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Apply methods | ||
============= | ||
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TimeSeries is a registered package. To add it to your Julia packages, simply do the following in | ||
REPL:: | ||
lag | ||
--- | ||
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Pkg.add("TimeSeries") | ||
lead | ||
---- | ||
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Throughout this tutorial, we'll be using historical financial data sets, which are made available in the | ||
percentchange | ||
------------ | ||
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moving | ||
----- | ||
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upto | ||
--- | ||
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basecall | ||
------- |
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Combine methods | ||
=============== | ||
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TimeSeries is a registered package. To add it to your Julia packages, simply do the following in | ||
REPL:: | ||
merge | ||
==== | ||
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Pkg.add("TimeSeries") | ||
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Throughout this tutorial, we'll be using historical financial data sets, which are made available in the | ||
collapse | ||
======= |
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@@ -12,6 +12,7 @@ Contents | |
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getting_started | ||
timearray | ||
indexing | ||
split | ||
apply | ||
combine | ||
|
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Array indexing | ||
============== | ||
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Indexing out a time series is done with common bracketing semantics. | ||
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Integers | ||
-------- | ||
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+-----------+---------------------------------------+--------------------------------+ | ||
| Example | Description | Indexing value | | ||
+===========+=======================================+================================+ | ||
| [1] | First row of data only | single integer | | ||
+-----------+---------------------------------------+--------------------------------+ | ||
| [1:3] | First through third row only | integer range | | ||
+-----------+---------------------------------------+--------------------------------+ | ||
| [1:3,8] | First through third row and eight row | integer range & single inteter | | ||
+-----------+---------------------------------------+--------------------------------+ | ||
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Examples in REPL:: | ||
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julia> ohlc[1] | ||
1x4 TimeArray{Float64,2} 2000-01-03 to 2000-01-03 | ||
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Open High Low Close | ||
2000-01-03 | 104.88 112.5 101.69 111.94 | ||
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julia> ohlc[1:2] | ||
2x4 TimeArray{Float64,2} 2000-01-03 to 2000-01-04 | ||
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Open High Low Close | ||
2000-01-03 | 104.88 112.5 101.69 111.94 | ||
2000-01-04 | 108.25 110.62 101.19 102.5 | ||
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Strings | ||
------- | ||
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+------------------+--------------------------------------+------------------+ | ||
| Example | Description | Indexing value | | ||
+==================+======================================+==================+ | ||
| ["Open"] | The column named "Open" | single string | | ||
+------------------+--------------------------------------+------------------+ | ||
| ["Open","Close"] | The columns named "Open" and "Close" | multiple strings | | ||
+------------------+--------------------------------------+------------------+ | ||
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Examples in REPL:: | ||
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julia> ohlc["Open", "Close"][1:2] | ||
2x2 TimeArray{Float64,2} 2000-01-03 to 2000-01-04 | ||
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Open Close | ||
2000-01-03 | 104.88 111.94 | ||
2000-01-04 | 108.25 102.5 | ||
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julia> ohlc["Low"][1:2] | ||
2x1 TimeArray{Float64,1} 2000-01-03 to 2000-01-04 | ||
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Low | ||
2000-01-03 | 101.69 | ||
2000-01-04 | 101.19 | ||
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Date and DateTime | ||
----------------- | ||
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+---------------------------------+--------------------------------------------+----------------+ | ||
| Example | Description | Indexing value | | ||
+=================================+============================================+================+ | ||
| [Date(2000,1,1)] | The row containing Jan 1, 2000 timestamp | single Date | | ||
+---------------------------------+--------------------------------------------+----------------+ | ||
| [Date(2000,1,1),Date(2000,1,4)] | The rows containing Jan 1 & Jan 4, 2000 | multiple Dates | | ||
+---------------------------------+--------------------------------------------+----------------+ | ||
| [Date(2000,1,1):Date(2000,2,1)] | The rows between Jan 1, 2000 & Feb 1, 2000 | range of Date | | ||
+---------------------------------+--------------------------------------------+----------------+ | ||
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Examples in REPL:: | ||
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julia> ohlc[[Date(2000,1,3), Date(2000,1,14)]] | ||
2x4 TimeArray{Float64,2} 2000-01-03 to 2000-01-14 | ||
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Open High Low Close | ||
2000-01-03 | 104.88 112.5 101.69 111.94 | ||
2000-01-14 | 100.0 102.25 99.38 100.44 |
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Read/write methods | ||
================== | ||
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TimeSeries is a registered package. To add it to your Julia packages, simply do the following in | ||
REPL:: | ||
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Pkg.add("TimeSeries") | ||
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Throughout this tutorial, we'll be using historical financial data sets, which are made available in the | ||
readtimearray | ||
------------- |
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Split methods: bracketing by time or boolean array | ||
================================================= | ||
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Splitting up a time series is done by appending a bracketed expression after the object name. | ||
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by | ||
-- | ||
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from | ||
-- | ||
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to | ||
-- | ||
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findwhen | ||
-------- | ||
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findall | ||
------- |
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The TimeArray time series type | ||
============================== | ||
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TimeSeries is a registered package. To add it to your Julia packages, simply do the following in | ||
REPL:: | ||
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Pkg.add("TimeSeries") | ||
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||
Throughout this tutorial, we'll be using historical financial data sets, which are made available in the |
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