TimeSeriesIO

A Julia library to convert DataFrame to TimeSeries (and otherwise).

Install

julia> Pkg.add("TimeSeriesIO")

Usage

julia> using TimeSeriesIO

Convert DataFrame (from DataFrames.jl) to TimeArray (from TimeSeries.jl)

julia> ta = TimeArray(df, colnames=[:Open, :High, :Low, :Close], timestamp=:Date)

Converts a DataFrame named df to a TimeArray named ta keeping only columns defined using colnames and using colums defined using timestamp as timeseries index.

Optional parameters

• colnames: If it's not given, all columns will be kept.
• timestamp: If it's not given, column named :Date will be used as timeseries timestamp index.

Convert TimeArray (from TimeSeries.jl) to DataFrame (from DataFrames.jl)

df = DataFrame(ta, colnames=[:Open, :High, :Low, :Close], timestamp=:Date)

Converts a TimeArray named ta to a DataFrame named df keeping only columns defined using colnames.

Optional parameters

• colnames: If it's not given, all columns will be kept.
• timestamp: If it's not given, column named :Date will be created.