Hi Everyone,
I have some code I want to make faster, and therefore I want to delete my for loops. I have a matrix, TTF_Live_Q, with 3 columns – datenums, bid prices & ask prices. In that matrix I have quarterly prices, so there is only a date/price in every third cell. It could look like this:
0 0 0
0 0 0
735690 26.90 27
0 0 0
0 0 0
735781 28.10 28.20
0 0 0
0 0 0
I want the prices in 2. & 3. column to be repeated 3 times, this I have done with:
for i=1:length(TTF_Live_Q)
if L_Q(i) == 1
TTF_Live_Q(i+1,2:3) = TTF_Live_Q(i,2:3);
TTF_Live_Q(i+2,2:3) = TTF_Live_Q(i,2:3);
end
end
Where L_Q is an index vector. The matrix will now look like:
0 0 0
0 0 0
735690 26.90 27
0 26.90 27
0 26.90 27
735781 28.10 28.20
0 28.10 28.20
0 28.10 28.20
I have tried kron, but that doesn’t work, as there are 0 between the quarterly prices. I am sure you guys have a smarter way to do it.
Next thing I want to improve is the loop for the dates. I need the date number for the beginning of each month. It should look like this:
0 0 0
0 0 0
735690 26.90 27
735720 26.90 27
735751 26.90 27
735781 28.10 28.20
735812 28.10 28.20
735843 28.10 28.20
I have a vector with all the correct dates; Here is the loop that makes the date numbers come into the matrix.
Index_Q = zeros(size(TTF_Live_Q,1),1);
for i=1:3:size(TTF_Live_Q,1)-2
Index_Q(i) = find(TTF_Live_Q(i,1)==Date_Vector);
TTF_Live_Q(i+1,1) = Date_Vector(Index_Q(i)+1);
TTF_Live_Q(i+2,1) = Date_Vector(Index_Q(i)+2);
end
Can you please tell me a smarter way to do it? Thanks a lot!
