okomarov/metastockr​ead

Read metastock files (master, emaster, xmaster and .dat/.mwd)
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更新 2017/9/13

Read metastock files (symbols index files: master, emaster, xmaster; data files: .dat and .mwd; no .dop support)
SYNTAXES:
(1) METASTOCKREAD Read the symbols index file selected with uigetfile and import the data
(2) METASTOCKREAD(FULLPATH) Read the file specified by FULLPATH

OUT = metastockread(...)
OUT is a "m by 1" NON-scalar structure, where "m" is the # of .dat/.mwd files in the same directory of the symbol index files.

The (sub)scalar structure has the following fields:
- datNum : # of the .dat/.mwd file with the data
- symbol : security symbol
- name : security name
- inDate : initial date as 'yyyy-mm-dd'
- fiDate : final date as 'yyyy-mm-dd'
- freq : time freq. of the data I (intraday), D (daily), W, M, Q or Y
- idFreq : intraday time frequency in minutes
- data : time series data with variable number of fields (columns)

The data field columns follow the schema:

| Date/Time | Open | High | Low | Close | Volume | OpenInterest |

For details see help
For examples see the attached image.

引用

Oleg Komarov (2024). okomarov/metastockread (https://github.com/okomarov/metastockread), GitHub. に取得済み.

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作成: R2009b
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GitHub の既定のブランチを使用するバージョンはダウンロードできません

バージョン 公開済み リリース ノート
1.7.0.0

Fixes suggeste dby Richard and Goryn, ported to github

1.6.0.0

- Cross platform compatible filepath handling (thanks to Thiago Tavares for reporting)
- got rid of dataread for forward compatibility

1.5.0.0

Uploaded wrong file.

1.4.0.0

Fixed erroneous date conversion for intraday series. As pointed out by Luca LPr the month had the same value as minutes due to same name of the variable.

1.3.0.0

Added fix for buggy *.dat files as pointed out by Davide Dalmasso

1.2.0.0

Added fix for buggy *.dat files as pointed out by Davide Dalmasso

1.1.0.0

Added link to FEX page, edited example and edited description.

1.0.0.0

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