converting a minute chart

AA
2014 10 11
2 个回答
回答已采纳
更新时间：2014 11 27
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Hi guys, i have a table with 6 columns and 4 million rows. Column1 shows the date and column 2 the time. Column 3 the opening price, column4 the max price, column5 the min price and column6 the closing price. The whole table presents a one minute chart. I want to convert this to a two minute chart in the following manner: two rows have to be combined(row1 and row2). Column 1,2,3 should have the values of row1. Column4 should contain the max value of row1 and row2. Column 5 should have the min value of row1 and row2. Column6 should have theclosing value of row2.

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Andrei Bobrov
Andrei Bobrov 2014-10-11
编辑：Andrei Bobrov 2014-10-11

1 个投票

x - your array (4e6 x 6)
n = ceil((1:size(x,1))'/2);
out = [x(1:2:end,1:3), accumarray(n,x(:,4),[],@min),...
accumarray(n,x(:,5),[],@max),x(2:2:end,6)];
n = 2:100;
for jj = numel(n):-1:1
n1 = ceil((1:size(x,1))'/n(jj));
out{jj} = [x(1:n(jj):end,1:3), accumarray(n1,x(:,4),[],@min),...
accumarray(n1,x(:,5),[],@max),x(n(jj)-1:n(jj):end,6)];
end

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AA
AA 2014-10-29
i get the following error:
out = [out(1:2:end,1:3), accumarray(n,out(:,4),[],@min),...
accumarray(n,out(:,5),[],@max),out(2:2:end,6)]
Undefined function 'accumarray' for input arguments of type 'table'.
AA
AA 2014-11-9
编辑：AA 2014-11-27
n = 2:100;
for jj = numel(n):-1:1
n1 = ceil((1:size(x,1))'/n(jj));
out{jj} = [x(1:n(jj):end,1:3), accumarray(n1,x(:,4),[],@min),...
accumarray(n1,x(:,5),[],@max),x(1:n(jj):end,6)];
end

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更多回答（1 个）

SK
SK 2014-10-11
编辑：SK 2014-10-11

1 个投票

N = 4000000;
C = reshape(Table(:, 4), [2,N/2]);
Cmax = transpose(max(C, 1));
C = reshape(Table(:, 5), [2,N/2]);
Cmin = transpose(min(C, 1));
TableNew = [ Table(1:2:N, 1:3), Cmax, Cmin, Table(2:2:N, 6) ];
Edited to correct an error.

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AA
AA 2014-10-11
Thanks how can i create a loop so that i get a cell array with 2 min chart,3 min chart,4 min chart up to 100 min
SK
SK 2014-10-11
编辑：SK 2014-10-11
wherever there is 2, replace with 3 or 4 or 5 etc. Put Code in function like:
function TableNew = MakeNewTable(Table, m)
%....above code with 2 replaced by m.
end
NewTable = cell(99,1);
for m = 2 : 100
NewTable{m-1} = MakeNewTable(Table, m);
end
Watch out for excess memory consumption. You may want to clear temporary variables once you finish with them.
Also, N must be divisible by m. If not you need to remove the last few rows whenever required.
AA
AA 2014-10-29
the reshaping table command does not work. It gives me the following error:
C = reshape(out(:, 4), [2,n/2]);
Error using table/reshape (line 397)
Undefined function 'reshape' for input arguments of type 'table'.
SK
SK 2014-10-30
编辑：SK 2014-10-30
Oh, you are using the Matlab table object? This is something introduced by Mathworks very recently (2014a or maybe 2013b). I have never actually used it.
I thought your 'Table' was a matrix. reshape() works on matrices (and more generally on arrays).
Anyway there are two functions I see in the documentation for Table: table2array and array2table. So you could first convert it to an array using table2array, perform the required operations and then convert it back using array2table.
AA
AA 2014-10-30
i get problems with memory when i use cell array. is there a way to do the reshaping with the tables. that saves memory
AA
AA 2014-10-30
I still get an error message. it says it wants whole integers:
N =
3755915
>> D= reshape(C(:, 4), [2,N/2])
Error using reshape
Size arguments must be real integers.
SK
SK 2014-10-31
N must be divisible by 2 (or 3 or 4 etc .. as the case may be). I mentioned that in my earlier post. For an m-minute chart you will need to delete the last rem(N,k) rows.
DO you have memory problems trying to reshape just one table, or only when you try to loop m = 2 : 100 ?
AA
AA 2014-10-31
编辑：AA 2014-10-31
Thanks it worked but i get a new error for this line: Cmax = transpose(max(C, 1)). It says that the command max for cell is unknown
AA
AA 2014-11-1
Cmax = transpose(max(d, 1));
Undefined function 'max' for input arguments of type 'cell'.
SK
SK 2014-11-1
编辑：SK 2014-11-1
But C should be a matrix not a cell.
function TableNew = MakeNewTable(Table, m)
N = size(Table, 1);
N = N - rem(N,m);
Table = Table(1:N, :);
C = reshape(Table(:, 4), [m,N/m]);
Cmax = transpose(max(C, 1));
C = reshape(Table(:, 5), [m,N/m]);
Cmin = transpose(min(C, 1));
TableNew = [ Table(1:m:end, 1:3), Cmax, Cmin, Table(m:m:end, 6) ];
end
% Insert code here to convert Table from table type object to matrix.
NewTable = cell(99,1);
for m = 2 : 100
NewTable{m-1} = MakeNewTable(Table, m);
% Insert code here to convert NewTable{m-1} from matrix to table type.
end
AA
AA 2014-11-3
thanks

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