transFreq
Syntax
transFreq(X, rule, [closed], [label], [origin='start_day'])
Arguments
X is a scalar/vector of temporal type.
rule is a string that can take the following values:
| Values of parameter "rule" | Corresponding DolphinDB function |
|---|---|
| "B" | businessDay |
| "W" | weekEnd |
| "WOM" | weekOfMonth |
| "LWOM" | lastWeekOfMonth |
| "M" | monthEnd |
| "MS" | monthBegin |
| "BM" | businessMonthEnd |
| "BMS" | businessMonthBegin |
| "SM" | semiMonthEnd |
| "SMS" | semiMonthBegin |
| "Q" | quarterEnd |
| "QS" | quarterBegin |
| "BQ" | businessQuarterEnd |
| "BQS" | businessQuarterBegin |
| "A" | yearEnd |
| "AS" | yearBegin |
| "BA" | businessYearEnd |
| "BAS" | businessYearBegin |
| "D" | date |
| "H" | hourOfDay |
| "min" | minuteOfHour |
| "S" | secondOfMinute |
| "L" | millisecond |
| "U" | microsecond |
| "N" | nanosecond |
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.
closed (optional) 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 (optional) 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 (optional) 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
Details
For each element of X, conduct a transformation as specified with parameter rule. The result has the same length as X.
Examples
transFreq(2020.11.08 2020.11.09 2020.11.18, "SM");
// output
[2020.10.31,2020.10.31,2020.11.15]
transFreq(2020.08.08 2020.11.18, "Q");
// output
[2020.09.30,2020.12.31]
transFreq(2020.08.08 2020.11.18, "2Q");
// output
[2020.09.30,2021.03.31]s = temporalAdd(2022.01.01 00:00:00,1..8,`m);
s.transFreq(rule="3min");
// output
[2022.01.01T00:00:00,2022.01.01T00:00:00,2022.01.01T00:03:00,2022.01.01T00:03:00,2022.01.01T00:03:00,2022.01.01T00:06:00,2022.01.01T00:06:00,2022.01.01T00:06:00]
s.transFreq(rule=`3min,closed=`right);
// output
[2022.01.01T00:00:00,2022.01.01T00:00:00,2022.01.01T00:00:00,2022.01.01T00:03:00,2022.01.01T00:03:00,2022.01.01T00:03:00,2022.01.01T00:06:00,2022.01.01T00:06:00]
s.transFreq(rule=`3min,closed=`right,origin=`end);
// output
[2021.12.31T23:59:00,2021.12.31T23:59:00,2022.01.01T00:02:00,2022.01.01T00:02:00,2022.01.01T00:02:00,2022.01.01T00:05:00,2022.01.01T00:05:00,2022.01.01T00:05:00]