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converting a minute chart
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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.
i used the following code:
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
bUT i get this 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'.
why is it not working?
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