|
PureBytes Links
Trading Reference Links
|
Also, for MS EOD users, see PseudoRT for turning intraday data into a
"daily" format -- http://xmlworks.com/pseudort/ (free,OpenSource,GPL).
Cheers,
Jim
On Wed, 1 Sep 1999, Kent Rollins wrote:
> Below is a perl script that I used to turn tics into 1 minute bars. It
> could fairly easily be adapted to convert 1 minute bars into 10 mins or
> perform other similar conversions. If you're not familiar with perl, ask
> questions and I'll answer them the best I can. I'm not a hardcore perl'er
> myself (although I am a programmer), but I have found perl to be very useful
> at performing data translations. Free perl interpreters can be downloaded
> from www.cpan.org or www.cpan.org.
>
> Kent
>
> #!/perl5
>
> $barFile = "";
> $barDate = "";
> $barMins = 0;
> $barHigh = 0;
> $barLow = 99999;
> $barClose = 0;
> $currDate = "";
> $currMins = 0;
> $currTic = 0;
>
> while (<>)
> {
> if (/(..)(..)(..) (.+) (.+)/o)
> {
> $currDate = $1 . "/" . $2 . "/" . $3;
> $currMins = int( $4 / 100) * 60 + $4 % 100;
> $currMins = int( $currMins / 30) * 30;
> $currTic = $5;
>
> if (($currDate ne $barDate) || ($currMins ne $barMins))
> {
> if ($barDate ne "")
> {
> $h = int( $barMins / 60);
> $m = $barMins % 60;
>
> print "$barFile,$barDate $h:$m,$barHigh,$barLow,$barClose\n";
> }
>
> $barFile = $ARGV;
> $barDate = $currDate;
> $barMins = $currMins;
> $barHigh = $currTic;
> $barLow = $currTic;
> $barClose = $currTic;
> }
>
> if ($currTic < $barLow) { $barLow = $currTic; }
> if ($currTic > $barHigh) { $barHigh = $currTic; }
> $barClose = $currTic;
> }
> }
>
> $h = int( $barMins / 60);
> $m = $barMins % 60;
>
> print "$barFile,$barDate $h:$m,$barHigh,$barLow,$barClose\n";
>
>
>
> -----Original Message-----
> From: Glen Wallace <gcwallace@xxxxxxxx>
> To: MetaStock listserver <metastock@xxxxxxxxxxxxx>
> Date: Wednesday, September 01, 1999 11:50 AM
> Subject: Data conversion
>
>
> Does anyone know of any applications that can take tick, one-minute and
> five-minute data from a DownLoader datasheet and convert it to, say,
> ten-minute or sixty-minute data? Either MetaStock or ASCII format.
>
> I am constantly bumping up against that annoying 65,500 record limit.
>
>
>
>
|