資源簡介
運用wind matlab 進行量化投資, 例子包括 期貨 期權 股票 債券等
代碼片段和文件信息
%??文件名:Sample1.m
%??功能:提取銀行間交易債券09付息國債(090007.IB)的凈價序列數據,時間從2012-1-1到最新。
w=?windmatlab;%??首先創建windmatlab對象;
begintime=‘20120101‘;%??然后設置起始時間和截止時間,通過wsd接口提取序列數據
endtime=today;
wdata=?w.wsd(‘090007.IB‘‘close‘begintimeendtime‘Priceadj‘‘CP‘‘tradingcalendar‘‘NIB‘);
w.close
%?下面我們提取000001.SZ的開盤、最高、最低收數據,起始時間前推100天(日期宏),截止時間最新,前復權數據。
%?創建windmatlab對象;
w=?windmatlab;
begintime=‘20120101‘;?%?設置起始時間和截止時間,通過wsd接口提取序列數據
endtime=today;
wdata=?w.wsd(‘000001.SZ‘‘openhighlowclose‘‘-100d‘endtime‘Priceadj‘‘F‘);
%?其中,-100d是日期宏函數,表示前推100天。
w.close
?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????文件????????4682??2020-09-20?12:02??windmatlab┴┐╗?\matlabsample.xm
?????文件?????????736??2020-09-20?12:02??windmatlab┴┐╗?\Sample1.m
?????文件????????3869??2020-09-20?12:02??windmatlab┴┐╗?\Sample10.m
?????文件?????????639??2020-09-20?12:02??windmatlab┴┐╗?\Sample11.m
?????文件?????????228??2020-09-20?12:02??windmatlab┴┐╗?\Sample12.m
?????文件?????????548??2020-09-20?12:02??windmatlab┴┐╗?\Sample13.m
?????文件?????????809??2020-09-20?12:02??windmatlab┴┐╗?\Sample14.m
?????文件?????????713??2020-09-20?12:02??windmatlab┴┐╗?\Sample15.m
?????文件????????2446??2020-09-20?12:02??windmatlab┴┐╗?\Sample16.m
?????文件????????3097??2020-09-20?12:02??windmatlab┴┐╗?\Sample16_sub1.m
?????文件????????5202??2020-09-20?12:02??windmatlab┴┐╗?\Sample17.m
?????文件????????1130??2020-09-20?12:02??windmatlab┴┐╗?\Sample18.m
?????文件????????1721??2020-09-20?12:02??windmatlab┴┐╗?\Sample19.m
?????文件?????????396??2020-09-20?12:02??windmatlab┴┐╗?\Sample2.m
?????文件????????4256??2020-09-20?12:02??windmatlab┴┐╗?\Sample20.fig
?????文件???????19167??2020-09-20?12:02??windmatlab┴┐╗?\Sample20.m
?????文件????????1267??2020-09-20?12:02??windmatlab┴┐╗?\Sample21.m
?????文件?????????589??2020-09-20?12:02??windmatlab┴┐╗?\Sample21_sub1.m
?????文件????????2342??2020-09-20?12:02??windmatlab┴┐╗?\Sample22.m
?????文件????????1567??2020-09-20?12:02??windmatlab┴┐╗?\Sample23.m
?????文件?????????646??2020-09-20?12:02??windmatlab┴┐╗?\Sample24.m
?????文件????????2937??2020-09-20?12:02??windmatlab┴┐╗?\Sample25.m
?????文件????????3056??2020-09-20?12:02??windmatlab┴┐╗?\Sample26.m
?????文件????????3216??2020-09-20?12:02??windmatlab┴┐╗?\Sample27.m
?????文件????????3304??2020-09-20?12:02??windmatlab┴┐╗?\Sample28.m
?????文件????????3139??2020-09-20?12:02??windmatlab┴┐╗?\Sample29.m
?????文件?????????626??2020-09-20?12:02??windmatlab┴┐╗?\Sample3.m
?????文件????????2564??2020-09-20?12:02??windmatlab┴┐╗?\Sample30.m
?????文件????????2384??2020-09-20?12:02??windmatlab┴┐╗?\Sample31.m
?????文件????????5148??2020-09-20?12:02??windmatlab┴┐╗?\Sample32.m
?????文件?????????780??2020-09-20?12:02??windmatlab┴┐╗?\Sample33.m
............此處省略14個文件信息
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