! Program to read tick data (dat file) of stock prices and output one second bars to the screen with an open blank line every second.
program one_second_bar
implicit none
! Declare the variables
integer, parameter :: maxSize = 30000 ! Maximum size of dat file
integer :: n, i, time_read ! n: number of elements in dat file ; i: loop index ; time_read: time of the last read element
real, dimension(maxSize) :: stock_price ! Array to store stock prices
real :: open_price, high_price, low_price, close_price ! variables to store open, high, low, close prices
! Read the data file and store data into array
open(unit=10, file='stock_price.dat')
read(10, *) n
do i = 1, n
read(10, *) stock_price(i)
end do
close(10)
! Iterate through the array and calculate open, high, low and close prices
time_read = 0
open_price = stock_price(1)
high_price = stock_price(1)
low_price = stock_price(1)
do i = 2, n
if (i > time_read + 1) then
write(*,*) 'Open: ', open_price, ' High: ', high_price, ' Low: ', low_price, ' Close: ', close_price
write(*,*)
time_read = i
open_price = stock_price(i)
high_price = stock_price(i)
low_price = stock_price(i)
else
if (stock_price(i) > high_price) then
high_price = stock_price(i)
else if (stock_price(i) < low_price) then
low_price = stock_price(i)
end if
end if
end do
! Output the last bar
close_price = stock_price(n)
write(,) 'Open: ', open_price, ' High: ', high_price, ' Low: ', low_price, ' Close: ', close_price
end program one_second_bar
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