[原创]导出合约和数据 - 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

sub exportdata()

markets=array("sq","dq","zq","zj","sy")

set block=createobject("stock.block")

set fso = createobject("scripting.filesystemobject")

futureday=base&"\\futureday\\"

futuremin=base&"\\futuremin\\"

futuretick=base&"\\futuretick\\"

createpath fso,futureday

createpath fso,futuremin

createpath fso,futuretick

for i=0 to ubound(markets)

for j=0 to marketdata.getreportcount(markets(i))-1

set myreport=marketdata.getreportdatabyindex(markets(i),j)

code=myreport.label

market=myreport.marketname

set myhistory = marketdata.gethistorydata(code,market,0)

if myhistory.count>0 then

set file = fso.createtextfile(futuremin&code&"_min.csv",true)

for n=0 to myhistory.count - 1

file.writeline myhistory.date(n)&","&myhistory.open(n)&","&myhistory.high(n)&","&myhistory.low(n)&","&myhistory.close(n)&","&myhistory.volume(n)&","&myhistory.openint(n)

file.close

end if

set myhistory = marketdata.gethistorydata(code,market,5)

if myhistory.count>0 then

set file = fso.createtextfile(futureday&code&"_day.csv",true)

for n=0 to myhistory.count - 1

file.writeline myhistory.date(n)&","&myhistory.open(n)&","&myhistory.high(n)&","&myhistory.low(n)&","&myhistory.close(n)&","&myhistory.volume(n)&","&myhistory.openint(n)

file.close

end if

set minutedata = marketdata.getminutedata(code,market)

if minutedata.count>0 then

mydate=convertdate(minutedata.date(n))

set file = fso.createtextfile(futuretick&code&"_tick_"&mydate&".csv",true)

for n=0 to minutedata.count - 1

file.writeline minutedata.date(n)&","&minutedata.newprice(n)&","&minutedata.bidprice(n)&","&minutedata.askprice(n)&","&minutedata.volume(n)&","&minutedata.bidvol(n)&","&minutedata.askvol(n)&","&minutedata.openint(n)

file.close

end if

print("导出数据")

end sub

主题：[原创]导出合约和数据