No method matching lagfill

[millerjoey]

Hey, seems there's a bug in a call to lagfill:

ERROR: MethodError: no method matching lagfill(::TimeArray{Float64, 2, DateTime, Matrix{Float64}}, ::Int64, ::Matrix{Float64})
Closest candidates are:
  lagfill(::TimeArray, ::Integer, ::AbstractFloat) at /home/joe/.julia/packages/MarketTechnicals/5qm8H/src/utilities.jl:90
Stacktrace:
 [1] dpo(ta::TimeArray{Float64, 2, DateTime, Matrix{Float64}}, n::Int64)
   @ MarketTechnicals ~/.julia/packages/MarketTechnicals/5qm8H/src/momentum.jl:350

It happens when it's used on a TimeArray with second dim > 1 as far as I can tell.

Something like this

function lagfill(ta::TimeArray, r1::Integer, fill::AbstractMatrix{T}) where T<:AbstractFloat
  @assert size(fill, 2) == size(ta, 2)
  _lta = lag(ta, r1, padding = true)
  _lta_values = values(_lta)

  for i in 1:r1
    _lta_values[i, :] = fill
  end

  TimeArray(timestamp(ta), _lta_values, colnames(ta))
end

Should fix it.

[iblislin]

ah, could you send a PR for it?