MATLAB: Daysadd Matrix Business calendar formats

business calendar formats date conversionData Acquisition ToolboxDatabase ToolboxFinancial Time Series ToolboxStatistics and Machine Learning Toolbox

Hi world,

I have a very basic question. from a date vector I would like to create a matrix increasing from one to thirty years. The vector has been created with the function bdates = busdays(sdate, edate, bdmode)

Would you have any thoughts? Regards,

Best Answer

sdate = '26 DEC 2015';
 edate = '26 DEC 2045' ;
 bdmode ='D';
vec = datestr(busdays(sdate,edate,bdmode))

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MATLAB: Using panel data, how can I create a new table with weekly price data based on a table with daily price data, for every stock

John, I'll assume you have the Financial Toolbox. I think what you're looking to do is to calculate mean price, by ticker and week, with the exemplar date for each week being the last business day. There are several ways you could do that. Since you already have a table, varfun is one easy way.

First cook up some fake data.

>> Date = datetime(2016,3,[22;23;24;28;29;21;22;23;24;28;29],'Format','eee dd-MMM-yyyy');
>> Ticker = categorical({'A'; 'A'; 'A'; 'A'; 'A'; 'B'; 'B'; 'B'; 'B'; 'B'; 'B'});
>> Price = rand(size(Ticker));
>> TS = table(Date,Ticker,Price)
TS =
         Date          Ticker     Price  
    _______________    ______    ________
    Tue 22-Mar-2016    A          0.13197
    Wed 23-Mar-2016    A          0.94205
    Thu 24-Mar-2016    A          0.95613
    Mon 28-Mar-2016    A          0.57521
    Tue 29-Mar-2016    A          0.05978
    Mon 21-Mar-2016    B          0.23478
    Tue 22-Mar-2016    B          0.35316
    Wed 23-Mar-2016    B          0.82119
    Thu 24-Mar-2016    B         0.015403
    Mon 28-Mar-2016    B         0.043024
    Tue 29-Mar-2016    B          0.16899

Now find the last business day in each week, by first finding the end of the week and then stepping back.

>> hol = holidays(datetime(2016,1,1),datetime(2016,12,31))
>> EOWDate = dateshift(TS.Date,'end','week');
>> TS.BusDate = busdate(EOWDate,'previous',hol);
>> TS.BusDate.Format = ['eee ' TS.BusDate.Format]
TS =
         Date          Ticker     Price           BusDate      
    _______________    ______    _______    ___________________
    Tue 22-Mar-2016    A         0.64912    Thu Thu 24-Mar-2016
    Wed 23-Mar-2016    A         0.73172    Thu Thu 24-Mar-2016
    Thu 24-Mar-2016    A         0.64775    Thu Thu 24-Mar-2016
    Mon 28-Mar-2016    A         0.45092    Fri Fri 01-Apr-2016
    Tue 29-Mar-2016    A         0.54701    Fri Fri 01-Apr-2016
    Mon 21-Mar-2016    B         0.29632    Thu Thu 24-Mar-2016
    Tue 22-Mar-2016    B         0.74469    Thu Thu 24-Mar-2016
    Wed 23-Mar-2016    B         0.18896    Thu Thu 24-Mar-2016
    Thu 24-Mar-2016    B         0.68678    Thu Thu 24-Mar-2016
    Mon 28-Mar-2016    B         0.18351    Fri Fri 01-Apr-2016
    Tue 29-Mar-2016    B         0.36848    Fri Fri 01-Apr-2016

Finally, apply mean to the prices, grouping by ticker and week.

>> varfun(@mean,TS,'GroupingVariables',{'Ticker' 'BusDate'},'InputVariables','Price')
ans =
    Ticker      BusDate      GroupCount    mean_Price
    ______    ___________    __________    __________
    A         24-Mar-2016    3             0.67672   
    A         01-Apr-2016    2             0.31749   
    B         24-Mar-2016    4             0.35613   
    B         01-Apr-2016    2             0.10601

MATLAB: GUI calendar

In the code you must have put in a hard value for the date. Instead, use the DATE function.

str = date;
figure('numbert','off','name',str)

You didn't mention where the date was displayed, but I show it on the titlebar of the figure above. You should also consult the help for DATE, and DATESTR. DATESTR can be used with the NOW function to get the date format you like.

Best Answer

Related Solutions

MATLAB: Using panel data, how can I create a new table with weekly price data based on a table with daily price data, for every stock

MATLAB: GUI calendar

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