Fetch multiple securities from Yahoo using Matlab - matlab

I an trying to fetch multiple securities from Yahoo using Matlab. Since Yahoo does not support multiple fetch, so loops is used as following code:
ticker = { 'AAPL' 'MSFT' 'XOM' 'GE' 'JNJ' 'BRK.B' 'WFC' 'AMZN' 'JPM' 'FB' };
c=yahoo;
for i=1:10
Price.(ticker(i)) = fetch(c,ticker(i), 'Adj Close', 'Jan 1 05', 'Dec 31 07', 'm');
temp = Price.(ticker(i));
ClosePrice(:, i) =temp(:,2);
end
close(c);
But Matlab gives error message "Argument to dynamic structure reference must evaluate to a valid field name."
Does anyone have any insight to fix this? Thanks in advance

You're using dynamical referencing in a structure on this line:
Price.(ticker(i)) = ...
On each loop, the part in parentheses should evaluate to a string so that you effectively get Price.AAPL on the first iteration, Price.MSFT on the second, Price.XOM on the third, and so on. However, ticker is a cell array so you have to be careful using () vs {}. Using () gives you a subset of a cell array, effectively another cell array. On the other hand, using {} returns you the actual content of the cell array. To fix your code, replace any instances of (ticker(i)) with (ticker{i}).

Related

MATLAB: Using get in cellfun for a cell array of objects

I've been stuck with this for a while and I couldn't find something similar asked previously (or I have failed in doing so)
My situation is fairly simple: I have a cell array of objects. They are all the same object and I have a get function for this kind of object which is: get (obj, attr), where obj is the object in question and attr is a integer from 1-6. Depending on the number the get function returns the corresponding attribute.
I would like to obtain all of my "position" attributes from all my objects which are in the corresponding cell array (this would be attr = 2). I know that cellfun performs a function on all cells, but the question is, how do I use my get function here for all my objects, taking into account that the function is get (obj, attr) ?
Thanks in advance
Firstly, by using get as a custom function you are shadowing the built-in get function - this is bad practise!
With this in mind, and to avoid confusion with the built-in get function which has similar syntax, I'm going to use getattr as a stand-in for your custom function which accpets an object and an integer 1 to 6.
pos = cellfun( #(obj) getattr( obj, 2 ), myCellOfObjects, 'uni', 0 );
By specifying 'uni', 0, the output doesn't have to be scalar and will be put into a cell array. This is useful when, for example, you have a multi-element array for your position.
This is equivalent to the following loop:
pos = cell( numel(myCellOfObjects), 1 );
for ii = 1:numel(pos)
pos{ii} = getattr( myCellOfObjects{ii}, 2 );
end
If ever in doubt about cellfun or arrayfun, just write a loop first - they are essentially the same but more concise.
There is a trick to this some are unaware of: you can pass multiple arguments to cellfun like this:
cellfun(#(obj,attr) get(obj,attr), {obj1,obj2},{attr1,attr2},'uni',0)
if you want to get one attribute of the cellarray (instead of providing an attribute for every object in the cellarray), then you can simply use this
cellfun(#(x) getattr(x,attr),obj,'uni',0)
put into anonymous function for convenience:
get_attr = #(obj,attr) cellfun(#(x) getattr(x,attr),obj,'uni',0)
%use:
get_attr(obj_in_cellarray,'myattribute')
%returns cell array of object attributes
I haven't run any of these functions since you didn't provide any example data / code. Please test and feedback.

MATLAB: Pass part of structure field name to function

I need to pass a part of a structure's name into a function.
Examples of a available structs:
systems.system1.stats.equityCurve.relative.exFee
systems.system1.stats.equityCurve.relative.inFee
systems.system2.stats.equityCurve.relative.exFee
systems.system2.stats.equityCurve.relative.inFee
systems.system1.returns.aggregated.exFee
systems.system1.returns.aggregated.inFee
systems.system2.returns.aggregated.exFee
systems.system2.returns.aggregated.inFee
... This goes on...
Within a function, I loop through the structure as follows:
function mat = test(fNames)
feeString = {'exFee', 'inFee'};
sysNames = {'system1', 'system2'};
for n = 1 : 2
mat{n} = systems.(sysNames{n}).stats.equityCurve.relative.(feeString{n});
end
end
What I like to handle in a flexible way within the loop is the middle part, i.e. the part after systems.(sysNames{n}) and before .(feeString{n}) (compare examples).
I am now looking for a way to pass the middle part as an input argument fNames into the function. The loop should than contain something like
mat{n} = systems.(sysNames{n}).(fName).(feeString{n});
How about using a helper function such as
function rec_stru = recSA(stru, field_names)
if numel(field_names) == 1
rec_stru = stru.(field_names{1});
else
rec_stru = recSA(stru.(field_names{1}), field_names(2:end));
end
This function takes the intermediate field names as a cell array.
This would turn this statement:
mat{n} = systems.(sysNames{n}).stats.equityCurve.relative.(feeString{n});
into
mat{n} = recSA(systems.(sysNames{n}), {'stats', 'equityCurve', 'relative', feeString{n}});
The first part of the cell array could then be passed as an argument to the function.
This is one of those cases where matlab is a bit unhelpful in the documentation. There is a way to use the fieldnames function in matlab to get the list of all the fields and iterate over that using dynamic fields.
systems.system1.stats.equityCurve.relative.exFee='T'
systems.system1.stats.equityCurve.relative.inFee='E'
systems.system2.stats.equityCurve.relative.exFee='S'
systems.system2.stats.equityCurve.relative.inFee='T'
systems.system1.returns.aggregated.exFee='D'
systems.system1.returns.aggregated.inFee='A'
systems.system2.returns.aggregated.exFee='T'
systems.system2.returns.aggregated.inFee='A'
dynamicvariable=fieldnames(systems.system1)
This will return a cell matrix of the field names which you can use to iterate over.
systems.system1.(dynamicvariable{1})
ans =
equityCurve: [1x1 struct]
Ideally you would have your data structure fixed in such a way that you know how many levels of depth are in your data structure.

Splice list of structs into arguments for function call - Matlab

I want to splice a list of arguments to pass to a function. For a vector I know that I can use num2cell and call the cell with curly braces (see this question), but in my case the list I want to splice originally has structs and I need to access one of their attributes. For example:
austen = struct('ids', ids, 'matrix', matrix);
% ... more structs defined here
authors = [austen, dickens, melville, twain];
% the function call I want to do is something like
tmp = num2cell(authors);
% myFunction defined using varargin
[a,b] = myFunction(tmp{:}.ids);
The example above does not work because Matlab expected ONE output from the curly braces and it's receiving 4, one for each author. I also tried defining my list of arguments as a cell array in the first place
indexes = {austen.ids, dickens.ids, melville.ids, twain.ids};
[a,b] = myFunction(indexes{:});
but the problem with this is that myFunction is taking the union and intersection of the vectors ids and I get the following error:
Error using vertcat
The following error occurred converting from double to struct:
Conversion to struct from double is not possible.
Error in union>unionR2012a (line 192)
c = unique([a;b],order);
Error in union (line 89)
[varargout{1:nlhs}] = unionR2012a(varargin{:});
What is the correct way for doing this? The problem is that I will have tens of authors and I don't want to pass al of them to myFunction by hand.
As #kedarps rightly pointed out I need to use struct2cell instead of num2cell. The following code does the trick
tmp = struct2cell(authors);
[a, b] = myFunction(tmp{1,:,:}); %ids is the first entry of the structs
I had never heard about struct2cell before! It doesn't even show up in the See also of help num2cell! It would be amazing to have an apropos function like Julia's....

Save a string, double and table Matlab

I have a loop which runs 100 times. In each iteration there is a string, double and a table assigned, and in the next iteration new values are assigned for them. What I want to do is to accumulate these values and after the loop finishes save the total result as result.mat using the matlab save function. I've tried putting them in cell-array but its not working so far, so if anyone could please advise how this can be done.
This is what I did:
results_cell=(100,3);
.
.
.
results_cell(i,1)=stringA;
results_cell(i,2)=TableA;
results_cell(i,3)=DoubleA;
But it gives this error Coversion to Cell from Table is not possible. So I've tried converting TableA to array of Doubles using table2array but I still get this Coversion to Cell from Double is not possible
I think using a structure would be a good way to store your data, since they are of different types and you can assign it meaningful field names for easy reference.
For example, let's call the structure Results. You can initialize it like so.
Results = struct('StringData',[],'TableData',[],'DoubleData',[])
Since you know its dimensions, you can even do this:
N = 100;
Results(N).StringData = [];
Results(N).TableData = [];
Results(N).DoubleData = [];
This automatically create a 1xN structure with 3 fields.
Then in your loop you can assign each field with its associated data like so:
for k = 1:N
Results(k).StringData = String(k);
Results(k).TableData = Table(k);
Results(k).DoubleData = Double(k);
end
where String(k), Table(k) and Double(k) are just generic names for your actual data.
When you're done with the loop you can access any type of data using a single index and the right field name.
In order to save a .mat file, use something like this:
save SomeFileName.mat Results
Which you can load into the workspace as you would with any .mat file:
Eg:
S = load('SomeFileName.mat')
R = S.Results
Hope that helps!

Looping through documents in matlab

I am attempting to loop through the variable 'docs' which is a cell array that holds strings, i need to make a for loop that colllects the terms in a cell array and then uses command 'lower' and unique to create a dictionary.
Here is the code i've tried sp far and i just get errors
docsLength = length(docs);
for C = 1:docsLength
list = tokenize(docs, ' .,-');
Mylist = [list;C];
end
I get these errors
Error using textscan
First input must be of type double or string.
Error in tokenize (line 3)
C = textscan(str,'%s','MultipleDelimsAsOne',1,'delimiter',delimiters);
Error in tk (line 4)
list = tokenize(docs, ' .,-');
Generically, if you get an "must be of type" error, that means you are passing the wrong sort of input to a function. In this case you should look at the point in your code where this is taking place (here, in tokenize when textscan is called), and doublecheck that the input going in is what you expect it to be.
As tokenize is not a MATLAB builtin function, unless you show us that code we can't say what those inputs should be. However, as akfaz mentioned in comments, it is likely that you want to pass docs{C} (a string) to tokenize instead of docs (a cell array). Otherwise, there's no point in having a loop as it just repeatedly passes the same input, docs, into the function.
There are additional problems with the loop:
Mylist = [list; C]; will be overwritten each loop to consist of the latest version of list plus C, which is just a number (the index of the loop). Depending on what the output of tokenize looks like, Mylist = [Mylist; list] may work but you should initialise Mylist first.
Mylist = [];
for C = 1:length(docs)
list = tokenize(docs{C}, ' .,-');
Mylist = [Mylist; list];
end