使用URLMON API函数从Quandl.com下载数据以使用VBA访问数据库

Question

概述
我正在使用www.quandl.com免费财务数据来预测资产价格变动

方法
我已经构建了一个函数，可以使用QUANDL API下载数据。我正在宣布位于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:UsershueveDesktopTheSystemFb.csv"
    URLDownloadToFile 0, FileURL, DestinationFile, 0, 0
End Sub

问题
这是有效的，它将将数据下载到正确的文件目标，我想知道是否有办法而不是直接下载到文件位置；直接将其直接运行到访问DB表？我知道该功能明确指出它直接下载到文件，但是有能力直接访问DB是很不错的选择。我也几乎不知道这些API功能，所以请轻松

Answer 1

这是带有单个数据点（52周性能）的数组的代码：

    ' 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