Build a matrix from stock datasets

get-data.clj

(defn select-value
  "Given a dataset indexed by date, returns the value corresponding to a specified column
  if existent for a specific date"
  [ds column date]
  (let [row (ds {:Date date})]
    (when-not (nil? row) (incanter.core/$ 0 column row))))

(defn get-data
  "Given a list of `symbols`, its data and a list of specific `timestamps`, builds a matrix(sequence)
  with each column corresponding to a stock and the value extracted using `column` 
  :Date        AAPL    GOOG    WFC
  2012-02-01   54.1    33.1    25.0
  2012-02-02   56.3    33.4    22.9"
  [timestamps symbols column symbols-data time-of-day]
  (let [grouped-data (reduce (fn [m, s] (assoc m (s 0) (incanter.core/$group-by :Date (s 1)))) {} symbols-data)]
    (for [t timestamps]
      (let [unparsed-date (unparse (formatters :year-month-day) t)]
        (reduce #(merge %1 {(%2 0) (select-value (%2 1) column unparsed-date)}) {:Date (to-long t)} grouped-data)))))