okomarov/metastockread
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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- Mathematics and Optimization > Symbolic Math Toolbox > Symbolic Computations in MATLAB > Conversion Between Symbolic and Numeric >
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バージョン | 公開済み | リリース ノート | |
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1.7.0.0 | Fixes suggeste dby Richard and Goryn, ported to github |
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1.6.0.0 | - Cross platform compatible filepath handling (thanks to Thiago Tavares for reporting)
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1.5.0.0 | Uploaded wrong file. |
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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. |
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1.3.0.0 | Added fix for buggy *.dat files as pointed out by Davide Dalmasso |
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1.2.0.0 | Added fix for buggy *.dat files as pointed out by Davide Dalmasso |
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1.1.0.0 | Added link to FEX page, edited example and edited description. |
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1.0.0.0 |