temporalDiff

temporalDiff(X, Y, [unit])

X can be a temporal value, a vector or matrix of temporal values, or a table containing temporal column(s).

Y is a scalar/vector/matrix/table matching the length or dimensions of X. The type of Y must exactly match that of X.

unit (optional) is a string that specifies the time unit for the calculation. Valid values are:

• "d" for calendar days
• "B" for business days
• A trading calendar identifier (e.g., "XNYS"), where the corresponding calendar file must be located in the directory specified by the marketHolidayDir configuration.

The temporalDiff function calculates the time difference between X and Y.

When the optional unit parameter is provided, the time differences are calculated based on the specified time unit (calendar days, business days, or trading days for a specific exchange).

Return value: A vector/matrix/table with the same shape as X.

timestamps = [13:30:49,13:30:39,13:30:50,13:30:57,13:30:35]
temporalDiff(timestamps, 13:30:00)
// Output: [49,39,50,57,35]

If unit is specified, X and Y must be of type DATE.

dates = [2019.12.31, 2020.01.03, 2020.01.10, 2020.01.15, 2020.01.17]

temporalDiff(dates, 2019.12.30, "d") // Output: [1,4,11,16,18]
temporalDiff(dates, 2019.12.30, "B") // Output: [1,4,9,12,14]
temporalDiff(dates, 2019.12.30, "XNYS") // Output: [1,3,8,11,13]