Stock intraday data check & extract class

• Data format: Metastock ascii (7 columns)
• Should work with all time intervals under 60 min (tested with 1-min data only !)
• test data: test.txt, A.txt

Following checks available:

• Opening time of the day (0930)
• Closing time of the day (1600)
• Gaps in time
• Price and volume checks (>=0)
• Generates error info file *_err.txt

Extract:

• Extracts data from given dates (start -> end) and creates a new data file

Public methods

checkData(file):

• Data checker
• Data from file

dataExtract(rFile, wFile, startDate, endDate):

• Data extract
• Data from rFile
• New data file wFile
• Start date startDate (format: MM/DD/YYYY)
• End date endDate (format: MM/DD/YYYY)