目前有一个套利策略,手动操作,基本稳定盈利,想要系统化。 构想:将行情软件的数据(包括价格与委托数量)实时导出至EXCEL,进行判断,如有赢利空间,则执行。 问题:1行情软件数据导出的问题 2判断后执行指令的问题 现在首先想解决数据导出至EXCEL的问题,因为目前手动输入,经常手忙脚乱,不知各位有什么建议
大哥,可能的话,你策略的思想给我说说,一句话或几个字就行,不必详细披露。下面是通达信导出程序。。。。原来年少不懂事的时候编的,应该很好用。。。你试验一下,你觉得过意不去就给我发个邮件,透露下你的思想啊,几个字就行,给点灵感嘛。。。liubin730020@yahoo.com.cn Sub liu() Cells(1, 1).Value = "日期" Cells(1, 2).Value = "开盘" Cells(1, 3).Value = "最高" Cells(1, 4).Value = "最低" Cells(1, 5).Value = "收盘" Cells(1, 7).Value = "成交量" Dim wz As String Dim sto As String Dim ffname As String wz = InputBox("请输入文件保存位置") sto = InputBox("请输入股票代码例(sh000001)") ffname = wz & "\" & sto & ".day" MsgBox ffname uuuuu = getdata(ffname) Columns("F:F").Select Selection.Delete Shift:=xlToLeft Columns("G:G").Select Selection.Delete Shift:=xlToLeft End Sub Rem Private Function getdata(sdm As String) Private Function getdata(fname As String) Dim sdata() As Byte Dim dstr As String Dim total As String Dim pval As Double Open fname For Binary As #1 ReDim sdata(LOF(1)) Get #1, , sdata() For ppp = 0 To LOF(1) / 4 - 1 pval = 0 total = "" For i = ppp * 4 + 3 To ppp * 4 + 0 Step -1 dstr = "" a = sdata(i) Do While a > 0 dstr = Trim(Trim(Str(a Mod 2)) & Trim(dstr)) a = a \ 2 Loop If Len(dstr) < 8 Then For j = 1 To 8 - Len(dstr) dstr = "0" & dstr Next End If total = Trim(Trim(total) & Trim(dstr)) Next For ii = 1 To Len(total) pval = pval + Val(Mid(total, ii, 1)) * 2 ^ (Len(total) - ii) Next Cells(ppp \ 8 + 2, (ppp Mod 8) + 1).Value = pval Next Close #1 End Function