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sum divided by count

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# 1  
Old 06-21-2011
sum divided by count
Dear friends,

I'm stuck with the task below, I would be thankful for all your replies.

INPUT :
Code:
Date         Price       Volume
20110601    73052811.61    2845833
20110602    61489062.96    9909230
20110603    72790724.65   1108927
20110606    48299507.20    7435881
20110607    62084372.76    7980464
etc.

OUTPUT : what I need is the daily average prices and volumes , date range is moving window of fixed size ( in this case 4 days) average is calculated this way:
e.g. average for 20110606 : I calculate average of prices and volumes between 20110601 and 20110606
so the average price for 20110606 = 63908026.5 , the same for volume.
Of course I have thousands of dates , so I will need bigger moving window size for example 45 days back (it should be custom)
Code:
DATE       AVERAGE_PRICE   AVERAGE_VOLUME
20110601   73052812   12845833       
20110602   67270937   11377532       
20110603   69110866   11281445       
20110606   63908027   10320054       
20110607   63543296   9852135.8
etc.

Last edited by hernand; 06-21-2011 at 04:34 AM..
# 2  
Old 06-21-2011
what is the relation b/w the input and output ?
This User Gave Thanks to itkamaraj For This Post:
hernand
# 3  
Old 06-21-2011
Thanks for reply.
What I need in ouput is the average of the prices, volumes for x days before the date in
output ,
so the one row in the output is :
[date] [average price of x days before] [average volume of x days before]
# 4  
Old 06-21-2011
I believe you did a mistake in the last column. But try this:

Code:
#!/usr/bin/awk -f

{c++; date[c] = $1; ap[c] = $2; av[c] = $3}
END { 
    for (i=1; i<=c; i++) {
        cap = 0; cav = 0;
        for (j=1; j<=i; j++) { 
            cap += ap[j]; cav += av[j] 
        }
        printf "%s\t%.0f\t%.0f\n", date[i], cap/i, cav/i; 
    }
}

Code:
% ./script.awk testfile
20110601    73052812    2845833
20110602    67270937    6377532
20110603    69110866    4621330
20110606    63908027    5324968
20110607    63543296    5856067

# 5  
Old 06-21-2011
Thanks, you were right, its working perfectly.
Just one thing ,can we make this more customizable?
Something like moving window, where the size of the window will be 10.
So we calculate with days 20110601 - 20110610 , 20110602 - 20110612 etc.
Thanks a lot.
# 6  
Old 06-21-2011
It's easy with your examples. But is it possible that boundaries will be of different months, like 20110220 - 20110302?
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