Date in a loop

Hi All,

I am using the following code to use a sorted file which matches elements of sorted file with financial time series table/objects of two price series. I don't know how to run a loop which changes dates as well alongwith matrix elements. The code is as follows:

for r= 2:40   
    for c=1:5
      if sorted{c,r}=='Alpha';
sortednew{c,r}= fts2mat(Apple.ARG('1-Jan-0019')) -fts2mat(Applenew.ARG('1-Jan-0019'));
elseif sorted{c,r}=='Beta';
sortednew{c,r}=fts2mat(Apple.BXD('1-Jan-0019')) - fts2mat(Applenew.BXD('1-Jan-0019'));
elseif sorted{c,r}=='theta';
sortednew{c,r}=fts2mat(Apple.ASD('1-Jan-0019')) - fts2mat(Applenew.ASD('1-Jan-0019'));
else sorted{c,r}=='gamma';
sortednew{c,r}=fts2mat(Apple.STA('1-Jan-0019')) - fts2mat(Applenew.STA('1-Jan-0019'));
        end;
   end;

 end;

I want to add a date loop after the very first loop which increments the date by 7days (weekly) and that incremented date is then used for indexing in the forthcoming statements in place of '1-Jan-0019':

 sortednew{c,r}= fts2mat(Apple.ARG('1-Jan-0019')) -     
  fts2mat(Applenew.ARG('1-Jan-0019'))

Any help will be highly appreciated

Regards,

Amd.

[Jan]

Do not use "sorted{c,r}=='Alpha'" to compare strings, because this fails if the number of characters do not match. Use STRCMP instead.

Answer 1

[Walter Roberson]

startdatevec = [19, 1, 1];  %year 19 ??, month 1, day 1

for weekno = 1 : 20

    startedate = datestr(startedatevec);
    [....]
    startedatevec(3) = startdatevec(3) + 7;

end

Don't worry about the date number becoming 36 and 43 and so on: datestr will automatically do the proper wrapping to find the right day of the right month.

[ARS]

Hi Walter,

Thanks for your answer. Can you please provide help on this? I am trying to get dates from a fints table. The dates move through the very first loop. But soon after running the program I get the error:

Error using fints/subsref (line 142)

Invalid dates being referenced. It could be that

the input is not in a column vector or cell array.

for r= 2:40

datee= datestr(mytable.dates(r))

for c=1:5

if sorted{c,r}=='Alpha';

sortednew{c,r}= fts2mat(Apple.ARG('Datee')) -fts2mat(Applenew.ARG('Datee'));

elseif sorted{c,r}=='Beta';

sortednew{c,r}=fts2mat(Apple.BXD('Datee')) - fts2mat(Applenew.BXD('Datee'));

elseif sorted{c,r}=='theta';

sortednew{c,r}=fts2mat(Apple.ASD('Datee')) - fts2mat(Applenew.ASD('Datee'));

else sorted{c,r}=='gamma';

sortednew{c,r}=fts2mat(Apple.STA('Datee')) - fts2mat(Applenew.STA('Datee'));

end;

end;

end;

the values in 'datee' are not being picked up for fints referencing.

Need help on this issue.

Regards,

Amd.

[Walter Roberson]

Do not quote Datee.

sortednew{c,r}= fts2mat(Apple.ARG(dateee)) -fts2mat(Applenew.ARG(datee));

[ARS]

Yes this helps....Thanks for the answer....

Also I found another good way to do that:

sortednew{c,r}= fts2mat(Apple.ARG(Spot.dates(r)) -fts2mat(Applenew.ARG(Spot.dates(r)));

No need to introduce datee.....and 'r' loops 40 times(takes values from the very first loop), date loops 40 times.

Thanks again Walter.

Answer 2

[ARS]

Also I found another good way to do that:

sortednew{c,r}= fts2mat(Apple.ARG(Spot.dates(r)) - fts2mat(Applenew.ARG(Spot.dates(r)));

No need to introduce datee.....and 'r' loops 40 times(takes values from the very first loop), date loops 40 times.