3. Analyzing time series data with arrays

Your allocations and deallocations will occasionally fail. This can happen if you try to allocate more memory than available, allocate an object that’s already allocated, or free an object that has been freed. When it happens, the program will abort. However, the allocate statement also comes with built-in error handling if you want finer control over what happens […]

It will, at times, be useful to know the allocation status of a variable; that is, whether it’s currently allocated or not. To do this, we can use the built-in allocated function, as shown in the following listing. Listing 5.9 Checking for allocation status ❶ Will print F ❷ Will print T ❸ Will print F Trying to allocate an […]

When we’re done working with the array, we can clean it from memory like this: After issuing deallocate, you must allocate array a again before using it on the right side of assignments. We’ll apply this mechanism to reuse arrays between different stocks. Automatic deallocation An allocatable array is automatically deallocated when it goes out of scope. For example, […]

If you assign an array to an allocatable array variable, the target array variable is automatically allocated with the correct size to match the array on the right side. The array variable can be already allocated or not. If it is, it will be reallocated if its current size differs from that of the source […]

It’s also possible to dynamically allocate an array based on the size of another array. The allocate statement accepts two optional arguments: For example, allocating a from b using mold will reserve the space in memory for a but won’t initialize its elements: ❶ Allocating from mold won’t initialize a. ❷ Initializes values separately However, if we allocate a from b using source, it will be allocated and initialized with values […]

In the previous few sections, we’ve learned how to declare and initialize dynamic arrays. However, what if we need to assign values to individual array elements, one by one, in a loop? This will be the case as we load the data from CSV files into arrays–we’ll iterate over records in files, and assign values […]

Now that we have the list of stock symbols that we’ll work on, let’s use this information to load the data from file and store it in our newly declared dynamic arrays. The prototype of our main loop should look like the following listing. Listing 5.6 Reading stock data from a file using a read_stock subroutine ❶ For […]

Array constructors will come in handy to initialize the stock symbols. If we do it correctly, looping over them and printing each one to the screen, the output will look like this: As you can imagine, specific symbols depend on what data we have. Since in this exercise we’ll work with only 10 stocks, we […]

In chapter 2, we covered the basic declaration of arrays when implementing the minimal working version of our tsunami simulator: ❶ grid_size is the integer size of array h. When you specify the size of the array in the declaration line, you tell the compiler to declare a static array. The array size is known at […]

Before we do any data analysis, we need to take care of the logistics. These steps will generally apply to each of the three challenges in this exercise: To start, we can estimate the performance of different stocks by calculating their gain over the whole period of the time series data–from January 2000 to May […]