在 for 循环中刷新 Bloomberg 请求 VBA

Refreshing Bloomberg requests in a for loop VBA

我有一个 for 循环遍历证券列表并获取如下历史数据:

diter = 0
field = "px_last"
For Each d In dates
    diter = diter + 1

    For s = 1 To numb_sec

        bbticker = securities(s)
        wsSec.Range(cl & diter).Formula = _
            "=BDH(""" & bbticker & """,""" & field & """,""" & d & """,""" & d & """)"

        wsSec.Calculate


    Next s
Next d

显然,这会导致在下一次安全启动之前数据未加载。

因为我在这个循环后保存了文件,所以每个单元格我只得到 #N/A Requesting Data

所以我正在寻找一种方法来等待提取完成,然后再继续下一个证券和日期。

网上查了一下,发现可以用:

Application.OnTime Now + TimeValue("00:00:01"), "NextFunction"

此方法的问题:此方法仅在 1 秒后启动另一个函数。

您每次插入 BDH 公式时都试图计算 sheet。

另一种方法(未经测试,因为我没有 Bloomberg 库)是执行以下操作:

  • 禁用事件
  • 执行循环插入 BDH 公式但尚未计算...
  • 重新启用事件
  • 调用 Application.Calculate 将执行 sheet 计算
  • 等到计算完成 - 请参阅 here
  • 保存sheet

示例代码如下(同样,未经测试):

' disable events
Application.EnableEvents = False

' your code etc (but don't calculate)
diter = 0
field = "px_last"
For Each d In dates
    diter = diter + 1
    For s = 1 To numb_sec
        bbticker = securities(s)
        wsSec.Range(cl & diter).Formula = _
            "=BDH(""" & bbticker & """,""" & field & """,""" & d & """,""" & d & """)"
    Next s
Next d

' re-enable events
Application.EnableEvents = True

' don't just calculate the sheet - call Application.Calculate
Application.Calculate

' wait till calculation complete
' 
If Not Application.CalculationState = xlDone Then
    DoEvents
End If

' do save etc
' code...

离开彭博怎么样?!他和我都上过约翰霍普金斯大学,我喜欢这个人,因为他当了 12 年的纽约市长,但我看不出花那么多钱买一些你能得到的东西有什么意义免费。

从 link 下载名为 "Get Excel Spreadsheet to Download Bulk Historical Stock Data from Google Finance"

的文件

http://investexcel.net/multiple-stock-quote-downloader-for-excel/

'Samir Khan
'simulationconsultant@gmail.com
'The latest version of this spreadsheet can be downloaded from http://investexcel.net/multiple-stock-quote-downloader-for-excel/
'Please link to http://investexcel.net if you like this spreadsheet


Sub DownloadStockQuotes(ByVal stockTicker As String, ByVal StartDate As Date, ByVal EndDate As Date, ByVal DestinationCell As String, ByVal freq As String)

Dim qurl As String
Dim StartMonth, StartDay, StartYear, EndMonth, EndDay, EndYear As String

qurl = "http://finance.google.com/finance/historical?q=" & stockTicker
qurl = qurl & "&startdate=" & MonthName(Month(StartDate), True) & _
       "+" & Day(StartDate) & "+" & Year(StartDate) & _
       "&enddate=" & MonthName(Month(EndDate), True) & _
       "+" & Day(EndDate) & "+" & Year(EndDate) & "&output=csv"

On Error GoTo ErrorHandler:

QueryQuote:
With ActiveSheet.QueryTables.Add(Connection:="URL;" & qurl, Destination:=Range(DestinationCell))
    .BackgroundQuery = True
    .TablesOnlyFromHTML = False
    .Refresh BackgroundQuery:=False
    .SaveData = True
End With

ErrorHandler:

End Sub

Sub DownloadData()

Dim frequency As String
Dim numRows As Integer
Dim lastRow As Integer
Dim lastErrorRow As Integer
Dim lastSuccessRow As Integer
Dim stockTicker As String
Dim numStockErrors As Integer
Dim numStockSuccess As Integer

numStockErrors = 0
numStockSuccess = 0

Application.Calculation = xlCalculationManual
Application.ScreenUpdating = False

lastErrorRow = ActiveSheet.Cells(Rows.Count, "J").End(xlUp).Row
lastSuccessRow = ActiveSheet.Cells(Rows.Count, "L").End(xlUp).Row

ClearErrorList lastErrorRow
ClearSuccessList lastSuccessRow

lastRow = ActiveSheet.Cells(Rows.Count, "a").End(xlUp).Row
frequency = Worksheets("Parameters").Range("b7")

'Delete all sheets apart from Parameters sheet
Dim ws As Worksheet
Application.DisplayAlerts = False
For Each ws In Worksheets
    If ws.Name <> "Parameters" And ws.Name <> "About" Then ws.Delete
Next

Application.DisplayAlerts = True

'Loop through all tickers
For ticker = 12 To lastRow

    stockTicker = Worksheets("Parameters").Range("$a$" & ticker)

    If stockTicker = "" Then
        GoTo NextIteration
    End If

    Sheets.Add After:=Sheets(Sheets.Count)

    If InStr(stockTicker, ":") > 0 Then
        ActiveSheet.Name = Replace(stockTicker, ":", "")
    Else
        ActiveSheet.Name = stockTicker
    End If

    Cells(1, 1) = "Stock Quotes for " & stockTicker
    Call DownloadStockQuotes(stockTicker, Worksheets("Parameters").Range("$b"), Worksheets("Parameters").Range("$b"), "$a", frequency)
    Columns("a:a").TextToColumns Destination:=Range("a1"), DataType:=xlDelimited, _
                                 TextQualifier:=xlDoubleQuote, ConsecutiveDelimiter:=False, Tab:=True, _
                                 Semicolon:=False, Comma:=True, Space:=False, Other:=False, FieldInfo:=Array(Array(1, 1), Array(2, 1), Array(3, 1), Array(4, 1), Array(5, 1), Array(6, 1), Array(7, 1))


    If InStr(stockTicker, ":") > 0 Then
        stockTicker = Replace(stockTicker, ":", "")
    End If

    Sheets(stockTicker).Columns("A:G").ColumnWidth = 10

    lastRow = Sheets(stockTicker).UsedRange.Row - 2 + Sheets(stockTicker).UsedRange.Rows.Count

    If lastRow < 3 Then
        Application.DisplayAlerts = False
        Sheets(stockTicker).Delete
        numStockErrors = numStockErrors + 1
        ErrorList stockTicker, numStockErrors
        GoTo NextIteration
        Application.DisplayAlerts = True
    Else
        numStockSuccess = numStockSuccess + 1
        If Left(stockTicker, 1) = "^" Then
            SuccessList Replace(stockTicker, "^", ""), numStockSuccess
        Else
            SuccessList stockTicker, numStockSuccess
        End If
    End If

    Sheets(stockTicker).Sort.SortFields.Add Key:=Range("A3:A" & lastRow), SortOn:=xlSortOnValues, Order:=xlAscending, DataOption:=xlSortNormal
    With Sheets(stockTicker).Sort
        .SetRange Range("A2:G" & lastRow)
        .Header = xlYes
        .MatchCase = False
        .Orientation = xlTopToBottom
        .SortMethod = xlPinYin
        .Apply
    End With

    Range("a3:a" & lastRow).NumberFormat = "yyyy-mm-dd;@"

    'Delete final blank row otherwise will get ,,,, at bottom of CSV
    Sheets(stockTicker).Rows(lastRow + 1 & ":" & Sheets(stockTicker).Rows.Count).Delete

    'Remove initial ^ in ticker names from Sheets
    If Left(stockTicker, 1) = "^" Then
        ActiveSheet.Name = Replace(stockTicker, "^", "")
    Else
        ActiveSheet.Name = stockTicker
    End If

    'Remove hyphens in ticker names from Sheet names, otherwise error in collation
    If InStr(stockTicker, "-") > 0 Then
        ActiveSheet.Name = Replace(stockTicker, "-", "")
    End If


NextIteration:
Next ticker

Application.DisplayAlerts = False

If Sheets("Parameters").Shapes("WriteToCSVCheckBox").ControlFormat.Value = xlOn Then
    On Error GoTo ErrorHandler:
    Call CopyToCSV
End If

If Sheets("Parameters").Shapes("CollateDataCheckBox").ControlFormat.Value = xlOn Then
    On Error GoTo ErrorHandler:
    Call CollateData
End If

ErrorHandler:

Worksheets("Parameters").Select

Application.ScreenUpdating = True
Application.Calculation = xlCalculationAutomatic

Worksheets("Parameters").Select
For Each C In ThisWorkbook.Connections
    C.Delete
Next

End Sub
Sub CollateData()

Dim ws As Worksheet
Dim i As Integer, first As Integer
Dim maxRow As Integer
Dim maxTickerWS As Worksheet

maxRow = 0
For Each ws In Worksheets
    If ws.Name <> "Parameters" Then
        If ws.UsedRange.Rows.Count > maxRow Then
            maxRow = ws.UsedRange.Rows.Count
            Set maxTickerWS = ws
        End If
    End If
Next

Sheets.Add After:=Sheets(Sheets.Count)
ActiveSheet.Name = "Open"

Sheets.Add After:=Sheets(Sheets.Count)
ActiveSheet.Name = "High"

Sheets.Add After:=Sheets(Sheets.Count)
ActiveSheet.Name = "Low"

Sheets.Add After:=Sheets(Sheets.Count)
ActiveSheet.Name = "Close"

Sheets.Add After:=Sheets(Sheets.Count)
ActiveSheet.Name = "Volume"

Sheets.Add After:=Sheets(Sheets.Count)
ActiveSheet.Name = "Adjusted Close"

i = 1
maxTickerWS.Range("A2", "B" & maxRow).Copy Destination:=Sheets("Open").Cells(1, i)
Sheets("Open").Cells(1, i + 1) = maxTickerWS.Name

maxTickerWS.Range("A2", "a" & maxRow).Copy Destination:=Sheets("High").Cells(1, i)
maxTickerWS.Range("c2", "c" & maxRow).Copy Destination:=Sheets("High").Cells(1, i + 1)
Sheets("High").Cells(1, i + 1) = maxTickerWS.Name

maxTickerWS.Range("A2", "a" & maxRow).Copy Destination:=Sheets("Low").Cells(1, i)
maxTickerWS.Range("d2", "d" & maxRow).Copy Destination:=Sheets("Low").Cells(1, i + 1)
Sheets("Low").Cells(1, i + 1) = maxTickerWS.Name

maxTickerWS.Range("A2", "a" & maxRow).Copy Destination:=Sheets("Close").Cells(1, i)
maxTickerWS.Range("e2", "e" & maxRow).Copy Destination:=Sheets("Close").Cells(1, i + 1)
Sheets("Close").Cells(1, i + 1) = maxTickerWS.Name

maxTickerWS.Range("A2", "a" & maxRow).Copy Destination:=Sheets("Volume").Cells(1, i)
maxTickerWS.Range("f2", "f" & maxRow).Copy Destination:=Sheets("Volume").Cells(1, i + 1)
Sheets("Volume").Cells(1, i + 1) = maxTickerWS.Name

maxTickerWS.Range("A2", "a" & maxRow).Copy Destination:=Sheets("Adjusted Close").Cells(1, i)
maxTickerWS.Range("g2", "g" & maxRow).Copy Destination:=Sheets("Adjusted Close").Cells(1, i + 1)
Sheets("Adjusted Close").Cells(1, i + 1) = maxTickerWS.Name

i = i + 2

For Each ws In Worksheets

    If ws.Name <> "Parameters" And ws.Name <> "About" And ws.Name <> maxTickerWS.Name And ws.Name <> "Open" And ws.Name <> "High" And ws.Name <> "Low" And ws.Name <> "Close" And ws.Name <> "Volume" And ws.Name <> "Adjusted Close" Then

        Sheets("Open").Cells(1, i) = ws.Name
        Sheets("Open").Range(Sheets("Open").Cells(2, i), Sheets("Open").Cells(maxRow - 1, i)).Formula = _
        "=vlookup(A2," & ws.Name & "!A:G$" & maxRow & ",2,0)"

        Sheets("High").Cells(1, i) = ws.Name
        Sheets("High").Range(Sheets("High").Cells(2, i), Sheets("High").Cells(maxRow - 1, i)).Formula = _
        "=vlookup(A2," & ws.Name & "!A:G$" & maxRow & ",3,0)"

        Sheets("Low").Cells(1, i) = ws.Name
        Sheets("Low").Range(Sheets("Low").Cells(2, i), Sheets("Low").Cells(maxRow - 1, i)).Formula = _
        "=vlookup(A2," & ws.Name & "!A:G$" & maxRow & ",4,0)"

        Sheets("Close").Cells(1, i) = ws.Name
        Sheets("Close").Range(Sheets("Close").Cells(2, i), Sheets("Close").Cells(maxRow - 1, i)).Formula = _
        "=vlookup(A2," & ws.Name & "!A:G$" & maxRow & ",5,0)"

        Sheets("Volume").Cells(1, i) = ws.Name
        Sheets("Volume").Range(Sheets("Volume").Cells(2, i), Sheets("Volume").Cells(maxRow - 1, i)).Formula = _
        "=vlookup(A2," & ws.Name & "!A:G$" & maxRow & ",6,0)"

        Sheets("Adjusted Close").Cells(1, i) = ws.Name
        Sheets("Adjusted Close").Range(Sheets("Adjusted Close").Cells(2, i), Sheets("Adjusted Close").Cells(maxRow - 1, i)).Formula = _
        "=vlookup(A2," & ws.Name & "!A:G$" & maxRow & ",7,0)"

        i = i + 1

    End If
Next

On Error Resume Next

Sheets("Open").UsedRange.SpecialCells(xlFormulas, xlErrors).Clear
Sheets("Close").UsedRange.SpecialCells(xlFormulas, xlErrors).Clear
Sheets("High").UsedRange.SpecialCells(xlFormulas, xlErrors).Clear
Sheets("Low").UsedRange.SpecialCells(xlFormulas, xlErrors).Clear
Sheets("Volume").UsedRange.SpecialCells(xlFormulas, xlErrors).Clear
Sheets("Adjusted Close").UsedRange.SpecialCells(xlFormulas, xlErrors).Clear

On Error GoTo 0

Sheets("Open").Columns("A:A").EntireColumn.AutoFit
Sheets("High").Columns("A:A").EntireColumn.AutoFit
Sheets("Low").Columns("A:A").EntireColumn.AutoFit
Sheets("Close").Columns("A:A").EntireColumn.AutoFit
Sheets("Volume").Columns("A:A").EntireColumn.AutoFit
Sheets("Adjusted Close").Columns("A:A").EntireColumn.AutoFit
End Sub

Sub SuccessList(ByVal stockTicker As String, ByVal numStockSuccess As Integer)

Sheets("Parameters").Range("L" & 10 + numStockSuccess) = stockTicker

Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlDiagonalDown).LineStyle = xlNone
Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlDiagonalUp).LineStyle = xlNone
Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlEdgeLeft).LineStyle = xlNone
Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlEdgeTop).LineStyle = xlNone
Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlEdgeBottom).LineStyle = xlNone
Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlEdgeRight).LineStyle = xlNone
Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlInsideVertical).LineStyle = xlNone
Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlInsideHorizontal).LineStyle = xlNone
Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlDiagonalDown).LineStyle = xlNone
Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlDiagonalUp).LineStyle = xlNone

With Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlEdgeLeft)
    .LineStyle = xlContinuous
    .ColorIndex = 0
    .TintAndShade = 0
    .Weight = xlMedium
End With
With Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlEdgeTop)
    .LineStyle = xlContinuous
    .ColorIndex = 0
    .TintAndShade = 0
    .Weight = xlMedium
End With
With Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlEdgeBottom)
    .LineStyle = xlContinuous
    .ColorIndex = 0
    .TintAndShade = 0
    .Weight = xlMedium
End With
With Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlEdgeRight)
    .LineStyle = xlContinuous
    .ColorIndex = 0
    .TintAndShade = 0
    .Weight = xlMedium
End With

Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlInsideVertical).LineStyle = xlNone
Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlInsideHorizontal).LineStyle = xlNone

With Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Interior
    .PatternColorIndex = xlAutomatic
    .ThemeColor = xlThemeColorAccent2
    .TintAndShade = 0.799981688894314
    .PatternTintAndShade = 0
End With

End Sub

Sub ErrorList(ByVal stockTicker As String, ByVal numStockErrors As Integer)

Sheets("Parameters").Range("J" & 10 + numStockErrors) = stockTicker

Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlDiagonalDown).LineStyle = xlNone
Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlDiagonalUp).LineStyle = xlNone
Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlEdgeLeft).LineStyle = xlNone
Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlEdgeTop).LineStyle = xlNone
Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlEdgeBottom).LineStyle = xlNone
Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlEdgeRight).LineStyle = xlNone
Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlInsideVertical).LineStyle = xlNone
Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlInsideHorizontal).LineStyle = xlNone
Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlDiagonalDown).LineStyle = xlNone
Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlDiagonalUp).LineStyle = xlNone

With Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlEdgeLeft)
    .LineStyle = xlContinuous
    .ColorIndex = 0
    .TintAndShade = 0
    .Weight = xlMedium
End With
With Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlEdgeTop)
    .LineStyle = xlContinuous
    .ColorIndex = 0
    .TintAndShade = 0
    .Weight = xlMedium
End With
With Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlEdgeBottom)
    .LineStyle = xlContinuous
    .ColorIndex = 0
    .TintAndShade = 0
    .Weight = xlMedium
End With
With Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlEdgeRight)
    .LineStyle = xlContinuous
    .ColorIndex = 0
    .TintAndShade = 0
    .Weight = xlMedium
End With

Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlInsideVertical).LineStyle = xlNone
Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlInsideHorizontal).LineStyle = xlNone

With Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Interior
    .PatternColorIndex = xlAutomatic
    .ThemeColor = xlThemeColorAccent2
    .TintAndShade = 0.799981688894314
    .PatternTintAndShade = 0
End With

End Sub

Sub ClearErrorList(ByVal lastErrorRow As Integer)
If lastErrorRow > 10 Then
    Worksheets("Parameters").Range("J11:J" & lastErrorRow).Clear
    With Sheets("Parameters").Range("J10").Borders(xlEdgeLeft)
        .LineStyle = xlContinuous
        .ColorIndex = 0
        .TintAndShade = 0
        .Weight = xlMedium
    End With
    With Sheets("Parameters").Range("J10").Borders(xlEdgeTop)
        .LineStyle = xlContinuous
        .ColorIndex = 0
        .TintAndShade = 0
        .Weight = xlMedium
    End With
    With Sheets("Parameters").Range("J10").Borders(xlEdgeBottom)
        .LineStyle = xlContinuous
        .ColorIndex = 0
        .TintAndShade = 0
        .Weight = xlMedium
    End With
    With Sheets("Parameters").Range("J10").Borders(xlEdgeRight)
        .LineStyle = xlContinuous
        .ColorIndex = 0
        .TintAndShade = 0
        .Weight = xlMedium
    End With
End If
End Sub

Sub ClearSuccessList(ByVal lastSuccessRow As Integer)
If lastSuccessRow > 10 Then
    Worksheets("Parameters").Range("L11:L" & lastSuccessRow).Clear
    With Sheets("Parameters").Range("L10").Borders(xlEdgeLeft)
        .LineStyle = xlContinuous
        .ColorIndex = 0
        .TintAndShade = 0
        .Weight = xlMedium
    End With
    With Sheets("Parameters").Range("L10").Borders(xlEdgeTop)
        .LineStyle = xlContinuous
        .ColorIndex = 0
        .TintAndShade = 0
        .Weight = xlMedium
    End With
    With Sheets("Parameters").Range("L10").Borders(xlEdgeBottom)
        .LineStyle = xlContinuous
        .ColorIndex = 0
        .TintAndShade = 0
        .Weight = xlMedium
    End With
    With Sheets("Parameters").Range("L10").Borders(xlEdgeRight)
        .LineStyle = xlContinuous
        .ColorIndex = 0
        .TintAndShade = 0
        .Weight = xlMedium
    End With
End If
End Sub


Sub CopyToCSV()

Dim MyPath As String
Dim MyFileName As String

dateFrom = Worksheets("Parameters").Range("$b")
dateTo = Worksheets("Parameters").Range("$b")
frequency = Worksheets("Parameters").Range("$b")
MyPath = Worksheets("Parameters").Range("$b")

For Each ws In Worksheets
    If ws.Name <> "Parameters" And ws.Name <> "About" Then
        ticker = ws.Name
        MyFileName = ticker & " " & Format(dateFrom, "dd-mm-yyyy") & " - " & Format(dateTo, "dd-mm-yyyy") & " " & frequency
        If Not Right(MyPath, 1) = "\" Then MyPath = MyPath & "\"
        If Not Right(MyFileName, 4) = ".csv" Then MyFileName = MyFileName & ".csv"
        Sheets(ticker).Copy
        With ActiveWorkbook
            .SaveAs Filename:= _
                    MyPath & MyFileName, _
                    FileFormat:=xlCSV, _
                    CreateBackup:=False
            .Close False
        End With
    End If
Next

End Sub