Splitting data into sets of 20 to store in a variable

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Killian Flynn 2022-11-27

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https://ww2.mathworks.cn/matlabcentral/answers/1864898-splitting-data-into-sets-of-20-to-store-in-a-variable

评论： Walter Roberson 2022-11-27

采纳的回答： Walter Roberson

EURUSD=X.csv

在 MATLAB Online 中打开

Hello I am trying to split the data from Open, High, Low and Close into sets of every 20 days. I want DataE20 (data every 20 days) to look something like this:

day1 day2 ..... day21

DataE20(1) = Open(1) Open(2) ..... Open(21)

High(1) High(2) ..... High(21)

Low(1) Low(2) ..... Low(21)

Close(2) Close(2) ..... Close(20)

day22 day23 ..... day42

DataE20(2) = Open(22) Open(23) ..... Open(42)

High(22) High(23) ..... High(42)

Low(22) Low(23) ..... Low(42)

Close(22) Close(23) ..... Close(42)

and so on until DataE20 cant go any longer.

data =readtable('EURUSD=X.csv')
Open = data(:,2);
High= data(:,3);
Low = data(:,4);
Close = data(:,5);
stackedplot(Open)
Data20(1:height(Open)/20) =    

I have attached what the table looks like. Any help would be greatly appreciated.

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采纳的回答

Walter Roberson 2022-11-27

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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1864898-splitting-data-into-sets-of-20-to-store-in-a-variable#answer_1113528

在 MATLAB Online 中打开

Dates = data.Date;
dayoffset = days(Dates - Dates(1));
G = floor(dayoffset/20) + 1;
DataE20 = splitapply(@(Date,Open,High,Low,Close,AdjClose,Volume) {[Open,High,Low,Close].'}, Data, G);

The difference between this and what you layed out is that this does not assume that data is present for all dates. It groups by 20 consecutive dates, not by 20 consecutive file entries. The file appears to not have entries for weekends. My code will not split by 20 entries (4 calendar weeks if the only missing entries correspond to weekends), it splits by 20 days (slightly less than 3 calendar weeks), which is what you asked for.