gistfile1.txt

csv:
time, price
read in csv; populate array:
 
price_data = [[time,price],[time,price]]
 
sort array on time
 
pct_aggregate = [];
pct_aggregate_summed = [];
 
time_limit = 48h
last_trade_time = price_data[count(price_data)]['time'] - time_limit
i = 0
while (price_data[i]['time'] < last_trade_time){
  start_price = price_data[i]['price']
  start_time = price_data[i]['time'] //first time
	end_time = start_time + 48h
	pct_temp = [];
	j = i;
  distribution_limit = 0;
	while (price_data[j][0] < end_time){
		pct_change = (price_data[j]['price']-start_price)/start_price;
		//limit pct_change to only positive values
    if(pct_change < 0) {
      distribution_limit = 0;
    }
		if (pct_change > 0.0086) {       
      pct_temp.push([(start_price*1+pct_change), pct_change, distribution_limit]); 
      distribution_limit = Math.MAX(price_data[j]['price'], distribution_limit);     
    }
    
		j++;
	}
 
	//pct_temp contains decimals - e.g. 0.02 = 2%
	for each pct_temp as (new_price, pct_change, distribution_limit) {
		interval = round(pct*1000)/10; //give 0.1% intervals
    foreach interval in range(distribution_limit, new_price) {
      pct_aggregate[interval]++; //add one trade to the interval
    }
		
	}
	i++;
}