TimeFrames.jl

A Julia library that defines TimeFrame (essentially for resampling TimeSeries)
Author femtotrader
Popularity
3 Stars
Updated Last
3 Years Ago
Started In
November 2016

TimeFrames

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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

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