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collapse should support a vector of reduction functions

Open femtotrader opened this issue 8 years ago • 1 comments

Following https://github.com/JuliaStats/TimeSeries.jl/issues/257

idx = DateTime(2010,1,1):Minute(1):DateTime(2016,1,1)
N = length(idx)
y = rand(-1.0:0.01:1.0, N)
y = 100 + cumsum(y)
ta = TimeArray(collect(idx),y,["y"])

We can do

collapse(ta, hour, first, maximum)

but we can't do

collapse(ta, hour, first, [first, maximum, minimum, last])

femtotrader avatar Nov 05 '16 23:11 femtotrader

:+1: This was discussed a while back in #257 and I still think it's a great idea.

GordStephen avatar Nov 06 '16 14:11 GordStephen