femtotrader / TimeFrames.jl

A Julia library that defines TimeFrame (essentially for resampling TimeSeries)

TimeFrames

A Julia library that defines TimeFrames (essentially for resampling TimeSeries).

Install

julia> Pkg.add("TimeFrames")

Usage

julia> using TimeFrames

julia> tf = TimeFrame("5T")
TimeFrames.Minute(5 minutes,Begin::TimeFrames.Boundary = 1)

julia> apply(tf, DateTime(2016, 9, 11, 20, 9))
2016-09-11T20:05:00

julia> apply(TimeFrame("2H"), DateTime(2016, 9, 11, 20, 9))
2016-09-11T20:00:00

This library is used by

• TimeSeriesResampler.jl
• TimeSeriesIO.jl