其实并不要多复杂，只要个壳儿就行了。 1、数据接口能保证实时数据 2、能实时导出数据至通行数据库，ado/ole db 、odbc 3、读取数据库表或txt文件们的交易指令，进行下单。 4、识别图片验证码通过交易委托客户端 5、自动交易 就是说，所谓中间分析部分直接到数据库中有实时更新的数据，想怎么分析都是个人的事情。 飞狐是个好平台，但是不支持实时数据输出，vbs还是有些慢，加上不是l2,总共会慢不少。 有搞这方面咚咚的希望一起交流下。
Most packages have a function to write data into a text file in real time. Then you can code an untility to monitor these output text files, if anything changes, you just write new data into whatever databases you like.
It's nice to hear from you,mg_mg. The problem is where I can find a good package you mentioned. Thank you.
I have to admit that I have no any experience with the packages used in Mainland, so I can't point to any one. But I think a complete trading package should at least implement one of the following features: 1. to write data into a text file in real time; 2. can call an external DLL (or can call c-functions directly). If the first feature is implemented then it would be trivial to export data; if the second feature is implements, you can write an DLL to write data out. If non of these two features are impleemtned, then the package would be too limited in extending their features. Also try to see if you can find a package with DDE feature. If you end up with no one software satisfying what you want, then it means there is a market for a new software package.
2. can call an external DLL (or can call c-functions directly). lots of the trading platform support dll limited,maybe some of them can call c-functions directly,but I've no any ideas. 1.to write data into a text file in real time; there is no one can supply this function.... BTW,DDE feature,what's that?THX!
Here is the detail how to do it: 1. start a new custom indicator for whatever package you use; 2. inside the body of the indicator, write out ohlcv to an external file. By so doing, whenver a new data is comming, the indicator gets called, instead of doing arithmetic evaluation, this indicator just writes out market data. How to write ohlcv data out? 1. use an internal function if the package provide such kind of funciton, like in MetaTrader; 2. direct use c-code like in SierraChart; 3. call an DLL for any packages that can communciate with DLLs. DDE - Dynamic Data Exchange, essentailly it is a data server.
Tks.mg_mg,I've build a vbs indicator in foxtrader(飞狐) based on a developer's code,but I still encounter a problem:I must set a period to refresh the data for data output--not exactly realtime. 谢谢黄忠，那个需要打开Excel,在效率和内存方面都没有优势。
kuhasu, ok, let me be more specific. 1. first you need to code an indicator to export the data out to a file say data.cvs; 2. then you need to code an external file monitor to scan the file data.cvs like every second; there is a property called last change time for a file; if the monitor finds the last change time for the file data.cvs is changed, then the monitor will read data from the file and save the data to a database you chose; 3. of course you can not write all data every time when this indicator is called, it may give too much load to computer. When it is the first time to call the indicator, the indicator wite out all data to the file data.cvs, then don't write anything for like one minute so it will give the monitor sometime to read the file. Then for any call to the indicator after one minute the indicator jsut writes out last few lines of data. So the end result is that the data is delayed at most for one second. 宏汇可以Excel动态数据输出, it means most likely Hong Hui supports DDE service. If so, then you can code your own data receiver in real time, do some search, you wil find out how to do it.
Thank you mg_mg for your kindly response. For the first one ,sovled. For the second step,I still have no idea abt how to build a plug by a computer language (Am not very good at this) or to code a sas statments .I think I should also set a period to monitor it.And I have checked the Hui Hong,they use a excel with vba to read data directly from the trading /analysis sys of Hui Hong,not like the way Am currently trying-let trading software send data to a database or csv/txt.And,considering of the lack of efficiency of Hui Hong,I don't wanna adopt this measure. You really gave me a amazing advice.Do you know something abt the way of data processing of Trading solutions?I think it might be a solution,a plug/dll this kind of thing can be called by VBS.