Precisa testar uma ferramenta de algotrading para ser usada no dia de negociação. Para obter os dados ao vivo durante o dia deNSE, algunsfornecedores estão vendendo plugins de dados paraAmibroker. Para obter os dados deAmibroker Pretendo usarAFL (Amibroker Formula Language). Os seguintescódigo noAFL cria o.csv arquivos para cada símbolo uma vez. Mas, para usar os dados ao vivo, preciso anexar os dados recebidos ao.csv arquivar continuamente ao longo do dia. Como isso pode ser feito sem travar / sobrecarregarAmibroker?

// created a directory on your C drive named AmiBroker data backup
dayhours = paramtoggle("Day hours only", "No|Yes");
fmkdir("c:\\AmiBackup\\");
setbarsrequired(100000,100000);
lname = Name(); // gets the name of the symbol
// note: if you have names with invalid characters like / you must rename the
file before you try to create a name 
// add an IF line for each symbol you need to rename
if (lname == "ER2U8-GLOBEX-FUT") lname = "ER2U8";

fh = fopen( "c:\\AmiBackup\\" + lname + ".csv", "w"); 
if( fh ) 
{ 
    if(interval() == inDaily OR interval() == inMonthly OR interval() == inweekly)
    {
        fputs( "Ticker,Date,Open,High,Low,Close,Volume \n", fh ); 
        for( i = 0; i < BarCount; i++ ) 
        { 
            y = Year(); 
            m = Month(); 
            d = Day(); 
            fputs( Name() + "," , fh );
            ds = StrFormat("%02.0f-%02.0f-%02.0f,", m[ i ], d[ i ], y[ i ] ); 
            fputs( ds, fh ); 
            qs = StrFormat("%.4f,%.4f,%.4f,%.4f,%.0f\n", O[ i ],H[ i ],L[ i ],C[ i
],V[ i ] ); 
            fputs( qs, fh ); 
            if(i == 65500 or i == 130000 or i == 196500 or i == 262000)
            {
                fclose( fh ); 
                if(i == 65500  ) fh = fopen( "c:\\AmiBackup\\" + lname + " A.csv", "w"); 
                if(i == 130000 ) fh = fopen( "c:\\AmiBackup\\" + lname + " B.csv", "w"); 
                if(i == 196500 ) fh = fopen( "c:\\AmiBackup\\" + lname + " C.csv", "w"); 
                if(i == 262000 ) fh = fopen( "c:\\AmiBackup\\" + lname + " D.csv", "w"); 
            }
        }
    }
    else // intraday so add time field
    {
        fputs( "Ticker,Date,Time,Open,High,Low,Close,Volume \n", fh ); 
        y = Year(); 
        m = Month(); 
        d = Day(); 
        r = Hour();
        e = Minute();
        n = Second();

        for( i = 1; i < BarCount; i++ ) 
        { 
            if (dayhours and lastvalue(timenum()) >= 92900 and lastvalue(timenum()) <=
161500)
            { 
                fputs( Name() + "," , fh );
                ds = StrFormat("%02.0f-%02.0f-%02.0f,", m[ i ], d[ i ], y[ i ] ); 
                fputs( ds, fh ); 

                ts = StrFormat("%02.0f:%02.0f:%02.0f,", r[ i ],e[ i ],n[ i ] ); 
                fputs( ts, fh ); 

                qs = StrFormat("%.4f,%.4f,%.4f,%.4f,%.0f\n", O[ i ],H[ i ],L[ i ],C[ i
],V[ i ] ); 
                fputs( qs, fh ); 
            }
            else
            { 
                fputs( Name() + "," , fh );
                ds = StrFormat("%02.0f-%02.0f-%02.0f,", m[ i ], d[ i ], y[ i ] ); 
                fputs( ds, fh ); 

                ts = StrFormat("%02.0f:%02.0f:%02.0f,", r[ i ],e[ i ],n[ i ] ); 
                fputs( ts, fh ); 

                qs = StrFormat("%.4f,%.4f,%.4f,%.4f,%.0f\n", O[ i ],H[ i ],L[ i ],C[ i
],V[ i ] ); 
                fputs( qs, fh ); 
            }
            if(i == 65500 or i == 130000 or i == 196500 or i == 262000)
            {
                fclose( fh ); 
                if(i == 65500  ) fh = fopen( "c:\\AmiBackup\\" + lname + " A.csv", "w"); 
                if(i == 130000 ) fh = fopen( "c:\\AmiBackup\\" + lname + " B.csv", "w"); 
                if(i == 196500 ) fh = fopen( "c:\\AmiBackup\\" + lname + " C.csv", "w"); 
                if(i == 262000 ) fh = fopen( "c:\\AmiBackup\\" + lname + " D.csv", "w"); 
            }
        } 
    }
    fclose( fh ); 
} 

Buy = 1;