asFreq

swordfish.function.asFreq()

Convert X to specified frequency.

Parameters:

• X (Constant) – An indexed matrix or indexed series. The index must be of temporal type.

• rule –

  A string that can take the following values:

  Value of 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
  REQ	FY5253Quarter
  A	yearEnd
  AS	yearBegin
  BA	businessYearEnd
  BAS	businessYearBegin
  RE	FY5253
  D	date
  H	hourOfDay
  min	minuteOfHour
  S	secondOfMinute
  L	millisecond
  U	microsecond
  N	nanosecond
  SA	semiannualEnd
  SAS	semiannualBegin

closedConstant, optional

A string indicating which boundary of the interval is closed, by default DFLT.

• 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’.

labelConstant, optional

A string indicating which boundary is used to label the interval, by default DFLT.

• 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’.

originConstant, optional

A string or a scalar of the same data type as X indicating the timestamp where the intervals start, by default DFLT. 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