Financial Time Series Toolbox

setfield

Set content of a specific field

Syntax

• newfts = setfield(tsobj, field, V)
  newfts = setfield(tsobj, field, {dates}, V)
  

Description

setfield treats the contents of fields in a time series object (tsobj) as fields in a structure.

newfts = setfield(tsobj, field, V) sets the contents of the specified field to the value V. This is equivalent to the syntax S.field = V.

newfts = setfield(tsobj, field, {dates}, V) sets the contents of the specified field for the specified dates. dates can be individual cells of date strings or a cell of a date string range using the :: operator, e.g.,
'03/01/99::03/31/99'. Dates may contain time-of-day information.

Examples

Example 1. Set the closing value for all days to 3890.

• load dji30short 
  format bank
  myfts1 = setfield(myfts1, 'Close', 3890); 
  

Example 2. Set values for specific times on specific days.

First create a financial time series containing time-of-day data.

• dates = ['01-Jan-2001';'01-Jan-2001'; '02-Jan-2001'; ...
           '02-Jan-2001'; '03-Jan-2001';'03-Jan-2001'];
  times = ['11:00';'12:00';'11:00';'12:00';'11:00';'12:00'];
  dates_times = cellstr([dates, repmat(' ',size(dates,1),1),... 
                         times]);
  myfts = fints(dates_times,[(1:4)'; nan; 6],{'Data1'},1,...      
                'My FINTS')
  
  myfts = 
   
      desc:  My FINTS
      freq:  Daily (1)
  
      'dates:  (6)'    'times:  (6)'    'Data1:  (6)'
      '01-Jan-2001'    '11:00'          [          1]
      '     "     '    '12:00'          [          2]
      '02-Jan-2001'    '11:00'          [          3]
      '     "     '    '12:00'          [          4]
      '03-Jan-2001'    '11:00'          [        NaN]
      '     "     '    '12:00'          [          6]
  

Now use setfield to replace the data in myfts with new data starting at 12:00 on January 1, 2001 and ending at 11:00 on January 3, 2001.

• S = setfield(myfts,'Data1',...
              {'01-Jan-2001 12:00::03-Jan-2001 11:00'},(102:105)')
  
  S = 
   
      desc:  My FINTS
      freq:  Daily (1)
  
      'dates:  (6)'    'times:  (6)'    'Data1:  (6)'
      '01-Jan-2001'    '11:00'          [       1.00]
      '     "     '    '12:00'          [     102.00]
      '02-Jan-2001'    '11:00'          [     103.00]
      '     "     '    '12:00'          [     104.00]
      '03-Jan-2001'    '11:00'          [     105.00]
      '     "     '    '12:00'          [       6.00]
  

See Also

chfield, fieldnames, getfield, isfield, rmfield

rsindex

size