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JuliaStats / TimeSeries.jl

Time series toolkit for Julia
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About the moving function #398

Open atthom opened 5 years ago

atthom commented 5 years ago

Hello, I discovered your package and I was reading the documentation, looking for the features I could need for my specific use.

About the moving function, is it possible to use a timestamp instead of a int for the window ? My timeseries are not evenly sampled. It would be easier for me to set a time interval of 10min and perform the moving average without worrying of the sampling.

iblislin commented 5 years ago

hi @atthom you might want to check this: https://github.com/femtotrader/TimeSeriesResampler.jl

iblislin commented 5 years ago

and cc @femtotrader

femtotrader commented 5 years ago

I think @atthom is looking for a moving function which could accept a TimeFrame (from https://github.com/femtotrader/TimeFrames.jl/ ) as a window argument.

Currently TimeSeries doesn't depend neither on TimeFrames.jl nor TimeSeriesResampler.jl so @iblis17 is right... it's probably in https://github.com/femtotrader/TimeSeriesResampler.jl that such a function should be implemented

atthom commented 5 years ago

OK, I wasn't aware of these packages.

I guess there is a reason why TimeFrames.jl is not part of the TimeSeries.jl project.

Anyway, I'll try to implement it and maybe @femtotrader will have a pull request soon.

iblislin commented 5 years ago

I guess there is a reason why TimeFrames.jl is not part of the TimeSeries.jl project.

No reasonable reason. :p I'm just lack of time integrating them into TimeSeries.jl.

femtotrader commented 5 years ago

TimeFrames.jl is not part of TimeSeries.jl so it can be used for other timeseries library such as Temporal.jl

My personal opinion is that code of TimeSeriesResampler.jl could be merged into TimeSeries.jl but I think TimeFrames.jl should be a separate package.