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MarketData.GetHistoryData

这个也不一定是完整的啊，就好比你看k图，当前最新是多少价格就是多少

Sub APPLICATION_VBAStart()

Call Application.Settimer(0,1000)

End Sub

Sub APPLICATION_Timer(ID)

if Hour(now) >= 9 And Hour(now) <= 15 And Minute(Now) > 1 And Second(Now) < 1 Then

DifMin = Minute(Now) Mod 2

IF DifMin = 0 Then

set fso = CreateObject("Scripting.FileSystemObject")

set tf = fso.OpenTextFile("E:\SarZ\sarz_py\quant\test\all_stock_code.csv", 1)

while (not tf.AtEndOfStream)

stock_str = Split(tf.ReadLine, ",")

'msgbox (stock_str(0) & " " & stock_str(1))

set stock = MarketData.GetReportData(stock_str(0),stock_str(1))

Set tf2 = fso.OpenTextFile("E:\SarZ\sarz_py\quant\test\jzt.txt", 8)

tf2.WriteLine(stock.Date & "," & stock.Label & "," & stock.NewPrice)

tf2.close

wend

tf.close

End If

End if

End Sub

以上是每两分钟获取的代码，以下是保存的结果：

2017/9/12 13:24:01,603277,19.59

2017/9/12 13:23:57,000868,6.25

2017/9/12 13:24:00,002455,13.38

2017/9/12 13:24:00,002497,20.9

2017/9/12 13:24:00,002747,14.81

2017/9/12 13:24:00,002782,21.69

2017/9/12 13:24:01,603882,12.08

2017/9/12 13:24:00,002407,29.92

2017/9/12 13:24:00,600884,26.68

2017/9/12 13:24:00,600558,7.86

2017/9/12 13:23:57,300484,35.05

2017/9/12 13:24:00,600699,35.33

2017/9/12 13:23:42,002897,39.64

2017/9/12 13:24:01,603305,55.66

2017/9/12 13:24:01,601012,26.35

2017/9/12 13:23:57,300693,69.4

2017/9/12 13:23:51,300681,71.94

2017/9/12 13:23:51,300697,14.63

可以看到，有很多不是整点的，想请教这应该怎解决？

如果你要整点的整理过的K线价格及时间，你只能用MarketData.GetHistoryData

但是MarketData.GetHistoryData这个，我应该可以每分钟过了10秒才去取数据，拿最后一根完整的K线，这样应该可以解决了吧？

请问要用MarketData.GetHistoryData取最后时间的完整K线，应该怎么写？比如每1分钟取一次的

搜索“定时器”关键字

昨天已经搜索过了，各个变量的索引不会用。比如:

set stock = MarketData.GetHistoryData(stock_str(0),stock_str(1), 3)

msgbox stock.Close(stock.Count - 1) 这样取出来的时间很奇怪，机制不明白

定时器我知道怎么用，是GetHistoryData返回的数据如何索引不知道

[此贴子已经被作者于2017/9/12 14:01:53编辑过]

返回值是

HistoryData 对象

参考编程帮助的相关信息

Sub APPLICATION_VBAStart()

Call Application.Settimer(0,1000)

End Sub

Sub APPLICATION_Timer(ID)

if Hour(now) >= 1 And Hour(now) <= 15 And (minute(now) mod 5 = 0) and Second(now) = 10 Then

set fso = CreateObject("Scripting.FileSystemObject")

set fp_code = fso.OpenTextFile("E:\SarZ\sarz_py\quant\test\all_stock_code.csv", 1)

while (not fp_code.AtEndOfStream)

stock_str = Split(fp_code.ReadLine, ",")

'msgbox (stock_str(0) & " " & stock_str(1))

set stock = marketdata.GetHistoryDataByDate(stock_str(0),stock_str(1), 1, now, now)

Set fp_data = fso.OpenTextFile("E:\SarZ\sarz_py\quant\test\time_read.txt", 8)

fp_data.WriteLine(stock_str(0) & "," & stock.Date(stock.Count-2) & "," & stock.open(stock.Count-2) & "," & stock.high(stock.Count-2) & "," & stock.low(stock.Count-2) & "," & stock.close(stock.Count-2) & "," & stock.volume(stock.Count-2) & "," & now)

fp_data.close

marketdata.DestroyHistoryData

wend

fp_code.close

End if

End Sub

002022,2017/9/13 13:40:00,17.96,17.97,17.96,17.97,439,2017/9/13 13:40:12

000666,2017/9/13 13:40:00,21.2,21.22,21.2,21.21,481,2017/9/13 13:40:12

601718,2017/9/13 13:35:00,8.84,8.84,8.82,8.83,3314,2017/9/13 13:40:12

000668,2017/9/13 13:35:00,17.47,17.47,17.46,17.46,47,2017/9/13 13:40:12

000517,2017/9/13 13:40:00,4.38,4.39,4.38,4.39,673,2017/9/13 13:40:12

300310,2017/9/13 13:40:00,13.08,13.08,13.06,13.06,719,2017/9/13 13:40:12

002825,2017/9/13 13:40:00,34.02,34.12,33.99,34.11,291,2017/9/13 13:40:12

300439,2017/9/13 13:35:00,21.31,21.32,21.3,21.3,59,2017/9/13 13:40:12

600531,2017/9/13 13:40:00,8.55,8.56,8.54,8.56,1463,2017/9/13 13:40:12

002799,2017/9/13 13:35:00,20.69,20.7,20.69,20.7,97,2017/9/13 13:40:12

300313,2017/9/13 13:35:00,15.58,15.6,15.55,15.56,533,2017/9/13 13:35:12

603277,2017/9/13 10:55:00,21.55,21.55,21.55,21.55,10,2017/9/13 13:40:10

000868,2017/9/13 13:40:00,6.88,6.88,6.88,6.88,155,2017/9/13 13:40:10

002455,2017/9/13 13:40:00,14.08,14.2,14.08,14.19,2924,2017/9/13 13:40:10

002497,2017/9/13 13:40:00,21.02,21.28,21.02,21.14,26613,2017/9/13 13:40:10

002747,2017/9/13 13:40:00,14.42,14.43,14.39,14.43,1759,2017/9/13 13:40:10

002782,2017/9/13 13:40:00,20.48,20.48,20.45,20.45,976,2017/9/13 13:40:10

603882,2017/9/13 9:55:00,13.29,13.29,13.29,13.29,66,2017/9/13 13:40:10

代码和输出结果。输出结果格式为：代码，时间，开高低收，当前时间。

有几个问题：

第一，部分涨停板的股票，时间怎么会是9:55:00或10:55:00等等，我代码是取最后一根完整K线的，为什么会出现这种情况。

第二，当前时间为13:40:12，为什么最后一根完整K先会取到13:35:00

第三，有些停牌的票，开高低收都是0，日期时间也是0，有些停牌的票，是停牌的最后日期

这几个问题麻烦解答一下，谢谢

一、交易不活跃啊，你在k图上看下这个品种最新5分钟是几点就知道了

二、同样道理，这个是k线时间，不是你现在电脑时间。

三、看下是不是缺少数据，你发现有问题，先打开图表对照k图，然后在做分析

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