okomarov/metastockr​ead

版本 1.7.0.0 (1.3 MB) 作者: Oleg Komarov
Read metastock files (master, emaster, xmaster and .dat/.mwd)
1.6K 次下载
更新时间 2017/9/13

Read metastock files (symbols index files: master, emaster, xmaster; data files: .dat and .mwd; no .dop support)
SYNTAXES:
(1) METASTOCKREAD Read the symbols index file selected with uigetfile and import the data
(2) METASTOCKREAD(FULLPATH) Read the file specified by FULLPATH

OUT = metastockread(...)
OUT is a "m by 1" NON-scalar structure, where "m" is the # of .dat/.mwd files in the same directory of the symbol index files.

The (sub)scalar structure has the following fields:
- datNum : # of the .dat/.mwd file with the data
- symbol : security symbol
- name : security name
- inDate : initial date as 'yyyy-mm-dd'
- fiDate : final date as 'yyyy-mm-dd'
- freq : time freq. of the data I (intraday), D (daily), W, M, Q or Y
- idFreq : intraday time frequency in minutes
- data : time series data with variable number of fields (columns)

The data field columns follow the schema:

| Date/Time | Open | High | Low | Close | Volume | OpenInterest |

For details see help
For examples see the attached image.

引用格式

Oleg Komarov (2024). okomarov/metastockread (https://github.com/okomarov/metastockread), GitHub. 检索来源 .

MATLAB 版本兼容性
创建方式 R2009b
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无法下载基于 GitHub 默认分支的版本

版本 已发布 发行说明
1.7.0.0

Fixes suggeste dby Richard and Goryn, ported to github

1.6.0.0

- Cross platform compatible filepath handling (thanks to Thiago Tavares for reporting)
- got rid of dataread for forward compatibility

1.5.0.0

Uploaded wrong file.

1.4.0.0

Fixed erroneous date conversion for intraday series. As pointed out by Luca LPr the month had the same value as minutes due to same name of the variable.

1.3.0.0

Added fix for buggy *.dat files as pointed out by Davide Dalmasso

1.2.0.0

Added fix for buggy *.dat files as pointed out by Davide Dalmasso

1.1.0.0

Added link to FEX page, edited example and edited description.

1.0.0.0

要查看或报告此来自 GitHub 的附加功能中的问题,请访问其 GitHub 仓库
要查看或报告此来自 GitHub 的附加功能中的问题,请访问其 GitHub 仓库