策略名称
从第三方获取K线 (商品期货版) Rev. 161216
策略作者
数·狂
策略描述
如果在策略开始时必须获取足够多的K线，使用本模板则可从第三方直接获得指定合约的历史K线数据。 Update 20160810：支持和讯数据源。（推荐！注意：K线周期支持1、5、15、30、60<分钟>和1440<日线>、10080<周线>） Update 20160615：支持新浪财经数据源。 注意： 仅适用于实盘交易。 作者不保证第三方数据准确性和程序正确性，仅供学习参考。
源码 (javascript)
$.BTRecords = function(instrument, timeframe, size, includeLastBar) {
var info;
var record = [];
if (!size) size = 1;
if (!timeframe) timeframe = 1;
var fsize = size;
var now = new Date();
var to = Math.floor(now / 1000 / (timeframe * 60)) * (timeframe * 60);
var from = to - fsize * timeframe * 60;
do {
try {
info = JSON.parse(HttpQuery('https://www.botvs.com/chart/history?detail=true&symbol=' + instrument + '&resolution=' + timeframe + '&from=' + from + '&to=' + to));
if (info && info.records) {
info = info.records;
} else {
Log("获取K线时发生错误: 网络错误");
return null;
}
} catch (e) {
Log("获取K线时发生错误: 不完整的JSON数据");
return null;
}
fsize = fsize * 2;
from = to - fsize * timeframe * 60;
} while (info.length < size + (!includeLastBar));
for (var i = info.length - size - (!includeLastBar); i < info.length - (!includeLastBar); i++) {
record.push({
"Time": info[i][0] * 1000,
"Open": info[i][1],
"High": info[i][2],
"Low": info[i][3],
"Close": info[i][4],
"Volume": info[i][5]
});
}
return record;
};
$.SNRecords = function(instrument, timeframe, size, includeLastBar) {
var info;
var record = [];
// if (!size) size = 1;
if (!timeframe) timeframe = 1;
var pInst = instrument.toUpperCase();
if (pInst[pInst.length - 4] != '1') {
pInst = pInst.slice(0, pInst.length - 3) + '1' + pInst.slice(pInst.length - 3);
}
try {
info = JSON.parse(HttpQuery('http://stock2.finance.sina.com.cn/futures/api/json.php/IndexService.getInnerFuturesMiniKLine' + timeframe + 'm?symbol=' + pInst));
if (!info) {
Log("获取K线时发生错误: 网络错误或合约不存在");
return null;
}
} catch (e) {
Log("获取K线时发生错误: 不完整的JSON数据");
return null;
}
for (var i = (includeLastBar ? 0 : 1); i < size + (includeLastBar ? 0 : 1); i++) {
record.push({
"Time": Date.parse(info[i][0]) - timeframe * 60000 - 8 * 3600000,
"Open": Number(info[i][1]),
"High": Number(info[i][2]),
"Low": Number(info[i][3]),
"Close": Number(info[i][4]),
"Volume": Number(info[i][5])
});
}
return record.reverse();
};
var instList = [{
"xchg": "SHFE",
"inst": ["fu", "ru", "wr"]
}, {
"xchg": "SHFE2",
"inst": ["ag", "au"]
}, {
"xchg": "SHFE3",
"inst": ["al", "bu", "cu", "hc", "ni", "pb", "rb", "sn", "zn"]
}, {
"xchg": "CZCE",
"inst": ["cf", "fg", "lr", "ma", "oi", "pm", "ri", "rm", "rs", "sf", "sm", "sr", "ta", "wh", "zc"]
}, {
"xchg": "DCE",
"inst": ["a", "b", "bb", "c", "cs", "fb", "i", "j", "jd", "jm", "l", "m", "p", "pp", "v", "y"]
}];
$.HXRecords = function(instrument, timeframe, size, includeLastBar) {
var info;
var record = [];
var now = new Date();
if (!size) size = 1;
if (!timeframe) timeframe = 1;
var pInst = instrument.toLowerCase();
if (pInst[pInst.length - 4] != '1') {
pInst = pInst.slice(0, pInst.length - 3) + '1' + pInst.slice(pInst.length - 3);
}
var filtered = instList.filter(function(xchg) {
return xchg.inst.indexOf(pInst.slice(0, pInst.length - 4)) != -1;
});
var xchg = filtered.length ? filtered[0].xchg : null;
if (!xchg) {
Log("获取K线时发生错误: 找不到合约");
return null;
}
var tf = (timeframe == 1 ? 0 :
timeframe == 5 ? 1 :
timeframe == 15 ? 2 :
timeframe == 30 ? 3 :
timeframe == 60 ? 4 :
timeframe == 1440 ? 5 :
timeframe == 10080 ? 6 : -1);
if (tf < 0) {
Log("获取K线时发生错误: K线周期不正确");
return null;
}
var getTimestr = function(date) {
var yyyy = date.getFullYear();
var mm = date.getMonth() < 9 ? "0" + (date.getMonth() + 1) : (date.getMonth() + 1);
var dd = date.getDate() < 10 ? "0" + date.getDate() : date.getDate();
var hh = date.getHours() < 10 ? "0" + date.getHours() : date.getHours();
var min = date.getMinutes() < 10 ? "0" + date.getMinutes() : date.getMinutes();
var ss = date.getSeconds() < 10 ? "0" + date.getSeconds() : date.getSeconds();
return "".concat(yyyy).concat(mm).concat(dd).concat(hh).concat(min).concat(ss);
};
var getDate = function(timestr) {
var str = timestr.toString();
var y = str.substr(0, 4);
var mo = str.substr(4, 2) - 1;
var d = str.substr(6, 2);
var h = str.substr(8, 2);
var min = str.substr(10, 2);
var sec = str.substr(12, 2);
return new Date(y, mo, d, h, min, sec);
};
var timestr = getTimestr(new Date(now.getFullYear(), now.getMonth(), now.getDate()+1));
try {
var resp = HttpQuery('http://webftcn.hermes.hexun.com/shf/kline?code=' + xchg + pInst + '&start=' + timestr + '&number=-' + size + '&type=' + tf);
info = JSON.parse(resp.slice(1, resp.length - 2));
if (info && info.Data) {
info = info.Data;
} else {
Log("获取K线时发生错误: 网络错误");
return null;
}
} catch (e) {
Log("获取K线时发生错误: 不完整的JSON数据");
return null;
}
for (var i = 0; i < info[0].length - (!includeLastBar); i++) {
record.push({
"Time": getDate(info[0][i][0]).valueOf(),
"Open": info[0][i][2] / info[4],
"High": info[0][i][4] / info[4],
"Low": info[0][i][5] / info[4],
"Close": info[0][i][3] / info[4],
"Volume": info[0][i][6]
});
}
return record;
};
function main() {
Log(exchange.GetName());
var rec = $.BTRecords('rb1705', 5, 100); // 从BotVS获取螺纹钢1705的5分钟K线, 100条, 不含最后一条Bar
if (rec) Log(rec.length, rec[rec.length - 1]);
rec = $.SNRecords('MA705', 60, 100, true); // 从新浪财经获取甲醇705的1小时K线, 100条, 含最后一条Bar
if (rec) Log(rec.length, rec[rec.length - 1]);
rec = $.HXRecords('i1705', 15, 100, true); // 从和讯获取铁矿石1705的15分钟K线, 100条, 含最后一条Bar
if (rec) Log(rec.length, rec[rec.length - 1]);
rec = $.BTRecords('i1705', 15, 100, true); // BotVS数据对比
if (rec) Log(rec.length, rec[rec.length - 1]);
rec = $.SNRecords('i1705', 15, 100, true); // 新浪财经数据对比
if (rec) Log(rec.length, rec[rec.length - 1]);
}策略出处
https://www.fmz.com/strategy/15498
更新时间
2016-12-16 17:23:55