I'm trying to get a slice of a 2D PDL array and am having problems finding good examples of this. What I am trying to do is take Tick data and create create a OHLCV array based on a summarization of x number seconds. Any help would be apreciated. My code is below

#!/usr/bin/env perl
use strict;
use warnings;
use PDL;
use PDL::NiceSlice;
use Time::Local;

# Sample tick data: array of arrays [timestamp, price, volume]
# Example: ["2025-01-12 09:30:00", 100.5, 200]
my $tick_data = [
    ["2025-01-12 09:30:00", 100.5, 200],
    ["2025-01-12 09:30:15", 101.0, 150],
    ["2025-01-12 09:30:30", 100.8, 100],
    ["2025-01-12 09:30:45", 101.2, 300],
    ["2025-01-12 09:31:00", 101.0, 250],
];

# Group data into OHLCV intervals (e.g., 1 minute)
my $interval_seconds = 20; # Set interval in seconds

# Helper: Convert timestamp to epoch
sub timestamp_to_epoch {
    my ($timestamp) = @_;
    my ($date, $time) = split(' ', $timestamp);
    my ($year, $month, $day) = split('-', $date);
    my ($hour, $min, $sec) = split(':', $time);
    return timelocal($sec, $min, $hour, $day, $month - 1, $year);
}

# Pre-process: Add epoch to data
my $data = pdl([
    map {
        my $epoch = timestamp_to_epoch($_->[0]);
        [$epoch, $_->[1], $_->[2]]
    } @$tick_data
]);

for my $i (0..$data->dim(1)-1) {
   my $ts = $data->at(0,$i);
   my $p = $data->at(1,$i);
   my $v = $data->at(2,$i);
   }

# Find unique interval buckets
my $start_epoch = $data((0), 0);
my $intervals   = floor(($data(0, -1) - $start_epoch) / $interval_seco
+nds);

# Compute OHLCV
my ($open, $high, $low, $close, $volume) = ([], [], [], [], []);

for my $i (0 .. max($intervals)) {
    my $group = $data->where(floor(($data - $start_epoch) / $interval_
+seconds)== $i);
    next if $group->nelem == 0; # Skip empty groups

#    push @$open, $group(0, 1); # First price
#    push @$high, max($group(:, 1));
#    push @$low,  min($group(:, 1));
#    push @$close, $group((($group->dim(0) - 1)), 1); # Last price
#    push @$volume, sum($group(:, 2));
}

# Convert OHLCV to PDL for display
#my $ohlcv = pdl($open, $high, $low, $close, $volume)->transpose;

# Output results
#print "OHLCV Format (Open, High, Low, Close, Volume):\n";
#print $ohlcv;

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In reply to PDL slice 2D array by paul92

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