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''EXPORT PRICES ''VBScript exports prices of project loaded assets, convert them into ''required time frame and saves them as text files. '' Init vars Dim i Dim filesys, filetxt Dim comprArr, convD, convO, convH, convL, convC, convV,convOI comprArr = Array("5","10","15","30","60","120","W","M","Q","Y") Set filesys = CreateObject("Scripting.FileSystemObject") ''Get data GetDatum d GetDaten "Open", o GetDaten "High", h GetDaten "Low", l GetDaten "Close", c GetDaten "Volume", v GetDaten "OpenInt", oi ''do for each asset loaded in project ''for i = 1 to UBound(BasisTitelName) ''do for each required time frame for a = 1 to UBound(comprArr) outFileName = generateOutFileName(BasisTitelName , comprArr(a)) Set filetxt = filesys.OpenTextFile(exportPath & "\" & outFileName & ".txt", 2, True) filetxt.WriteLine(BasisTitelName) writeFileHeader() convO = convertData("Open", comprArr(a)) convH = convertData("High", comprArr(a)) convL = convertData("Low", comprArr(a)) convC = convertData("Close", comprArr(a)) convV = convertData("Volume", comprArr(a)) convOI = convertData("OpenInt", comprArr(a)) Call writeData(d, convO, convH, convL, convC, convV, convOI) filetxt.Close next ''next ''===============================FUNCTIONS AND SUBS=============================== Function convertData(field, tf) ''Converts data to required time frame Dim cmd, convData cmd = """Komp(#" & field & "#,#" & tf & "#)""" ''============TEST=========== filetxt.WriteLine(field) filetxt.WriteLine(tf) filetxt.WriteLine(Eval(cmd)) ''=========================== if ScriptBerechneFormel(Eval(cmd), convData) then For i= 1 to AllePerioden Ergebnis(i)=convData(i) Next filetxt.WriteLine(UBound(convData)) ''TEST convertData = convData end if End Function Function generateOutFileName(inTitle, tf) '' creates output file name acoording to name of loaded asset ''Example for input asset name: GBL_IB_5M_200806 = assetName_source_timeFrame_startDate(YYYYMM) ''inTitleArray(0) = assetName ''inTitleArray(1) = source ''inTitleArray(2) = timeFrame ''inTitleArray(3) = startDate ''required time frames: "5","10","15","30","60","120","w","m","q","y" inTitleArray = Split(inTitle, "_", -1, 1) if StrComp(tf, "m", 0) = 0 then tf = "mo" elseif isnumeric(tf)then tf = "m" & tf End if outTitle = inTitleArray(0) & "_"& tf generateOutFileName = outTitle End function Sub writeFileHeader() ''Write header line filetxt.WriteLine("Date" & chr(9) & "Time" & chr(9) & "Open" & chr(9) & _ "High" & chr(9) & "Low" & chr(9) & "Close" & chr(9) & "Volume" & chr(9) & "OpenInt") End Sub Sub writeData(d, convO, convH, convL, convC, convV, convOI) ''Write date time and price data in text file for j= 2 to alleperioden-3 filetxt.WriteLine(FormatDateTime(d(j),2) & chr(9) & _ FormatDateTime(d(j),4) & ":00" & chr(9) &_ convO(j) & chr(9) & _ convH(j) & chr(9) & _ convL(j) & chr(9) & _ convC(j) & chr(9) & _ convV(j) & chr(9) & _ convOI(j)) next End Sub |
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''Get data GetDatum d GetDaten "Open", o GetDaten "High", h GetDaten "Low", l GetDaten "Close", c GetDaten "Volume", v GetDaten "OpenInt", oi |
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Set filesys = CreateObject("Scripting.FileSystemObject") exportPath = "deinPfadName" outFileName = "deinFileName" Set filetxt = filesys.OpenTextFile(exportPath & "\" & outFileName & ".txt", 2, True) for j= 1 to alleperioden filetxt.WriteLine(<< daten die du schreiben willst>>) next |
Hetfield
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filetxt.WriteLine(<< daten die du schreiben willst>>) |
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filetxt.WriteLine(d,o,h,l,c,v,oi) |
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''EXPORT PRICES ''VBScript exports prices of asset loaded in project at first place ''convert them into required time frame and saves them as text files. '' Init vars Dim i Dim filesys, filetxt Dim comprArr, convO, convH, convL, convC, convV, convOI, cmd comprArr = Array("5","10","15","30","60","120","W","M","Q") Set filesys = CreateObject("Scripting.FileSystemObject") ''Get data GetDatum d ''do for each asset loaded in project ''for i = 1 to UBound(BasisTitelName) ''do for each required time frame for a = 1 to UBound(comprArr) outFileName = generateOutFileName(BasisTitelName , (comprArr(a))) Set filetxt = filesys.OpenTextFile(exportPath & "\" & outFileName & ".txt", 2, True) filetxt.WriteLine(BasisTitelName) writeFileHeader() ''Converts open data to required time frame=========================== cmd = """Komp(#Open#,#" & comprArr(a) & "#)""" if ScriptBerechneFormel(Eval(cmd), convO) then ''Ergebnis in Ergebnisfeld übertragen For i= 1 to AllePerioden Ergebnis(i)=convO(i) Next end if ''Converts high data to required time frame=========================== cmd = """Komp(#High#,#" & comprArr(a) & "#)""" if ScriptBerechneFormel(Eval(cmd), convH) then For i= 1 to AllePerioden Ergebnis(i)=convH(i) Next end if ''Converts low data to required time frame=========================== cmd = """Komp(#Low#,#" & comprArr(a) & "#)""" if ScriptBerechneFormel(Eval(cmd), convL) then For i= 1 to AllePerioden Ergebnis(i)=convL(i) Next end if ''Converts close data to required time frame=========================== cmd = """Komp(#Close#,#" & comprArr(a) & "#)""" if ScriptBerechneFormel(Eval(cmd), convC) then For i= 1 to AllePerioden Ergebnis(i)=convC(i) Next end if ''Converts volume data to required time frame=========================== cmd = """Komp(#Volume#,#" & comprArr(a) & "#)""" if ScriptBerechneFormel(Eval(cmd), convV) then For i= 1 to AllePerioden Ergebnis(i)=convV(i) Next end if ''Converts Open Interest data to required time frame=========================== cmd = """Komp(#OpenInt#,#" & comprArr(a) & "#)""" if ScriptBerechneFormel(Eval(cmd), convOI) then For i= 1 to AllePerioden Ergebnis(i)=convOI(i) Next end if ''Write date time and price data in text file for j= 2 to alleperioden-3 filetxt.WriteLine(FormatDateTime(d(j),2) & chr(9) & _ FormatDateTime(d(j),4) & ":00" & chr(9) & _ convO(j) & chr(9) & _ convH(j) & chr(9) & _ convL(j) & chr(9) & _ convC(j) & chr(9) & _ convV(j) & chr(9) & _ convOI(j)) next filetxt.Close next ''next ''------------------------------------FUNCTIONS AND SUBS------------------------------------------------ ''------------------------------------------------------------------------------------------------------ Function generateOutFileName(inTitle, tf) '' creates output file name acoording to name of loaded asset ''Example for input asset name: GBL_IB_5M_200806 = assetName_source_timeFrame_startDate(YYYYMM) ''inTitleArray(0) = assetName ''inTitleArray(1) = source ''inTitleArray(2) = timeFrame ''inTitleArray(3) = startDate ''required time frames: "5","10","15","30","60","120","w","m","q","y" inTitleArray = Split(inTitle, "_", -1, 1) if StrComp(tf, "m", 0) = 0 then tf = "mo" elseif isnumeric(tf)then tf = "m" & tf End if outTitle = inTitleArray(0) & "_"& tf generateOutFileName = outTitle End function ''------------------------------------------------------------------------------------------------------ Sub writeFileHeader() ''Write header line filetxt.WriteLine("Date" & chr(9) & "Time" & chr(9) & "Open" & chr(9) & _ "High" & chr(9) & "Low" & chr(9) & "Close" & chr(9) & "Volume" & chr(9) & "OpenInt") End Sub ''------------------------------------------------------------------------------------------------------ ''------------------------------------------------------------------------------------------------------ |
Dieser Beitrag wurde bereits 2 mal editiert, zuletzt von »Giuseppe« (7. April 2010, 18:37)
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''Write date time and price data in text file for j= 2 to alleperioden-3 |
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Startindex = ErsteDatenPeriode(Daten) Endindex = LetzteDatenPeriode(Daten) ..... for i=startindex to endindex |
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pit2
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'set file name and path outFileName = generateOutFileName(BasisTitelName , "30") outFilePath = "c:\Test\export\test.txt" 'find the start and end index of valid data StartIdx = ErsteDatenPeriode(o) EndIdx = LetzteDatenPeriode(o) 'open file and write Set filetxt = filesys.OpenTextFile(outFilePath, 2, True) |
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'set file name and path outFileName = generateOutFileName(BasisTitelName , "30") outFilePath = exportPath & "\export\" & outFileName & ".txt" 'find the start and end index of valid data StartIdx = ErsteDatenPeriode(o) EndIdx = LetzteDatenPeriode(o) 'open file and write Set filetxt = filesys.OpenTextFile(outFilePath, 2, True) |