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1 # makedata.pl
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2 # Last Change: 2017-09-04 Mon 21:38:58.
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3 #
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4 # ai.go への入力データを作る
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5 # 入力ファイル： ./USDJPY.csv
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6 # 出力ファイル： ./ai_input.dat
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7 # 出力形式：
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8 # 通番 年月日 始値 高値 安値 終値 3日平均 7日平均 30日平均
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9 #
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10
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11 use v5.10;
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12 use utf8;
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13
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14 my ( @date, @start, @highest, @lowest, @end );
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15 open my $f, '<', 'USDJPY.csv';
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16 while ( <$f> ) {
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17 next unless /^\d/;
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18 chomp;
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19 my ( $dt, $st, $hi, $lo, $en ) = split /,/;
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20
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21 $dt =~ s#/#-#g; push @date, $dt;
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22 $st = sprintf "%.02f", $st; push @start, $st;
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23 $hi = sprintf "%.02f", $hi; push @highest, $hi;
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24 $lo = sprintf "%.02f", $lo; push @lowest, $lo;
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25 $en = sprintf "%.02f", $en; push @end, $en;
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26 }
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27 close $f;
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28
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29 my ( @ma3, @ma7, @ma30 );
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30 my $i = 0;
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31 for ( @end ) {
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32 $ma3[$i] = ( $i < 2 ) ? $_ : ( $end[$i-2] + $end[$i-1] + $_ ) / 3;
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33 $ma7[$i] = $_;
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34 $ma30[$i] = $_;
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35 if ( $i > 5 ) {
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36 $ma7[$i] += $end[$i-$_] for ( 1..6 );
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37 $ma7[$i] /= 7;
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38 }
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39 if ( $i > 28 ) {
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40 $ma30[$i] += $end[$i-$_] for ( 1..29 );
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41 $ma30[$i] /= 30;
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42 }
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43 $i++;
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44 }
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45
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46 open $f, '>', 'ai_input.dat';
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47 say {$f} '#通番 年月日 始値 高値 安値 終値 3日平均 7日平均 30日平均';
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48 $i = 0;
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49 for my $dt ( @date ) {
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50 my $ip = sprintf "%04d", $i+1;
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51 my $ma3p = sprintf "%.02f", $ma3[$i];
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52 my $ma7p = sprintf "%.02f", $ma7[$i];
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53 my $ma30p = sprintf "%.02f", $ma30[$i];
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54 say {$f} join ' ' => $ip, $dt, $start[$i], $highest[$i], $lowest[$i], $end[$i], $ma3p, $ma7p, $ma30p;
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55 $i++;
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56 }
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57 close $f
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58
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