Here's my chunk of code
y = yahoo;
% get some data for Apple
from = '2014-01-01';
to = '2016-04-01';
aapl = fetch(y,'AAPL','Adj Close', from, to);
close(y)
I get two columns - the second are the prices, the first are... Date values? But they cannot be! I expected Unix dates, but my dates start with 1455950 and a conversion gives me:
>> datetime(1455950, 'convertFrom', 'posixtime')
ans =
17-Jan-1970 20:25:50
So that clearly cannot be it. Also, what's crazy is if I get today's date, I get an even smaller value:
>> fetch(y, 'AAPL', 'Date')
ans =
Date: 736449
Can someone help me understand this madnesss?
As it turns out, yahoo was simply giving out false values. All working now, and datetime(x, 'convertfrom', 'datenum') works perfectly as can be seen here.
Related
I can get datenum of today
Daynum=datenum(fix(clock))
But how can I get it
yesterday
7 days earlier
6-11-2015
I need all three above listed days. I know some of these are already integrated in new version but I don't have Matlab 2015.
The output of datenum is:
A serial date number represents the whole and fractional number of
days from a fixed, preset date (January 0, 0000).
So to get yesterday you could do:
Daynum_yesterday = datenum(fix(clock)) - 1;
And 7 days ago would be:
Daynum_7days = datenum(fix(clock)) - 7;
If you have a specific date you can already pass it to datenum, with an optional format specifier:
Daynum_mydate = datenum('6-11-2015');
% or
Daynum_mydate = datenum('6-11-2015', 'mm-dd-yyyy');
Which return the same result.
We can test all of these using datestr:
str_yesterday = datestr(Daynum_yesterday);
str_7days = datestr(Daynum_7days);
str_mydate = datestr(Daynum_mydate);
Which returns:
str_yesterday =
16-Nov-2015 07:44:41
str_7days =
10-Nov-2015 07:44:41
str_mydate =
11-Jun-2015
Edit: And an obligatory Falsehoods Programmers Believe About Time citation.
I am trying to maintain a table using some panel data. I have all the data outputting fine, but I am having difficulty getting the correct dates to display. The method I am using is the following:
gen ymdny = date(date,"MDY"); /*<- date var from panel dataset that i import*/
sort name ymdny;
summ ymdny;
local lastdate : disp %tdM-D r(max);
local lastdate2 : disp %tdM-D (r(max)-1);
local lastw : disp %tdM-D (r(max)-7);
This would work fine if the data were daily, but the dataset I have is actually business daily (ie. missing for the weekends and bank national holidays). It seems silly but I have not been able to figure out a workaround that does the job. Ideally - there is a function that i can use to print the corresponding date to a particular value.
For example:
gen resbal_1d = round(l1.resbal,0.1);
gen dateOf = dateOf(resbal_1d); /* <- pseudocode example of what I would like */
I'm not sure what you're asking for but my guess is that you want to see a human readable form date as the output, given a numerical input. (This is your last sentence.) So simply try something like:
display %td 10
The format is important as the following shows (see help format):
display %tq 10
Same numerical input, different format, different output.
Two other examples from the manual:
* string to integer
display date("5-12-1998", "MDY")
* string to date format
display %td date("5-12-1998", "MDY")
As for your example code, I don't get what you're aiming for. In effect, you can summarize the date variable because in Stata, dates are just integers. It's legal but couldn't say if it's good form. Below a simple example.
clear all
set more off
set obs 10
gen date = _n // create the data
format date %td // give date format
list
summarize date
local onedate = r(max)
display %td `onedate'
Some references:
[U] 24 Working with dates and time
help datetime
help datetime business calendars
http://www.stata.com/support/faqs/data-management/creating-date-variables/
http://www.ats.ucla.edu/stat/stata/modules/dates.htm
(Maybe you can explain with more detail and context what it is you want.)
Edit
Your comment
I do not see how this helps with the date output. For example,
displaying r(max) - 1 on a monday will still display the sunday date.
does not explain, at all, the problems you're having with Stata's business calendars.
I'm adding what is basically an example taken from the help file I already referenced. I do this with the hope of convincing you that (re)-reading the help files is worthwhile.
*clear all
set more off
* import string dates
infile str10 sdate float x using http://www.stata-press.com/data/r13/bcal_simple
list
*----- Regular dates -----
* create elapsed dates - Stata's way of managing dates
generate rdate = date(sdate, "MD20Y")
format rdate %td
drop sdate x
list
* compute previous and next dates
generate tomorrow1 = rdate + 1
format tomorrow1 %td
generate yesterday1 = rdate - 1
format yesterday1 %td
list
*----- Business dates -----
* convert regular date to business dates
generate bdate = bofd("simple", rdate)
format bdate %tbsimple
* compute previous and next dates
generate tomorrow2 = bdate + 1
format tomorrow2 %tbsimple
generate yesterday2 = bdate - 1
format yesterday2 %tbsimple
order yesterday1 rdate tomorrow1 yesterday2 bdate tomorrow2
list
/*
The stbcal-file for simple, the calendar shown below,
November 2011
Su Mo Tu We Th Fr Sa
---------------------------
1 2 3 4 X
X 7 8 9 10 11 X
X 14 15 16 17 18 X
X 21 22 23 X X X
X 28 29 30
---------------------------
*/
Notice that if you add or substract 1 from a regular date, then business days are not taken into account. If you do the same with a business calendar date, you get what you want. Business calendars are defined by .stbcal files; the example uses a built-in calendar called simple. You maybe need to make your own .stbcal file but it is not difficult. Again, the details are in the help files.
I simply want to generate a series of dates 1 year apart from today.
I tried this
CurveLength=30;
t=zeros(CurveLength);
t(1)=datestr(today);
x=2:CurveLength-1;
t=addtodate(t(1),x,'year');
I am getting two errors so far?
??? In an assignment A(I) = B, the number of elements in B and
Which I am guessing is related to the fact that the date is a string, but when I modified the string to be the same length as the date dd-mmm-yyyy i.e. 11 letters I still get the same error.
Lsstly I get the error
??? Error using ==> addtodate at 45
Quantity must be a numeric scalar.
Which seems to suggest that the function can't be vectorised? If this is true is there anyway to tell in advance which functions can be vectorised and which can not?
To add n years to a date x, you do this:
y = addtodate(x, n, 'year');
However, addtodate requires the following:
x must be a scalar number, not a string.
n must be a scalar number, not a vector.
Hence the errors you get.
I suggest you use a loop to do this:
CurveLength = 30;
t = zeros(CurveLength, 1);
t(1) = today; % # Whatever today equals to...
for ii = 2:CurveLength
t(ii) = addtodate(t(1), ii - 1, 'year');
end
Now that you have all your date values, you can convert it to strings with:
datestr(t);
And here's a neat one-liner using arrayfun;
datestr(arrayfun(#(n)addtodate(today, n, 'year'), 0:CurveLength))
If you're sequence has a constant known start, you can use datenum in the following way:
t = datenum( startYear:endYear, 1, 1)
This works fine also with months, days, hours etc. as long as the sequence doesn't run into negative numbers (like 1:-1:-10). Then months and days behave in a non-standard way.
Here a solution without a loop (possibly faster):
CurveLength=30;
t=datevec(repmat(now(),CurveLength,1));
x=[0:CurveLength-1]';
t(:,1)=t(:,1)+x;
t=datestr(t)
datevec splits the date into six columns [year, month, day, hour, min, sec]. So if you want to change e.g. the year you can just add or subtract from it.
If you want to change the month just add to t(:,2). You can even add numbers > 12 to the month and it will increase the year and month correctly if you transfer it back to a datenum or datestr.
I am looking for helping doing time conversions from UTC time to string using MATLAB.
I am trying to extract time from a data file collected at the end of October 2010.
The data file says it is reporting in UTC time and the field is an integer string value in milliseconds that is around 3.02e11. I would like to convert this to a string but am have some trouble.
I figured out that the units are most definitely in milliseconds so I convert this to fractions of days to be compatible with datenum format.
If the data was collected at the end of October (say, October 31, 2010) then I can guess what kind of number I might get. I thought that January 1, 2001 would be a good epoch and calculated what sort of number (in days) I might get:
suspectedDate = datenum('October 31, 2010')
suspectedEpoch = datenum('January 1, 2001')
suspectedTimeInDays = suspectedDate - suspectedEpoch
Which comes out as 3590.
However, my actual time, in days, comes out with the following code
actualTime = 3.02e11
actualTimeInDays = 3.02e11/1000/24/3600
as 3495.4.
This is troubling as the difference is only 94.6 -- not a full year. This would mean either the documentation for the file is wrong or the epoch is close to April 1-5, 2001:
calculatedEpoch = suspectedDate - actualTimeInDays
calculatedEpochStr = datestr(calculatedEpoch)
Alternately, if the epoch is January 1, 2001 then the actual date in the file is from the end of July.
ifEpochIsJanuaryDate = suspectedEpoch + actualTimeInDays
ifEpochIsJanuaryDateStr = datestr(ifEpochIsJanuaryDate)
Is this a known UTC format and can anyone give suggestions on how to get an October date from 3.02e11 magnitude number?
Unix time today is about 13e11, and is measured in ms since 1970.
If your time is ~3e11, then it's probably since year 2000.
>> time_unix = 1339116554872; % example time
>> time_reference = datenum('1970', 'yyyy');
>> time_matlab = time_reference + time_unix / 8.64e7;
>> time_matlab_string = datestr(time_matlab, 'yyyymmdd HH:MM:SS.FFF')
time_matlab_string =
20120608 00:49:14.872
Notes:
1) change 1970 into 2000 if your time is since 2000;
2) See the definition of matlab's time.
3) 8.64e7 is number of milliseconds in a day.
4) Matlab does not apply any time-zone shifts, so the result is the same UTC time.
5) Example for backward transformation:
>> matlab_time = now;
>> unix_time = round(8.64e7 * (matlab_time - datenum('1970', 'yyyy')))
unix_time =
1339118367664
You can't just make up your own epoch. Also datenum returns things in days. So the closeness you got with doing your math was just a coincidence.
Turns out that
>> datenum('Jan-1-0000')
ans =
1
and
>> datenum('Jan-1-0001')
ans =
367
So Matlab should be returning things in days since Jan. 1, 0000. (Not a typo)
However, I'd look carefully at this 3.02e11 number and find out exactly what it means. I'm pretty sure it's not standard Unix UTC, which should be seconds since January 1, 1970. It's way too big. It's close to GMT: Mon, 1 Jan 11540 08:53:20 UTC.
I have a dataset for which I have extracted the date at which an event occurred. The date is in the format of MMDDYY although MatLab does not show leading zeros so often it's MDDYY.
Is there a method to find the mean or median (I could use either) date? median works fine when there is an odd number of days but for even numbers I believe it is averaging the two middle ones which doesn't produce sensible values. I've been trying to convert the dates to a MatLab format with regexp and put it back together but I haven't gotten it to work. Thanks
dates=[32381 41081 40581 32381 32981 41081 40981 40581];
You can use datenum to convert dates to a serial date number (1 at 01/01/0000, 2 at 02/01/0000, 367 at 01/01/0001, etc.):
strDate='27112011';
numDate = datenum(strDate,'ddmmyyyy')
Any arithmetic operation can then be performed on these date numbers, like taking a mean or median:
mean(numDates)
median(numDates)
The only problem here, is that you don't have your dates in a string type, but as numbers. Luckily datenum also accepts numeric input, but you'll have to give the day, month and year separated in a vector:
numDate = datenum([year month day])
or as rows in a matrix if you have multiple timestamps.
So for your specified example data:
dates=[32381 41081 40581 32381 32981 41081 40981 40581];
years = mod(dates,100);
dates = (dates-years)./100;
days = mod(dates,100);
months = (dates-days)./100;
years = years + 1900; % set the years to the 20th century
numDates = datenum([years(:) months(:) days(:)]);
fprintf('The mean date is %s\n', datestr(mean(numDates)));
fprintf('The median date is %s\n', datestr(median(numDates)));
In this example I converted the resulting mean and median back to a readable date format using datestr, which takes the serial date number as input.
Try this:
dates=[32381 41081 40581 32381 32981 41081 40981 40581];
d=zeros(1,length(dates));
for i=1:length(dates)
d(i)=datenum(num2str(dates(i)),'ddmmyy');
end
m=mean(d);
m_str=datestr(m,'dd.mm.yy')
I hope this info to be useful, regards
Store the dates as YYMMDD, rather than as MMDDYY. This has the useful side effect that the numeric order of the dates is also the chronological order.
Here is the pseudo-code for a function that you could write.
foreach date:
year = date % 100
date = (date - year) / 100
day = date % 100
date = (date - day) / 100
month = date
newdate = year * 100 * 100 + month * 100 + day
end for
Once you have the dates in YYMMDD format, then find the median (numerically), and this is also the median chronologically.
You see above how to present dates as numbers.
I will add no your issue of finding median of the list. The default matlab median function will average the two middle values when there are an even number of values.
But you can do it yourself! Try this:
dates; % is your array of dates in numeric form
sdates = sort(dates);
mediandate = sdates(round((length(sdates)+1)/2));