Joao Aparicio

MovingTimeWindow

3

This[1] could be more efficient if the timestamps are assumed to be ordered. TimeSeries.jl enforces this. Do you think it would make sense to have some interop? [1] https://github.com/joshday/OnlineStats.jl/blob/e554858134f38b3e22499b2de1e4be2e5eab3c67/src/stats/stats.jl#L394-L395

Feature: panama_prices backwards

1

Currently `core.instrument.Instrument` has a method `panama_prices()` which computes the panama_prices going forward. Feature: create a new function, or a boolean argument passed into `panama_prices()`, which computes the panama_prices backwards (i.e....

Unexpected allocations

2

I've noticed that this allocates and I'm surprised. ``` ]activate --temp ]add Arrow ``` ``` struct IntWrapper data::Int64 end const INTWRAPPER_NAME = Symbol("JuliaLang.IntWrapper") ArrowTypes.ArrowKind(::Type{IntWrapper}) = ArrowTypes.PrimitiveKind() ArrowTypes.ArrowType(::Type{IntWrapper}) = Int64 ArrowTypes.toarrow(x::IntWrapper)...

Add kwarg to filter columns

5

Currently we don't have the option to load just a subset of the columns. This matters e.g. when compression is the bottleneck. For example, create a compressed arrow file. ```julia...

Test failure when running with > 1 thread

1

Found a flaky test, this one https://github.com/apache/arrow-julia/blob/c469151d4ff261b50c59bf98101f068fa577fca4/test/runtests.jl#L297-L305 If you run it without threads, always passes. If you run it with `-t 10` it has a significant chance of erroring. A)...

KeyError would be raised accessing t['address'] because category "move" transactions have no address.

This commit is an attempt to address github.com/fhs/ZipFile.jl/issues/14. It adds to ReadableFiles references to parent Reader to ensure that a Reader can't get garbage collected for as long as the...