Closed jbaron closed 3 years ago
fixed compatibility issue with Julia 1.0
oh, by the way, is CSV.File
suitable for your case? (https://juliastats.org/TimeSeries.jl/dev/tables/#Load-a-TimeArray-from-csv-file-via-CSV.jl-1)
I guess I have to re-evaluate CSV.jl. In the past when I tried it, it was actually slower for my use-case and did pull in the whole DataFrame package. I noticed however that the last master branch doesn't refer anymore to DataFrame and possible also some performance bottlenecks were solved.
Will definitely check it out since it is a flexible parser and it could remove some of my custom code to deal with that.
By creating a DataFormat only once, the performance of parsing custom date and datetime formats is speed up a lot (this is also inline with Julia recommendations).
In my own tests the time spent reading several CSV files went from over 400 seconds to just 8 seconds (intraday stock quotes), so 50x improvement.