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I have downloaded some data:

mydata = FinancialData["SP500", {{2014, 10, 23}, {2016, 10, 22}}]

How can I set the values between two specified dates to zero?

Currently I only found how to do it for one date at the time:

TimeSeriesInsert[mydata, {{2014, 10, 23}, 0}]
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1 Answer 1

Reset to default
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Create a time series using the dates from the existing time series paired with the new values (zero in your case).

It seems to be important that the dates be pulled out of the original series. It didn't seem to work right when I just created a date range from scratch.

ts0 = Thread[{TimeSeriesWindow[mydata, {{2014, 11, 7}, {2014, 11, 21}}]["Dates"], 0}]

enter image description here

Insert into existing time series:

mydata2 = TimeSeriesInsert[mydata, ts0]

Confirm:

DateListPlot@TimeSeriesWindow[{mydata, mydata2}, {{2014, 11, 1}, {2014, 12, 1}}]

enter image description here
Notice original time series is not changed by TimneSeriesInsert.

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