欢迎使用金字塔普通技术服务论坛,您可以在相关区域发表技术支持贴。
我司技术服务人员将优先处理 VIP客服论坛 服务贴,普通区问题处理速度慢,请耐心等待。谢谢您对我们的支持与理解。


金字塔客服中心 - 专业程序化交易软件提供商金字塔软件高级功能研发区 → [原创]导出合约和数据

   

欢迎使用金字塔普通技术服务论坛,您可以在相关区域发表技术支持贴。
我司技术服务人员将优先处理 VIP客服论坛 服务贴,普通区问题处理速度慢,请耐心等待。谢谢您对我们的支持与理解。    


  共有3128人关注过本帖树形打印复制链接

主题:[原创]导出合约和数据

帅哥哟,离线,有人找我吗?
z7c9
  1楼 | 信息 | 搜索 | 邮箱 | 主页 | UC


加好友 发短信
等级:小飞侠 帖子:1882 积分:3310 威望:0 精华:15 注册:2010/3/15 13:11:56
[原创]导出合约和数据  发帖心情 Post By:2014/8/21 18:15:14 [只看该作者]

sub exportsymbols()
market=array("sq","dq","zq","zj","sy")
mymarkets=array("shfe","dce","czce","cffex","shfe")
dim contractvolume
dim contractopenint
dim contractlabel
dim contractmarket
set fso = createobject("scripting.filesystemobject")
set file = fso.createtextfile("d:\\weistocksymbols.csv",true)
set block=createobject("stock.block")
for i=0 to ubound(market)
for j=0 to marketdata.getreportcount(market(i))-1
set myreport=marketdata.getreportdatabyindex(market(i),j)
suffixlabel=right(myreport.label,2)
prefixlabel=left(myreport.label,len(myreport.label)-2)
if (suffixlabel="00" or suffixlabel="01" or suffixlabel="02" or suffixlabel="03" or suffixlabel="04" or suffixlabel="05" or suffixlabel="06" or suffixlabel="07" or suffixlabel="08" or suffixlabel="09" or suffixlabel="10" or suffixlabel="11" or suffixlabel="12" or suffixlabel="13") and lcase(prefixlabel)<>"gn" then
file.writeline market(i)&"_"&myreport.label
end if
next
next
file.close()
print("导出金字塔合约")
end sub

 回到顶部
帅哥哟,离线,有人找我吗?
z7c9
  2楼 | 信息 | 搜索 | 邮箱 | 主页 | UC


加好友 发短信
等级:小飞侠 帖子:1882 积分:3310 威望:0 精华:15 注册:2010/3/15 13:11:56
  发帖心情 Post By:2014/8/21 18:15:45 [只看该作者]

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)
next
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)
next
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)
next
file.close
end if
next
next
print("导出数据")
end sub

 回到顶部