标题：写一个次主力合约

1楼

明心发表于：2012/3/23 16:15:49

最近在研究跨期套利，想写一个次主力合约的数据输出，或者直接在指定板块新建一个“次主力”合约，写了好久还是没有搞定。高手们能指教一下吗？

2楼

明心发表于：2012/3/23 16:18:20

Sub getcizhuli()

pz = "cu "'定义品种
pzzms = 2
sc = "sq" '定义市场
maxOpenint = 0
midOpenint = 0
minOpenint = 0

lxhy = pz&"00"
Set History = marketdata.GetHistoryData(lxhy,sc,5)
    Count = History.Count-1
    for i=0 to Count
    mxdate = History.Date(i)
    Openint = History.Openint(i)

    n = marketdata.GetReportCount(sc)
    For j = 0 To n - 1
        Set report1 = marketdata.GetReportDataByIndex(sc, j)
            If left(report1.Label,2) = pz Then
               Set History1 = marketdata.GetHistoryData(report1.Label,sc,5)
                    Count1 = History1.Count-1
                    for m=0 to Count1
                    date1 = History1.Date(m)
                        if date1=mxdate then
                           Openint1 = History1.Openint(m)

                              if Openint1 > maxOpenint then
                              maxOpenint = Openint1
                              elseif Openint1 > midOpenint then
                              midOpenint = Openint1
                              else
                              minOpenint = Openint1
                              end if


                        end if
                    next
              'application.MsgOut mxdate&" "&report1.Label
            End If

    Next

    application.MsgOut mxdate&" "&midOpenint
    next

End Sub

以上红色部分数据输出有问题，请指教

3楼

solarhe2006 发表于：2020/7/21 14:50:56

次主力合约这么久也没搞出来？

4楼

solarhe2006 发表于：2020/7/25 18:11:49

Sub usgetdominantcontracts()

On Error resume Next

Dim block

Dim market

Set block = CreateObject("stock.block")

For i = 0 To block.Count - 1

block.removeat (0)

'market = Array("CB","CM","NM","NB","HZ","SG")'外盘石油、黄金、股指期货

market = Array("SQ","dq","zq","zj","IN")'添加原油

c"> c"> contractopenint = 0

For i = 0 To UBound(market)

n = marketdata.GetReportCount(market(i))

For j = 0 To n - 1

Set report1 = marketdata.GetReportDataByIndex(market(i), j)

suffixlabel = Right(report1.Label, 2)

If suffixlabel = "00" Then

block.addstock contractmarket, contractlabel

c"> c"> contractopenint00 = report1.OpenInt

End If

If (suffixlabel >= "01" And suffixlabel <= "12")and (report1.OPENINT<contractopenint00) Then

If report1.OPENINT > contractopenint00/5 Then

contractlabel = report1.Label

contractmarket = market(i)

contractopenint = report1.OPENINT

End If

block.addstock contractmarket, contractlabel

block.tosave "自选","次主力合约"

'打开市场指定分类名称的板块

call block.open("次主力合约",0)

application.msgout Now&" 次主力合约筛选完毕"

End Sub

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