function [src,nm,curr,dates,rets] = f_stox(fname); % [src,nm,curr,dates,rets] = f_stox(fname); % gets information in .tsi (time-series information) format % returns: % src: source (string) % nm: name (string) % curr: currency (3-character string) % dates: column vector of dates in yymm format % rets: column vector of returns as percents (e.g. 3.45 for 3.45%) % example: % [src,nm,curr,dates,rets] = f_stox('re') % tsi format: % line 1: source % line 2: name % line 3: currency % remaning lines: % yyyymm return % ..... % copyright, 1996, William F. Sharpe % wfsharpe@leland.stanford.edu % this version Jan. 15, 1996 % make file name fname = [ 'c:\dbases\wfs\' fname '.TSI']; fid = fopen(fname,'r'); % get header information src = fgetl(fid); nm = fgetl(fid); curr = fgetl(fid); curr = curr(1:3); % get data v = fscanf(fid,'%g',[2 inf]); dates = v(1,:)'; rets = v(2,:)'; fclose(fid);