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2014年3月17日 星期一

VBA抓期貨指數與三大法人未平倉餘額

前面教了好幾篇用VBA抓股票與期貨的文章,這篇一樣用VBA抓取期貨指數與三大法人未平倉餘額畫圖,部過又多了一條線,總共四條曲線在同一張圖上,來判斷目前在現貨市場上的可能方向,有問題的趕快發問,不然真的救不了。
有興趣的自行下載程式研究。
'[2014/08/16] 修正尋找日期格式的問題

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 大盤與融資()
    
    Application.ScreenUpdating = False
    
    If Dir(xlFilePath, vbDirectory) = "" Then
        MkDir (xlFilePath)
    End If

    ClaerChartObjects
    
    With Workbooks(1).Worksheets(1)
        .UsedRange.ClearContents
        .Cells(1, 1) = "交易日期"
        .Cells(1, 2) = "自營商"
        .Cells(1, 3) = "投信"
        .Cells(1, 4) = "外資及陸資"
        .Cells(1, 5) = "開盤價"
        .Cells(1, 6) = "最高價"
        .Cells(1, 7) = "最低價"
        .Cells(1, 8) = "收盤價"
    End With
    
    期貨交易數
    期貨指數
    
    Worksheets(1).Cells.EntireColumn.AutoFit
    Worksheets(1).Cells.HorizontalAlignment = xlCenter
    
    繪圖
    
    Application.ScreenUpdating = True
    
End Sub

Sub 期貨交易數()
    Dim url As String
    Dim i, j, k, xlCount, xlPos, xlRow, xlDays, xlDayNo As Integer
    Dim xlDate, xlFilename As String
    Dim xlTemp '<=[2014/08/16]
    
    xlCount = 2

    If Hour(Time) >= 0 And Hour(Time) < 14 Then
       xlDayNo = Day(Date) - 1
    Else
        xlDayNo = Day(Date)
    End If
    url = "http://www.taifex.com.tw/chinese/3/7_12_8dl.asp?goday=&syear=" & xlStartYear & "&smonth=" & xlStartMonth & "&sday=" & xlStartDay & "&eyear=" & Year(Date) & "&emonth=" & Month(Date) & "&eday=" & xlDayNo & "&COMMODITY_ID=TXF"

    xlFilename = xlFilePath + "交易數.CSV"
    
    下載檔案 url, xlFilename
    
    With Workbooks.Open(xlFilename)
        xlRow = .ActiveSheet.Range("A65536").End(xlUp).Row
        For i = xlStartYear To Year(Date)
            For j = xlStartMonth To Month(Date)
                xlDays = Day(DateSerial(Format(i, "0000"), Format(j, "00") + 1, 1) - 1)
                For k = xlStartDay To xlDays
                    xlDate = Format(i, "0000") & "/" & Format(j, "0") & "/" & Format(k, "0")
                    Set xlTemp = .ActiveSheet.Range("A:A").Find(CDate(xlDate), , xlValues, xlWhole, xlByRows, xlNext, True) '<=[2014/08/16]
                    If Not xlTemp Is Nothing Then '<=[2014/08/16]
                        xlPos = Range(xlTemp.Address).Row '<=[2014/08/16]
                        ThisWorkbook.Worksheets(1).Range("A" & xlCount & ":A" & xlCount) = CDate(xlDate)
                        
                        .ActiveSheet.Range("N" & xlPos & ":N" & (xlPos + 2)).Copy
                        ThisWorkbook.Worksheets(1).Range("B" & xlCount).PasteSpecial Paste:=xlPasteValues, Transpose:=True
                        xlCount = xlCount + 1
                    End If
                Next k
            Next j
        Next i
        .Close 0
    End With
    
    Set xlTemp = Nothing '<=[2014/08/16]
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
    Dim xlTemp '<=[2014/08/16]
    
    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")
                    Set xlTemp = .ActiveSheet.Range("A1:A" & xlRow).Find(CDate(xlDate), , xlValues, xlWhole, xlByRows, xlNext, True) '<=[2014/08/16]
                    If Not xlTemp Is Nothing Then '<=[2014/08/16]
                        xlPos = Range(xlTemp.Address).Row '<=[2014/08/16]
                        .ActiveSheet.Range("D" & xlPos & ":G" & xlPos).Copy _
                        Destination:=ThisWorkbook.Worksheets(1).Range("E" & xlCount & ":H" & xlCount)
                        xlCount = xlCount + 1
                    End If
                Next k
                .Close 0
            End With
            
            Set xlTemp = Nothing '<=[2014/08/16]
        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 繪圖()
    Dim i, nRow As Integer
    
    ClaerChartObjects
    
    nRow = Worksheets(1).Range("A65536").End(xlUp).Row
    With ActiveSheet.ChartObjects.Add(Left:=400, Top:=33, Width:=701, Height:=445).Chart
    
        .HasTitle = True
        .ChartTitle.Text = "期貨指數與未平倉餘額"
        
        With .SeriesCollection.NewSeries
            .ChartType = xlLineMarkers      '圖表類型
            .Values = Range("H2:H" & 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 = "外資及陸資"            '圖表名稱
            .AxisGroup = xlSecondary
        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 = "投信"                  '圖表名稱
            .AxisGroup = xlSecondary
        End With
        
        With .SeriesCollection.NewSeries
            .ChartType = xlLineMarkers      '圖表類型
            .Values = Range("B2:B" & nRow)  '數值
            .XValues = Range("A2:A" & nRow) 'X軸
            .Name = "自營商"                '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 = "期貨指數"            '左邊 Y軸名稱
            .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 = "多空淨額"            '右邊 Y軸名稱
            .AxisTitle.Font.Size = 12
            .AxisTitle.Orientation = xlVertical     '字體方向旋轉
            .AxisTitle.VerticalAlignment = xlCenter
            .AxisTitle.HorizontalAlignment = xlCenter
        End With
    End With
End Sub

Sub ClaerChartObjects()
    Dim Chtobj As ChartObject
    
    For Each Chtobj In ActiveSheet.ChartObjects
        Chtobj.Delete
    Next
End Sub

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