allow views of timestamps in constructors

[JeffreySarnoff]

allows TimeArrays to be constructed from view_s of another TimeArray's timestamps
just as TimeArrays can be constructed from view_s of another TimeArray's values

[coveralls]

Coverage increased (+0.04%) to 84.673% when pulling eafb6dc on JeffreySarnoff:views into a1151d9 on JuliaStats:master.

[ararslan]

Nice, thanks! Could you add a test for the new functionality?

[JeffreySarnoff]

I have not used that style of test -- the old way the test would be e.g.

    items = 101:121
    cols = 1:size(AAPL.values)[2]
    tstamps = view(AAPL.timestamp, items)
    tvalues = view(AAPL.values, items, cols)
    APPL2 = TimeArray(tstamps, tvalues, AAPL.colnames, AAPL.meta)
    
    @test AAPL[101:121] == AAPL2[1:end]

[iblislin]

there is a macro @fact from FactCheck...

[ararslan]

Yes, as @iblis17 points out, this repository unfortunately still uses the outdated FactCheck package for its testing rather than the unit testing functionality provided in Base. To turn a @test into a @fact, you do @fact a --> b rather than @test a == b.

[JeffreySarnoff]

I do not see the problem -- it works for me with cut and paste

[iblislin]

ha, I got it. APPL2 is typo

[iblislin]

It should be AAPL2

[JeffreySarnoff]

☕ very good noticing 🍇

[iblislin]

please purge the trailing whitespace :)

[coveralls]

Coverage increased (+0.04%) to 84.673% when pulling 93feab5 on JeffreySarnoff:views into a1151d9 on JuliaStats:master.

[coveralls]

Coverage increased (+0.04%) to 84.673% when pulling c87eaca on JeffreySarnoff:views into a1151d9 on JuliaStats:master.

[coveralls]

Coverage increased (+0.04%) to 84.673% when pulling 8341300 on JeffreySarnoff:views into a1151d9 on JuliaStats:master.

[ararslan]

Looks great, thanks for the contribution!

[milktrader]

Should we move away from FactCheck? I guess this is probably an important issue.

[JeffreySarnoff]

yes

[ararslan]

Yes, definitely. I believe it's no longer actively maintained, plus the Base unit testing framework is fantastic.

[JeffreySarnoff]

In a general way -- the timestamp vector and the values array can be view()ed and the views used as args.
Currently, the colnames vector does not share that facility. Would it be helpful to add that?

[iblislin]

@ararslan Here is the blocker I encountered: JuliaQuant/MarketTechnicals.jl#70 (comment)

Our testing relies on tons of roughly, but the sweet macro is only available in 0.6.

[JeffreySarnoff]

roughly is defined using isapprox

# approx/roughly: Comparing numbers approximately
roughly(x::Number, atol) = (y::Number) -> isapprox(y, x, atol=atol)

roughly(x::Number; kvtols...) = (y::Number) -> isapprox(y, x; kvtols...)

roughly(A::AbstractArray, atol) = (B::AbstractArray) -> begin
    size(A) != size(B) && return false
    return isapprox(A, B, atol=atol)
end

roughly(A::AbstractArray; kvtols...) = (B::AbstractArray) -> begin
    size(A) != size(B) && return false
    return isapprox(A, B; kvtols...)
end

As the tests use roughly, why not add the above into runtests.jl?