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数据预处理 -凯发k8网页登录

金融市场的日期和货币数据

在运行分析之前，数据的表示形式和质量至关重要。通常需要将金融数据的格式转换为标准格式。此工具箱提供了一组工具来整理和转换金融数据以进行分析。

函数

（不推荐；请改用 datetime）当前日期时间作为日期序列值
indices of dates in matrix
将日期时间转换为分量向量
表示时间点的数组
年中的天数
time and frequency from dates
display date entries
（不推荐；请改用 datetime 或 duration）将日期和时间转换为日期序列值
（不推荐；请改用 string 或 char）将日期和时间转换为字符串格式
dates from time and frequency
graphical calendar
next or previous business day
business days for given period
date of day in future or past month
date of future or past workday
number of business days between dates
基于一年 360 天的日期之间的天数
days between dates based on 360-day year (european)
days between dates based on 360-day year (international swap dealer association (isda) compliant)
days between dates based on 360-day year (public securities association (psa) compliant)
基于一年 365 天的日期之间的天数
日期之间的实际天数
date away from starting date for any day-count basis
days between dates for any for any day-count basis
first business date of month
true for dates that are business days
last business date of month
find third wednesday of month
number of working days between dates
计算日期之间的天数占全年的比例
create trading calendars
holidays and nontrading days
new york stock exchange closures from 1885 to 2070
add business calendar awareness to timetables
应计天数占付息周期的比例
coupon payments remaining until maturity
next coupon date for fixed-income security
next quasi-coupon date for fixed-income security
previous quasi-coupon date for fixed-income security
previous coupon date for fixed-income security
number of days to next coupon date
number of days since previous coupon date
number of days in coupon period
decimal currency values to fractional values
银行格式文本
decimal to thirty-second quotation
fractional currency value to decimal value
thirty-second quotation to decimal

主题


  • 处理和转换日期字符向量和日期序列值、节假日和现金流日期。


  • using the trading calendars user interface to manage holidays.


  • using uicalendar to manage dates.

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