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写一个次主力合约 [金字塔]

  • 咨询内容: 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?

     

  • 金字塔客服:

    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

     


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