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---- [求助]我想用这种方法自动筛选主力合约 (http://www.weistock.com/bbs/dispbbs.asp?boardid=5&id=2301)
-- 发布时间：2010/7/30 14:59:15
-- [求助]我想用这种方法自动筛选主力合约
请问如何在整个期货市场或者上海期货市场比较每个品种合约的持仓量
我想用这种方法自动筛选主力合约。
在VBA中如何实现。
-- 发布时间：2010/7/30 18:20:02
--
\'该示例从郑州市场筛选SR合约得最大持仓量做为主力合约
Sub Test()
Dim MaxCode
Dim MaxVolume
\'得到市场所有品种
Count = MarketData.GetReportCount("ZQ")
For i = 0 To Count-1
Set Report1 = MarketData.GetReportDataByIndex("ZQ",i)
\'只处理SR合约
if Left(Report1.Label,2) = "SR" Then
\'只处理有效合约
if Right(Report1.Label,2) >= "01" And Right(Report1.Label,2) <= "12" Then
If Report1.Volume > MaxVolume Then
MaxCode = Report1.Label
MaxVolume = Report1.Volume
End if
end if
End if
Next
\'显示成交量最大得合约
MsgBox MaxCode
End Sub
[此贴子已经被作者于2010-7-30 18:20:47编辑过]
-- 发布时间：2010/7/30 22:03:55
--
\'枚举合约，将主力合约的代码和对应市场代码分别作为键和值存入字典容器，供后续操作调用
sub test()
Dim marketName
Set dominantContract=CreateObject("Scripting.Dictionary")
marketName=Array("SQ","DQ","ZQ","ZJ")
prefixStockNameOld=""
c00" And suffixStockNameCur<"99" Then
If prefixStockNameCur<>prefixStockNameOld Then
If contractLabel<>"" Then
dominantContract.Add contractLabel,marketName(j)
End If
prefixStockNameOld=prefixStockNameCur
contractLabel=reportData.Label
contractVol=reportData.Volume
ElseIf reportData.Volume>contractVol then
contractLabel=reportData.Label
contractVol=reportData.Volume
End If
End If
Next
Next
dominantContract.Add contractLabel,marketName(j-1)
output=""
labels=dominantContract.Keys
markets=dominantContract.Items
For i = 0 To dominantContract.Count-1
output=output+labels(i)+vbTab+markets(i)+vbCrLf
Next
MsgBox output
end sub
-- 发布时间：2010/8/1 14:22:48
--
以下是引用wattwei在2010-7-30 22:03:55的发言：
\'枚举合约，将主力合约的代码和对应市场代码分别作为键和值存入字典容器，供后续操作调用
sub test()
Dim marketName
Set dominantContract=CreateObject("Scripting.Dictionary")
marketName=Array("SQ","DQ","ZQ","ZJ")
prefixStockNameOld=""
c00" And suffixStockNameCur<"99" Then
If prefixStockNameCur<>prefixStockNameOld Then
If contractLabel<>"" Then
dominantContract.Add contractLabel,marketName(j)
End If
prefixStockNameOld=prefixStockNameCur
contractLabel=reportData.Label
contractVol=reportData.Volume
ElseIf reportData.Volume>contractVol then
contractLabel=reportData.Label
contractVol=reportData.Volume
End If
End If
Next
Next
dominantContract.Add contractLabel,marketName(j-1)
output=""
labels=dominantContract.Keys
markets=dominantContract.Items
For i = 0 To dominantContract.Count-1
output=output+labels(i)+vbTab+markets(i)+vbCrLf
Next
MsgBox output
end sub
\'枚举合约，将主力合约的代码和对应市场代码分别作为键和值存入字典容器，供后续操作调用
sub test()
Dim marketName
Set dominantContract=CreateObject("Scripting.Dictionary")
marketName=Array("SQ","DQ","ZQ","ZJ")
prefixStockNameOld=""
c00" And suffixStockNameCur<"99" Then
If prefixStockNameCur<>prefixStockNameOld Then
If contractLabel<>"" Then
dominantContract.Add contractLabel,marketName(j)
End If
prefixStockNameOld=prefixStockNameCur
contractLabel=reportData.Label
contractVol=reportData.Volume
ElseIf reportData.Volume>contractVol then
contractLabel=reportData.Label
contractVol=reportData.Volume
End If
End If
Next
Next
dominantContract.Add contractLabel,marketName(j-1)
output=""
labels=dominantContract.Keys
markets=dominantContract.Items
For i = 0 To dominantContract.Count-1
output=output+labels(i)+vbTab+markets(i)+vbCrLf
Next
MsgBox output
end sub
这个测试通不过。
-- 发布时间：2010/8/1 14:48:30
--
不太会贴代码啊，贴上来的代码掉了一截，我试试再贴上来
[此贴子已经被作者于2010-8-1 14:52:54编辑过]
-- 发布时间：2010/8/1 14:57:24
--
\'枚举合约，将主力合约的代码和对应市场代码分别作为键和值存入字典容器，供后续操作调用
sub test()
Dim marketName
Set dominantContract=CreateObject("Scripting.Dictionary")
marketName=Array("SQ","DQ","ZQ","ZJ")
prefixStockNameOld=""
c00" And suffixStockNameCur < "99" Then
If prefixStockNameCur <> prefixStockNameOld Then
If contractLabel <> "" Then
dominantContract.Add contractLabel,marketName(j)
End If
prefixStockNameOld=prefixStockNameCur
contractLabel=reportData.Label
contractVol=reportData.Volume
ElseIf reportData.Volume > contractVol then
contractLabel=reportData.Label
contractVol=reportData.Volume
End If
End If
Next
Next
dominantContract.Add contractLabel,marketName(j-1)
output=""
labels=dominantContract.Keys
markets=dominantContract.Items
For i = 0 To dominantContract.Count-1
output=output+labels(i)+vbTab+markets(i)+vbCrLf
Next
MsgBox output
end sub
[此贴子已经被作者于2010-8-1 15:21:28编辑过]
-- 发布时间：2010/8/1 15:29:14
--
\'枚举合约，将主力合约的代码和对应市场代码分别作为键和值存入字典容器，供后续操作调用
sub test()
Dim marketName
Set dominantContract=CreateObject("Scripting.Dictionary")
marketName=Array("SQ","DQ","ZQ","ZJ")
prefixStockNameOld=""
c00" And suffixStockNameCur < "99" Then
If prefixStockNameCur <> prefixStockNameOld Then
If contractLabel <> "" Then
dominantContract.Add contractLabel,marketName(j)
End If
prefixStockNameOld=prefixStockNameCur
contractLabel=reportData.Label
contractVol=reportData.Volume
ElseIf reportData.Volume > contractVol then
contractLabel=reportData.Label
contractVol=reportData.Volume
End If
End If
Next
Next
dominantContract.Add contractLabel,marketName(j-1)
output=""
labels=dominantContract.Keys
markets=dominantContract.Items
For i = 0 To dominantContract.Count-1
output=output+labels(i)+vbTab+markets(i)+vbCrLf
Next
MsgBox output
end sub
-- 发布时间：2010/8/1 15:37:39
--
还是不对，发送之前在哪里预览啊？找不到预览的按钮
-- 发布时间：2010/8/1 15:39:01
--
直接发给我吧。
-- 发布时间：2010/8/1 15:41:44
--
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