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JuliaDataReaders / DataReaders.jl

A Julia library to get remote data via Requests.jl and get DataFrame (from DataFrames.jl) or TimeArray (from TimeSeries.jl)
MIT License
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Temporal.jl support #19

Open femtotrader opened 7 years ago

femtotrader commented 7 years ago

Similar to https://github.com/femtotrader/DataReaders.jl/issues/11 and https://github.com/femtotrader/DataReaders.jl/issues/16

we should add support for https://github.com/dysonance/Temporal.jl

Related issue https://github.com/dysonance/Temporal.jl/issues/3

femtotrader commented 7 years ago

Support could be add via NamedTuple iterator and IterableTables

see https://github.com/femtotrader/DukascopyTicksReader.jl/issues/8

femtotrader commented 6 years ago

Related issue: https://github.com/dysonance/Temporal.jl/issues/21

A possible API usage

julia> dr = DataReader("google");
julia> symb = DataSymbol("MSFT");
julia> dt_start = DateTime("2015-04-01");
julia> dt_end = DateTime("2015-04-15");
julia> response = get(dr, symb, dt_start, dt_end);
julia> df = TS(response);