Date in a loop
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Hi All,
I am using the following code to use a sorted file which matches elements of sorted file with financial time series table/objects of two price series. I don't know how to run a loop which changes dates as well alongwith matrix elements. The code is as follows:
for r= 2:40
for c=1:5
if sorted{c,r}=='Alpha';
sortednew{c,r}= fts2mat(Apple.ARG('1-Jan-0019')) -fts2mat(Applenew.ARG('1-Jan-0019'));
elseif sorted{c,r}=='Beta';
sortednew{c,r}=fts2mat(Apple.BXD('1-Jan-0019')) - fts2mat(Applenew.BXD('1-Jan-0019'));
elseif sorted{c,r}=='theta';
sortednew{c,r}=fts2mat(Apple.ASD('1-Jan-0019')) - fts2mat(Applenew.ASD('1-Jan-0019'));
else sorted{c,r}=='gamma';
sortednew{c,r}=fts2mat(Apple.STA('1-Jan-0019')) - fts2mat(Applenew.STA('1-Jan-0019'));
end;
end;
end;
I want to add a date loop after the very first loop which increments the date by 7days (weekly) and that incremented date is then used for indexing in the forthcoming statements in place of '1-Jan-0019':
sortednew{c,r}= fts2mat(Apple.ARG('1-Jan-0019')) -
fts2mat(Applenew.ARG('1-Jan-0019'))
Any help will be highly appreciated
Regards,
Amd.
1 Comment
Jan
on 14 Apr 2012
Do not use "sorted{c,r}=='Alpha'" to compare strings, because this fails if the number of characters do not match. Use STRCMP instead.
Accepted Answer
Walter Roberson
on 14 Apr 2012
startdatevec = [19, 1, 1]; %year 19 ??, month 1, day 1
for weekno = 1 : 20
startedate = datestr(startedatevec);
[....]
startedatevec(3) = startdatevec(3) + 7;
end
Don't worry about the date number becoming 36 and 43 and so on: datestr will automatically do the proper wrapping to find the right day of the right month.
3 Comments
Walter Roberson
on 15 Apr 2012
Do not quote Datee.
sortednew{c,r}= fts2mat(Apple.ARG(dateee)) -fts2mat(Applenew.ARG(datee));
More Answers (1)
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