[Jprogramming] Adding closed dates to stock market data

[bill lam]

I think box is very in-efficient especially for large amoutn of data. I
would use inverted column instead,

   [d=. 77247 77251 77252 77253 77254 77257
77247 77251 77252 77253 77254 77257
   [s=. 6 6$>:i.6
1 2 3 4 5 6
1 2 3 4 5 6
1 2 3 4 5 6
1 2 3 4 5 6
1 2 3 4 5 6
1 2 3 4 5 6
   [m=. 1 + j. <:1,~ (}.d) - (}:d)
1j3 1 1 1 1j2 1
   [m#s
1 2 3 4 5 6
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
1 2 3 4 5 6
1 2 3 4 5 6
1 2 3 4 5 6
1 2 3 4 5 6
0 0 0 0 0 0
0 0 0 0 0 0
1 2 3 4 5 6

The key is to find the a suitable mask (m) for dyad #.

Чтв, 13 Окт 2011, PackRat писал(а):
> Here's some faux stock market data for July 1-11, 2011:
> 
>    a=. 77247;1;2;3;4;5;6
>    a=. a,.(77251;1;2;3;4;5;6)
>    a=. a,.(77252;1;2;3;4;5;6)
>    a=. a,.(77253;1;2;3;4;5;6)
>    a=. a,.(77254;1;2;3;4;5;6)
>    a=. a,.(77257;1;2;3;4;5;6)
>    a=. |: a
>    
>    a
> +-----+-+-+-+-+-+-+
> |77247|1|2|3|4|5|6|
> +-----+-+-+-+-+-+-+
> |77251|1|2|3|4|5|6|
> +-----+-+-+-+-+-+-+
> |77252|1|2|3|4|5|6|
> +-----+-+-+-+-+-+-+
> |77253|1|2|3|4|5|6|
> +-----+-+-+-+-+-+-+
> |77254|1|2|3|4|5|6|
> +-----+-+-+-+-+-+-+
> |77257|1|2|3|4|5|6|
> +-----+-+-+-+-+-+-+
> 
> The above is how the data appears after reading it in from a CSV file.
> 
> As you may note, there are missing dates due to market closures for 
> weekends and holidays.  I'd like to insert zeroed data so that every 
> daynum is accounted for.  Here's what I'd like the result to look like:
> 
> +-----+-+-+-+-+-+-+
> |77247|1|2|3|4|5|6|
> +-----+-+-+-+-+-+-+
> |77248|0|0|0|0|0|0|
> +-----+-+-+-+-+-+-+
> |77249|0|0|0|0|0|0|
> +-----+-+-+-+-+-+-+
> |77250|0|0|0|0|0|0|
> +-----+-+-+-+-+-+-+
> |77251|1|2|3|4|5|6|
> +-----+-+-+-+-+-+-+
> |77252|1|2|3|4|5|6|
> +-----+-+-+-+-+-+-+
> |77253|1|2|3|4|5|6|
> +-----+-+-+-+-+-+-+
> |77254|1|2|3|4|5|6|
> +-----+-+-+-+-+-+-+
> |77255|0|0|0|0|0|0|
> +-----+-+-+-+-+-+-+
> |77256|0|0|0|0|0|0|
> +-----+-+-+-+-+-+-+
> |77257|1|2|3|4|5|6|
> +-----+-+-+-+-+-+-+
> 
> I'm stumped as to how to fill in the missing values.  Any assistance 
> would be greatly appreciated!
> 
> 
> Harvey
> 
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