A Forex data provider supplies data in a CSV file format that includes the HIGH, OPEN, CLOSE and LOW values for any chosen time interval.
Unfortunately, when the markets are closed the data shows the same price in the for every interval that passes until the markets open again.
Essentially resulting in a straight line for 2 days.
I need a small program that will accept a CSV file and remove any data lines that feature identical values for OPEN, CLOSE, HIGH and LOW
in more than 2 data lines that follow each other.
I.e. if OPEN, CLOSE, HIGH and LOW are identical in one line as well as one of the following lines then both as well as any of the following lines with identical OPEN, CLOSE, HIGH and LOW are removed and saved under filname that has "F" added to it.