excel - 在雅虎财经中检索数据报价的 URL 问题

Question

当我尝试从特定股票中检索报价时，来自 Yahoo 的 URL 不起作用。有几个关于它的讨论，但是，似乎没有显示关于 VBA 宏

Sub Get_Data()
Dim URL As String
Dim Ticker As String
Dim http As New WinHttpRequest
Dim sCotes As String
Dim Lignes
Dim Valeurs
Dim i As Long
Dim j As Long
Dim sLigne As String
Dim sValeur As String

Ticker = Range("Ticker")

URL = "https://query1.finance.yahoo.com/v7/finance/download/TECK?period1=1540456339&period2=1571992339&interval=1d&events=history&crumb=kjOZLFv6ch2"
http.Send
sCotes = http.ResponseText

MsgBox sCotes

Lignes = Split(sCotes, Chr(10))
For i = 1 To UBound(Lignes) 'until the end of the Lignes variable
  sLigne = Lignes(i)
  Valeurs = Split(sLigne, ",")
  For j = 0 To UBound(Valeurs) - 1
  Select Case j
  Case 0
  sValeur = DateSerial(CLng(Left(Valeurs(0), 4)), CLng(Mid(Valeurs(0), 6, 2)), CLng(Right(Valeurs(0), 2)))
  Case 5
  sValeur = CLng(Valeurs(5))
  Case Else
  sValeur = CDbl(Replace(Valeurs(j), ".", ","))
  End Select
  Range("A1").Offset(i, j) = sValeur
  Application.StatusBar = Format(Cells(i, 1), "Short Date")
  Next
Next
Application.StatusBar = False

End Sub

步骤 Http.send 处的执行错误：“在调用 Open 方法之前无法调用此方法”

标签： excelvbaweb-scrapinggetyahoo-finance

Answer 1

在尝试发送之前，您需要使用“open”方法，并且 GET 非常好。然而，有几件事......

有一个更简单的方法。值得添加的标头是 User-Agent 和一个用于减轻服务缓存结果的标头。下面向您展示如何在指定时间段内从服务器获取 json 响应并写入 Excel。注意：您需要将代码连接到 url。您可能还应该测试来自服务器的响应代码以确保成功。

我使用 jsonconverter.bas 作为 json 解析器来处理响应。从这里下载原始代码并添加到名为 JsonConverter 的标准模块中。然后您需要转到 VBE > 工具 > 参考 > 添加对 Microsoft Scripting Runtime 的引用。从复制的代码中删除顶部的属性行。

startDate和的值endDate需要作为 unix 时间戳传递。@TimWilliams 写了一个不错的函数，toUnix用于将 Date 转换为我使用的Unix。我添加了自己的函数来管理相反方向的转换。

此方法避免使用任何基于会话的标识符，从而避免您遇到无效 cookie 屑的问题。

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VBA：

Option Explicit

Public Sub GetYahooHistoricData()
    Dim ticker As String, ws As Worksheet, url As String, s As String
    Dim startDate As Long, endDate As Long

    Set ws = ThisWorkbook.Worksheets("Sheet1")
    ticker = ws.Range("ticker")                  'Range A1. Above write out range

    endDate = toUnix("2019-10-27")
    startDate = toUnix("2018-10-25")
    url = "https://query1.finance.yahoo.com/v8/finance/chart/" & ticker & "?region=US&lang=en-US&includePrePost=false&interval=1d&period1=" & startDate & "&period2=" & endDate & "&corsDomain=finance.yahoo.com&.tsrc=finance"

    With CreateObject("MSXML2.XMLHTTP")
        .Open "GET", url, False
        .setRequestHeader "User-Agent", "Mozilla/5.0"
        .setRequestHeader "If-Modified-Since", "Sat, 1 Jan 2000 00:00:00 GMT"
        .send
        s = .responseText
    End With

    Dim json As Object

    Set json = JsonConverter.ParseJson(s)("chart")("result")

    Dim dates As Object, results(), rows As Object, adjClose As Object, r As Long, headers()

    headers = Array("date", "close", "volume", "open", "high", "low", "adjclose")
    Set dates = json(1)("timestamp")

    ReDim results(1 To dates.Count, 1 To UBound(headers) + 1)

    Set rows = json(1)("indicators")("quote")(1)
    Set adjClose = json(1)("indicators")("adjclose")(1)("adjclose")

    For r = 1 To dates.Count
        results(r, 1) = GetDate(dates(r))
        results(r, 2) = rows("close")(r)
        results(r, 3) = rows("volume")(r)
        results(r, 4) = rows("open")(r)
        results(r, 5) = rows("high")(r)
        results(r, 6) = rows("low")(r)
        results(r, 7) = adjClose(r)
    Next

    With ws
        .Cells(3, 1).Resize(1, UBound(headers) + 1) = headers
        .Cells(4, 1).Resize(UBound(results, 1), UBound(results, 2)) = results
    End With
End Sub

Public Function GetDate(ByVal t As Variant) As String
    GetDate = Format$(t / 86400 + DateValue("1970-01-01"), "yyyy-mm-dd")
End Function

Public Function toUnix(ByVal dt As Variant) As Long
    toUnix = DateDiff("s", "1/1/1970", dt)
End Function

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前 10 行示例：