定量分析的第一步,是獲取數(shù)據(jù)。
獲取股票歷史行情數(shù)據(jù)最方便的途徑,就是直接讀取股票行情軟件留在你電腦中的日線數(shù)據(jù)文件。
但如果不是程序員,電腦里一般不會有VB、VC之類的編程語言。怎么辦呢?
其實,大家的電腦中一般都有OFFICE。OFFICE中的EXCEL自帶了一個VBA語言的編程環(huán)境。功能也很強大。
我用EXCEL里的VBA編寫了一段代碼,讀取通達信股票行情軟件的日線文件。已經(jīng)測試通過。
代碼如下。與愛好定量分析的朋友分享。
Type MyType
a1 As Long ’標示碼
a2 As Long ’日期
a3 As Single ’開盤價
a4 As Single ’價
a5 As Single ’
a6 As Single ’收盤價
a7 As Single ’成交金額
a8 As Long ’成交量
End Type
Sub 按鈕1_Click()
Dim File2 As Integer
Dim b As MyType
File1 = FreeFile
Open "sh600000.day" For Binary Access Read As #File1
i = 1
Do While Not EOF(File1)
Get #File1, , b
Cells(i, 1) = b.a1
Cells(i, 2) = b.a2
Cells(i, 3) = b.a3
Cells(i, 4) = b.a4
Cells(i, 5) = b.a5
Cells(i, 6) = b.a6
Cells(i, 7) = b.a7
Cells(i, 8) = b.a8
i = i + 1
Loop
Close #File1
End Sub
別忘了把其中紅字標示的文件名換成你想要讀取的數(shù)據(jù)文件名
獲取股票歷史行情數(shù)據(jù)最方便的途徑,就是直接讀取股票行情軟件留在你電腦中的日線數(shù)據(jù)文件。
但如果不是程序員,電腦里一般不會有VB、VC之類的編程語言。怎么辦呢?
其實,大家的電腦中一般都有OFFICE。OFFICE中的EXCEL自帶了一個VBA語言的編程環(huán)境。功能也很強大。
我用EXCEL里的VBA編寫了一段代碼,讀取通達信股票行情軟件的日線文件。已經(jīng)測試通過。
代碼如下。與愛好定量分析的朋友分享。
Type MyType
a1 As Long ’標示碼
a2 As Long ’日期
a3 As Single ’開盤價
a4 As Single ’價
a5 As Single ’
a6 As Single ’收盤價
a7 As Single ’成交金額
a8 As Long ’成交量
End Type
Sub 按鈕1_Click()
Dim File2 As Integer
Dim b As MyType
File1 = FreeFile
Open "sh600000.day" For Binary Access Read As #File1
i = 1
Do While Not EOF(File1)
Get #File1, , b
Cells(i, 1) = b.a1
Cells(i, 2) = b.a2
Cells(i, 3) = b.a3
Cells(i, 4) = b.a4
Cells(i, 5) = b.a5
Cells(i, 6) = b.a6
Cells(i, 7) = b.a7
Cells(i, 8) = b.a8
i = i + 1
Loop
Close #File1
End Sub
別忘了把其中紅字標示的文件名換成你想要讀取的數(shù)據(jù)文件名