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RFC: zebras.TimeFrame. #2644

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RFC: zebras.TimeFrame. #2644

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jaheba
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@jaheba jaheba commented Feb 13, 2023

Rendered

Started implementation in #2609

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Please tag this pr with at least one of these labels to make our release process faster: BREAKING, new feature, bug fix, other change, dev setup

@jaheba jaheba added the RFC label Feb 13, 2023
Both classes have easy to use constructors in ``zebras.time_frame`` and
``zebras.split_frame``.

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How about missing values?

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Missing values can be handled within TimeFrame by adding another column to it. I don't think we need to add a special case for this.

* We can implement custom behaviour such as ``.split`` easily on ``TimeFrame``.
* ``SplitFrame`` has a notion of past and future.

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Agree, this seems a big change and gain should outweigh the effort.

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