Perfect! That's exactly what I want.
Thank you so much, Phil.
"Phil Goddard" <phil@goddardconsulting.ca> wrote in message <kgtv4c$jel$1@newscl01ah.mathworks.com>...
>
> I haven't done any timing but this is what I'd do,
>
> %%%%% Cut Here %%%%%%
> function value = getFullDateReturnClose(obj)
>
> dateRange = ftsbound(obj.TimeSeries);
> value = tick2ret(fillts(obj.TimeSeries.CLOSE,'linear',(dateRange(1):dateRange(2))',1));
>
> end
> %%%%%% Cut Here %%%%%%%
>
> Phil![]()
Thank you so much, Phil.
"Phil Goddard" <phil@goddardconsulting.ca> wrote in message <kgtv4c$jel$1@newscl01ah.mathworks.com>...
>
> I haven't done any timing but this is what I'd do,
>
> %%%%% Cut Here %%%%%%
> function value = getFullDateReturnClose(obj)
>
> dateRange = ftsbound(obj.TimeSeries);
> value = tick2ret(fillts(obj.TimeSeries.CLOSE,'linear',(dateRange(1):dateRange(2))',1));
>
> end
> %%%%%% Cut Here %%%%%%%
>
> Phil
