This was written in July 2019 as the technical portion of an interview process.

This problem will require you to write an application that will take in an input file 'input.csv' and write out a new file calculated from the inputs.

We are looking for a solution in Python.

We will judge the code on:

• Readability of the code, including comments and formatting
• Whether the code produces the correct output
• Inclusion of appropriate unit tests

Input: The input file represents a very simplified stream of trades on an exchange.
Each row represents a trade. If you don't know what that means don't worry.
The data can be thought of as a time series of values in columns:

<TimeStamp>,<Symbol>,<Quantity>,<Price>

Although the provided input file is small, you should consider what would happen if the files became much larger.

Definitions

• TimeStamp is value indicating the microseconds since midnight.
• Symbol is the 3 character unique identifier for a financial instrument (Stock, future etc.)
• Quantity is the amount traded
• Price is the price of the trade for that financial instrument.

Safe Assumptions:

• TimeStamp is always for the same day and won't roll over midnight.
• TimeStamp is increasing or same as previous tick (time gap will never be < 0).
• Price - our currency is an integer based currency. No decimal points.
• Price - Price is always > 0.

Example: here is a row for a trade of 10 shares of aaa stock at a price of 12

1234567,aaa,10,12

Problem: Find the following on a per symbol basis:

• Maximum time gap (time gap = Amount of time that passes between consecutive trades of a symbol) if only 1 trade is in the file then the gap is 0.

• Total Volume traded (Sum of the quantity for all trades in a symbol).

• Max Trade Price.

• Weighted Average Price. Average price per unit traded not per trade. Result should be truncated to whole numbers.

  Example: the following trades 20 shares of aaa @ 18 5 shares of aaa @ 7 Weighted Average Price = ((20 * 18) + (5 * 7)) / (20 + 5) = 15

Output: Your solution should produce a file called 'output.csv'. file should be a comma separate file with this format:

<symbol>,<MaxTimeGap>,<Volume>,<WeightedAveragePrice>,<MaxPrice>

The output should be sorted by symbol ascending ('aaa' should be first).

Sample Input:

57124702,aaa,13,1136

57124702,aac,20,477

57125641,aab,31,907

57127350,aab,29,724

57127783,aac,21,638

57130489,aaa,18,1222

57131654,aaa,9,1077

57133453,aab,9,756

Sample Output:

aaa,5787,40,1161,1222

aab,6103,69,810,907

aac,3081,41,559,638