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Help on creating a comma-separated list of financial time series objects
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I'm trying to create a list of comma-separated financial time series objects (fints), in order to pass it to the financial toolbox function merge(). I currently have a 500x1 cell array, where each cell contains one fints. Now I'd like to merge the closing prices (of each fints) into a final fints while keeping only the data points whose dates intersect. I've tried numerous ways to do that, but in the end all of them resulted in errors which said that somehing's wrong with the comma-separated list. This is my latest (ugly and non-working) attempt:
for i = 1:length(cellarray),
list{i} = strcat('cellarray{',num2str(i),'}.Close');
end
finalFints = merge(list{:},'DateSetMethod','Intersection');
Any help would be greatly appreciated...
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Answers (1)
Walter Roberson
on 14 Dec 2013
T = {cellarray.Close};
finalFints = merge(T{:}, 'DataSetMethod', 'Intersection');
You might need
T = cellfun( @(F) F.close, cellarray, 'Uniform', 0);
finalFints = merge(T{:}, 'DataSetMethod', 'Intersection');
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