# Last edited on 2015-02-23 21:55:58 by stolfilocal

ANALYZING THE PRICE VARIATION AS FUNCTION OF HOUR IN DAY

UNIFIED PLOTS (FOR JAN-SEP 2014)

    datadir="../00-DATA/series/fix"
    
    analyze_volatility_by_hour.gawk \
        -v iniDate="2014-01-01" \
        -v finDate="2014-09-30" \
      < ${datadir}/2014-01-01--2014-09-30-BSTP-USD-01h.txt \
      > out/2014-01-01--2014-09-30-hourly.txt

    plot_volatility_by_hour.sh \
        "out" 4 0.97 1.031 "Average price change per hour - BSTP" \
        2014-01-01--2014-09-30 \
      > plots/2014-01-01--2014-09-30-u-difavg.png

    plot_volatility_by_hour.sh \
        "out" 5 0.99 1.04 "RMS change per hour - BSTP" \
        2014-01-01--2014-09-30 \
      > plots/2014-01-01--2014-09-30-u-difrms.png

    plot_volatility_by_hour.sh \
        "out" 3 90000.0 900000.00 "Average USD trade volume - BSTP" \
        2014-01-01--2014-09-30 \
      > plots/2014-01-01--2014-09-30-u-volavg.png

COMPARING JAN-APR 2014 WITH MAY-SEP 2014:

    datadir="../00-DATA/series/fix"
    
    analyze_volatility_by_hour.gawk \
        -v iniDate="2014-01-01" \
        -v finDate="2014-04-30" \
      < ${datadir}/2014-01-01--2014-09-30-BSTP-USD-01h.txt \
      > out/2014-01-01--2014-04-30-hourly.txt

    analyze_volatility_by_hour.gawk \
        -v iniDate="2014-05-01" \
        -v finDate="2014-09-30" \
      < ${datadir}/2014-01-01--2014-09-30-BSTP-USD-01h.txt \
      > out/2014-05-01--2014-09-30-hourly.txt

    plot_volatility_by_hour.sh \
        "out" 4 0.97 1.031 "Average price change per hour - BSTP" \
        2014-01-01--2014-04-30 \
        2014-05-01--2014-09-30 \
      > plots/2014-01-01--2014-09-30-s-difavg.png

    plot_volatility_by_hour.sh \
        "out" 5 0.99 1.04 "RMS change per hour - BSTP" \
        2014-01-01--2014-04-30 \
        2014-05-01--2014-09-30 \
      > plots/2014-01-01--2014-09-30-s-difrms.png

    plot_volatility_by_hour.sh \
        "out" 3 90000.0 900000.00 "Average USD trade volume - BSTP" \
        2014-01-01--2014-04-30 \
        2014-05-01--2014-09-30 \
      > plots/2014-01-01--2014-09-30-s-volavg.png