等价K线代码(原创） - 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

'-------------------------------------------------------------等价K开始---------------------------------------------------

dim shanchu

shanchu = 0 '是否删除历史数据，1为需要

dim dangtianshuju '当日是否有数据，0为没有

dangtianshuju = 1

dim bili

bili = 0.001 '等价线区间

dim xinheyue

xinheyue = "IF88" '新等价K合约代码

dim xinmingcheng

xinmingcheng = "IF等价K线" '新等价K合约名称

dim xinshichang

xinshichang = "ZJ" '新等价K合约市场

dim laoheyue

laoheyue = "IF00" '标的合约代码

dim laoshichang

laoshichang = "ZJ" '标的合约市场

dim laozhishu

laozhishu = "IF13"

Sub lishishuju()

'查询品种是否存在，不存在则新建

cunzai = marketdata.IsExistStock(xinheyue,xinshichang)

if cunzai = 0 then

call marketdata.AddStock(xinheyue,xinshichang, xinmingcheng)

application.MsgOut "等价K线【创建成功】！"

else

application.MsgOut "等价K线【已经存在】！"

end if

'等价区间处理

set Report1 = marketdata.GetReportData(laoheyue,laoshichang)

qj = Report1.Open*bili

'删除历史数据，创建第一根K线

if shanchu = 1 then

Set History1 = marketdata.GetHistoryData(xinheyue,xinshichang,0)

for j = 0 to History1.Count-1

History1.RemoveAt(j)

call History1.InsertAt(0)

History1.open(0) = Report1.Open

History1.close(0) = Report1.Open

History1.high(0) = Report1.Open

History1.low(0) = Report1.Open

History1.Date(0) = Report1.Date

History1.Volume(0) = Report1.Volume

History1.OpenInt(0) = Report1.OpenInt

call History1.SaveData(xinheyue,xinshichang,1)

application.MsgOut "等价K线【历史数据初始化】成功！"

end if

set minutedata = marketdata.GetMinuteData(laoheyue,laoshichang)

Count = minutedata.Count

for i = 1 to count-1

Set History2 = marketdata.GetHistoryData(xinheyue,xinshichang,0)

mxopen = History2.open(History2.Count-1)

mxclose = History2.close(History2.Count-1)

mxhigh = History2.high(History2.Count-1)

mxlow = History2.low(History2.Count-1)

mxDate = History2.Date(History2.Count-1)

mxVolume = History2.Volume(History2.Count-1)

mxOpenInt = History2.OpenInt(History2.Count-1)

close = minutedata.newprice(i)

fbDate = minutedata.Date(i)

Volume = minutedata.Volume(i)

mxVolume = minutedata.Volume(i-1)

OpenInt = minutedata.OpenInt(i)

if close > mxhigh then mxhigh = close end if

if close < mxlow then mxlow = close end if

mxdate = fbDate

mxxVolume = (Volume-mxVolume)+mxxVolume

mxOpenInt = OpenInt

History2.close(History2.Count-1) = close

History2.high(History2.Count-1) = mxhigh

History2.low(History2.Count-1) = mxlow

History2.Date(History2.Count-1) = mxdate

History2.Volume(History2.Count-1) = mxxVolume

History2.OpenInt(History2.Count-1) = mxOpenInt

call History2.SaveData(xinheyue,xinshichang,1)

if abs(close-mxopen) > qj then

'新建一个K线

call History2.InsertAt(History2.Count)

History2.open(History2.Count-1) = close

History2.close(History2.Count-1) = close

History2.high(History2.Count-1) = close

History2.low(History2.Count-1) = close

History2.Date(History2.Count-1) = mxdate

History2.Volume(History2.Count-1) = 0

History2.OpenInt(History2.Count-1) = OpenInt

call History2.SaveData(xinheyue,xinshichang,1)

mxxVolume = 0

end if

End Sub

sub dengjiaK()‘第一次用的时候请先运行改宏创建等价K线数据

call lishishuju()

end sub

Sub APPLICATION_VBAStart()

call Application.SetTimer(0,1000) '创建一个0号定时器，间隔时间1秒

End Sub

Sub APPLICATION_Timer(ID)

if ID = 0 then

if (cdate(time)<=cdate("11:30:00") and cdate(time)>cdate("9:15:00")) or (cdate(time)<=cdate("15:15:00") and cdate(time)>cdate("13:00:00")) then

'等价区间处理

set Report1 = marketdata.GetReportData(laoheyue,laoshichang)

qj = Report1.Open*bili

set Report2 = marketdata.GetReportData(laozhishu,laoshichang)

Set History2 = marketdata.GetHistoryData(xinheyue,xinshichang,0)

mxopen = History2.open(History2.Count-1)

mxclose = History2.close(History2.Count-1)

mxhigh = History2.high(History2.Count-1)

mxlow = History2.low(History2.Count-1)

mxDate = History2.Date(History2.Count-1)

mxxVolume = History2.Volume(History2.Count-1)

mxOpenInt = History2.OpenInt(History2.Count-1)

set minutedata = marketdata.GetMinuteData(laoheyue,laoshichang)

Count = minutedata.Count

close = minutedata.newprice(Count-1)

fbDate = minutedata.Date(Count-1)

mxVolume = minutedata.Volume(Count-2)

Volume = minutedata.Volume(Count-1)

OpenInt = minutedata.OpenInt(Count-1)

if close > mxhigh then mxhigh = close end if

if close < mxlow then mxlow = close end if

mxdate = fbDate

mxxVolume = mxxVolume+(Volume-mxVolume)

mxOpenInt =OpenInt

' application.MsgOut mxxVolume&" "&Volume&" "&Volume-mxVolume

History2.close(History2.Count-1) = close

History2.high(History2.Count-1) = mxhigh

History2.low(History2.Count-1) = mxlow

History2.Date(History2.Count-1) = mxdate

History2.Volume(History2.Count-1) = mxxVolume

History2.OpenInt(History2.Count-1) = mxOpenInt

call History2.SaveData(xinheyue,xinshichang,1)

if abs(close-mxopen) > qj then

'新建一个K线

call History2.InsertAt(History2.Count)

History2.open(History2.Count-1) = close

History2.close(History2.Count-1) = close

History2.high(History2.Count-1) = close

History2.low(History2.Count-1) = close

History2.Date(History2.Count-1) = mxdate

History2.Volume(History2.Count-1) = 0

History2.OpenInt(History2.Count-1) = OpenInt

call History2.SaveData(xinheyue,xinshichang,1)

mxxVolume = 0

end if

call Application.ActivateFrameWithCode("Technic",xinheyue,xinshichang,0)

call Technic.Refresh

end if

end sub

Sub to_0()

'得到上期所指定品种的日线数据

Set History = marketdata.GetHistoryData("IF88","ZJ",0)

'删掉第一条数据

for i=0 to History.Count-1

History.Volume(i) = 0

call History.SaveData("IF88","ZJ",1)

End Sub

主题：等价K线代码(原创）