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! 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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David Denton

Lvl 10
2y ago

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