该示例显示了如何使用 XHR 和 JSON 解析从网站检索数据，它包含几个步骤。
- 检索数据。
我使用 Chrome 开发者工具网络选项卡对 XHR 进行了一些研究。
我找到的最相关数据是在我单击下一页按钮后由 GET XHR 从http://www.etf.com/etf-finder-channel-tag/Smart-Beta%20ETFs/-aum/50/50/1 返回的 JSON 字符串：
响应具有以下结构for single row item：
[
{
"productId": 576,
"fund": "iShares Russell 1000 Value ETF",
"ticker": "IWD",
"inceptionDate": "2000-05-22",
"launchDate": "2000-05-22",
"hasSegmentReport": "true",
"genericReport": "false",
"hasReport": "true",
"fundsInSegment": 20,
"economicDevelopment": "Developed Markets",
"totalRows": 803,
"fundBasics": {
"issuer": "<a href='/channels/blackrock-etfs' alt='BlackRock'>BlackRock</a>",
"expenseRatio": {
"value": 20
},
"aum": {
"value": 36957230250
},
"spreadPct": {
"value": 0.000094
},
"segment": "Equity: U.S. - Large Cap Value"
},
"performance": {
"priceTrAsOf": "2017-02-27",
"priceTr1Mo": {
"value": 0.031843
},
"priceTr3Mo": {
"value": 0.070156
},
"priceTr1Yr": {
"value": 0.281541
},
"priceTr3YrAnnualized": {
"value": 0.099171
},
"priceTr5YrAnnualized": {
"value": 0.13778
},
"priceTr10YrAnnualized": {
"value": 0.061687
}
},
"analysis": {
"analystPick": null,
"opportunitiesList": null,
"letterGrade": "A",
"efficiencyScore": 97.977103,
"tradabilityScore": 99.260541,
"fitScore": 84.915658,
"leveragedFactor": null,
"exposureReset": null,
"avgDailyDollarVolume": 243848188.037378,
"avgDailyShareVolume": 2148400.688889,
"spread": {
"value": 0.010636
},
"fundClosureRisk": "Low"
},
"fundamentals": {
"dividendYield": {
"value": 0.021543
},
"equity": {
"pe": 27.529645,
"pb": 1.964124
},
"fixedIncome": {
"duration": null,
"creditQuality": null,
"ytm": {
"value": null
}
}
},
"classification": {
"assetClass": "Equity",
"strategy": "Value",
"region": "North America",
"geography": "U.S.",
"category": "Size and Style",
"focus": "Large Cap",
"niche": "Value",
"inverse": "false",
"leveraged": "false",
"etn": "false",
"selectionCriteria": "Multi-Factor",
"weightingScheme": "Multi-Factor",
"activePerSec": "false",
"underlyingIndex": "Russell 1000 Value Index",
"indexProvider": "Russell",
"brand": "iShares"
},
"tax": {
"legalStructure": "Open-Ended Fund",
"maxLtCapitalGainsRate": 20,
"maxStCapitalGainsRate": 39.6,
"taxReporting": "1099"
}
}
]
属性"totalRows": 803 指定总行数。因此，为了尽可能快地检索数据，最好发出获取第一行的请求。从 URL 中可以看到，有../-aum/50/50/..tail，它指向排序顺序、开始的项目和要返回的总项目。因此，要获得唯一的行，它应该是 http://www.etf.com/etf-finder-channel-tag/Smart-Beta%20ETFs/-aum/0/1/1
解析检索到的JSON，从totalRows属性中获取总行数。
发出另一个请求以获取整个表。
解析整个表格 JSON，将其转换为二维数组并输出。您可以通过直接访问数组来执行进一步的处理。
如下表：
结果表包含 803 行和标题，列如下：
productId
fund
ticker
inceptionDate
launchDate
hasSegmentReport
genericReport
hasReport
fundsInSegment
economicDevelopment
totalRows
fundBasics_issuer
fundBasics_expenseRatio_value
fundBasics_aum_value
fundBasics_spreadPct_value
fundBasics_segment
performance_priceTrAsOf
performance_priceTr1Mo_value
performance_priceTr3Mo_value
performance_priceTr1Yr_value
performance_priceTr3YrAnnualized_value
performance_priceTr5YrAnnualized_value
performance_priceTr10YrAnnualized_value
analysis_analystPick
analysis_opportunitiesList
analysis_letterGrade
analysis_efficiencyScore
analysis_tradabilityScore
analysis_fitScore
analysis_leveragedFactor
analysis_exposureReset
analysis_avgDailyDollarVolume
analysis_avgDailyShareVolume
analysis_spread_value
analysis_fundClosureRisk
fundamentals_dividendYield_value
fundamentals_equity_pe
fundamentals_equity_pb
fundamentals_fixedIncome_duration
fundamentals_fixedIncome_creditQuality
fundamentals_fixedIncome_ytm_value
classification_assetClass
classification_strategy
classification_region
classification_geography
classification_category
classification_focus
classification_niche
classification_inverse
classification_leveraged
classification_etn
classification_selectionCriteria
classification_weightingScheme
classification_activePerSec
classification_underlyingIndex
classification_indexProvider
classification_brand
tax_legalStructure
tax_maxLtCapitalGainsRate
tax_maxStCapitalGainsRate
tax_taxReporting
将以下代码放入VBA Project标准模块中：
Option Explicit
Sub GetData()
Dim sJSONString As String
Dim vJSON As Variant
Dim sState As String
Dim lRowsQty As Long
Dim aData()
Dim aHeader()
' Download and parse the only first row to get total rows qty
sJSONString = GetXHR("http://www.etf.com/etf-finder-channel-tag/Smart-Beta%20ETFs/-aum/0/1/1")
JSON.Parse sJSONString, vJSON, sState
lRowsQty = vJSON(0)("totalRows")
' Download and parse the entire data
sJSONString = GetXHR("http://www.etf.com/etf-finder-channel-tag/Smart-Beta%20ETFs/-aum/0/" & lRowsQty & "/1")
JSON.Parse sJSONString, vJSON, sState
' Convert JSON to 2d array
JSON.ToArray vJSON, aData, aHeader
' Output
With Sheets(1)
.Cells.Delete
OutputArray .Cells(1, 1), aHeader
Output2DArray .Cells(2, 1), aData
.Cells.Columns.AutoFit
End With
End Sub
Function GetXHR(sURL As String) As String
With CreateObject("MSXML2.XMLHTTP")
.Open "GET", sURL, False
.Send
GetXHR = .responseText
End With
End Function
Sub OutputArray(oDstRng As Range, aCells As Variant)
With oDstRng
.Parent.Select
With .Resize( _
1, _
UBound(aCells) - LBound(aCells) + 1)
.NumberFormat = "@"
.Value = aCells
End With
End With
End Sub
Sub Output2DArray(oDstRng As Range, aCells As Variant)
With oDstRng
.Parent.Select
With .Resize( _
UBound(aCells, 1) - LBound(aCells, 1) + 1, _
UBound(aCells, 2) - LBound(aCells, 2) + 1)
.NumberFormat = "@"
.Value = aCells
End With
End With
End Sub
再创建一个标准模块，命名为JSON，并放入如下代码，该代码提供JSON处理功能：
Option Explicit
Private sBuffer As String
Private oTokens As Object
Private oRegEx As Object
Private bMatch As Boolean
Private oChunks As Object
Private oHeader As Object
Private aData() As Variant
Private i As Long
Sub Parse(ByVal sSample As String, vJSON As Variant, sState As String)
' Backus–Naur form JSON parser implementation based on RegEx
' Input:
' sSample - source JSON string
' Output:
' vJson - created object or array to be returned as result
' sState - string Object|Array|Error depending on processing
sBuffer = sSample
Set oTokens = CreateObject("Scripting.Dictionary")
Set oRegEx = CreateObject("VBScript.RegExp")
With oRegEx ' Patterns based on specification http://www.json.org/
.Global = True
.MultiLine = True
.IgnoreCase = True ' Unspecified True, False, Null accepted
.Pattern = "(?:'[^']*'|""(?:\\""|[^""])*"")(?=\s*[,\:\]\}])" ' Double-quoted string, unspecified quoted string
Tokenize "s"
.Pattern = "[+-]?(?:\d+\.\d*|\.\d+|\d+)(?:e[+-]?\d+)?(?=\s*[,\]\}])" ' Number, E notation number
Tokenize "d"
.Pattern = "\b(?:true|false|null)(?=\s*[,\]\}])" ' Constants true, false, null
Tokenize "c"
.Pattern = "\b[A-Za-z_]\w*(?=\s*\:)" ' Unspecified non-double-quoted property name accepted
Tokenize "n"
.Pattern = "\s+"
sBuffer = .Replace(sBuffer, "") ' Remove unnecessary spaces
.MultiLine = False
Do
bMatch = False
.Pattern = "<\d+(?:[sn])>\:<\d+[codas]>" ' Object property structure
Tokenize "p"
.Pattern = "\{(?:<\d+p>(?:,<\d+p>)*)?\}" ' Object structure
Tokenize "o"
.Pattern = "\[(?:<\d+[codas]>(?:,<\d+[codas]>)*)?\]" ' Array structure
Tokenize "a"
Loop While bMatch
.Pattern = "^<\d+[oa]>$" ' Top level object structure, unspecified array accepted
If .Test(sBuffer) And oTokens.Exists(sBuffer) Then
Retrieve sBuffer, vJSON
sState = IIf(IsObject(vJSON), "Object", "Array")
Else
vJSON = Null
sState = "Error"
End If
End With
Set oTokens = Nothing
Set oRegEx = Nothing
End Sub
Private Sub Tokenize(sType)
Dim aContent() As String
Dim lCopyIndex As Long
Dim i As Long
Dim sKey As String
With oRegEx.Execute(sBuffer)
If .Count = 0 Then Exit Sub
ReDim aContent(0 To .Count - 1)
lCopyIndex = 1
For i = 0 To .Count - 1
With .Item(i)
sKey = "<" & oTokens.Count & sType & ">"
oTokens(sKey) = .Value
aContent(i) = Mid(sBuffer, lCopyIndex, .FirstIndex - lCopyIndex + 1) & sKey
lCopyIndex = .FirstIndex + .Length + 1
End With
Next
End With
sBuffer = Join(aContent, "") & Mid(sBuffer, lCopyIndex, Len(sBuffer) - lCopyIndex + 1)
bMatch = True
End Sub
Private Sub Retrieve(sTokenKey, vTransfer)
Dim sTokenValue As String
Dim sName As String
Dim vValue As Variant
Dim aTokens() As String
Dim i As Long
sTokenValue = oTokens(sTokenKey)
With oRegEx
.Global = True
Select Case Left(Right(sTokenKey, 2), 1)
Case "o"
Set vTransfer = CreateObject("Scripting.Dictionary")
aTokens = Split(sTokenValue, "<")
For i = 1 To UBound(aTokens)
Retrieve "<" & Split(aTokens(i), ">", 2)(0) & ">", vTransfer
Next
Case "p"
aTokens = Split(sTokenValue, "<", 4)
Retrieve "<" & Split(aTokens(1), ">", 2)(0) & ">", sName
Retrieve "<" & Split(aTokens(2), ">", 2)(0) & ">", vValue
If IsObject(vValue) Then
Set vTransfer(sName) = vValue
Else
vTransfer(sName) = vValue
End If
Case "a"
aTokens = Split(sTokenValue, "<")
If UBound(aTokens) = 0 Then
vTransfer = Array()
Else
ReDim vTransfer(0 To UBound(aTokens) - 1)
For i = 1 To UBound(aTokens)
Retrieve "<" & Split(aTokens(i), ">", 2)(0) & ">", vValue
If IsObject(vValue) Then
Set vTransfer(i - 1) = vValue
Else
vTransfer(i - 1) = vValue
End If
Next
End If
Case "n"
vTransfer = sTokenValue
Case "s"
vTransfer = Replace(Replace(Replace(Replace(Replace(Replace(Replace(Replace( _
Mid(sTokenValue, 2, Len(sTokenValue) - 2), _
"\""", """"), _
"\\", "\"), _
"\/", "/"), _
"\b", Chr(8)), _
"\f", Chr(12)), _
"\n", vbLf), _
"\r", vbCr), _
"\t", vbTab)
.Global = False
.Pattern = "\\u[0-9a-fA-F]{4}"
Do While .Test(vTransfer)
vTransfer = .Replace(vTransfer, ChrW(("&H" & Right(.Execute(vTransfer)(0).Value, 4)) * 1))
Loop
Case "d"
vTransfer = Evaluate(sTokenValue)
Case "c"
Select Case LCase(sTokenValue)
Case "true"
vTransfer = True
Case "false"
vTransfer = False
Case "null"
vTransfer = Null
End Select
End Select
End With
End Sub
Function Serialize(vJSON As Variant) As String
Set oChunks = CreateObject("Scripting.Dictionary")
SerializeElement vJSON, ""
Serialize = Join(oChunks.Items(), "")
Set oChunks = Nothing
End Function
Private Sub SerializeElement(vElement As Variant, ByVal sIndent As String)
Dim aKeys() As Variant
Dim i As Long
With oChunks
Select Case VarType(vElement)
Case vbObject
If vElement.Count = 0 Then
.Item(.Count) = "{}"
Else
.Item(.Count) = "{" & vbCrLf
aKeys = vElement.Keys
For i = 0 To UBound(aKeys)
.Item(.Count) = sIndent & vbTab & """" & aKeys(i) & """" & ": "
SerializeElement vElement(aKeys(i)), sIndent & vbTab
If Not (i = UBound(aKeys)) Then .Item(.Count) = ","
.Item(.Count) = vbCrLf
Next
.Item(.Count) = sIndent & "}"
End If
Case Is >= vbArray
If UBound(vElement) = -1 Then
.Item(.Count) = "[]"
Else
.Item(.Count) = "[" & vbCrLf
For i = 0 To UBound(vElement)
.Item(.Count) = sIndent & vbTab
SerializeElement vElement(i), sIndent & vbTab
If Not (i = UBound(vElement)) Then .Item(.Count) = "," 'sResult = sResult & ","
.Item(.Count) = vbCrLf
Next
.Item(.Count) = sIndent & "]"
End If
Case vbInteger, vbLong
.Item(.Count) = vElement
Case vbSingle, vbDouble
.Item(.Count) = Replace(vElement, ",", ".")
Case vbNull
.Item(.Count) = "null"
Case vbBoolean
.Item(.Count) = IIf(vElement, "true", "false")
Case Else
.Item(.Count) = """" & _
Replace(Replace(Replace(Replace(Replace(Replace(Replace(Replace(vElement, _
"\", "\\"), _
"""", "\"""), _
"/", "\/"), _
Chr(8), "\b"), _
Chr(12), "\f"), _
vbLf, "\n"), _
vbCr, "\r"), _
vbTab, "\t") & _
""""
End Select
End With
End Sub
Function ToString(vJSON As Variant) As String
Select Case VarType(vJSON)
Case vbObject, Is >= vbArray
Set oChunks = CreateObject("Scripting.Dictionary")
ToStringElement vJSON, ""
oChunks.Remove 0
ToString = Join(oChunks.Items(), "")
Set oChunks = Nothing
Case vbNull
ToString = "Null"
Case vbBoolean
ToString = IIf(vJSON, "True", "False")
Case Else
ToString = CStr(vJSON)
End Select
End Function
Private Sub ToStringElement(vElement As Variant, ByVal sIndent As String)
Dim aKeys() As Variant
Dim i As Long
With oChunks
Select Case VarType(vElement)
Case vbObject
If vElement.Count = 0 Then
.Item(.Count) = "''"
Else
.Item(.Count) = vbCrLf
aKeys = vElement.Keys
For i = 0 To UBound(aKeys)
.Item(.Count) = sIndent & aKeys(i) & ": "
ToStringElement vElement(aKeys(i)), sIndent & vbTab
If Not (i = UBound(aKeys)) Then .Item(.Count) = vbCrLf
Next
End If
Case Is >= vbArray
If UBound(vElement) = -1 Then
.Item(.Count) = "''"
Else
.Item(.Count) = vbCrLf
For i = 0 To UBound(vElement)
.Item(.Count) = sIndent & i & ": "
ToStringElement vElement(i), sIndent & vbTab
If Not (i = UBound(vElement)) Then .Item(.Count) = vbCrLf
Next
End If
Case vbNull
.Item(.Count) = "Null"
Case vbBoolean
.Item(.Count) = IIf(vElement, "True", "False")
Case Else
.Item(.Count) = CStr(vElement)
End Select
End With
End Sub
Sub ToArray(vJSON As Variant, aRows() As Variant, aHeader() As Variant)
' Input:
' vJSON - Array or Object which contains rows data
' Output:
' aData - 2d array representing JSON data
' aHeader - 1d array of property names
Dim sName As Variant
Set oHeader = CreateObject("Scripting.Dictionary")
Select Case VarType(vJSON)
Case vbObject
If vJSON.Count > 0 Then
ReDim aData(0 To vJSON.Count - 1, 0 To 0)
oHeader("#") = 0
i = 0
For Each sName In vJSON
aData(i, 0) = "#" & sName
ToArrayElement vJSON(sName), ""
i = i + 1
Next
Else
ReDim aData(0 To 0, 0 To 0)
End If
Case Is >= vbArray
If UBound(vJSON) >= 0 Then
ReDim aData(0 To UBound(vJSON), 0 To 0)
For i = 0 To UBound(vJSON)
ToArrayElement vJSON(i), ""
Next
Else
ReDim aData(0 To 0, 0 To 0)
End If
Case Else
ReDim aData(0 To 0, 0 To 0)
aData(0, 0) = ToString(vJSON)
End Select
aHeader = oHeader.Keys()
Set oHeader = Nothing
aRows = aData
Erase aData
End Sub
Private Sub ToArrayElement(vElement As Variant, sFieldName As String)
Dim sName As Variant
Dim j As Long
Select Case VarType(vElement)
Case vbObject ' collection of objects
For Each sName In vElement
ToArrayElement vElement(sName), sFieldName & IIf(sFieldName = "", "", "_") & sName
Next
Case Is >= vbArray ' collection of arrays
For j = 0 To UBound(vElement)
ToArrayElement vElement(j), sFieldName & IIf(sFieldName = "", "", "_") & "#" & j
Next
Case Else
If Not oHeader.Exists(sFieldName) Then
oHeader(sFieldName) = oHeader.Count
If UBound(aData, 2) < oHeader.Count - 1 Then ReDim Preserve aData(0 To UBound(aData, 1), 0 To oHeader.Count - 1)
End If
j = oHeader(sFieldName)
aData(i, j) = ToString(vElement)
End Select
End Sub