asFreq

asFreq(X, rule, [closed], [label], [origin='start_day'])

Alias: asfreq

X is an indexed matrix or indexed series. The index must be of temporal type.

rule is a string that can take the following values:

The strings above can also be used with positive integers for parameter rule. For example, "2M" means the end of every two months. In addition, rule can also be set as the identifier of the trading calendar, e.g., the Market Identifier Code of an exchange, or a user-defined calendar name. Positive integers can also be used with identifiers. For example, "2XNYS" means every two trading days of New York Stock Exchange.

rule can also be a vector of temporal type.

closed is a string indicating which boundary of the interval is closed.

• The default value is 'left' for all values of rule except for 'M', 'A', 'Q', 'BM', 'BA', 'BQ', and 'W' which all have a default of 'right'.

• The default is 'right' if origin is 'end' or 'end_day'.

label is a string indicating which boundary is used to label the interval.

• The default value is 'left' for all values of rule except for 'M', 'A', 'Q', 'BM', 'BA', 'BQ', and 'W' which all have a default of 'right'.

• The default is 'right' if origin is 'end' or 'end_day'.

origin is a string or a scalar of the same data type as X, indicating the timestamp where the intervals start. It can be 'epoch', start', 'start_day', 'end', 'end_day' or a user-defined time object. The default value is 'start_day'.

• 'epoch': origin is 1970-01-01

• 'start': origin is the first value of the timeseries

• 'start_day': origin is 00:00 of the first day of the timeseries

• 'end': origin is the last value of the timeseries

• 'end_day': origin is 24:00 of the last day of the timeseries

Convert X to specified frequency. Different from resample, aggregate functions cannot be used in asfreq.

index = [2000.01.01, 2000.01.31, 2000.02.15, 2000.02.20, 2000.03.31, 2000.04.16, 2000.05.06, 2000.08.31]
s = indexedSeries(index, 1..8)
s

s.asfreq("M")

s.asfreq("2M")

index = [2020.01.01, 2020.01.03, 2020.01.06]
s = indexedSeries(index, 1..3)
s

s.asfreq("D")

s.asfreq("2D")

index = temporalAdd(2022.10.01 23:30:00,7*(0..8),`m)
s = indexedSeries(index, 3*(0..8))
s.asfreq("8min")

s.asfreq(rule=`8min,closed=`right)

s.asfreq(rule=`8min,closed=`right,origin=`end)