Deprecate this repository

[femtotrader]

https://github.com/davidanthoff/IterableTables.jl may help

[femtotrader]

See queryverse/IterableTables.jl#46
and JuliaDataReaders/DataReaders.jl#23

[femtotrader]

https://github.com/femtotrader/TimeSeriesIO.jl/blob/master/test/test_dataframe.jl

DataFrame -> TimeArray

Create DataFrame

julia> using IterableTables

julia> dat = "Date,Stock,Open,High,Low,Close,Volume
              2016-09-29,KESM,7.92,7.98,7.92,7.97,149400
              2016-09-30,KESM,7.96,7.97,7.84,7.9,29900
              2016-10-04,KESM,7.8,7.94,7.8,7.93,99900
              2016-10-05,KESM,7.93,7.95,7.89,7.93,77500
              2016-10-06,KESM,7.93,7.93,7.89,7.92,130600
              2016-10-07,KESM,7.91,7.94,7.91,7.92,103000"
"Date,Stock,Open,High,Low,Close,Volume\n       2016-09-29,KESM,7.92,7.98,7.92,7.97,149400\n       2016-09-30,KESM,7.96,7.97,7.84,7.9,29900\n       2016-10-04,KESM,7.8,7.94,7.8,7.93,99900\n       2016-10-05,KESM,7.93,7.95,7.89,7.93,77500\n       2016-10-06,KESM,7.93,7.93,7.89,7.92,130600\n       2016-10-07,KESM,7.91,7.94,7.91,7.92,103000"

julia> io = IOBuffer(dat)
IOBuffer(data=UInt8[...], readable=true, writable=false, seekable=true, append=false, size=331, maxsize=Inf, ptr=1, mark=-1)

julia> df = CSV.read(io)
6×7 DataFrame
│ Row │ Date              │ Stock │ Open │ High │ Low  │ Close │ Volume │
├─────┼───────────────────┼───────┼──────┼──────┼──────┼───────┼────────┤
│ 1   │        2016-09-29 │ KESM  │ 7.92 │ 7.98 │ 7.92 │ 7.97  │ 149400 │
│ 2   │        2016-09-30 │ KESM  │ 7.96 │ 7.97 │ 7.84 │ 7.9   │ 29900  │
│ 3   │        2016-10-04 │ KESM  │ 7.8  │ 7.94 │ 7.8  │ 7.93  │ 99900  │
│ 4   │        2016-10-05 │ KESM  │ 7.93 │ 7.95 │ 7.89 │ 7.93  │ 77500  │
│ 5   │        2016-10-06 │ KESM  │ 7.93 │ 7.93 │ 7.89 │ 7.92  │ 130600 │
│ 6   │        2016-10-07 │ KESM  │ 7.91 │ 7.94 │ 7.91 │ 7.92  │ 103000 │

Convert to TimeArray

julia> using TimeSeries: TimeArray

julia> TimeArray(df[[:Date, :Open, :High, :Low, :Close]], timestamp_column=:Date)
ERROR: MethodError: no method matching TimeArray(::DataFrame; timestamp_column=:Date)
Closest candidates are:
  TimeArray(::AbstractArray{D<:TimeType,1}, ::AbstractArray{T,N}) where {T, N, D<:TimeType} at /Users/scls/.julia/packages/TimeSeries/DyHME/src/timearray.jl:49 got unsupported keyword argument "timestamp_column"
  TimeArray(::AbstractArray{D<:TimeType,1}, ::AbstractArray{T,N}, ::Array{S<:AbstractString,1}) where {T, N, D<:TimeType, S<:AbstractString} at /Users/scls/.julia/packages/TimeSeries/DyHME/src/timearray.jl:49 got unsupported keyword argument "timestamp_column"
  TimeArray(::AbstractArray{D<:TimeType,1}, ::AbstractArray{T,N}, ::Array{S<:AbstractString,1}, ::Any; args...) where {T, N, D<:TimeType, S<:AbstractString} at /Users/scls/.julia/packages/TimeSeries/DyHME/src/timearray.jl:49
  ...
Stacktrace:
 [1] top-level scope at none:0

[femtotrader]

TimeSeries.TimeArray -> DataFrames.DataFrame

Create TimeArray

julia> using TimeSeries

julia> dat = "Date,Open,High,Low,Close,Volume
       2012-01-03,11.0,11.25,10.99,11.13,45709900
       2012-01-04,11.15,11.53,11.07,11.3,79725200
       2012-01-05,11.33,11.63,11.24,11.59,67877500
       2012-01-06,11.74,11.8,11.52,11.71,59840700
       2012-01-09,11.83,11.95,11.7,11.8,53981500
       2012-01-10,12.0,12.05,11.63,11.8,121750600
       2012-01-11,11.74,12.18,11.65,12.07,63806000"
"Date,Open,High,Low,Close,Volume\n2012-01-03,11.0,11.25,10.99,11.13,45709900\n2012-01-04,11.15,11.53,11.07,11.3,79725200\n2012-01-05,11.33,11.63,11.24,11.59,67877500\n2012-01-06,11.74,11.8,11.52,11.71,59840700\n2012-01-09,11.83,11.95,11.7,11.8,53981500\n2012-01-10,12.0,12.05,11.63,11.8,121750600\n2012-01-11,11.74,12.18,11.65,12.07,63806000"

julia> io2 = IOBuffer(dat)
IOBuffer(data=UInt8[...], readable=true, writable=false, seekable=true, append=false, size=333, maxsize=Inf, ptr=1, mark=-1)

julia> ta2 = readtimearray(io2)
WARNING: importing deprecated binding Base.readdlm into TimeSeries.
WARNING: Base.readdlm is deprecated: it has been moved to the standard library package `DelimitedFiles`.
Add `using DelimitedFiles` to your imports.
 in module TimeSeries
WARNING: Base.readdlm is deprecated: it has been moved to the standard library package `DelimitedFiles`.
Add `using DelimitedFiles` to your imports.
 in module TimeSeries
WARNING: Base.readdlm is deprecated: it has been moved to the standard library package `DelimitedFiles`.
Add `using DelimitedFiles` to your imports.
 in module TimeSeries
WARNING: Base.readdlm is deprecated: it has been moved to the standard library package `DelimitedFiles`.
Add `using DelimitedFiles` to your imports.
 in module TimeSeries
WARNING: Base.readdlm is deprecated: it has been moved to the standard library package `DelimitedFiles`.
Add `using DelimitedFiles` to your imports.
 in module TimeSeries
WARNING: Base.readdlm is deprecated: it has been moved to the standard library package `DelimitedFiles`.
Add `using DelimitedFiles` to your imports.
 in module TimeSeries
WARNING: Base.readdlm is deprecated: it has been moved to the standard library package `DelimitedFiles`.
Add `using DelimitedFiles` to your imports.
 in module TimeSeries
WARNING: Base.readdlm is deprecated: it has been moved to the standard library package `DelimitedFiles`.
Add `using DelimitedFiles` to your imports.
 in module TimeSeries
WARNING: Base.readdlm is deprecated: it has been moved to the standard library package `DelimitedFiles`.
Add `using DelimitedFiles` to your imports.
 in module TimeSeries
WARNING: Base.readdlm is deprecated: it has been moved to the standard library package `DelimitedFiles`.
Add `using DelimitedFiles` to your imports.
 in module TimeSeries
WARNING: Base.readdlm is deprecated: it has been moved to the standard library package `DelimitedFiles`.
Add `using DelimitedFiles` to your imports.
 in module TimeSeries
in #readtimearray#29 at /Users/scls/.julia/packages/TimeSeries/DyHME/src/readwrite.jl
┌ Warning: `find(f::Function, A::AbstractVector)` is deprecated, use `findall(f, A)` instead.
│   caller = #readtimearray#29(::Char, ::Nothing, ::String, ::Bool, ::Function, ::Base.GenericIOBuffer{Array{UInt8,1}}) at readwrite.jl:11
└ @ TimeSeries ~/.julia/packages/TimeSeries/DyHME/src/readwrite.jl:11
┌ Warning: `size(x, d1::Integer, d2::Integer)` is deprecated, use `(size(x, d1), size(x, d2))` instead.
│   caller = (::getfield(TimeSeries, Symbol("##call#1#2")))(::Bool, ::Type{TimeArray{Float64,2,Date,Array{Float64,2}}}, ::Array{Date,1}, ::Array{Float64,2}, ::Array{String,1}, ::Nothing) at timearray.jl:28
└ @ TimeSeries ~/.julia/packages/TimeSeries/DyHME/src/timearray.jl:28
┌ Warning: `size(x, d1::Integer, d2::Integer)` is deprecated, use `(size(x, d1), size(x, d2))` instead.
│   caller = show(::IOContext{REPL.Terminals.TTYTerminal}, ::TimeArray{Float64,2,Date,Array{Float64,2}}) at timearray.jl:158
└ @ TimeSeries ~/.julia/packages/TimeSeries/DyHME/src/timearray.jl:158
7x5 TimeArray{Float64,2,Date,Array{Float64,2}} 2012-01-03 to 2012-01-11
┌ Warning: `round(x::Number, digits)` is deprecated, use `round(x; digits=digits)` instead.
│   caller = _showval at timearray.jl:124 [inlined]
└ @ Core ~/.julia/packages/TimeSeries/DyHME/src/timearray.jl:124
┌ Warning: `strwidth` is deprecated, use `textwidth` instead.
│   caller = _broadcast_getindex_evalf at broadcast.jl:574 [inlined]
└ @ Core ./broadcast.jl:574
┌ Warning: `strwidth` is deprecated, use `textwidth` instead.
│   caller = _broadcast_getindex_evalf at broadcast.jl:574 [inlined]
└ @ Core ./broadcast.jl:574
┌ Warning: `maximum(a::AbstractArray, dims)` is deprecated, use `maximum(a, dims=dims)` instead.
│   caller = show(::IOContext{REPL.Terminals.TTYTerminal}, ::TimeArray{Float64,2,Date,Array{Float64,2}}) at timearray.jl:179
└ @ TimeSeries ~/.julia/packages/TimeSeries/DyHME/src/timearray.jl:179
┌ Warning: `strwidth` is deprecated, use `textwidth` instead.
│   caller = show(::IOContext{REPL.Terminals.TTYTerminal}, ::TimeArray{Float64,2,Date,Array{Float64,2}}) at timearray.jl:180
└ @ TimeSeries ~/.julia/packages/TimeSeries/DyHME/src/timearray.jl:180
│            │ Open  │ High  │ Low   │ Close │ Volume     │
├────────────┼───────┼───────┼───────┼───────┼────────────┤
│ 2012-01-03 │ 11.0  │ 11.25 │ 10.99 │ 11.13 │ 4.57099e7  │
│ 2012-01-04 │ 11.15 │ 11.53 │ 11.07 │ 11.3  │ 7.97252e7  │
│ 2012-01-05 │ 11.33 │ 11.63 │ 11.24 │ 11.59 │ 6.78775e7  │
│ 2012-01-06 │ 11.74 │ 11.8  │ 11.52 │ 11.71 │ 5.98407e7  │
│ 2012-01-09 │ 11.83 │ 11.95 │ 11.7  │ 11.8  │ 5.39815e7  │
│ 2012-01-10 │ 12.0  │ 12.05 │ 11.63 │ 11.8  │ 1.217506e8 │
│ 2012-01-11 │ 11.74 │ 12.18 │ 11.65 │ 12.07 │ 6.3806e7   │

Convert to DataFrame

julia> using IterableTables

julia> using DataFrames

julia> DataFrame(ta2)
ERROR: MethodError: Cannot `convert` an object of type TimeArray{Float64,2,Date,Array{Float64,2}} to an object of type DataFrame
Closest candidates are:
  convert(::Type{DataFrame}, ::AbstractArray{T,2} where T) at /Users/scls/.julia/packages/DataFrames/QYzTe/src/dataframe/dataframe.jl:986
  convert(::Type{DataFrame}, ::AbstractDict) at /Users/scls/.julia/packages/DataFrames/QYzTe/src/dataframe/dataframe.jl:988
  convert(::Type{S}, ::T<:(Union{CategoricalString{R}, CategoricalValue{T,R} where T} where R)) where {S, T<:(Union{CategoricalString{R}, CategoricalValue{T,R} where T} where R)} at /Users/scls/.julia/packages/CategoricalArrays/04bks/src/value.jl:66
  ...
Stacktrace:
 [1] DataFrame(::TimeArray{Float64,2,Date,Array{Float64,2}}) at /Users/scls/.julia/packages/IterableTables/Jkq8l/src/integrations/dataframes.jl:24
 [2] top-level scope at none:0