Intraday Liquidity Pattern calculation using Ox

/*
 * Stefan Binder, Duk Jang, Tai Tran
 * This Ox program calculates liquidity pattern from a trading period for a stock
 * The intraday pattern assists trading strategies formation
 */

const decl ROWS = 3416;
const decl COLUMNS = 4;
const decl PARCELS = 6;
const decl PRICE = 0;
const decl VOLUME = 1;
const decl DAY = 2;
const decl HOUR = 3;
const decl OPEN = 10;
const decl NUMBEROFPARCELS = 6;
const decl CLOSE = OPEN + NUMBEROFPARCELS - 1;
const decl NUMBEROFDAYS = 5;
const decl FILENAME = "tradedata.csv";
const decl PARCELOUTPUT = "ParcelLiquidity.csv";
const decl DAYOUTPUT = "DayLiquidity.csv";

main()
{
	decl m;
	decl liquidity=0;
	decl parcel;
	decl day;
	decl parcelPercent;
	decl dayPercent;
	decl i,j,k;
	decl fileParcel,fileDay;

	m = new matrix[ROWS][COLUMNS];
	m = loadmat(FILENAME);
	day = new matrix[1][NUMBEROFDAYS];
	dayPercent = new matrix[1][NUMBEROFDAYS];
	parcel = new matrix[1][PARCELS];
	parcelPercent = new matrix[1][PARCELS];

	for (i = 0 ; i < ROWS ; i++)
	{
		for (j = 0 ; j < NUMBEROFPARCELS ; j++)	if (m[i][HOUR] == OPEN+j)	parcel[0][j] += m[i][VOLUME];

		for (k = 0 ; k < NUMBEROFDAYS ; k++)	if (m[i][DAY] == k+1)	day[0][k] += m[i][VOLUME];

		liquidity += m[i][VOLUME];
	}

	for (i = 0 ; i < PARCELS ; i++)	parcelPercent[0][i] = parcel[0][i] / liquidity;
	for (i = 0 ; i < NUMBEROFDAYS ; i++) dayPercent[0][i] = day[0][i] / liquidity;

	fileParcel = fopen(PARCELOUTPUT,"w&quot;
	fileDay = fopen(DAYOUTPUT,"w&quot;

	for (i = 0 ; i < NUMBEROFPARCELS ; i++)
	{
		print("\nLiquidity from ", OPEN+i, " to ", OPEN+i+1, " is ", parcel[0][i], " which is ", parcelPercent[0][i]*100, " percent&quot;
		fprint(fileParcel, "\nLiquidity from ", OPEN+i, " to ", OPEN+i+1, " is ", parcel[0][i], "," ,parcelPercent[0][i]*100);
	}

	for (i = 0 ; i < NUMBEROFDAYS ; i++)
	{
		print("\nLiquidity on day ", i+1, " is ", day[0][i], " which is ", dayPercent[0][i]*100, " percent&quot;
		fprint(fileDay, "\nLiquidity on day ", i+1, " is,", day[0][i], "," ,dayPercent[0][i]*100);
	}
}

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