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GetFutureVolOIRanking_Web.m
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239 lines (195 loc) · 6.39 KB
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function [DataCell,StatusOut] = GetFutureVolOIRanking_Web(DateStr, FutureCode)
% 获取期货品种成交量和持仓量排名
% by LiYang_faruto
% Email:farutoliyang@foxmail.com
% 2014/12/12
%% 输入输出预处理
if nargin < 2 || isempty(FutureCode)
FutureCode = 'IF';
end
if nargin < 1 || isempty(DateStr)
DateStr = '20141215';
end
StatusOut = 1;
DataCell = [];
%% 中金所-IF TF
% 获取数据网址http://www.cffex.com.cn/fzjy/ccpm/
% http://www.cffex.com.cn/fzjy/ccpm/201412/15/IF.xml
% http://www.cffex.com.cn/fzjy/ccpm/201412/15/TF.xml
% % 字段名字 举例
%{
<data Text="IF1401 " Value="0" >
<instrumentId>IF1401 </instrumentId>
<tradingDay>20140109</tradingDay>
<dataTypeId>0</dataTypeId>
<rank>1</rank>
<shortname>国泰君安 </shortname>
<volume>126973</volume>
<varVolume>1519</varVolume>
<partyid>0001 </partyid>
<productid>IF </productid>
</data>
instrumentId 合约名称
tradingDay 交易日期
dataTypeId 数据类型ID-0:成交量排名数据;1:持买单量排名数据;2:持卖单量排名数据
rank 排名顺序
shortname 期货公司简称
volume 量
varVolume 相对上一日变化量
partyid 期货公司会员代码
productid 品种ID
%}
if strcmpi(FutureCode, 'if') || strcmpi(FutureCode, 'tf')
Fcode = upper(FutureCode);
% % 获取网页内容
datetemp = DateStr;
dstring = [datetemp(1:6), '/', datetemp(7:end)];
url2Read = ['http://www.cffex.com.cn/fzjy/ccpm/', dstring, '/',Fcode,'.xml'];
if verLessThan('matlab', '8.3')
[str,status] = urlread_General(url2Read, 'Charset', 'GBK', 'TimeOut', 10);
else
[str,status] = urlread(url2Read, 'Charset', 'GBK', 'TimeOut', 10);
[str,status] = urlread(url2Read, 'TimeOut', 10);
end
URLString = java.lang.String(str);
if status == 0
StatusOut = 0;
DataCell = [];
return;
end
tradingDay = datetemp;
% % 'instrumentId'
String = str;
FieldString = 'instrumentId';
instrumentId = FieldGet(String, FieldString);
if isempty(instrumentId)
StatusOut = 0;
DataCell = [];
return;
end
% % 'shortname'
String = str;
FieldString = 'shortname';
shortname = FieldGet(String, FieldString);
% % 'partyid'
String = str;
FieldString = 'partyid';
partyid = FieldGet(String, FieldString);
% % 'volume'
String = str;
FieldString = 'volume';
volume = FieldGet(String, FieldString);
% % 'varVolume'
String = str;
FieldString = 'varVolume';
varVolume = FieldGet(String, FieldString);
% % 'rank'
String = str;
FieldString = 'rank';
rank = FieldGet(String, FieldString);
% %
len = length(shortname)/60;
tColNum = 3;
tRowNum = length(shortname)/tColNum;
if mod(length(shortname), 60)~=0
disp('warning:mod(length(shortname), 60)~=0');
disp(DateStr);
len = ceil(len);
end
Table_Num = len;
instrumentId = instrumentId(1:length(shortname));
m = 3;
n = tRowNum*tColNum/m;
% shortname-partyid
temp = strcat(shortname, '-');
shortname = strcat(temp, partyid);
instrumentId = reshape( instrumentId, m, n )';
shortname = reshape( shortname, m, n )';
partyid = reshape( partyid, m, n )';
volume = reshape( volume, m, n )';
varVolume = reshape( varVolume, m, n )';
rank = reshape( rank, m, n )';
volume = cellfun(@str2double, volume);
varVolume = cellfun(@str2double, varVolume);
rank = cellfun(@str2double, rank);
% %
DataCell = cell(Table_Num, 1);
HeadTemp = cell(3, 10);
HeadTemp{2,2} = '成交量排名';
HeadTemp{2,5} = '持买单量排名';
HeadTemp{2,8} = '持卖单量排名';
HeadTemp(3,:) = {'名次','会员简称','成交量','比上交易日增减', ...
'会员简称','持买单量', '比上交易日增减', '会员简称', '持卖单量', '比上交易日增减'};
tRank = rank(:,1);
IndOnd = find( tRank == 1 );
RowNumCell = cell(Table_Num, 1);
for i = 1:Table_Num
if i < Table_Num
sind = IndOnd(i);
eind = IndOnd(i+1)-1;
RowNumCell{i,1} = tRank( IndOnd(i):IndOnd(i+1)-1,: );
else
sind = IndOnd(i);
eind = length(tRank);
RowNumCell{i,1} = tRank( IndOnd(i):end,: );
end
ranktemp = RowNumCell{i,1};
RowNum = length(ranktemp);
DataCell{i,1} = cell(RowNum+3, 10);
CellTemp = cell(RowNum, 10);
CellTemp(:,1) = num2cell(ranktemp);
HeadTemp{1,1} = [instrumentId{sind,1}, '-',num2str(tradingDay)];
CellTemp(:,2) = shortname( sind:eind,1 );
temp = volume( sind:eind,1 );
CellTemp(:,3) = num2cell(temp);
temp = varVolume( sind:eind,1 );
CellTemp(:,4) = num2cell(temp);
CellTemp(:,5) = shortname( sind:eind,2 );
temp = volume( sind:eind,2 );
CellTemp(:,6) = num2cell(temp);
temp = varVolume( sind:eind,2 );
CellTemp(:,7) = num2cell(temp);
CellTemp(:,8) = shortname( sind:eind,3 );
temp = volume( sind:eind,3 );
CellTemp(:,9) = num2cell(temp);
temp = varVolume( sind:eind,3 );
CellTemp(:,10) = num2cell(temp);
DataCell{i,1}(1:3, :) = HeadTemp;
DataCell{i,1}(4:end, :) = CellTemp;
end
end
%% 上期所-
if strcmpi(FutureCode, 'cu')
Fcode = upper(FutureCode);
end
%% 大交所-
if strcmpi(FutureCode, 'y')
Fcode = upper(FutureCode);
end
%% 郑交所-
if strcmpi(FutureCode, 'sr')
Fcode = upper(FutureCode);
end
%% End of GetFutureVolOIRanking_Web
end
%% FieldGet-sub function
function DataCell = FieldGet(String, FieldString)
% FieldGet
% by LiYang
% Email:farutoliyang@gmail.com
% 2014/01/10
expr = ['<',FieldString,'>.*?</',FieldString,'>'];
[matchstart,matchend,tokenindices,matchstring,tokenstring,tokenname,splitstring] = regexpi(String, expr);
Len = length(matchstring);
DataCell = cell(Len, 1);
for i = 1:Len
strtemp = matchstring{1,i};
[sind, eind] = regexpi(strtemp, '>.*?<');
temp = strtemp(sind+1:eind-1);
ind = find(temp == ' ');
if ~isempty(ind)
temp = temp(1:ind-1);
end
DataCell{i,1} = temp;
end
end