我想合并两分钟一次 带PERL和调整的系列文件 输入数据输出比率 调整时间序列。
我在阅读两篇文章时遇到了麻烦 文件同时设计控制（循环？）架构。
我需要能够从FileA读取一行，从fileB读取一行 比较日期和时间值。从 将要么计算 调整时间序列。
my $cntA = 1 ;
my $cntB = 1 ;
if ($cntA == 1 ) {
unlink ("$rATS");
#open files
open(FA, $fileA) or die "Error opening data file: $fileA $!\n";
open(FB, $fileB) or die "Error opening data file: $fileB $!\n";
open(MYOUTFILE, ">> $rATS") || die("unable to open $fileName");
#header
print MYOUTFILE "Date,Time,Open,High,Low,Close\n";
}
=item
#possible controlling loop
foreach my $SymA (@filesA){
foreach my $SumB (@filesB){
print "$filesASym $filesBSym\n";
=cut
while (<FA>) {
my @fieldsA = split /,/,$_;
#if ($fieldsA[0] != $DateA) { $closeYA = $CloseA ;}
my $DateA = $fieldsA[0] ;
my $TimeA = $fieldsA[1] ;
my $OpenA = $fieldsA[2] ;
my $HighA = $fieldsA[3] ;
my $LowA = $fieldsA[4] ;
my $CloseA = $fieldsA[5] ;
my $VolumeA = $fieldsA[6] ;
my $OpenIntA = $fieldsA[7] ;
my $lineNumA = $. ;
print "line num A: $lineNumA\n\n";
$cntA++;
last if $cntA != 0 ;
}
while (<FB>) {
my @fieldsB = split /,/,$_;
#if ($fieldsB[0] != $DateB) { $closeYB = $CloseB ;}
my $DateB = $fieldsB[0] ;
my $TimeB = $fieldsB[1] ;
my $OpenB = $fieldsB[2] ;
my $HighB = $fieldsB[3] ;
my $LowB = $fieldsB[4] ;
my $CloseB = $fieldsB[5] ;
my $VolumeB = $fieldsB[6] ;
my $OpenIntB = $fieldsB[7] ;
$cntB++;
last if $cntB != 0 ;
}
close(FA) || die("unable to close $fileA") ;
close(FB) || die("unable to close $fileB") ;
close(MYOUTFILE) || die("unable to close $fileName") ;
=item
sub ratio ($$) {
my $ratioAB;
if ($_[0] > $_[1]) { $ratioAB = eval { $_[1] / $_[0]; } ; } warn $@ if $@ ;
if ($_[0] <= $_[0]) { $ratioAB = eval { $_[0] / $_[1]; } ; } warn $@ if $@ ;
return sprintf("%.2f", $ratioAB) ;
}
sub calcOHLC {
if ($closeYA > $closeYB) {
$open = sprintf("%.2f",$ratio * $openA - $openB);
$close = sprintf("%.2f",$ratio * $closeA - $closeB);
$high = sprintf("%.2f",$ratio * $highA - $highB);
$low = sprintf("%.2f",$ratio * $lowA - $lowB);
}
if ($closeYA <= $closeYB ) {
$open = sprintf("%.2f",$openA - $ratio * $openB);
$close = sprintf("%.2f",$closeA - $ratio * $closeB);
$high = sprintf("%.2f",$highA - $ratio * $highB);
$low = sprintf("%.2f",$lowA - $ratio * $lowB);
}
return undef;
}
sub outputFile{
print MYOUTFILE "$Date" . "," . "$Time" . "," . "$Open" . "," . "$High" . "," . "$Low" . "," . "$Close" . "\n";
}
=cut
示例数据：
CVX File:
1/28/2011 957 94.21 94.21 94 94 83424 1357498
1/28/2011 958 94.02 94.11 94.02 94.1 41351 1398849
1/28/2011 959 94.1 94.11 94.06 94.1 27715 1426564
1/28/2011 1000 94.1 94.11 94.06 94.1 27715 1426564
1/28/2011 1001 94.18 94.2 94.04 94.07 61584 1523943
1/28/2011 1002 94.07 94.2 94.04 94.06 67352 1591295
1/28/2011 1003 94.07 94.2 94.04 94.06 67352 1591295
1/28/2011 1004 94.09 94.16 94.02 94.12 42852 1684278
XOM File:
1/28/2011 957 79.59 79.59 79.53 79.55 78759 1997094
1/28/2011 958 79.59 79.59 79.53 79.55 78759 1997094
1/28/2011 959 79.62 79.64 79.58 79.58 77559 2107813
1/28/2011 1000 79.58 79.6 79.58 79.6 87640 2195453
1/28/2011 1001 79.6 79.61 79.54 79.55 88442 2283895
1/28/2011 1002 79.6 79.61 79.54 79.55 88442 2283895
1/28/2011 1003 79.57 79.59 79.55 79.57 54073 2408315
1/28/2011 1004 79.57 79.58 79.5 79.52 118655 2526970
ratio as of 1/27/2011 = 79.88/94.75 = .84
since CVX is higher XOM/CVX
(CVX * .84) - XOM for output on 1/28/2011
Output file
Date time open high low close
1/28/2011 957 -0.45 -0.45 -0.57 -0.59
1/28/2011 958 -0.61 -0.54 -0.55 -0.51
1/28/2011 959 -0.58 -0.59 -0.57 -0.54
1/28/2011 1000 -0.54 -0.55 -0.57 -0.56
1/28/2011 1001 -0.49 -0.48 -0.55 -0.53
1/28/2011 1002 -0.58 -0.48 -0.55 -0.54
1/28/2011 1003 -0.55 -0.46 -0.56 -0.56
1/28/2011 1004 -0.53 -0.49 -0.52 -0.46
答案 0 :(得分：1)
有点不清楚你的意思是“为了处理fileA和fileB并且每个都有一行来计算，但保持某种主循环迭代”。
如果你的意思是希望并行进入2个文件，你可以很容易地做到 - 保持1个循环，每次迭代从每个文件中读取1行。我的代码有点模糊，因为我不知道你想做什么
my ($done, $done_with_A, $done_with_B, $lineA, $lineB) = (0, 0, 0);
while (!$done_with_A || !$done_with_B) {
if (!$done_with_A) {
$lineA = <FA>;
}
if (!$done_with_B) {
$lineB = <FB>;
}
($done_with_A, $done_with_B) = are_we_done($lineA, $lineB);
# $lineA, $lineB are undef when the files are done.
process($lineA, $lineB);
}
如果你需要能够从fileA处理多行，为fileB处理1行（反之亦然），那么它会更加复杂 - 你在缓冲区中累积行：
my ($done, $read_from_A, $read_from_B, $done_with_A, $done_with_B, $lineA, $lineB) = (0, 1, 1, 0, 0);
my (@buffer_A, @buffer_B);
while (!$done_with_A || !$done_with_B) {
if (!$done_with_A && $need_to_read_from_A) {
$lineA = <FA>;
}
if (!$done_with_B && $need_to_read_from_B) {
$lineB = <FB>;
}
($done_with_A, $done_with_B) = are_we_done($lineA, $lineB);
# $lineA, $lineB are undef when the files are done.
if ( need_more_lines_from_A($lineA, $lineB) ) {
$read_from_A = 1;
$read_from_B = 0; # $lineB stays the same
push @buffer_A, $lineA;
next;
}
if ( need_more_lines_from_B($lineA, $lineB) ) {
$read_from_A = 0; # $lineA stays the same
$read_from_B = 1;
push @buffer_B, $lineB;
next;
}
push @buffer_A, $lineA;
push @buffer_B, $lineB;
process(@buffer_A, @buffer_A);
@buffer_B = (); @buffer_B = (); # Reset the buffers
$read_from_A = 0; $read_from_B = 0; # Read next batch.
}