c# - 如何从 Amibroker 持续导出数据

Question

需要测试用于日内交易的算法交易工具。从 NSE 获取当日实时数据, 一些 vendors正在销售 Amibroker 的数据插件.要从 Amibroker 中获取数据，我打算使用 AFL(Amibroker 公式语言)。以下code在 AFL 中为每个符号创建一次 .csv 文件。但是要使用实时数据，我需要全天不断地将传入数据附加到 .csv 文件。如何在不使 Amibroker 崩溃/重载的情况下做到这一点？

// created a directory on your C drive named AmiBroker data backup
dayhours = paramtoggle("Day hours only", "No|Yes");
fmkdir("c:\\AmiBackup\\");
setbarsrequired(100000,100000);
lname = Name(); // gets the name of the symbol
// note: if you have names with invalid characters like / you must rename the
file before you try to create a name 
// add an IF line for each symbol you need to rename
if (lname == "ER2U8-GLOBEX-FUT") lname = "ER2U8";

fh = fopen( "c:\\AmiBackup\\" + lname + ".csv", "w"); 
if( fh ) 
{ 
    if(interval() == inDaily OR interval() == inMonthly OR interval() == inweekly)
    {
        fputs( "Ticker,Date,Open,High,Low,Close,Volume \n", fh ); 
        for( i = 0; i < BarCount; i++ ) 
        { 
            y = Year(); 
            m = Month(); 
            d = Day(); 
            fputs( Name() + "," , fh );
            ds = StrFormat("%02.0f-%02.0f-%02.0f,", m[ i ], d[ i ], y[ i ] ); 
            fputs( ds, fh ); 
            qs = StrFormat("%.4f,%.4f,%.4f,%.4f,%.0f\n", O[ i ],H[ i ],L[ i ],C[ i
],V[ i ] ); 
            fputs( qs, fh ); 
            if(i == 65500 or i == 130000 or i == 196500 or i == 262000)
            {
                fclose( fh ); 
                if(i == 65500  ) fh = fopen( "c:\\AmiBackup\\" + lname + " A.csv", "w"); 
                if(i == 130000 ) fh = fopen( "c:\\AmiBackup\\" + lname + " B.csv", "w"); 
                if(i == 196500 ) fh = fopen( "c:\\AmiBackup\\" + lname + " C.csv", "w"); 
                if(i == 262000 ) fh = fopen( "c:\\AmiBackup\\" + lname + " D.csv", "w"); 
            }
        }
    }
    else // intraday so add time field
    {
        fputs( "Ticker,Date,Time,Open,High,Low,Close,Volume \n", fh ); 
        y = Year(); 
        m = Month(); 
        d = Day(); 
        r = Hour();
        e = Minute();
        n = Second();

        for( i = 1; i < BarCount; i++ ) 
        { 
            if (dayhours and lastvalue(timenum()) >= 92900 and lastvalue(timenum()) <=
161500)
            { 
                fputs( Name() + "," , fh );
                ds = StrFormat("%02.0f-%02.0f-%02.0f,", m[ i ], d[ i ], y[ i ] ); 
                fputs( ds, fh ); 

                ts = StrFormat("%02.0f:%02.0f:%02.0f,", r[ i ],e[ i ],n[ i ] ); 
                fputs( ts, fh ); 

                qs = StrFormat("%.4f,%.4f,%.4f,%.4f,%.0f\n", O[ i ],H[ i ],L[ i ],C[ i
],V[ i ] ); 
                fputs( qs, fh ); 
            }
            else
            { 
                fputs( Name() + "," , fh );
                ds = StrFormat("%02.0f-%02.0f-%02.0f,", m[ i ], d[ i ], y[ i ] ); 
                fputs( ds, fh ); 

                ts = StrFormat("%02.0f:%02.0f:%02.0f,", r[ i ],e[ i ],n[ i ] ); 
                fputs( ts, fh ); 

                qs = StrFormat("%.4f,%.4f,%.4f,%.4f,%.0f\n", O[ i ],H[ i ],L[ i ],C[ i
],V[ i ] ); 
                fputs( qs, fh ); 
            }
            if(i == 65500 or i == 130000 or i == 196500 or i == 262000)
            {
                fclose( fh ); 
                if(i == 65500  ) fh = fopen( "c:\\AmiBackup\\" + lname + " A.csv", "w"); 
                if(i == 130000 ) fh = fopen( "c:\\AmiBackup\\" + lname + " B.csv", "w"); 
                if(i == 196500 ) fh = fopen( "c:\\AmiBackup\\" + lname + " C.csv", "w"); 
                if(i == 262000 ) fh = fopen( "c:\\AmiBackup\\" + lname + " D.csv", "w"); 
            }
        } 
    }
    fclose( fh ); 
} 

Buy = 1;

Answer 1

您似乎一直在向服务器请求有关 100.000 个柱的数据，而它只需要最后一个。

我将创建此概览一次，如果已完成，则在代码中设置一个标志，完成后仅通过向后迭代更新数据，直到接收到的 barOpen 时间等于概览中已有的柱。