【Pascal】 天软提取期权数据代码

Function my_Get1mETF50_FuturesAndSpot(TargetDate);Begin   BegT:=TargetDate;   EndT:=TargetDate+16/24;   setsysparam(Pn_cycle(),Cy_1m());    //1分钟   setsysparam(Pn_precision(),4);   //初始化   m1 := select datetimetostr(['date']) as '日期',      ['close'] as '期货收盘价'   from markettable   datekey BegT to EndT   of 'IH1510' End;   m2 := select datetimetostr(['date']) as '日期',      ['close'] as '现货收盘价'   from markettable   datekey BegT to EndT   of 'SH000016' End;   m := select [1].['日期'],['期货收盘价'], ['现货收盘价']     from m1 join m2 on  [1].['日期'] = [2].['日期'] end;   return m;End;

Function my_Get1mSellAndBuy(TargetDate,optionCodes);Begin     //optionCodes :=array('OP10000416','OP10000417','OP10000425',     //'OP10000410','OP10000413','OP10000420');     ETF50Code := 'SH510050';          BegT:=TargetDate-9/24;     EndT:=TargetDate+16/24;     setsysparam(Pn_cycle(),Cy_1m());    //1分钟     setsysparam(Pn_precision(),4);     //初始化     marr := array();     //查询     for i:=0 to length(optionCodes)-1         do         marr[i] := select datetimetostr(['date']) as '日期',                 ['sale1'] as concat(optionCodes[i]['代码'],'卖一价'),                 ['buy1'] as concat(optionCodes[i]['代码'],'买一价')                 from markettable                 datekey BegT to EndT                 of optionCodes[i] End;     mETF := select datetimetostr(['date']) as '日期',          ['close'] as concat(ETF50Code,'收盘价')          from markettable          datekey BegT to EndT          of ETF50Code End;     //返回结果     return marr[0]|marr[1]|marr[2]|marr[3]|marr[4]|marr[5]|mETF;End;

Function my_Get5mETF50(TargetDate);Begin   BegT:=TargetDate;   EndT:=TargetDate+16/24;   setsysparam(Pn_cycle(),Cy_5m());    //5分钟   setsysparam(Pn_precision(),4);   return   select datetimetostr(['date']) as '日期',      ['open'] as '开盘价',      ['close'] as '收盘价'   from markettable   datekey BegT to EndT   of 'SH510050'   End;End;

Function my_GetSheet4Data(TargetDate);Begin      //返回sheet4的数据表：241行*13列      optionCodes := my_GetTop3CallAndPut(TargetDate);      return my_Get1mSellAndBuy(TargetDate,optionCodes);End;

Function my_GetTop3CallAndPut(TargetDate);Begin   callCodes := array('OP10000405','OP10000406','OP10000407','OP10000408','OP10000409',                'OP10000415','OP10000416','OP10000417',                'OP10000421','OP10000423','OP10000425');   putCodes := array('OP10000410','OP10000411','OP10000412','OP10000413','OP10000414',                'OP10000418','OP10000419','OP10000420',                'OP10000422','OP10000424','OP10000426');   allCodes := array();   allCodes[0] := callCodes;   allCodes[1] := putCodes;      BegT:=TargetDate;   EndT:=TargetDate+16/24;   setsysparam(Pn_cycle(),Cy_day());    //日线   setsysparam(Pn_precision(),4);   //初始化   mTemp := array();   //查询成交量排在前3位的Call和Put   for i:=0 to 1   do     mTemp[i] := select drange (0 to 2)                 ['StockID'] as '代码'                 from markettable                 datekey BegT to EndT                 of allCodes[i]                 order by ['Vol'] Desc   End;                    //mTop返回最高的三个call和put的StockID ,按照代码（执行价格）分别排序   mTop := array();   for i:=0 to 1   do   mTop[i]:= select *            from mTemp[i]            order by ['代码'] Asc   End;   return (mTop[0] union mTop[1]);End;