temporalSeq
Syntax
temporalSeq(start, end, rule, [closed], [label], [origin=’start_day’])
Details
Resample the time series between start and end based on the frequency specified by rule.
Return the resampled time series in a vector of temporal type.
Arguments
start is a temporal scalar.
end is a temporal scalar. Its data type must be the same as start, and its value must be greater than start.
rule is a string that can take the following values:
| Values of rule | DolphinDB function |
|---|---|
| "B" | businessDay |
| "W" | weekEnd |
| "WOM" | weekOfMonth |
| "LWOM" | lastWeekOfMonth |
| "M" | monthEnd |
| "MS" | monthBegin |
| "BM" | businessMonthEnd |
| "BMS" | businessMonthBegin |
| "SM" | semiMonthEnd |
| "SMS" | semiMonthBegin |
| "Q" | quarterEnd |
| "QS" | quarterBegin |
| "BQ" | businessQuarterEnd |
| "BQS" | businessQuarterBegin |
| "REQ" | fy5253Quarter |
| "A" | yearEnd |
| "AS" | yearBegin |
| "BA" | businessYearEnd |
| "BAS" | businessYearBegin |
| "RE" | fy5253 |
| "D" | date |
| "H" | hourOfDay |
| "U" | microsecond |
| "L" | millisecond |
| "min" | minuteOfHour |
| "N" | nanosecond |
| "S" | secondOfMinute |
The strings above can also be used with integers for parameter “rule”. For example, “2M” means the end of every two months. In addition, rule can also be set as the identifier of the trading calendar, e.g., the Market Identifier Code of an exchange, or a user-defined calendar name.
rule can also be a vector of temporal type.
closed is a string indicating which boundary of the interval is closed.
The default value is ‘left’ for all values of rule except for ‘M’, ‘A’, ‘Q’, ‘BM’, ‘BA’, ‘BQ’, and ‘W’ which all have a default of ‘right’.
The default is ‘right’ if origin is ‘end’ or ‘end_day’.
For version 1.30.22/2.00.10, when the time precision of rule is less than day, only the default value can be used.
label is a string indicating which boundary is used to label the interval.
The default value is ‘left’ for all values of rule except for ‘M’, ‘A’, ‘Q’, ‘BM’, ‘BA’, ‘BQ’, and ‘W’ which all have a default of ‘right’.
The default is ‘right’ if origin is ‘end’ or ‘end_day’.
For version 1.30.22/2.00.10, when the time precision of rule is less than day, only the default value can be used.
origin is a string or a scalar of the same data type as X, indicating the timestamp where the intervals start. It can be ‘epoch’, start’, ‘start_day’, ‘end’, ‘end_day’ or a user-defined time object. The default value is ‘start_day’.
‘epoch’: origin is 1970-01-01
‘start’: origin is the first value of the timeseries
‘start_day’: origin is 00:00 of the first day of the timeseries
‘end’: origin is the last value of the timeseries
‘end_day’: origin is 24:00 of the last day of the timeseries
Examples
$ temporalSeq(start=2022.01.01 00:01:00,end=2022.01.01 00:08:00,rule="3min")
[2022.01.01T00:00:00,2022.01.01T00:03:00,2022.01.01T00:06:00]
$ temporalSeq(start=2022.01.01 00:01:00, end=2022.01.01 00:08:00, rule="3min", closed=`right)
[2022.01.01T00:00:00,2022.01.01T00:03:00,2022.01.01T00:06:00]
$ temporalSeq(start=2022.01.01 00:01:00, end=2022.01.01 00:08:00, rule="3min", closed=`right, origin=`end)
[2022.01.01T00:02:00,2022.01.01T00:05:00,2022.01.01T00:08:00]
$ temporalSeq(start=2022.01.01 00:01:00, end=2022.01.01 00:08:00, rule="3min", closed=`right, origin=2022.10.01 00:00:10)
[2022.01.01T00:00:10,2022.01.01T00:03:10,2022.01.01T00:06:10]