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From: | financial engineer |
Subject: | RE: plotting time series in Octave |
Date: | Mon, 26 Mar 2012 13:16:52 -0400 |
> Subject: Re: plotting time series in Octave > From: address@hidden > Date: Sun, 25 Mar 2012 17:59:54 -0400 > CC: address@hidden > To: address@hidden > > > On Mar 25, 2012, at 5:49 PM, financial engineer wrote: > > > I have the following data and I am trying to plot the time series and an overlay of signals on it > > > > 2011-12-06 02:15:00," 3.113830e-01"," 1.909586e+02","U","8575.000"," 0.000"," 0.000"," 0","0.887775615" > > 2011-12-06 02:16:00," 2.630128e-01"," 1.848320e+02","U","8575.000"," 0.000"," 0.000"," 0","0.891741773" > > 2011-12-06 02:17:00," 2.194390e-01"," 1.784746e+02","B","8575.000","8554.142","8556.332","8550","0.892192117" > > 2011-12-06 02:18:00," 1.750296e-01"," 1.727000e+02","B","8575.000","8554.287","8556.518","8550","0.894445120" > > 2011-12-06 02:19:00,"-2.392036e+00"," 1.558317e+02","U","8580.000"," 0.000"," 0.000"," 0","0.898210621" > > 2011-12-06 02:20:00,"-3.538674e+00"," 3.513018e+02","U","8580.000"," 0.000"," 0.000"," 0","0.898689659" > > 2011-12-06 02:21:00,"-5.469638e+00"," 6.806506e+02","U","8582.500"," 0.000"," 0.000"," 0","0.901698147" > > > > I have converted the data into a matrix: > > C=csv2cell("test.csv",",") > > > > and then ran the following command: > > octave-3.2.4:23> C{3:4,1:9} > > ans = 2011-12-06 02:17:00 > > ans = 2011-12-06 02:18:00 > > ans = 0.21944 > > ans = 0.17503 > > ans = 178.47 > > ans = 172.70 > > ans = B > > ans = B > > ans = 8575 > > ans = 8575 > > ans = 8554.1 > > ans = 8554.3 > > ans = 8556.3 > > ans = 8556.5 > > ans = 8550 > > ans = 8550 > > ans = 0.89219 > > ans = 0.89445 > > > > I tried to plot using the following command: > > octave-3.2.4:22> plot(C{3:4,5},C{3:4,6}) > > > > and I get a blank graph....obviously I am doing something silly.... > > > > my ultimate goal is: > > 1. plot a time series with the first column as my x-axis and the 5th column as my y-axis > > 2. overlay points on the time series graph (at the price) to indicate a B whenever a B shows up in the 4th column > > > > Can someone please help me make the first correct step so I can move to the second step. Thanks! > > I haven't tested this, but your plot command is equivalent to ... > > plot (C{3,5}, C{4,5}, C{3,6}, C{4,6}) > > I assume you want ... > > plot ([C{3,5}, C{4,5}], [C{3,6}, C{4,6}]) > > You can do that by ... > > plot ([C{3:4,5}], [C{3:4,6}]) > > Ben > hi, I have formatted the data as follows: data="">plot(data) set(gca(),'xtick',1:7) datalabels=([C{1:7,1}]) set(gca(),'xticklabel',datalabels) the difficulty I am having is that this is what datalabels returns: datalabels=2011-12-06 02:15:002011-12-06 02:16:002011-12-06 02:17:002011-12-06 02:18:00 Can somebody please guide me on how to create my datalabels correctly, so I can use the date as my x-axis. |
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