Алготрейдинг. Скрипт Lua для выгрузки истории котировок из Quik'а

-- График должен быть открыт в Quik'е
Class = "SPBFUT" -- "CETS_MTL" "CETS"
SecId="BRK4" -- "NGJ4" "GLDRUB_TOM" "USD000UTSTOM" "SiZ3"
Intrvl = INTERVAL_H1 -- D1 -- M5
Header = "<TICKER>;<PER>;<DATE>;<TIME>;"..
  "<OPEN>;<HIGH>;<LOW>;<CLOSE>;<VOL>"
Period = "60" -- Дневки - 0, W1, MN1, H4, H2 - недопустимо

function Log (i)
  local t = DS:T(i)
  local ymd = string.format ("%04d%02d%02d", t.year, t.month, t.day)
  local hms = string.format ("%02d%02d%02d", t.hour, t.min, t.sec);
  if not (IniDt <= ymd and ymd <= FinDt) or
     not (IniTm <= hms and hms <= FinTm) then return end
  local str = string.format ("%s;%s;%s;%s;%.4f;%.4f;%.4f;%.4f;%.0f\n"
    ,SecId, Period, ymd, hms
    ,DS:O(i), DS:H(i), DS:L(i), DS:C(i), DS:V(i))
  F:write (str)
end -- Log()

function OnInit (scriptPath)
  qu = require ("QuikUtil(qu)") -- lu,qc,tu
  ScriptDir, ScriptName = lu. <a name="cut"></a> SplitPath (scriptPath)
  DataPath = ScriptDir .. ScriptName .. ".dat"
  message (DataPath)
end -- OnInit()

function main ()
  os.execute ("notepad.exe ".. DataPath)
  dofile (DataPath) -- Class, SecId, Frame, IniDt, FinDt
  Intrvl = qu.FrameToInterval (Frame)
  Period = Frame == "D1" and 0 or Intrvl
  DS, err = CreateDataSource (Class, SecId, Intrvl)
  if not DS or DS:Size() == 0 then
    error ("No DS\n".. tostring(err))
  end
  local t0 = DS:T(1); local k = DS:Size(); local t1 = DS:T(k)
  local iniDt=string.format("%04d%02d%02d",t0.year,t0.month,t0.day)
  local finDt=string.format("%04d%02d%02d",t1.year,t1.month,t1.day)
  if iniDt > IniDt or finDt < FinDt then
    error ("Короткая история ".. iniDt .."-".. finDt)
  end
  LogPath = ScriptDir .. SecId .."_".. Frame
    .."_".. IniDt .."_".. FinDt ..".csv"
  message (
        "Class ".. tostring(Class)
    .."\nSecId ".. tostring(SecId)
    .."\nFrame ".. tostring(Frame)
    .."\nIntrvl ".. tostring(Intrvl)
    .."\nLogPath ".. LogPath
    .."\nPeriod ".. Period
    .."\nIniDt ".. IniDt
    .."\nFinDt ".. FinDt)
  if Period > 240 then error ("Invalid Frame") end
  
  F = io.open (LogPath, "w")
  F:write (Header .."\n")
  for i = 1, DS:Size() do
    Log (i)
  end
  F:close()
  message (ScriptName .." OK")
end -- main()

Class = "SPBFUT"
SecId = "VBH5"
Frame = "H1"
IniDt = "20240912"
FinDt = "20250129"