Compute operation with different index (part II)

Question

Attilio Pittelli 2021-9-27

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1461599-compute-operation-with-different-index-part-ii

回答： Walter Roberson 2021-9-27

AAPL.csv

Good morning,

i've this table and i would like to build a function, where i could insert the time series as input and another input, an integer "n", that has a function of a loockback period.

example: Adj_Close(today) - Adj_Close(lookback) and i would like to apply to the all time series

example data in the attchment

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Image Analyst 2021-9-27

Give a small example with actual data and show what the output should look like.

Attilio Pittelli 2021-9-27

the output as i wrote before should be

AdjClose(today) - AdjClose(lookback)

then

AdjClose(lookback) - AdjClose(2*lookback)

and so on

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Answer 1

Walter Roberson 2021-9-27

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1461599-compute-operation-with-different-index-part-ii#answer_796279

在 MATLAB Online 中打开

It would be easier if you would switch over to table or timetable instead of using timeseries .

filename = 'https://www.mathworks.com/matlabcentral/answers/uploaded_files/750909/AAPL.csv';
t = readtable(filename, 'VariableNamingRule', 'preserve');
tt = table2timetable(t);
ts = timeseries(tt);
ts
  timeseries

  Common Properties:
            Name: 'unnamed'
            Time: [251x1 double]
        TimeInfo: tsdata.timemetadata
            Data: [251x6 timetable]
        DataInfo: tsdata.datametadata
n = randi(10)
n = 8
result = a_function(ts, n);
result
  timeseries

  Common Properties:
            Name: 'unnamed'
            Time: [243x1 double]
        TimeInfo: tsdata.timemetadata
            Data: [243x1 double]
        DataInfo: tsdata.datametadata
function result = a_function(ts, n)
  T = ts.Time(n+1:end);
  adj = ts.Data.('Adj Close');
  result = timeseries(adj(n+1:end) - adj(1:end-n), T);
end