#!/usr/bin/env python
# Requires python 2.5 or higher
from __future__ import with_statement

class Price(object) :
    def __init__(self, row) :
	open, high, low, close, volume = row
	self.open, self.high, self.low, self.close, self.volume = float(open), float(high), float(low), float(close), float(volume.replace(",",""))

def runningTotal(series) :
    result, s = [0], 0
    for ss in series :
        s += ss
        result.append(s)
    return result

def summedSeries (series, length) :
    s = runningTotal(series)
    for i in xrange(len(s) - length) :
        yield s[i + length] - s[i]

def mfi(prices, length) :
	typ = [ (p.high + p.low + p.close) / 3 for p in prices ]
	vol = [ p.volume for p in prices ]
	returns = [ (typ[i] - typ[i-1]) / typ[i-1] for i in range(1, len(typ)) ]
	mf = [ typi * voli for typi, voli in zip(typ[1:], vol[1:]) ]
	pmf = [ (mfi if reti > 0 else 0) for mfi, reti in zip(mf, returns) ]
	return [ (100.0 * p/a) for p, a in zip(summedSeries(pmf, length), summedSeries(mf, length)) ]

def loadQuotes(fileName) :
	import csv
	with open(fileName) as f :
		return [ Price(row) for row in csv.reader(f) ]

if __name__ == "__main__" :
	data = loadQuotes("msft.csv")
	print mfi(data, 5)