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CSV file data parser

$10-30 USD

Terminado
Publicado hace más de 9 años

$10-30 USD

Pagado a la entrega
The script will be written in perl. For input, it will take a series of csv files for historic futures. For example, see the data files here. [login to view URL] Each of these csv files is a simple text file with columns representing the Date, (Optional Time), Open, High, Low and Closing prices of the day (I will provide data files in a slightly different format to above). The date is given in the first line of each file. Each future has an expiration date, which is essentially the last day on which that future trades. This is actually encoded in the filename, see here: [login to view URL] Thus, the dataset of csv files are overlapping in timeframe. As one future expires, another is created, so that there is a rolling series of 6 or so months, running continuously. The expiration date can be found by looking at the last line of the file – this is the last data point in the file, and the date at which this future terminates. The script will take a set of these files as input. I.e. the input should be *.csv. It will output a copy of the same files to a new directory “OutputFiles”. However, these new files with have extra data fields appended to each column in the file. These are as follows: “MonthCode” – Remember that each line in each file represents a specific date. This extra field tells us which future is the “front month” (i.e. the closes to the expiration date). This will be a number, where the “front month” is given “1”, the next month (the second closest in time to expiration) “2”, etc. “TradingDaysToExperation” – This line tells us how many *trading days* there are until the expiration date (i.e. the difference bewtween the date on this line of the file, and the last line in the file). However, this should be in trading days, not calendar days. Thus, rather than doing a simple calculation of Julian days difference, we need to count the number of days in the file between date today and last day in file (and thus automatically ignore weekends and holidays). “BarsUntilExpiration” – This is the number of lines in the datafile until the last line. E.g. if there are 150 lines remaining, this will be 150. “DayOfWeek” – This will be a code from 1-7 for Monday-Sunday “ExperationDate” – This is the last trading day of the file I will supply a set of files to the coder for working on. However, the script should be able to work on other datasets. It must also be able to deal with intraday data. This is the same as above, but with an extra data field which provides the time in addition to the date. Thus, there are many entries for each day, so the script will have to deal with this (i.e. each day will have many entries, where the “TradingDaysToExperation” field will be the same at each time point). Again, I can provide examples for the coder to use to work on. Finally, the script should also output an entirely new file which represents composite data from all the other files. It will again be a tab delimited csv file, with each line representing a date and/or time. For this, it needs to take two files as input: [login to view URL] and vxx.csv. These also represent financial time series files according to the above specification. These files can be specified with command line arguments. If they are unspecified, then we leave the corresponding fields with the figure “0”. -Date -Time (if applicable – i.e. we are using intraday data) -close for that date/time for [login to view URL] - close for that date/time for [login to view URL] -M1 Close (i.e. the close of the front month future on this date/time). If there is no data for this exact date/time, then we should use the close for the previous date/time. -M2 Close -M3 Close -M4 Close -M5 Close -M6 Close - Trading days until M1 expiration - Bars until M1 expiration - Day of week
ID del proyecto: 6763848

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5 propuestas
Proyecto remoto
Activo hace 9 años

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Hi, We are experts in perl and would like to work on your project. Ready to start now. Thanks.
$70 USD en 3 días
5,0 (92 comentarios)
5,5
5,5
5 freelancers están ofertando un promedio de $108 USD por este trabajo
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A proposal has not yet been provided
$75 USD en 1 día
5,0 (80 comentarios)
5,5
5,5
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Hello, Greetings form Shweta. I am an expert in Perl. I can use Text::CSV library in perl and get this done in less than 24 hours. Thanks, Shweta
$50 USD en 1 día
4,9 (21 comentarios)
4,7
4,7
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Hi, I have 6 years of experience working with Perl. I can deliver quality work to your satisfaction. It's easy for me. thanks, Sachin
$45 USD en 1 día
5,0 (1 comentario)
0,8
0,8
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Hi, I have developed software for over 20 years, and have lots of experience with perl: it is my usual development language for anything from file processing to websites. I can write the requested scripts for you. Note that I am based in London, which should make communication easier, at the very least because we would be in the same time zone. Let me know if you have any questions. Jacques.
$300 USD en 5 días
0,0 (0 comentarios)
0,0
0,0

Sobre este cliente

Bandera de UNITED KINGDOM
Oxford, United Kingdom
5,0
23
Forma de pago verificada
Miembro desde ene 20, 2011

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