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JuliaStats / TimeSeries.jl

Time series toolkit for Julia
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apply: `moving` with multi-column #415

Closed iblislin closed 5 years ago

iblislin commented 5 years ago

Ref: #401

TODO

e.g.

julia> moving(ohlc, 5, dims = 2, colnames = [:μ]) do A
         mean(A, dims = 1)
       end
496×1 TimeArray{Float64,1,Date,Array{Float64,1}} 2000-01-07 to 2001-12-31
│            │ μ        │
├────────────┼──────────┤
│ 2000-01-07 │ 98.125   │
│ 2000-01-10 │ 99.1875  │
│ 2000-01-11 │ 94.6425  │
│ 2000-01-12 │ 91.0475  │
│ 2000-01-13 │ 95.62    │
│ 2000-01-14 │ 100.5175 │
│ 2000-01-18 │ 102.845  │
│ 2000-01-19 │ 106.0775 │
│ 2000-01-20 │ 116.0    │
│ 2000-01-21 │ 112.5    │
│ 2000-01-24 │ 108.14   │
│ 2000-01-25 │ 108.1875 │
│ 2000-01-26 │ 111.0325 │
│ 2000-01-27 │ 109.7025 │
codecov-io commented 5 years ago

Codecov Report

Merging #415 into master will increase coverage by 0.67%. The diff coverage is 100%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #415      +/-   ##
==========================================
+ Coverage    70.1%   70.78%   +0.67%     
==========================================
  Files          10       10              
  Lines         552      558       +6     
==========================================
+ Hits          387      395       +8     
+ Misses        165      163       -2
Impacted Files Coverage Δ
src/apply.jl 81.94% <100%> (+4.67%) :arrow_up:

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