temporalSeq
Syntax
temporalSeq(start, end, rule, [closed], [label],
[origin='start_day'])
Details
Resample the time series between start and end based on the frequency specified by rule.
Parameters
start is a temporal scalar.
end is a temporal scalar. Its data type must be the same as start, and its value must be greater than start.
rule is a string that can take the following values:
| Values of rule | 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 |
| "U" | microsecond |
| "L" | millisecond |
| "min" | minuteOfHour |
| "N" | nanosecond |
| "S" | secondOfMinute |
| "SA" | semiannualEnd |
| "SAS" | semiannualBegin |
The strings above can also be used with 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.
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
Returns
A vector of temporal type.
Examples
Example 1. From 00:01:00 to 00:08:00, sample at 3-minute intervals, default left-closed right-open interval (closed='left'), default output of window left boundary (label='left').
temporalSeq(start=2022.01.01 00:01:00,end=2022.01.01 00:08:00,rule="3min")
// output: [2022.01.01T00:00:00,2022.01.01T00:03:00,2022.01.01T00:06:00]Example 2. Based on Example 1, set closed='right' for left-open right-closed interval.
temporalSeq(start=2022.01.01 00:01:00, end=2022.01.01 00:08:00, rule="3min", closed=`right)
// output: [2022.01.01T00:00:00,2022.01.01T00:03:00,2022.01.01T00:06:00]Example 3. Based on Example 2, set label='right' to output the right boundary of each window.
temporalSeq(start=2022.01.01 00:01:00, end=2022.01.01 00:08:00, rule="3min", closed=`right, label=`right)
// output: [2022.01.01T00:03:00,2022.01.01T00:06:00,2022.01.01T00:09:00]Example 4. Based on Example 2, set origin='end' to sample backward from the end time 00:08:00, with default label=left.
temporalSeq(start=2022.01.01 00:01:00, end=2022.01.01 00:08:00, rule="3min", closed=`right, origin=`end)
// output: [2022.01.01T00:02:00,2022.01.01T00:05:00,2022.01.01T00:08:00]Example 5. Unlike Example 4, this example sets origin=2022.10.01 00:00:10 to use a custom 10-second reference point, generating 00:00:10, 00:03:10, and 00:06:10.
temporalSeq(start=2022.01.01 00:01:00, end=2022.01.01 00:08:00, rule="3min", closed=`right, origin=2022.10.01 00:00:10)
// output: [2022.01.01T00:00:10,2022.01.01T00:03:10,2022.01.01T00:06:10]