How to remove stock prices that falls on weekend ?

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Sana Ejaz 2019-2-26

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评论： Stephan 2019-3-2

So I have got a big cell array having stock pricess of almost 1000 companies and then another datetime array having dates.I want to remove stock prices that falls on weekends.

I managed to get a logical column vector using is weekend function on the date time array but now I don't know how to use that logical column vector to remove rows of stock prices.

I tried using logical indexing but it didn't work.

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Sana Ejaz 2019-3-2

Hi,

Actually my data is really huge and I can't open it.So I dont know how to extraxt a small sample.I am just a beginer and don't know even basic stuff related to MATLAB.So I am not sure if I can extract and save a small sample of my data.I know I can read my data using textscan but I am not sure if I can save a short sample

Stephan 2019-3-2

im sure you have a csv, text or xls file as base. Dont you? extract 2-3 weeks from it and save a copy. if you do not know how to do this in Matlab perhaps you can do this in Excel or editor.

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回答（1 个）

Naman Bhaia 2019-3-1

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Hey Sana,

After you have generated the logical vector you can use that logical vector as index positions to eliminate the values which fall on weekends. Consider the example

x=[1 2 3 4 5 6 7 8 9 10];
y=[1 1 0 1 1 0 1 1 0 1];
x(~y)=[]

You may also visit this MATLAB answer to know more about your problem.

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Stephan 2019-3-1

Maybe creating a timetable is a good choice, since the usual functions of Financial Toolbox accept timetables as input argument. Deleting values from a table by logical statements is also very easy.

Sana Ejaz 2019-3-2

I created a timetable using below code

TT = array2timetable(stockprices,'RowTimes',datstms);

TT = TT(~isweekend(TT.Time),:);

but this wasnt working even.

I guess my textscan code have got some problem as it is not reading data properly.

I am using below code to read 1 2 7 and 17 column of my data file.

for i = 1:nolines

tline = fgetl(fid);

new = textscan(tline,['%s %s %*f %*s %*f %*f %f' , repmat('%*f',[1,5]) '%*s %*f %*f %*f %f %*[^/n]'],'delimiter',',', 'MultipleDelimsAsOne',1);

dt= new{:,2}; %extracting second column of data

datstms(i,:)= dt;

st= new{:,3};%extracting third column

stockprices (i,:) = st;

adjfactor = new{:,4};

CFACPR(i,:) = adjfactor;

end

above code was working since yesterday but now it is not working.textscan is just reading the second column whereas Third and fourth column is blank with [] this sighn.

after storing data in different variables I am now trying to know if I have got any weekend in my data or not

tf = isweekend(datstms);

if tf == 1 %checking if we have got a weekend in our dataset or not

disp('its a weekend');

stockprices(tf,:) = []; %remove data that falls on weekend

else

disp('no weekend');

end

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