OrderID, "Current Date", currentdate, "C:\ xxx.ini")

end if
end sub

Sub ORDER_OrderStatusEx(OrderID, Status, Filled, Remaining, Price, Code, Market, OrderType, Aspect, Kaiping)
'保存到数据库
Set adoConn=CreateObject("Adodb.Connection")
adoConn.Open "Provider=MicroSoft.Jet.OLEDB.4.0;Data Source=D:\test.mdb"
strSql="Insert into tblOrderStatusEx(OrderID,Status,Filled,Remaining,Price,Code,Market,OrderType,Aspect,Kaiping) "
strSql=strSql & "Values('"& OrderID & "','" & Status &"'," & cstr(Filled) & "," & cstr(Remaining) & "," & cstr(Price)
strSql=strSql & ",'" & Code & "','" & Market & "','" & OrderType & "','" & Aspect & "','" & Kaiping & "')"
adoConn.Execute(strSql)
adoConn.Close

End Sub

[此贴子已经被作者于2011-1-7 11:18:54编辑过]

主题：怎么保存交易记录和成交记录到Access或者Excel