我正在制作高频价格数据的时间序列图。我的时间序列在上午8点到下午4点之间每秒都有报价但跳过晚上和周末。如何从我的情节中省略这些差距,以便每天的价格系列看起来像是“粘在一起”。
ANSWERED:
谢谢,@ Shai!我选择了这样的事情:
% price, year, month, day, hour, minute, second are all column vectors of equal length
% exactly N price quotes per trading day (8am-4pm, excluding weekends)
date = datenum([year, month, day, hour, minute, second]);
price = price;
figure;
plot(price);
tick_index = 1:N:length(date); % my ticks are placed at the start of each trading day
tick_label = datestr(date(tick_index), 6);
set(gca, 'XTick', tick_index);
set(gca, 'XTickLabel', tick_label);
我很想回答问题 - 如果我违反了礼节,请告诉我!