INVESTOX-Forum

Quellcode

''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 
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