transFreq

swordfish.function.transFreq()

For each element of X, conduct a transformation as specified with parameter rule. The result has the same length as X.

Parameters:

• X (Constant) – A scalar/vector of temporal type.

• rule (Constant) –

  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
  SA	semiannualEnd
  SAS	semiannualBegin

  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 (Constant, 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’.

• label (Constant, 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’.

• origin (Constant, optional) –

  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, by default DFLT.

  • ’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