#include <iostream.h>
#include <fstream.h>
#include <string.h>
#include <stdlib.h>
   
 
   
struct day
{
   long       date;
   long      turnout;
   long      year;
   char*     month ;  
   day ()
   {
      turnout = date = year = 0;
      month = new char[3];
   }
};
    

struct tick
{
   day       den;
   long       time;   
   double    index;
};
   
   
void panic (char * str)
{            
    cerr << str << endl; exit (0);
}

void ReadData (const char *InName, tick* ticks, long &nticks);
void MakeOutput (const char *OutName, tick* ticks, long nticks);
        
    
main (int argc, char* argv[])
{
   if (argc < 3) panic ("bourse <infile> <outfile>");
   long nticks; 
        
   tick  ticks[5000];
   ReadData (argv[1], ticks, nticks);
   MakeOutput (argv[2], ticks, nticks);
} 
    

void ReadData (const char *InName, tick ticks[], long &nticks)
{
   ifstream in (InName);
   char *datechar = new char[10]; 

   long cnt = 0;
   long  dummy  = 0 ;
   while (!in.eof())
   {
        if (!dummy) {
            in >> datechar;
            ticks[cnt].den.date = atoi(datechar); 
        }
        else     
            ticks[cnt].den.date = dummy;
        in >> ticks[cnt].den.month;
        in >> ticks[cnt].den.year;
        in >> ticks[cnt].time;
        in >> ticks[cnt].index;
        in >> dummy ;
        if (!dummy) in >> dummy ;
        if (dummy > 32) {
            ticks[cnt].den.turnout = dummy;
            dummy = 0 ;
        }
        else ticks[cnt].den.turnout = ticks[cnt-1].den.turnout; 
        if ( ticks[cnt].den.year == 1995 && 
             strcmp(ticks[cnt].den.month, "Oct") == 0 ) break; 
        if (ticks[cnt].time - ticks[cnt].time/100 * 100 != 30)
             cnt++;    // take 1 hour difference
   }
   
   nticks = cnt;
}  
   
// output for years 1996-98, RTS. 1995 input used only as reference for
// 1996.
    
void MakeOutput (const char *OutName, tick ticks[], long nticks)
{
   ofstream   out(OutName) ;
   long  cnt ;
   long  cnt2 ;
   double  last_close; 
   long  last_close_cnt; 
   long id; 
   long  nchanged = 0; 
   long currentdate; 

        
   for (cnt = 0; cnt < nticks && ticks[cnt].den.year>=1996 ; cnt++)
   {

// 1st variable - time 
       out << ticks[cnt].time << " ";
        
// 2nd variable - difference with previous tick, if tick is in the same
// day, otherwise - 0
       if (ticks[cnt].den.date == ticks[cnt+1].den.date)
          out << (ticks[cnt].index -  ticks[cnt+1].index)
                    /  ticks[cnt+1].index   <<    " ";
       else
          out << 0 << " " ;

// 3rd variable - difference between opening at the same day and
// previous close.
       for (   cnt2 = cnt ; 
               ticks[cnt2].den.date == ticks[cnt].den.date ;
               cnt2 ++  ) ;
        
       last_close = ticks[cnt2].index;
       out << (ticks[cnt2-1].index-ticks[cnt2].index) / ticks[cnt2].index;
       out << " " ; 
       last_close_cnt = cnt2; 

// 4th variable - change during the previous day (close of the day before
// - close 2 days before
       for (   cnt2 = last_close_cnt ; 
               ticks[cnt2].den.date == ticks[last_close_cnt].den.date ;
               cnt2 ++  ) ;
       out << (last_close-ticks[cnt2].index) / ticks[cnt2].index;
       out << " " ; 

// 5th variable - change during the previous week - close of the day   
// before - close 6 sessions before (5 working days in the week)
       cnt2 = last_close_cnt;
       nchanged = 0 ;
       currentdate = ticks[last_close_cnt].den.date;
       while  ( nchanged++ < 22 ) {
            while (ticks[cnt2++].den.date == currentdate )
            currentdate = ticks[cnt2-1].den.date ;
       }
       
       out << (ticks[last_close_cnt].index - ticks[cnt2].index)
              / ticks[cnt2].index << " " ;
   
// 6th variable - change during the previous month - close 22 days ago
       cnt2 = last_close_cnt;
       nchanged = 0 ;
       currentdate = ticks[cnt].den.date;
       while  ( nchanged++ < 22 ) {
            while (ticks[cnt2++].den.date == currentdate )
            currentdate = ticks[cnt2-1].den.date ;
       }
       
       out << (ticks[last_close_cnt].index-ticks[cnt2].index)
               / ticks[cnt2].index << " " ;
// 7th variable - turnout in the previous day
       for (   cnt2 = cnt ;
               ticks[cnt2].den.date == ticks[cnt].den.date ;
               cnt2 ++  ) ;
       out << ticks[cnt2].den.turnout << " " ;

        
// id - percent change of the index to the next tick
       double perc_chang; 
       if (cnt) perc_chang = (ticks[cnt-1].index - ticks[cnt].index) /
                              ticks[cnt].index * 100 ; 
       if (!cnt || ticks[cnt].time == 1800) id = 100 ; 
       else {
          if (perc_chang < -0.5)                          id = 1; 
          if (perc_chang >= -0.5 && perc_chang < -0.05 )  id = 2; 
          if (perc_chang >= -0.05 && perc_chang < 0.05 )  id = 3; 
          if (perc_chang >= 0.05 && perc_chang < 0.5 )    id = 4; 
          if (perc_chang >= 0.5)                          id = 5; 
       }
       if ( cnt && ticks[cnt].time == 1800 )
       { 
          if (perc_chang < -0.5)                          id = 10; 
          if (perc_chang >= -0.5 && perc_chang < 0.5 )    id = 20; 
          if (perc_chang > 0.5)                           id = 30;
       } 
       out << id << endl;
   }

   out.close ();
}