Splitting data into sets of 20 to store in a variable

Hello I am trying to split the data from Open, High, Low and Close into sets of every 20 days. I want DataE20 (data every 20 days) to look something like this:

day1 day2 ..... day21

DataE20(1) = Open(1) Open(2) ..... Open(21)

High(1) High(2) ..... High(21)

Low(1) Low(2) ..... Low(21)

Close(2) Close(2) ..... Close(20)

day22 day23 ..... day42

DataE20(2) = Open(22) Open(23) ..... Open(42)

High(22) High(23) ..... High(42)

Low(22) Low(23) ..... Low(42)

Close(22) Close(23) ..... Close(42)

and so on until DataE20 cant go any longer.

data =readtable('EURUSD=X.csv')


Open = data(:,2);
High= data(:,3);
Low = data(:,4);
Close = data(:,5);

stackedplot(Open)

Data20(1:height(Open)/20) =    

I have attached what the table looks like. Any help would be greatly appreciated.

Answer 1

[Walter Roberson]

Dates = data.Date;
dayoffset = days(Dates - Dates(1));
G = floor(dayoffset/20) + 1;

DataE20 = splitapply(@(Date,Open,High,Low,Close,AdjClose,Volume) {[Open,High,Low,Close].'}, Data, G);

The difference between this and what you layed out is that this does not assume that data is present for all dates. It groups by 20 consecutive dates, not by 20 consecutive file entries. The file appears to not have entries for weekends. My code will not split by 20 entries (4 calendar weeks if the only missing entries correspond to weekends), it splits by 20 days (slightly less than 3 calendar weeks), which is what you asked for.

[Killian Flynn]

Hello Walter. Thank you for asnwering. How do I get this ignoring the fact that there is no data for the weekends so I get all exactly 4x20 arrays?

[Walter Roberson]

Change

Dates = data.Date;
dayoffset = days(Dates - Dates(1));
G = floor(dayoffset/20) + 1;

to

G = floor((0:height(data)-1)/20) + 1;

[Killian Flynn]

Using

G = floor((0:height(data)-1)/20) + 1;
DataE20 = splitapply(@(Date,Open,High,Low,Close,AdjClose,Volume) {[Open,High,Low,Close].'}, data, G);

I get the error:

Error using splitapply (line 101)

The data variables must have the same number of columns as the vector of group numbers. The group number vector

has 262 column(s), and data variable 1 has 7 column(s).

Error in Project1 (line 27)

DataE20 = splitapply(@(Date,Open,High,Low,Close,AdjClose,Volume) {[Open,High,Low,Close].'}, data, G);

Any idea how to fix this?

[Walter Roberson]

G = floor((0:height(data)-1)/20).' + 1;

[Walter Roberson]

G = floor((0:height(data)-1)/20).' + 1;