About the moving function

[atthom]

Hello, I discovered your package and I was reading the documentation, looking for the features I could need for my specific use.

About the moving function, is it possible to use a timestamp instead of a int for the window ? My timeseries are not evenly sampled. It would be easier for me to set a time interval of 10min and perform the moving average without worrying of the sampling.

[iblislin]

hi @atthom you might want to check this: https://github.com/femtotrader/TimeSeriesResampler.jl

[iblislin]

and cc @femtotrader

[femtotrader]

I think @atthom is looking for a moving function which could accept a TimeFrame (from https://github.com/femtotrader/TimeFrames.jl/ ) as a window argument.

Currently TimeSeries doesn't depend neither on TimeFrames.jl nor TimeSeriesResampler.jl so @iblis17 is right... it's probably in https://github.com/femtotrader/TimeSeriesResampler.jl that such a function should be implemented

[atthom]

OK, I wasn't aware of these packages.

I guess there is a reason why TimeFrames.jl is not part of the TimeSeries.jl project.

Anyway, I'll try to implement it and maybe @femtotrader will have a pull request soon.

[iblislin]

I guess there is a reason why TimeFrames.jl is not part of the TimeSeries.jl project.

No reasonable reason. :p I'm just lack of time integrating them into TimeSeries.jl.

[femtotrader]

TimeFrames.jl is not part of TimeSeries.jl so it can be used for other timeseries library such as Temporal.jl

My personal opinion is that code of TimeSeriesResampler.jl could be merged into TimeSeries.jl but I think TimeFrames.jl should be a separate package.