algo_trading_book/PythonCodesAndData/inputData_USDCAD_20120426.csv

1	Date	Close
2	20090102	1.2059
3	20090105	1.18865
4	20090106	1.18425
5	20090107	1.1943
6	20090108	1.17975
7	20090109	1.18675
8	20090112	1.2185
9	20090113	1.22435
10	20090114	1.24865
11	20090115	1.25275
12	20090116	1.24325
13	20090119	1.25365
14	20090120	1.267
15	20090121	1.2556
16	20090122	1.2534
17	20090123	1.2318
18	20090126	1.22265
19	20090127	1.2305
20	20090128	1.21105
21	20090129	1.2265
22	20090130	1.2287
23	20090202	1.2447
24	20090203	1.22955
25	20090204	1.23225
26	20090205	1.23245
27	20090206	1.2205
28	20090209	1.21745
29	20090210	1.2437
30	20090211	1.23835
31	20090212	1.2438
32	20090213	1.2353
33	20090216	1.2426
34	20090217	1.2653
35	20090218	1.26105
36	20090219	1.2579
37	20090220	1.252
38	20090223	1.2503
39	20090224	1.24225
40	20090225	1.2574
41	20090226	1.2534
42	20090227	1.2759
43	20090302	1.29335
44	20090303	1.29305
45	20090304	1.27315
46	20090305	1.29065
47	20090306	1.287
48	20090309	1.3014
49	20090310	1.2792
50	20090311	1.28515
51	20090312	1.2778
52	20090313	1.27185
53	20090316	1.2718
54	20090317	1.27
55	20090318	1.2468
56	20090319	1.23945
57	20090320	1.24075
58	20090323	1.22185
59	20090324	1.2321
60	20090325	1.2318
61	20090326	1.23065
62	20090327	1.24185
63	20090330	1.2623
64	20090331	1.2601
65	20090401	1.26
66	20090402	1.2376
67	20090403	1.22995
68	20090406	1.23825
69	20090407	1.23735
70	20090408	1.23645
71	20090409	1.22365
72	20090410	1.22795
73	20090413	1.22005
74	20090414	1.21525
75	20090415	1.20325
76	20090416	1.20745
77	20090417	1.21315
78	20090420	1.2391
79	20090421	1.2357
80	20090422	1.23985
81	20090423	1.2229
82	20090424	1.20985
83	20090427	1.2206
84	20090428	1.21945
85	20090429	1.2026
86	20090430	1.19275
87	20090501	1.18525
88	20090504	1.17265
89	20090505	1.17505
90	20090506	1.1659
91	20090507	1.17005
92	20090508	1.14945
93	20090511	1.16675
94	20090512	1.1627
95	20090513	1.17415
96	20090514	1.16915
97	20090515	1.1778
98	20090518	1.16345
99	20090519	1.156
100	20090520	1.1417
101	20090521	1.13695
102	20090522	1.11945
103	20090525	1.12405
104	20090526	1.11635
105	20090527	1.12125
106	20090528	1.1135
107	20090529	1.09135
108	20090601	1.09335
109	20090602	1.08105
110	20090603	1.11045
111	20090604	1.097
112	20090605	1.11915
113	20090608	1.11585
114	20090609	1.10435
115	20090610	1.10855
116	20090611	1.1024
117	20090612	1.11865
118	20090615	1.1334
119	20090616	1.13565
120	20090617	1.1316
121	20090618	1.1323
122	20090619	1.1347
123	20090622	1.15495
124	20090623	1.14965
125	20090624	1.15765
126	20090625	1.1545
127	20090626	1.1527
128	20090629	1.15635
129	20090630	1.16235
130	20090701	1.1496
131	20090702	1.16305
132	20090703	1.16075
133	20090706	1.15935
134	20090707	1.16645
135	20090708	1.16735
136	20090709	1.16225
137	20090710	1.16395
138	20090713	1.15035
139	20090714	1.1329
140	20090715	1.11255
141	20090716	1.11725
142	20090717	1.11355
143	20090720	1.10615
144	20090721	1.1038
145	20090722	1.0997
146	20090723	1.08875
147	20090724	1.0868
148	20090727	1.08115
149	20090728	1.08145
150	20090729	1.08945
151	20090730	1.08355
152	20090731	1.07755
153	20090803	1.0659
154	20090804	1.07255
155	20090805	1.07055
156	20090806	1.0777
157	20090807	1.0813
158	20090810	1.0887
159	20090811	1.10175
160	20090812	1.0893
161	20090813	1.08745
162	20090814	1.09995
163	20090817	1.1086
164	20090818	1.10105
165	20090819	1.0953
166	20090820	1.08725
167	20090821	1.08115
168	20090824	1.07635
169	20090825	1.08675
170	20090826	1.09735
171	20090827	1.0876
172	20090828	1.0918
173	20090831	1.0937
174	20090901	1.10415
175	20090902	1.10515
176	20090903	1.10195
177	20090904	1.08835
178	20090907	1.0776
179	20090908	1.0781
180	20090909	1.0785
181	20090910	1.0772
182	20090911	1.0767
183	20090914	1.0828
184	20090915	1.07235
185	20090916	1.06585
186	20090917	1.06485
187	20090918	1.0691
188	20090921	1.079
189	20090922	1.06915
190	20090923	1.07445
191	20090924	1.08925
192	20090925	1.09125
193	20090928	1.08455
194	20090929	1.08455
195	20090930	1.0695
196	20091001	1.08375
197	20091002	1.0798
198	20091005	1.06975
199	20091006	1.05935
200	20091007	1.06125
201	20091008	1.0518
202	20091009	1.04265
203	20091012	1.03485
204	20091013	1.0319
205	20091014	1.02365
206	20091015	1.0338
207	20091016	1.037
208	20091019	1.02835
209	20091020	1.04945
210	20091021	1.0429
211	20091022	1.0475
212	20091023	1.05355
213	20091026	1.0691
214	20091027	1.06475
215	20091028	1.08105
216	20091029	1.06655
217	20091030	1.0846
218	20091102	1.07685
219	20091103	1.0662
220	20091104	1.06275
221	20091105	1.06515
222	20091106	1.0754
223	20091109	1.05545
224	20091110	1.0495
225	20091111	1.04505
226	20091112	1.05575
227	20091113	1.05165
228	20091116	1.0475
229	20091117	1.05095
230	20091118	1.05475
231	20091119	1.06365
232	20091120	1.07045
233	20091123	1.0556
234	20091124	1.0581
235	20091125	1.0453
236	20091126	1.05895
237	20091127	1.06215
238	20091130	1.05625
239	20091201	1.04625
240	20091202	1.05105
241	20091203	1.0572
242	20091204	1.05805
243	20091207	1.0513
244	20091208	1.06385
245	20091209	1.05455
246	20091210	1.0516
247	20091211	1.06005
248	20091214	1.05895
249	20091215	1.06115
250	20091216	1.0613
251	20091217	1.07105
252	20091218	1.06635
253	20091221	1.0622
254	20091222	1.05755
255	20091223	1.0486
256	20091224	1.0501
257	20091228	1.04285
258	20091229	1.0435
259	20091230	1.0553
260	20091231	1.05295
261	20100104	1.04175
262	20100105	1.0389
263	20100106	1.03235
264	20100107	1.03455
265	20100108	1.03
266	20100111	1.0335
267	20100112	1.03895
268	20100113	1.0308
269	20100114	1.02345
270	20100115	1.02905
271	20100118	1.02615
272	20100119	1.03135
273	20100120	1.0465
274	20100121	1.0523
275	20100122	1.0578
276	20100125	1.05765
277	20100126	1.06275
278	20100127	1.0643
279	20100128	1.0664
280	20100129	1.07045
281	20100201	1.06065
282	20100202	1.0571
283	20100203	1.06255
284	20100204	1.07425
285	20100205	1.07125
286	20100208	1.0755
287	20100209	1.0656
288	20100210	1.0622
289	20100211	1.04995
290	20100212	1.0506
291	20100215	1.0493
292	20100216	1.0432
293	20100217	1.04625
294	20100218	1.0471
295	20100219	1.03935
296	20100222	1.043
297	20100223	1.0565
298	20100224	1.0537
299	20100225	1.0608
300	20100226	1.05185
301	20100301	1.0414
302	20100302	1.0355
303	20100303	1.0319
304	20100304	1.03175
305	20100305	1.02925
306	20100308	1.0272
307	20100309	1.02615
308	20100310	1.02455
309	20100311	1.0241
310	20100312	1.0193
311	20100315	1.01925
312	20100316	1.01405
313	20100317	1.0103
314	20100318	1.01395
315	20100319	1.01735
316	20100322	1.019
317	20100323	1.0159
318	20100324	1.02675
319	20100325	1.02405
320	20100326	1.0266
321	20100329	1.0211
322	20100330	1.02005
323	20100331	1.0153
324	20100401	1.0086
325	20100402	1.0111
326	20100405	1.0022
327	20100406	1.0015
328	20100407	1.00615
329	20100408	1.0022
330	20100409	1.00275
331	20100412	1.0025
332	20100413	1.0011
333	20100414	0.9986
334	20100415	1.0021
335	20100416	1.0129
336	20100419	1.01445
337	20100420	0.99865
338	20100421	0.9998
339	20100422	1.00035
340	20100423	0.99915
341	20100426	1.00105
342	20100427	1.0176
343	20100428	1.0097
344	20100429	1.0052
345	20100430	1.01785
346	20100503	1.0107
347	20100504	1.02485
348	20100505	1.0307
349	20100506	1.05265
350	20100507	1.04275
351	20100510	1.02325
352	20100511	1.02205
353	20100512	1.01925
354	20100513	1.0201
355	20100514	1.03535
356	20100517	1.03255
357	20100518	1.03935
358	20100519	1.0438
359	20100520	1.07025
360	20100521	1.0596
361	20100524	1.06255
362	20100525	1.0676
363	20100526	1.0709
364	20100527	1.0482
365	20100528	1.054625
366	20100531	1.044575
367	20100601	1.0552
368	20100602	1.038325
369	20100603	1.040275
370	20100604	1.062675
371	20100607	1.061675
372	20100608	1.047475
373	20100609	1.04455
374	20100610	1.029725
375	20100611	1.03225
376	20100614	1.0339
377	20100615	1.0254
378	20100616	1.0243
379	20100617	1.0283
380	20100618	1.021775
381	20100621	1.02425
382	20100622	1.02955
383	20100623	1.03975
384	20100624	1.043
385	20100625	1.0355
386	20100628	1.03575
387	20100629	1.05595
388	20100630	1.063875
389	20100701	1.059625
390	20100702	1.062375
391	20100705	1.063475
392	20100706	1.054425
393	20100707	1.0467
394	20100708	1.042075
395	20100709	1.0339
396	20100712	1.0372
397	20100713	1.03005
398	20100714	1.0326
399	20100715	1.03825
400	20100716	1.058125
401	20100719	1.05495
402	20100720	1.04355
403	20100721	1.049075
404	20100722	1.037225
405	20100723	1.03575
406	20100726	1.0323
407	20100727	1.035425
408	20100728	1.038825
409	20100729	1.036675
410	20100730	1.029375
411	20100802	1.022875
412	20100803	1.02345
413	20100804	1.018275
414	20100805	1.0168
415	20100806	1.0274
416	20100809	1.027025
417	20100810	1.03135
418	20100811	1.046375
419	20100812	1.042425
420	20100813	1.04185
421	20100816	1.043475
422	20100817	1.03205
423	20100818	1.029575
424	20100819	1.0404
425	20100820	1.04745
426	20100823	1.052175
427	20100824	1.0615
428	20100825	1.059725
429	20100826	1.057875
430	20100827	1.050775
431	20100830	1.059975
432	20100831	1.0656
433	20100901	1.04975
434	20100902	1.05235
435	20100903	1.0388
436	20100906	1.03535
437	20100907	1.047875
438	20100908	1.037475
439	20100909	1.03395
440	20100910	1.0369
441	20100913	1.027125
442	20100914	1.027525
443	20100915	1.026225
444	20100916	1.026575
445	20100917	1.03285
446	20100920	1.02825
447	20100921	1.026875
448	20100922	1.0307
449	20100923	1.034225
450	20100924	1.0242
451	20100927	1.029275
452	20100928	1.029775
453	20100929	1.0326
454	20100930	1.02925
455	20101001	1.0197
456	20101004	1.023975
457	20101005	1.015775
458	20101006	1.01105
459	20101007	1.01735
460	20101008	1.010675
461	20101011	1.0138
462	20101012	1.010125
463	20101013	1.00335
464	20101014	1.00395
465	20101015	1.01035
466	20101018	1.017225
467	20101019	1.033525
468	20101020	1.021075
469	20101021	1.02675
470	20101022	1.02585
471	20101025	1.02
472	20101026	1.0239
473	20101027	1.0281
474	20101028	1.02105
475	20101029	1.0194
476	20101101	1.015275
477	20101102	1.008225
478	20101103	1.00525
479	20101104	1.002275
480	20101105	1.000225
481	20101108	1.0036
482	20101109	1.00805
483	20101110	1.0009
484	20101111	1.003175
485	20101112	1.01225
486	20101115	1.009825
487	20101116	1.022325
488	20101117	1.0246
489	20101118	1.019
490	20101119	1.016875
491	20101122	1.018675
492	20101123	1.02465
493	20101124	1.00995
494	20101125	1.0092
495	20101126	1.02125
496	20101129	1.017925
497	20101130	1.026425
498	20101201	1.01705
499	20101202	1.002675
500	20101203	1.003975
501	20101206	1.005625
502	20101207	1.0124
503	20101208	1.0112
504	20101209	1.0106
505	20101210	1.009275
506	20101213	1.007425
507	20101214	1.006175
508	20101215	1.00495
509	20101216	1.006125
510	20101217	1.014025
511	20101220	1.01685
512	20101221	1.017125
513	20101222	1.0132
514	20101223	1.009225
515	20101224	1.0083
516	20101227	1.006875
517	20101228	1.001075
518	20101229	1.000775
519	20101230	0.999975
520	20101231	0.997675
521	20110103	0.99375
522	20110104	0.9984
523	20110105	0.995675
524	20110106	0.9966
525	20110107	0.993375
526	20110110	0.993375
527	20110111	0.9904
528	20110112	0.985725
529	20110113	0.989175
530	20110114	0.99085
531	20110117	0.987075
532	20110118	0.991275
533	20110119	0.995775
534	20110120	0.9973
535	20110121	0.993275
536	20110124	0.993575
537	20110125	0.99685
538	20110126	0.994075
539	20110127	0.99345
540	20110128	1.00125
541	20110131	1.000975
542	20110201	0.99055
543	20110202	0.98795
544	20110203	0.99115
545	20110204	0.9873
546	20110207	0.9908
547	20110208	0.995225
548	20110209	0.993825
549	20110210	0.99545
550	20110211	0.98755
551	20110214	0.98905
552	20110215	0.989775
553	20110216	0.98485
554	20110217	0.984275
555	20110218	0.9867
556	20110221	0.982825
557	20110222	0.990725
558	20110223	0.989525
559	20110224	0.9827
560	20110225	0.9775
561	20110228	0.971625
562	20110301	0.974725
563	20110302	0.97305
564	20110303	0.972025
565	20110304	0.97325
566	20110307	0.97325
567	20110308	0.9714
568	20110309	0.968475
569	20110310	0.975925
570	20110311	0.973125
571	20110314	0.973825
572	20110315	0.98595
573	20110316	0.991475
574	20110317	0.984875
575	20110318	0.984425
576	20110321	0.977825
577	20110322	0.980725
578	20110323	0.981525
579	20110324	0.975175
580	20110325	0.9814
581	20110328	0.977875
582	20110329	0.974425
583	20110330	0.971025
584	20110331	0.9706
585	20110401	0.9633
586	20110404	0.966975
587	20110405	0.96385
588	20110406	0.960725
589	20110407	0.958425
590	20110408	0.955525
591	20110411	0.956425
592	20110412	0.9634
593	20110413	0.962325
594	20110414	0.96115
595	20110415	0.959325
596	20110418	0.964225
597	20110419	0.956125
598	20110420	0.95255
599	20110421	0.953175
600	20110422	0.9545
601	20110425	0.95445
602	20110426	0.951575
603	20110427	0.94975
604	20110428	0.950625
605	20110429	0.94505
606	20110502	0.950625
607	20110503	0.9526
608	20110504	0.95935
609	20110505	0.966925
610	20110506	0.9665
611	20110509	0.96185
612	20110510	0.95675
613	20110511	0.9619
614	20110512	0.962575
615	20110513	0.96875
616	20110516	0.97585
617	20110517	0.9722
618	20110518	0.9701
619	20110519	0.9676
620	20110520	0.97395
621	20110523	0.977875
622	20110524	0.97675
623	20110525	0.9775
624	20110526	0.9778
625	20110527	0.97635
626	20110530	0.97705
627	20110531	0.968375
628	20110601	0.977175
629	20110602	0.975875
630	20110603	0.977925
631	20110606	0.9809
632	20110607	0.9745
633	20110608	0.9793
634	20110609	0.972975
635	20110610	0.9798
636	20110613	0.976125
637	20110614	0.9682
638	20110615	0.979125
639	20110616	0.981325
640	20110617	0.979425
641	20110620	0.9798
642	20110621	0.971175
643	20110622	0.97385
644	20110623	0.978975
645	20110624	0.988375
646	20110627	0.986125
647	20110628	0.98125
648	20110629	0.969525
649	20110630	0.963425
650	20110701	0.958475
651	20110704	0.96115
652	20110705	0.96335
653	20110706	0.96535
654	20110707	0.95865
655	20110708	0.961975
656	20110711	0.968775
657	20110712	0.966475
658	20110713	0.958275
659	20110714	0.960625
660	20110715	0.953325
661	20110718	0.9597
662	20110719	0.950125
663	20110720	0.947475
664	20110721	0.9433
665	20110722	0.94805
666	20110725	0.9471
667	20110726	0.944275
668	20110727	0.949825
669	20110728	0.949325
670	20110729	0.955525
671	20110801	0.957025
672	20110802	0.961275
673	20110803	0.962075
674	20110804	0.981525
675	20110805	0.98185
676	20110808	0.994475
677	20110809	0.97725
678	20110810	0.994825
679	20110811	0.98425
680	20110812	0.9873
681	20110815	0.97925
682	20110816	0.982425
683	20110817	0.980675
684	20110818	0.990425
685	20110819	0.99015
686	20110822	0.990475
687	20110823	0.987375
688	20110824	0.987125
689	20110825	0.9883
690	20110826	0.981375
691	20110829	0.97695
692	20110830	0.977875
693	20110831	0.977725
694	20110901	0.976825
695	20110902	0.98535
696	20110905	0.990125
697	20110906	0.990525
698	20110907	0.98325
699	20110908	0.989425
700	20110909	0.9967
701	20110912	0.992825
702	20110913	0.985725
703	20110914	0.989225
704	20110915	0.983575
705	20110916	0.978075
706	20110919	0.9907
707	20110920	0.992575
708	20110921	1.008125
709	20110922	1.0284
710	20110923	1.028175
711	20110926	1.025125
712	20110927	1.019325
713	20110928	1.0335
714	20110929	1.03585
715	20110930	1.050375
716	20111003	1.054675
717	20111004	1.0514
718	20111005	1.040175
719	20111006	1.037225
720	20111007	1.039425
721	20111010	1.0259
722	20111011	1.030025
723	20111012	1.017325
724	20111013	1.02095
725	20111014	1.00985
726	20111017	1.023475
727	20111018	1.0141
728	20111019	1.020525
729	20111020	1.0155
730	20111021	1.00675
731	20111024	1.003725
732	20111025	1.016725
733	20111026	1.00425
734	20111027	0.9909
735	20111028	0.99185
736	20111031	1.00075
737	20111101	1.020175
738	20111102	1.013575
739	20111103	1.006825
740	20111104	1.018675
741	20111107	1.012625
742	20111108	1.008825
743	20111109	1.024575
744	20111110	1.016925
745	20111111	1.010425
746	20111114	1.01675
747	20111115	1.021025
748	20111116	1.024475
749	20111117	1.0292
750	20111118	1.02775
751	20111121	1.039925
752	20111122	1.0383
753	20111123	1.04865
754	20111124	1.047075
755	20111125	1.0471
756	20111128	1.03415
757	20111129	1.0321
758	20111130	1.01745
759	20111201	1.0139
760	20111202	1.019425
761	20111205	1.016525
762	20111206	1.01005
763	20111207	1.009725
764	20111208	1.022975
765	20111209	1.016975
766	20111212	1.027075
767	20111213	1.03425
768	20111214	1.03965
769	20111215	1.035025
770	20111216	1.03835
771	20111219	1.038925
772	20111220	1.0298
773	20111221	1.0266
774	20111222	1.02035
775	20111226	1.020425
776	20111227	1.01865
777	20111228	1.0244
778	20111229	1.019925
779	20111230	1.0212
780	20120102	1.018925
781	20120103	1.0104
782	20120104	1.01275
783	20120105	1.01975
784	20120106	1.02835
785	20120109	1.023475
786	20120110	1.015525
787	20120111	1.01955
788	20120112	1.0191
789	20120113	1.023225
790	20120116	1.017925
791	20120117	1.015175
792	20120118	1.011175
793	20120119	1.0108
794	20120120	1.0132
795	20120123	1.008575
796	20120124	1.008975
797	20120125	1.0043
798	20120126	1.0017
799	20120127	1.001775
800	20120130	1.0015
801	20120131	1.0026
802	20120201	0.998575
803	20120202	0.99925
804	20120203	0.993475
805	20120206	0.99585
806	20120207	0.994525
807	20120208	0.99595
808	20120209	0.994825
809	20120210	1.0014
810	20120213	0.999675
811	20120214	0.999075
812	20120215	0.999975
813	20120216	0.9966
814	20120217	0.996825
815	20120220	0.993525
816	20120221	0.9969
817	20120222	0.999825
818	20120223	0.99745
819	20120224	0.99935
820	20120227	0.99895
821	20120228	0.99535
822	20120229	0.989925
823	20120301	0.9854
824	20120302	0.989175
825	20120305	0.99465
826	20120306	1.001925
827	20120307	0.997525
828	20120308	0.99025
829	20120309	0.990575
830	20120312	0.99255
831	20120313	0.988675
832	20120314	0.992725
833	20120315	0.9918
834	20120316	0.991675
835	20120319	0.986925
836	20120320	0.991575
837	20120321	0.99225
838	20120322	0.99925
839	20120323	0.997775
840	20120326	0.990675
841	20120327	0.99495
842	20120328	0.998325
843	20120329	0.996525
844	20120330	0.99855
845	20120402	0.9906
846	20120403	0.99105
847	20120404	0.9963
848	20120405	0.993075
849	20120406	0.9972
850	20120409	0.9976
851	20120410	1.00445
852	20120411	1.003875
853	20120412	0.994375
854	20120413	0.9996
855	20120416	0.99945
856	20120417	0.9903
857	20120418	0.991225
858	20120419	0.9957
859	20120420	0.992325
860	20120423	0.9913
861	20120424	0.9871
862	20120425	0.983375
863	20120426	0.9844