suppose we have 2014-04-29 4:35:22 date and time then how to convert the date and time together in julian, keeping 2000 as a starting reference.
MATLAB: How to get the value in julian date and time
julian conversion
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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 0.16899Now 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-2016Finally, 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 0.10601The output of datenum are whole days to the left of the decimal separator (as the number of days from January 0, 0000), and fractions of a day to the right. You can get other details about the days using the appropriate datetime (link) functions.
Example —
dn = now % Date Number
dt = datetime(dn, 'ConvertFrom','datenum') % Corresponding ‘datetime’ Object
daynr = day(dt) % Day Of The Month
dayyr = day(dt, 'dayofyear') % Day Of The Year
dn = 737187.560337454dt = 07-May-2018 13:26:53daynr = 7dayyr = 127
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