jasonlouxy/automatictrading

automatictrading's Issues

VBA实时行情代码

Public Function GetFontColor(ByVal price As Single) As Variant
If price > 0 Then
fontColor = RGB(255, 0, 0) '上涨
ElseIf price < 0 Then
fontColor = QBColor(2) '下跌
Else
fontColor = vbBlack
End If
GetFontColor = fontColor
End Function

Sub GetPriceDetail(ByVal sheet As Worksheet) '详细版，(名称,价格，涨幅，振幅，最高价，最低价，成交额，更新时间)
Dim rowCount As Integer
Dim url As String
Dim sTemp As String

rowCount = sheet.Range("A65535").End(xlUp).Row '获取行数

maxCountPer = 30 ' 每30行一读取
num = Int((rowCount - 1) / maxCountPer)

For kk = 0 To num
    url = "http://hq.sinajs.cn/list="
    For jj = 1 To maxCountPer
        ii = kk * maxCountPer + jj + 1
        If ii <= rowCount Then
            code = sheet.Range("A" & ii).Text
            If Len(code) < 6 Then
                code = "unknow"
            End If
            If ii = 2 Then '从第二行开始
                url = url & code
            Else
                url = url & "," & code
            End If
        End If
    Next jj


    '获取新浪股票行情数据，放入sTemp变量
    With CreateObject("Microsoft.XMLHTTP")
        .Open "GET", url, False
        .Send
        sTemp = .responseText
    End With

    splits = Split(sTemp, ";")
    For jj = 1 To maxCountPer
        ii = kk * maxCountPer + jj + 1
        If ii <= rowCount Then

            mystr = splits(jj - 1)
            ss = InStr(mystr, ",")
            If ss > 1 Then
                startindex = InStr(1, mystr, """")
                endindex = InStrRev(mystr, """")
                substr = Mid(mystr, startindex + 1, endindex - 1)
                valuearray = Split(substr, ",") '共有32个数据 ，包括了股票名称，价格等信息


                begin = Asc("B")
                J = 0
                sheet.Range(Chr(begin + J) & ii).Value = valuearray(0) '名称
                J = J + 1
                If valuearray(3) = 0 Then
                    sheet.Range(Chr(begin + J) & ii).Value = valuearray(2)
                Else
                    sheet.Range(Chr(begin + J) & ii).Value = valuearray(3) '当前价
                End If
                'sheet.Range(Chr(begin + J) & ii).Font.Color = GetFontColor(valuearray(3) - valuearray(2))
                J = J + 1
                If CDbl(valuearray(3)) = 0 Then '涨幅
                    sheet.Range(Chr(begin + J) & ii).Value = "停牌"
                Else
                    sheet.Range(Chr(begin + J) & ii).Value = Format(valuearray(3) / valuearray(2) - 1, "0.00%")
                End If
                sheet.Range(Chr(begin + J) & ii).Font.Color = GetFontColor(valuearray(3) - valuearray(2))
                J = J + 1
                sheet.Range(Chr(begin + J) & ii).Value = Format((valuearray(4) - valuearray(5)) / valuearray(2), "0.00%") '振幅

                J = J + 1
                sheet.Range(Chr(begin + J) & ii).Value = valuearray(4) '最高
                sheet.Range(Chr(begin + J) & ii).Font.Color = GetFontColor(valuearray(4) - valuearray(2))
                J = J + 1
                sheet.Range(Chr(begin + J) & ii).Value = valuearray(5) '最低
                sheet.Range(Chr(begin + J) & ii).Font.Color = GetFontColor(valuearray(5) - valuearray(2))
                J = J + 1
                amount = valuearray(9) / 10000 '成交额（万元）
                sheet.Range(Chr(begin + J) & ii).Value = Int(amount)
                J = J + 1
                sheet.Range(Chr(begin + J) & ii).Value = valuearray(31)  '日期 时间
            End If

        End If
    Next jj

Next kk

End Sub

'sheet -- 作用的表单
'codeCol -- 股票代码所在列，如A，B...
'begin -- 数据开始写入的列，
Sub GetPriceConcise(ByVal sheet As Worksheet, codeCol As String, beginCol As String) '简洁版，(名称,价格，涨幅) - 支持港股实时行情，代码如hk02727,hkHSI
Dim rowCount As Integer
Dim url As String
Dim sTemp As String
Dim begin As Integer

begin = Asc(beginCol)

With Application
    .Calculation = xlCalculationManual
    .MaxChange = 0.001
End With


rowCount = sheet.Range("A65535").End(xlUp).Row '获取行数

maxCountPer = 30 ' 每30行一读取
num = Int((rowCount - 1) / maxCountPer)

For kk = 0 To num
    url = "http://qt.gtimg.cn/q=" '腾讯行情数据接口
    For jj = 1 To maxCountPer
        ii = kk * maxCountPer + jj + 1
        If ii <= rowCount Then
            code = LCase(Trim(sheet.Range(codeCol & ii).Text))
            If Len(code) < 5 Then
                code = "unknow"
            End If
            If (Right(code, 3) = "hsi") Then
                code = Left(code, 2) & "HSI"
            End If
            If (InStr(1, code, "hk") >= 1 And code <> "hkHSI") Then
                code = "r_" & code
            Else
                code = "s_" & code
            End If
            If ii = 2 Then '从第二行开始
                url = url & code
            Else
                url = url & "," & code
            End If
        End If
    Next jj


    With CreateObject("Microsoft.XMLHTTP")
        .Open "GET", url, False
        .Send
        sTemp = .responseText
    End With

    splits = Split(sTemp, ";")
    For jj = 1 To maxCountPer
        ii = kk * maxCountPer + jj + 1
        If ii <= rowCount Then
           mystr = splits(jj - 1)
           ss = InStr(mystr, "~")
           If ss > 1 Then '返回的有效数据
                startindex = InStr(1, mystr, "~")
                endindex = InStrRev(mystr, "~")
                substr = Mid(mystr, startindex + 1, endindex - 1) '引号中的有效数据
                valuearray = Split(substr, "~")

                stockname = valuearray(0)
                code = valuearray(1)
                price = valuearray(2)
                If (Len(code) = 5) Then '港股
                    rise = price / valuearray(3) - 1
                Else
                     rise = valuearray(4) / 100
                End If
                If price = 0 Then
                    rise = 0
                End If

                J = 0
                sheet.Range(Chr(begin + J) & ii).Value = stockname

                J = J + 1
                sheet.Range(Chr(begin + J) & ii).Value = price

                J = J + 1
                sheet.Range(Chr(begin + J) & ii).Value = rise
                sheet.Range(Chr(begin + J) & ii).Font.Color = GetFontColor(rise)
           End If
        End If
    Next jj
Next kk

With Application
    .Calculation = xlCalculationAutomatic
    .MaxChange = 0.001
End With

End Sub

Sub GetNetValueDetail(ByVal sheet As Worksheet, beginCol As String)
Dim rowCount As Integer
Dim url As String
Dim sTemp As String

rowCount = sheet.Range("A65535").End(xlUp).Row '获取行数

url = "http://hq.sinajs.cn/list=" '新浪行情数据接口
For i = 2 To rowCount '从第二行开始，第一列为股票代码
    code = sheet.Range("A" & i).Text
    If Len(code) < 6 Then
        code = "unknow"
    Else
        code = "of" & Right(code, 6) '基金代码前of(open fund)
    End If
    If i = 2 Then
        url = url & code
    Else
        url = url & "," & code
    End If
Next i

'获取新浪股票行情数据，放入sTemp变量
With CreateObject("Microsoft.XMLHTTP")
    .Open "GET", url, False
    .Send
    sTemp = .responseText
End With

splits = Split(sTemp, ";")
For i = 0 To rowCount - 1
   mystr = splits(i)
   ss = InStr(mystr, ",")
   If ss > 1 Then
       startindex = InStr(1, mystr, """")
       endindex = InStrRev(mystr, """")
       substr = Mid(mystr, startindex + 1, endindex - startindex - 1) '引号中的有效数据
       valuearray = Split(substr, ",")

       begin = Asc(beginCol)
       J = 0
       sheet.Range(Chr(begin + J) & i + 2).Value = valuearray(0) '名称
       J = J + 1
       sheet.Range(Chr(begin + J) & i + 2).Value = valuearray(1) '净值
       J = J + 1
       sheet.Range(Chr(begin + J) & i + 2).Value = valuearray(2) '累计净值
       J = J + 1
       sheet.Range(Chr(begin + J) & i + 2).Value = valuearray(3) '上日净值
       J = J + 1
       sheet.Range(Chr(begin + J) & i + 2).Value = Format(valuearray(4) / 100, "0.00%") '净值涨跌幅
       sheet.Range(Chr(begin + J) & i + 2).Font.Color = GetFontColor(valuearray(1) - valuearray(3))
       J = J + 1
       sheet.Range(Chr(begin + J) & i + 2).Value = valuearray(5)  '日期
   End If
Next i

End Sub

日内交易

//均价线 参考大智慧中，分时图（白线）和均价线（黄线）
Inputs:Price(Close);
variables: SumVolume(0),SumjiaLiang(0),junjiaxian(0);

if date<>date[1] then begin
SumVolume=0; SumjiaLiang=0;
end;

if bartype<2 then begin
SumVolume= SumVolume+Ticks;
SumjiaLiang=SumjiaLiang+price*Ticks;
if SumVolume<>0 then
junjiaxian =SumjiaLiang/SumVolume;
end

else

begin
SumVolume= SumVolume+Volume;
SumjiaLiang=SumjiaLiang+price*Volume;
if SumVolume<>0 then
junjiaxian=SumjiaLiang/SumVolume;
end;
plot1(junjiaxian,"junjiaxian",yellow,3);

// 5min IF指数
Input:M(2),Z(20),starttime(1000),closetime(1505),N(81);
var:ATR(0),openday(0),hh(0),ll(0),ma5_data2(0),hh1(0),ll1(0);
if date<>date[1] then begin
openday=opend(0);
end;
ATR=averagetruerange(Z);
ma5_data2=Average(close,N) of data2;
condition1=close>ma5_data2;
condition2=close<ma5_data2;

if marketposition=0 and EntriesToday(date)<1 and condition1 and time>=starttime and Ticks>Average(ticks,20) and high>openday+Matr and time<1500 then begin
buy next bar at high stop;
end;
if marketposition=0 and EntriesToday(date)<1 and condition2 and time>=starttime and ticks >Average(ticks,20) and time<1500 and low<openday -Matr then begin
sellshort next bar at low stop;
end;

//long profit trailing
inputs: stp(10),recentl(5);
var:stopline_buy(0),stopline_short(0),beginhigh(0),beginlow(0),recentlow(0),recenthigh(0),buytype(0),shorttype(0),mp(0);
mp = marketposition;
if mp[0] =1 and mp[1] =0 then begin
beginhigh = high;
buytype =1;
end else if mp[1]=1 and mp=1 then begin
beginhigh = beginhigh[1];
end;
if mp=1 then begin
if buytype =1 then stopline_buy = entryprice - stp;
end;
if barssinceentry>=recentl and mp=1 then begin
recentlow= lowest(low,recentl);
if recentlow > beginhigh then buytype =2;
if mp =1 then begin
if buytype =2 then stopline_buy = lowest(low,recentl);
end else begin
stopline_buy = stopline_buy[1];
end;
if mp =1 then begin
sell("B") next bar at stopline_buy stop;
end;
end;

//short profit trailing
if mp=-1 and mp[1]=0 then begin
beginlow=low;
shorttype=1;
end else if mp[1]=-1 and mp=-1 then begin
beginlow=beginlow[1];
end;
if mp=-1 then begin
if shorttype=1 then stopline_short=entryprice+stp;
end;
if barssinceentry>=recentl then begin
recenthigh=Highest(high,recentl);
if recenthigh < beginlow then shorttype=2;
if mp=-1 then begin
if shorttype=2 then stopline_short=highest(high,recentl);
end else begin
stopline_short=stopline_short[1];
end;
if mp=-1 then begin
buytocover("S") next bar at stopline_short stop;
shorttype=1;
end;
end;

//Day Close

if time>=closetime then begin
if marketposition=1 then
sell next bar at market;
if marketposition=-1 then
buytocover next bar at market;
end;

// 没有加任何滤网的代码 5min
Input:M(2),Z(20),starttime(1000),closetime(1505),N(60);
var:ATR(0),openday(0),hh(0),ll(0),ma5_data2(0),hh1(0),ll1(0);
if date<>date[1] then begin
openday=opend(0);
end;
ATR=averagetruerange(Z);
if marketposition=0 then begin
buy next bar at openday+Matr stop;
end;
if marketposition=0 then begin
sellshort next bar at openday-Matr stop;
end;

if time>=closetime then begin
if marketposition=1 then
sell next bar at market;
if marketposition=-1 then
buytocover next bar at market;
end;