Problem in appending matrices in vertical form

Hi everybody!

I have 205 .mat files of size 31590x4 and I have a script that takes the averages every 15 minutes so that every file is reduced to a size 34x4. So my main goal after calculating the 15 min intervals is to put all these reduced files into a single .mat file that I can use later for other calculations.

The following script does the interval calculations withough problems, but when it is time to concatenate every reduced file, it turns out a new file of size double. This is wrong because the size of my new big file should be size 6970x4.

All_Data=[];
dataFiles=dir('*.mat');
for d=1:length(dataFiles)
  file=dataFiles(d).name;
  fileData=load(file);
  finalData=fileData(d).finalData;
  %fileName=dataFiles(d).name;
  %fopen(fileName);

    %NAME DATE, STOCK AND TIMESTAMP

    date=finalData(2:end,2);
    %date = fileData(2:end,1);
    timestamp = finalData(2:end,2);
    stockname = finalData(2:end,3);

      %NAME BID VARIABLES
      bid1 = cell2mat(finalData(2:end,4));

      %NAME ASK VARIABLES
      ask1 = cell2mat(finalData(2:end,14));

      %NAME BID VOLUMES
      bvol1=cell2mat(finalData(2:end,24));

      %NAME ASK VOLUMES
      avol1 = cell2mat(finalData(2:end,34));

      %CONVERT TIMESTAMP AND DATE INTO NUMERIC VALUE
      dateNumeric = datenum([date{:}],'dd.mm.yy');
      timeNumeric = datenum([timestamp{:}],'HH:MM:SS');

      %CALCULATE TIME INTERVALS
      t = dateNumeric+timeNumeric;
      t15 = datenum('00:15:00','HH:MM:SS')-datenum('00:00:00','HH:MM:SS');
      ngroups = ceil((max(t)-min(t))/t15); %number of bins 
      findfirsttime =find(timeNumeric,1,'first');
      firsttimestamp=timeNumeric(findfirsttime);
      differences=zeros(size(t)); %assign memory
      differences = timeNumeric(:)-firsttimestamp(:);
      binNumbers=differences*96;
      FifteenMinBins=floor(binNumbers);

      %CALCULATE BID MEANS
      b1=accumarray(1+FifteenMinBins(:),bid1(:),[],@mean);

      %CALCULATE ASK MEANS
      a1=accumarray(1+FifteenMinBins(:),ask1(:),[],@mean);

      %CALCULATE BID VOLUMES
      bv1=accumarray(1+FifteenMinBins(:),bvol1(:),[],@mean);

      %CALCULATE ASK VOLUMES
      av1=accumarray(1+FifteenMinBins(:),avol1(:),[],@mean);

      %CALCULATE TIME INTERVALS FOR TIME
      timeinterval=accumarray(1+FifteenMinBins(:),timeNumeric(:),[],@mean);

      %GET FIRST 34 NUMERIC VALUES OF DATE
      getdatenumber=dateNumeric(1:34);

      %COLLECT OUTPUT IN MATRIX
      Output_Matrix=[getdatenumber timeinterval b1 a1 bv1 av1];

      %for j=1:length(dataFiles)
      All_Data=[All_Data;Output_Matrix];
      %end
      %fclose(fid);
  end

Do you see somthing wrong in my code? I´m learning matlab so I´m trying to do the best I can . Thank you so much for your help!

Have a nice day!

Lourdes

Hi ! I edit my first post since I took your suggestions into account, but now when I try to put everything in a matrix it tells me that : ??? Index exceeds matrix dimensions.

I do n´t know why, do you have any other suggestions that could help me put all these variables into a single .mat file?

THank you soo much :)

Answer 1

[Walter Roberson]

I haven't looked closely, but one thing I notice is that your Volume calculation is exactly the same as your mean calculation. I suspect for the Volume calculations you want @sum instead of @mean

[Lu]

Dear Walter,

Thank you for pointing this out! I changed it already! :) Do you have any other ideas of why is the script is not appending?

Thank you so much!

Answer 2

[Oleg Komarov]

• no trace of finalData declaration (where does it come from)
• you don't need the inner loop. Keep just the command inside.

[Lu]

Dear Oleg,

Thank you for the reply! When I load any of the .mat files, they load into my workspace as finalData of size 31590x4. I will try taking out the inner loop, but Is there another way of doing this? because i tried using fopen to open the files but for some reason when i do this it doesnt recognize (as you mentioned) the finalData, w hich is why I changed it to load.

Thank you so much and have a nice day :)