How to remove stock prices that falls on weekend ?

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.

[Stephan]

please Provide your data and the code you have so far.

[Sana Ejaz]

datestms= datetime(datestms,'inputformat','dd/MM/yyyy');
%I am trying to convert cell array of datestms into datetime array using above code.
tf = isweekend(datestms); % generating a logical array
 %I have got another cell array of stock prices.Now using this tf (logical array) I want to remove rows of stockprices that falls on weekend)

[Stephan]

please attach your data.

[Sana Ejaz]

My data is huge and exceed the limit of 5 MB.I am unable of attach it here.

If you can give me your email I will send it in email.

Thank You

[Stephan]

it would be enough to have a small part of your data.

[Sana Ejaz]

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]

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.

Answer 1

[Naman Bhaia]

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.

[Stephan]

The OP says he uses a cell array to store his data. We do not know the structure of this cell array. This fact may make things a bit more interesting. An array operation as suggested will probably not work here. This is why a sample of the data would be nice to have.

[Naman Bhaia]

True, that was neglect on my part. A work-around could be using the cell array to an ordinary array using cell2array() function. But you are right, Stephan, some sample of the data would be needed.

[Stephan]

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]

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