這篇我們抓取大盤指數與期貨指數，並計算兩者中間價差，有興趣的可以參考以下程式碼。
Option Explicit
Const xlStartYear As Integer = 2014
Const xlStartMonth As Integer = 1
Const xlStartDay As Integer = 1
Const xlFilePath As String = "C:\期貨下載資料\"
Sub 大盤與期貨()
Application.ScreenUpdating = False
ClaerChartObjects
With Workbooks(1).Worksheets(1)
.UsedRange.ClearContents
.Cells(1, 1) = "交易日期"
.Cells(1, 2) = "大盤指數"
.Cells(1, 3) = "期貨指數"
.Cells(1, 4) = "指數價差"
End With
大盤指數
期貨指數
指數價差
Worksheets(1).Cells.EntireColumn.AutoFit
Worksheets(1).Cells.HorizontalAlignment = xlCenter
繪圖
Application.ScreenUpdating = True
End Sub
Sub 大盤指數()
Dim url As String
Dim i, j, k, xlCount, xlDay, xlDaysOfMonth As Integer
xlDay = xlStartDay
xlCount = 2
For i = xlStartYear To Year(Date)
For j = xlStartMonth To Month(Date)
xlDaysOfMonth = Day(DateSerial(Format(i, "0000"), Format(j, "00") + 1, 1) - 1)
For k = xlDay To xlDaysOfMonth
url = "http://www.twse.com.tw/ch/trading/exchange/MI_INDEX/MI_INDEX_print.php?genpage=genpage/Report" & Format(i, "0000") & Format(j, "00") & "/A112" & Format(i, "0000") & Format(j, "00") & Format(k, "00") & "MS.php&type=csv"
With Workbooks.Open(url)
.ActiveSheet.Range("B3:B3").Select
If ActiveCell.Value <> Empty Then
.ActiveSheet.Range("B3:B3").Copy _
Destination:=Workbooks(1).Worksheets(1).Range("B" & xlCount & ":B" & xlCount)
Workbooks(1).Worksheets(1).Cells(xlCount, 1) = Format(i, "0000") & "/" & Format(j, "00") & "/" & Format(k, "00")
xlCount = xlCount + 1
End If
.Close 0
End With
Next k
If k >= xlDaysOfMonth Then
xlDay = 1
End If
Next j
Next i
End Sub
Sub 期貨指數()
Dim i, j, k, xlDays, xlCount, xlRow, xlPos As Integer
Dim xlDate, url As String
Dim xlFilename As String
xlCount = 2
For i = xlStartYear To Year(Date)
For j = xlStartMonth To Month(Date)
xlDays = Day(DateSerial(Format(i, "0000"), Format(j, "00") + 1, 1) - 1)
url = "http://www.taifex.com.tw/chinese/3/3_1_2dl.asp?datestart=" & Format(i, "0000") & "%2F" & Format(j, "00") & "%2F" & Format(1, "00") & "&dateend=" & Format(i, "0000") & "%2F" & Format(j, "00") & "%2F" & Format(xlDays, "00") & "&COMMODITY_ID=TX"
xlFilename = xlFilePath + "\期貨指數" + Format(i, "0000") + Format(j, "00") + ".CSV"
下載檔案 url, xlFilename
With Workbooks.Open(xlFilename)
xlRow = Range(.ActiveSheet.Range("A:A").Find("價差商品").Address).Row - 3
For k = 1 To xlDays
xlDate = Format(i, "0000") & "/" & Format(j, "0") & "/" & Format(k, "0")
If Not .ActiveSheet.Range("A1:A" & xlRow).Find(CDate(xlDate)) Is Nothing Then
xlPos = Range(.ActiveSheet.Range("A1:A" & xlRow).Find(CDate(xlDate)).Address).Row
.ActiveSheet.Range("G" & xlPos).Copy _
Destination:=ThisWorkbook.Worksheets(1).Range("C" & xlCount)
xlCount = xlCount + 1
End If
Next k
.Close 0
End With
Next j
Next i
End Sub
Sub 下載檔案(url As String, xlFilename As String)
Dim oXMLHTTP, objStream As Object
Set oXMLHTTP = CreateObject("Microsoft.XMLHTTP")
Set objStream = CreateObject("ADODB.stream")
With oXMLHTTP
.Open "POST", url, False
.send
If .readyState = 4 Then '.Status = 200
With objStream
.Type = 1
.Open
.Write oXMLHTTP.ResponseBody
If Dir(xlFilename) <> "" Then Kill xlFilename
.SaveToFile xlFilename
.Close
End With
End If
End With
Set oXMLHTTP = Nothing
Set objStream = Nothing
End Sub
Sub 指數價差()
Dim i, nRow As Integer
nRow = Worksheets(1).Range("A65536").End(xlUp).Row
For i = 2 To nRow
Range("D" & i) = Range("B" & i) - Range("C" & i)
Next i
End Sub
Sub 繪圖()
Dim i, nRow As Integer
ClaerChartObjects
nRow = Worksheets(1).Range("A65536").End(xlUp).Row
With ActiveSheet.ChartObjects.Add(Left:=268, Top:=33, Width:=701, Height:=445).Chart
.HasTitle = True
.ChartTitle.Text = "大盤與期貨指數"
With .SeriesCollection.NewSeries
.ChartType = xlLineMarkers '圖表類型
.Values = Range("B2:B" & nRow) '數值
.XValues = Range("A2:A" & nRow) 'X軸
.Name = "大盤指數" '圖表名稱
.AxisGroup = xlPrimary
End With
With .SeriesCollection.NewSeries
.ChartType = xlLineMarkers '圖表類型
.Values = Range("C2:C" & nRow) '數值
.XValues = Range("A2:A" & nRow) 'X軸
.Name = "期貨指數" '圖表名稱
.AxisGroup = xlPrimary
End With
With .SeriesCollection.NewSeries
.ChartType = xlLineMarkers '圖表類型
.Values = Range("D2:D" & nRow) '數值
.XValues = Range("A2:A" & nRow) 'X軸
.Name = "指數價差" '圖表名稱
.AxisGroup = xlSecondary
End With
'.Legend.Delete
.Legend.Position = xlBottom 'xlLegendPositionBottom 或 xlBottom都可
With .Axes(xlCategory) 'X軸設定
.HasTitle = True
.AxisTitle.Text = Range("A1:A1")
.AxisTitle.Font.Size = 12
End With
With .Axes(xlValue, xlPrimary) '左邊 Y軸設定
.HasTitle = True
.AxisTitle.Text = Range("B1:B1")
.AxisTitle.Font.Size = 12
.AxisTitle.Orientation = xlVertical '字體方向旋轉
.AxisTitle.VerticalAlignment = xlCenter
.AxisTitle.HorizontalAlignment = xlCenter
End With
With .Axes(xlValue, xlSecondary) '右邊 Y軸設定
.HasTitle = True
.AxisTitle.Text = Range("C1:C1")
.AxisTitle.Font.Size = 12
.AxisTitle.Orientation = xlVertical '字體方向旋轉
.AxisTitle.VerticalAlignment = xlCenter
.AxisTitle.HorizontalAlignment = xlCenter
End With
End With
'Color Index : http://msdn.microsoft.com/en-us/library/cc296089(office.12).aspx
End Sub
Sub ClaerChartObjects()
Dim Chtobj As ChartObject
For Each Chtobj In ActiveSheet.ChartObjects
Chtobj.Delete
Next
End Sub
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