Matlab 基础应用02 wind 股票数据介绍和使用案例：

 前言：

本文结合MT的官网说明，介绍了win.d的数据和使用方法。

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1 什么是wind WDS

wind其实应该是win data的意思吧，连起来叫wind.【案，注意别和MT的一个风能分析项目里的北美风向数据给弄混淆了】

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WDS: Wind Data Feed Services (WDS) 

 2 Matlab wind 函数：

The wind function creates a wind object, which represents a Wind Data Feed Services (WDS) connection. First, open and log in to the Wind Financial Terminal, then create the wind object. You can use the object functions to retrieve current, historical, intraday, and real-time data from the Wind Financial Terminal. Also, you can create and delete orders and query order and account information in the Wind Financial Terminal. For details about WDS or the Wind Financial Terminal, see Wind Data Feed Services (WDS) .

该函数就是提供一个数据连接到WDS，wind就是一个WDS的类型的连接对象，包含访问WDS数据的所有属性【包括账号登录和下单操作】

2.1 句法

c = wind

2.2 对象操作函数：

2.2.1 数据获取：

getdata	Current WDS data
history	Historical WDS data
timeseries	Intraday tick WDS data
realtime	Snapshot and subscription WDS data
stop	Cancel subscription WDS data request

•  getdata

getdata(c,s,f)

 【案，c 为连接对象，s为股票字符向量【Example: '0001.HK'】，f为域字符向量【Example: {"high","low"}】，s看起来为股票的名称等参数，f为域内支持的股票的属性。】

s = '0001.HK';
f = ["high","low"];
d = getdata(c,s,f)

d=1×2 table
               HIGH      LOW 
               _____    _____

    0001.HK    99.50    98.00

•  realtime【Snapshot and subscription WDS data 分时数据 】WDS

【案，s,f的定义和getdata类似，其中f多了一些和时间强相关的属性，同时返回值为时间表的数据】

returns the real-time snapshot Wind Data Feed Services (WDS) data for the specified securities and fields using the WDS connection.

s = {'0001.HK','0003.HK'};
f = {'rt_last','rt_vol'}; // 时间强相关的属性 ,收盘价和交易量

d = realtime(c,s,f)

d =

  2×3 timetable

            Time              Codes      RT_LAST      RT_VOL   
    ____________________    _________    _______    ___________

    28-Nov-2017 10:54:14    '0001.HK'     97.75      3199866.00
    28-Nov-2017 10:54:14    '0003.HK'     15.28     19995745.00

2.2.2  订单管理：

createorder	Create WDS order
deleteorder	Cancel WDS order
query	Query WDS account and order information
tradelogin	Log in to WDS order management system
tradelogout	Log out from WDS order management system

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参考：

WDS connection - MATLAB (mathworks.com)https://www.mathworks.com/help/datafeed/wind.html?searchHighlight=wind&s_tid=srchtitle_wind_1Wind-数据服务https://www.wind.com.cn/NewSite/data.html

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