Compress seq data. I want to pay to make it work. - 142146
Hi
This first step is written in VBA but if you can do it in VB it is even
better.
I want to compress "tick"-data (ie trades) from a file into another file. In
the target file I want to chunk the data into 15 minutes activity (or other
number of minutes) and summorise it into date, time, open, high, low, open
and volume. I have managed it with days but minutes is harder. I have 3
cells in a worksheet that I have given the names: Sourcefile, Sourcefolder
and Targetfolder. And I have added "eod" (EndOfDday) at the beginning of the
target file. Below have I put parts of the sourcefile and the targetfile for
days for that sourcefile. As I wrote I have not managed to code the minute
chunks but I want to show the day code so it is easier to understand. Can
somebody help me with a minute version? I want to pay to get a version that
works. Regards Rolf
Tickdata.txt
DATE,TIME,PRICE,VOLUME
12/11/2009,08:00:11,5720.00,1
12/11/2009,08:00:12,5720.00,1
12/11/2009,09:02:14,5736.50,1
12/11/2009,09:02:14,5736.50,1
12/16/2009,10:24:09,5863.00,1
12/16/2009,10:24:10,5863.00,1
12/16/2009,10:47:45,5859.50,4
12/16/2009,10:47:45,5859.50,1
12/17/2009,17:39:07,5842.00,2
12/17/2009,17:39:08,5842.00,4
eodtickdata.txt
12/11/2009,10:24,5720,5736.5,5720,5736.5,4
12/16/2009,17:39,5863,5863,5859.5,5859.5,7
12/17/2009,17:39,5842,5842,5842,5842,6
Sub TickToDays()
Dim aDate As String
Dim bDate As Date
Dim currentDate As Date
Dim lastDate As Date
Dim totDays As Single
Dim aTime As String
Dim price As Single
Dim openp As Single
Dim highp As Single
Dim lowp As Single
Dim closep As Single
Dim vol As Single
Dim totVol As Single
Dim numLoops As Single
Dim aText1 As String
Dim aText2 As String
Dim aText3 As String
Dim aText4 As String
Dim theSourcefolder As String
Dim theTargetfolder As String
On Error GoTo ErrorStop
theSourcefolder = [Sourcefolder] & [Sourcefile]
theTargetfolder = [Targetfolder] & "eod" & [Sourcefile]
Open theSourcefolder For Input As #1
Open theTargetfolder For Output As #2
Input #1, aText1, aText2, aText3, aText4
totVol = 0
numLoops = 0
Input #1, aDate, aTime, price, vol
bDate = CDate(aDate)
lastDate = bDate
totVol = vol
numLoops = 1
openp = price
highp = price
lowp = price
Do Until EOF(1)
Input #1, aDate, aTime, price, vol
bDate = CDate(aDate)
bTime = CDate(aTime)
cTime = Format(bTime, "hh:mm")
If lastDate = bDate Then
If highp <= price Then highp = price
If lowp >= price Then lowp = price
closep = price
totVol = totVol + vol
Else
Print #2, lastDate & "," & cTime & "," & openp & "," & highp & "," &
lowp & "," & closep & "," & totVol
lastDate = bDate
openp = price
highp = price
lowp = price
closep = 0
totVol = 0
totVol = vol
totDays = totDays + 1
End If
numLoops = numLoops + 1
Loop
Print #2, lastDate & "," & cTime & "," & openp & "," & highp & "," & lowp &
"," & closep & "," & totVol
MsgBox (numLoops & " trades are compressed to " & totDays & " daydata.")
Close #1
Close #2
ErrorStop:
'Print #2, lastDate & "," & cTime & "," & openp & "," & highp & "," & lowp &
"," & closep & "," & totVol
'MsgBox (numLoops & " trades are compressed to " & totDays & " daydata.")
Close #1
Close #2
End Sub
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0 |
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Rolf
2/3/2010 6:17:05 AM
vb.general.discussion
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I am trying to create a spreadsheet for a high school class. I need to be able to track when a student has entered data into specific cells of the spreadsheet. Any ideas? In the code behind the worksheet, enter (eg) Private Sub Worksheet_Change(ByVal Target As Range) Cells(1, 1).Value = Now() End Sub This will enter in Cell A1 the date and time at which any entry is made in that worksheet. If you need the location of the time-stamp to vary according to which cell is changed then you can test the value of Target and vary the destination cell accordingly. -- Return email address is n...
How can I cut data out of HTML table, into msExcel and just take the data & columns? (but NOT the formatting & URLs!)
Hi This is driving me ABSOLUTELY NUTS! How can I keep the rows & columns of data that I am copying and pasting off a website (my own in this case!), into a spreadsheet... WITHOUT taking all the data formatting? If I paste out of Ms IE v6 into Ms Excel (2003), it does at least keep the columns (something that doesnt happen if I paste out of FireFox, fwiw). But it pastes with all the formatting & URLs etc - which I DONT WANT! OK, I can save as .CSV, close, 2 warnings, and re-open but when done REPEATEDLY this is a damned nuicance! Any suggestions? Ship Shiperton Henethe ship w...
Retrieving sorted data from same table.
Hi All, I am working on a table (mentioned below) I am looking for a query which can get me the data according to the =93id=94 column with respect to speed. The condition is that I have to get three consecutive entries which have speed > 60 Below is the sample table with data on which I have to retrieve the data on above condition. The output i need can be as given below DVXC002 12/10/09 0:12 96 DVXC002 12/10/09 18:40 89 DVXC002 12/10/09 19:43 65 DVXC005 12/10/09 11:56 69 DVXC005 12/10/09 15:26 62 DVXC005 12/10/09 17:35 85 Need your help urgently....Thanks in advan...
"me." doesn't work
I write a lot of VBA. I find it very useful to start lines referring to the object I'm writing with "me." so that I can get the list of properties and methods. In the project I'm currently working on, this has suddenly stopped working. I type "me." and nothing happens. I can't figure out if I've accidentally disabled a feature or something like that. Anyone have any ideas? Thanks much in advance. "accesswanabe" <accesswanabe@discussions.microsoft.com> wrote in message news:B6B82001-53C9-4932-9BA5-D9D6B454DE1B@microsoft.c...
Import directory data into Excel 2003
I have over 1000 media files that I would like to extract information from and put into an Excel spreadsheet. Using Explorer, I have defined the fields I would like to see, such as title, duration, comment etc. Now, I need to import this data into Excel. So far, I've not been able to find a way to do this. Can someone offer some suggestions please? Thanks, Nigel -- www.myoldcontacts.com - Tell your friends to tell their friends www.sysadmininc.com - Consultancy, Service, Sales, Networking... www.british-expats.com - Connect with British Expats World Wide www.kxez.com/shows_britishinv...
Showing the perimeter of a set of (X,Y) data!
Good day all, I need to plot the perimeter of a set of data. I have a set of (X,Y) data with error bar and it is a nice mess so I just actually need to see (show) the area were the data can be found. Then hopefully overlay an other set of (X',Y') data and show that they both cover the same surface of existence. i.e this is a set of metrology measurement in X and Y of a part build from different mould. Obviously you get a nice cloud of X and Y but does the new material offer the same 'cloud' ? Thank you I think the easiest way to do this is plot the data on a XY Scatter cha...
show last data point in chart
Hello, I am charting a range of observations/data points. Is there a way to make the last data point show up differently on the chart (different color/shape)? Thank you. Nathan - > I am charting a range of observations/data points. Is there a way to make the last data point show up differently on the chart (different color/shape)? < Click the charted data once to select the entire data series. Pause. Click the single point to select it. Then use the Format menu. - Mike www.mikemiddleton.com Thanks for your reply. Well, that would work if I knew which point on the chart ...