金字塔等价K线源码 [金字塔]
- 金字塔等价K线源码内容：
dim shanchushanchu = 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 xinheyuexinheyue = "IF88" '新等价K合约代码dim xinmingchengxinmingcheng = "IF等价K线" '新等价K合约名称dim xinshichangxinshichang = "ZJ" '新等价K合约市场
dim laoheyuelaoheyue = "IF00" '标的合约代码dim laoshichanglaoshichang = "ZJ" '标的合约市场dim laozhishulaozhishu = "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) next 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 next
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 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-1History.Volume(i) = 0next
call History.SaveData("IF88","ZJ",1)
End Sub
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