使用 urlmon API 函数从 Quandl.com 下载数据以访问数据库，使用 VBA

Question

概览
我正在使用 www.quandl.com 免费财务数据来尝试预测资产价格变动

接近
我已经构建了一个使用 quandl API 下载数据的函数。我声明了一个位于 urlmon.dll system 32 文件夹中的 windows API 函数。

代码

Option Explicit

#If VBA7 Then
    Private Declare PtrSafe Function URLDownloadToFile Lib "urlmon" Alias "URLDownloadToFileA" ( _
        ByVal pCaller As LongPtr, _
        ByVal szURL As String, _
        ByVal szFileName As String, _
        ByVal dwReserved As LongPtr, _
        ByVal lpfnCB As LongPtr) As LongPtr
#Else
    Private Declare Function URLDownloadToFile Lib "urlmon" Alias "URLDownLoadToFileA" ( _
        ByVal pCaller As Long, _
        ByVal szURL As String, _
        ByVal szFileName As String, _
        ByVal dwReserved As Long, _
        ByVal lpfnCB As LongPtr) As Long
#End If

Sub DownloadSingleFile()

    Dim FileURL As String
    Dim DestinationFile As String

    FileURL = "https://www.quandl.com/api/v3/datasets/WIKI/FB/data.csv?"
    DestinationFile = "C:\Users\hueve\Desktop\TheSystem\Fb.csv"

    URLDownloadToFile 0, FileURL, DestinationFile, 0, 0

End Sub

问题
此代码有效，它将数据下载到正确的文件目的地，我想知道是否有办法代替直接下载到文件位置；直接运行到 Access 数据库 Table？我知道该函数明确指出它直接下载到一个文件，但如果有一种直接进入 Access DB 的方法就好了。另外我对这些 api 功能几乎一无所知所以请放轻松

Answer 1

这里是带有一个数组的代码，可以提取单个数据点（52 周的性能）：

    ' save 52 week performance for any scored quarter not saved yet
Set rs = CurrentDb.OpenRecordset("Select * from qryQuarterlyStockDataMissing")
If Not rs.EOF Then
    ' some 52 week performance scores for scored companies are missing.
    rs.MoveLast
    rs.MoveFirst
    intI = rs.RecordCount
    Do While rs.EOF = False
        StatBar_Msg "Updating 52 Week Performance Data for " & intI & " scored periods..."
        strLink = GetQuandl52WeekPerformanceLink(rs![Ticker], rs![Active_Period])
        dbl52WeekPerformance = Nz(GetQuandl52WeekPerformance(strLink), "NULL")
        strSQL = "INSERT INTO tblQuarterlyStockData (SDF_Details_ID, 52WeekPerformance, QuandlLink) " & _
                "VALUES(" & rs![SDF_Details_ID] & "," & CStr(dbl52WeekPerformance) & _
                ",'" & strLink & "')"
        CurrentDb.Execute strSQL
        rs.MoveNext
        intI = intI - 1
    Loop
    rs.Close
    Set rs = Nothing
End If

Public Function GetQuandl52WeekPerformanceLink(strTicker As String, dtDate As Date)
Dim strLink As String
Dim strStartDate As Date
Dim strEndDate As Date
Dim strResponse As String
Dim objHttp As Object
Dim LArray() As String
Dim dtEndDate As Date
Dim dtStartDate As Date

' find nearest weekday date
dtEndDate = GetNearestStockDay(dtDate)
dtStartDate = dtEndDate - 367 ' make it slightly more than a year in case the previous year date falls on a Sunday

GetQuandl52WeekPerformanceLink = "https://www.quandl.com/api/v3/datasets/WIKI/" & strTicker & _
            ".csv?column_index=4&start_date=" & Format(dtStartDate, "yyyy-mm-dd") & _
            "&end_date=" & Format(dtEndDate, "yyyy-mm-dd") & "&collapse=annual&transform=rdiff&api_key=ryCL1ih7fJ1eTH8y9U7E"
End Function



Public Function GetQuandl52WeekPerformance(strLink As String)
Dim strResponse As String
Dim objHttp As Object
Dim LArray() As String

Set objHttp = CreateObject("MSXML2.XMLHTTP")

objHttp.Open "Get", strLink, False
objHttp.send
strResponse = objHttp.responseText
Set objHttp = Nothing

LArray = Split(strResponse, ",")

GetQuandl52WeekPerformance = Null
If LArray(0) = "code" Then
    ' no data returned
Else
    If Len(strResponse) > 12 Then
        GetQuandl52WeekPerformance = LArray(2)
    Else
        ' This stock doesn't have a full year's worth of data
    End If
End If
End Function

Public Function GetNearestStockDay(dtDate As Date) As Date
If Weekday(dtDate) = 1 Then
    GetNearestStockDay = dtDate - 2
ElseIf Weekday(dtDate) = 7 Then
    GetNearestStockDay = dtDate - 1
Else
    GetNearestStockDay = dtDate
End If
End Function

使用 urlmon API 函数从 Quandl.com 下载数据以访问数据库，使用 VBA

Using urlmon API Function to download data from Quandl.com to access database, using VBA

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