Created
September 4, 2014 13:20
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<?php | |
function endc( $array ) { return end( $array ); } | |
$file = fopen('bitstampUSD.csv', 'r'); | |
$firstTime = 0; | |
$periods = array( | |
// "min5" => 300, // 5 minutes | |
// "min30" => 1800, // 30 minutes | |
// "hour1" => 3600, // 1 hour | |
// "hour6" => 21600, // 6 hour | |
// "hour12" => 43200, // 12 hour | |
"day1" => 86400, // 24 hour | |
); | |
$data = array(); | |
$first = fgetcsv($file); | |
foreach($periods as $periodName => $period){ | |
$data[$periodName] = array( | |
array( | |
"time" => $first[0] - ($first[0] % $period), | |
"date" => date("Y/m/d H:i:s",$first[0] - ($first[0] % $period)), | |
"open" => $first[1], | |
"close" => $first[1], | |
"min" => $first[1], | |
"max" => $first[1], | |
"volume" => $first[2] * $first[1], | |
"volume_btc" => $first[2], | |
) | |
); | |
} | |
while (($line = fgetcsv($file)) !== FALSE) { | |
foreach($periods as $periodName => $period){ | |
$last = &$data[$periodName][count($data[$periodName])-1]; | |
if($line[0] > ($last["time"] + $period)){ | |
$data[$periodName][] = array( | |
"time" => $line[0] - ($line[0] % $period), | |
"date" => date("Y/m/d H:i:s",$line[0] - ($line[0] % $period)), | |
"open" => $line[1], | |
"close" => $line[1], | |
"min" => $line[1], | |
"max" => $line[1], | |
"volume" => $line[2] * $line[1], | |
"volume_btc" => $line[2], | |
); | |
}else{ | |
$last["close"] = $line[1]; | |
$last["volume"] += $line[2] * $line[1]; | |
$last["volume_btc"] += $line[2]; | |
if($line[1] < $last["min"]){ | |
$last["min"] = $line[1]; | |
}elseif($line[1] > $last["max"]){ | |
$last["max"] = $line[1]; | |
} | |
} | |
} | |
} | |
fclose($file); |
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