It may be a homework, but looks like what you are after is called binning.

use strict;
use warnings;

use PDL;
use PDL::NDBin;

my $tick_data = [
    [ 0, 100.5, 200],
    [15, 101.0, 150],
    [30, 100.8, 100],
    [45, 101.2, 300],
    [60, 101.0, 250],
];

my ( $time, $price, $volume ) = dog transpose pdl $tick_data;

my $binner = PDL::NDBin-> new( 
    axes => [[ 'time', step => 20 ]],
    vars => [
        [ open   => sub { shift-> selection-> at( 0 )}],
        [ close  => sub { shift-> selection-> at( -1 )}],
        [ low    => 'Min' ],
        [ high   => 'Max' ],
        [ volume => 'Sum' ],
    ]
);
$binner-> process(
    time   => $time,
    low    => $price,
    high   => $price,
    open   => $price,
    close  => $price,
    volume => $volume,
);
my $result = $binner-> output;

print "OHLCV Format (Open, High, Low, Close, Volume):\n";
print transpose cat @{ $result }{ qw/ open high low close volume /};

__END__

OHLCV Format (Open, High, Low, Close, Volume):

[
 [100.5   101 100.5   101   350]
 [100.8 100.8 100.8 100.8   100]
 [101.2 101.2   101   101   550]
]

[download]

In reply to Re: PDL slice 2D array by Anonymous Monk
in thread PDL slice 2D array by paul92

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