Skip to content

Latest commit

 

History

History
440 lines (292 loc) · 11.4 KB

NEWS.md

File metadata and controls

440 lines (292 loc) · 11.4 KB
Raw

0.16.1

  • Fix Candlestick plotting. (#433)

  • Fix labels bug in TimeArray plot recipe. (#430)

  • Fix double-width char display in Base.show. (#427)

0.16.0

  • Improve performance of moving function. (#414)

  • moving supports multi-column as input for user-defined function. (#415)

    moving(ohlc, 10, dims = 2, colnames = [:A, ...]) do
  # given that `ohlc` is a 500x4 `TimeArray`,
  # size(A) is (10, 4)
  ...
end

  • The argument method of function merge is a keyword argument now. (#416)

    merge(x, y, method = :outer)

  • The function merge supports variable length input. (#416)

    merge(x, y, [zs...], method = :outer)

  • New function rename! for in-place update of column names. (#417)

  • Fix issues of TimeArray column names copying. (#418)

  • Fix @inbounds handling for TimeArray. (#425)

  • timearray[] throws BoundsError now. (#420)

    julia> cl[]
ERROR: BoundsError: attempt to access TimeArray{Float64,1,Date,Array{Float64,1}}
  at index []

  • Tables.jl interface integration. (#382)

  • 2D getindex supports. (#423)

    ohlc[1:42,   [:High, :Low]]
ohlc[42:end, [:High, :Low]]
ohlc[:,      [:High, :Low]]
ohlc[42,     [:High, :Low]]

0.15.0

  • New TimeArray constructor for creating a TimeArray from existing TimeArray. ([#380])

        TimeArray(ta::TimeArray; timestamp = ..., values = ..., colnames = ..., meta = ...)

    E.g.

    julia> meta(cl)
"AAPL"

julia> cl′ = TimeArray(cl; meta = :AAPL);

julia> meta(cl′)
:AAPL

  • merge now throws ArgumentError on invalid column setup. ([#405])

  • percentchange and dropnan now throw ArgumentError on invalid method. ([#405])

0.14.0

  • Symbol column indexing. (#377) And the String indexing is deprecated.

    E.g.

    using MarketData
ohlc[:Close]  # and cl["Close"] is deprecated

  • Base.getproperty support. (#377) All the columns can be accessed via the form ta.column_name.

    E.g.

    using MarketData
ohlc.Open

    The original TimeArray fields getters is available as functions.

    • timestamp(::TimeArray)
    • values(::TimeArray)
    • colnames(::TimeArray)
    • meta(::TimeArray)
    ohlc.values  # this is unavailable due to Base.getproperty support
values(ohlc)  # change to this

0.13.0

  • Julia v0.7/1.0 support. (#370)

0.12.0

  • Support Base.copy(::TimeArray). (#352)

  • A new option for TimeArray constructor: unchecked::Bool to skip the sanity check of timestamp. (#361)

    • merge() optimization via the unchecked option. (#363)

  • Revoking deprecation warning of == and redefining its meaning as 'comparing all fields of two TimeArrays'. Note that if two TimeArrays have different dimension, we consider that is unequal. (#356, #357)

    julia> cl == copy(cl)
true

    • Also, isequal and hash is supported now.

      julia> d = Dict(cl => 42);

julia> d[cl]
42

julia> d[copy(cl)]
42

  • diff supports higher order difference now.(#350)

  • diff support n time steps lag now. (#362)

    julia> diff(cl, 5)
495x1 TimeSeries.TimeArray{Float64,1,Date,Array{Float64,1}} 2000-01-10 to 2001-12-31
│            │ Close  │
├────────────┼────────┤
│ 2000-01-10 │ -14.19 │
│ 2000-01-11 │ -9.75  │
│ 2000-01-12 │ -16.81 │
   ⋮
│ 2001-12-27 │ 0.45   │
│ 2001-12-28 │ 1.76   │
│ 2001-12-31 │ 0.9    │

  • New keyword argument for readtimearray: header::Bool. (#358)

  • TimeArray supports all() and any() now. (#356, #359)

    julia> ta
3x2 TimeSeries.TimeArray{Int64,2,Date,Array{Int64,2}} 2000-01-03 to 2000-01-05
│            │ _1    │ _2    │
├────────────┼───────┼───────┤
│ 2000-01-03 │ 1     │ 2     │
│ 2000-01-04 │ 3     │ 4     │
│ 2000-01-05 │ 5     │ 6     │

julia> all(ta .> 3, 2)
3x1 TimeSeries.TimeArray{Bool,2,Date,BitArray{2}} 2000-01-03 to 2000-01-05
│            │ all   │
├────────────┼───────┤
│ 2000-01-03 │ false │
│ 2000-01-04 │ false │
│ 2000-01-05 │ true  │

0.11.0

  • Dropping 0.5 support. (issue #327)

  • TimeArray constructor, merge, update, vcat and rename will throw typed exceptions. (issue #322)

  • Signature of moving becomes

      moving(f, ta::TimeArray, window; padding=false)

    , in order to support do-syntax. The original one is deprecated. (issue #334)

  • Signature of upto becomes

      moving(f, ta::TimeArray, window; padding=false)

    , in order to support do-syntax. The original one is deprecated. (issue #337)

  • map supports callable object. (issue #339)

    struct T end
(::T)(timestamp, x) = (timestamp, x + 42)

t = T()

map(t, ta)

  • hcat support. Given two TimeArray which have same timestamp,

      [ta1 ta2]

    can perform faster than merge(ta1, ta2) in this case. (issue #341)

  • Support more reduction functions of Base. (issue #338)

    • sum
    • mean
    • std
    • var

    e.g.

      sum(ta)  # same as sum(ta, 1), and it's equivalent to moving(sum, ta, length(ta))
  sum(ta, 2)

  • Support cumulative prod cumprod. (issue #338)

  • Support eachindex(ta). (issue #336)

0.10.0

  • add support for time series plotting via RecipesBase dependency (thank you @mkborregaard)
  • add StepRange indexing support (issue #311)

0.9.2

  • improve readtimearray to accept IOBuffer (@femtotrader fixes issue #298)

0.9.1

  • improve update method and dis-allow updating of empty time arrays (fixes issue #286)

0.9.0

  • first version to support julia 0.5 release candidates

0.8.8

  • merge method deals with meta field values more robustly (fixes issue #164)

0.8.7

  • reexport Base.Dates methods and DataTypes (fixes issue #277)

0.8.6

  • unique column names are enforced (fixes issue #255)

0.8.5

  • update() method creates new TimeArray from existing one, with new timestamp/value pair.
  • rename() method creates new TimeArray from existing one, with new column name(s).
  • adds tail() and head() methods

0.8.4

  • allows users to show customizable representations for missing values, which are represented as NaN values in the array.

0.8.3

  • provides TimeArray constructor without requiring colnames argument (defaults to empty array)

0.8.2

  • makes to() and from() more robust by taking zero-length time arrays (@dourouc05 )

0.8.1

  • removes using Base.Dates from outside module @tkelman

0.8.0

  • deprecated collapse(ta::TimeArray, f::Function; period::Function=week) in favour of collapse(ta::TimeArray, period::Function, timestamp::Function, value::Function=timestamp) and added support for collapsing 2D TimeArrays

0.7.4

  • allow math operations between different Number subtypes
  • explicitly convert column names to strings in readtimearray
  • operations between TimeArrays with non-matching meta fields now succeed, with a Void meta in the result

0.7.3

  • ensure dates are sorted for vcat and map (@dourouc05)

0.7.2

  • map and vcat methods added (thanks again @dourouc05)

0.7.1

  • readtimearray method now allows arbitrary delimiters (thanks @dourouc05)

0.7.0

  • TimeType replaces Union{Date, DateTime}
  • meta field in Type downgraded from parameterized to Any
  • NaN sentinels added as a kwarg to lag and lead methods
  • merge method now supports left, right and outer joins
  • percentchange takes method argument as a Symbol vs String
  • new methods added including: uniformspaced, uniformspace, dropnan, diff
  • findall added to deprecated list in favor of find

0.6.7

  • refactors when() method for 30% performance improvement

0.6.6

  • begin deprecation of by() method, which is being replaced by when()
  • when() re-arranges the argument order to TimeArray, Function, Int (or ASCIIString)
  • support for ASCIIStrings are now provided for both by() and when() methods

0.6.5

  • support added for displaying empty TimeArray
  • common scalar -> scalar math functions as unary operators
  • adds isnan and isinf
  • fixes tests on meta field
  • downgrades show tests to pending

0.6.4

  • replaces Nothing -> nothing and String -> AbstractString

0.6.3

  • precompile support added
  • test/combine.jl and test/split.jl now imports Base.Dates explicitly

0.6.2

  • added support for end keyword in indices
  • added support for lookups via Boolean TimeArrays - e.g. ta[ta["col"] .> 50]
  • speedup for lookups via lists of Date/DateTime objects

0.6.1

  • a phantom release that is actually older than 0.6.0

0.6.0

  • first version with support for Julia 0.4 only
  • generalized value container from Array to AbstractArray
  • implemented new element-wise operators: !, ~, &, |, $, %, !==
  • implemented element-wise unary math operators (+, -)
  • side note: a previous commit was tagged with v0.6.0 incorrectly, this commit resolves that mistake

0.5.11

  • last version with support for Julia 0.3
  • support for Julia 0.4 dropped, along with the Compat package

0.5.10

  • changed references of flipud(A) to flipdim(A,1)_
  • changed references of round(x) to iround(Integer,x)_
  • changed references of iround(Integer,x) back to round(Integer,x)_
  • changed references of int(x) to round(Int64, x)
  • changed references of float(x) to map(Float64, x)
  • changed references of [a] to [a;] in a comprehension found in the by() method
  • added Compat package
  • substantial speedup for element-wise mathematical operators

0.5.9

  • added kwarg argument format to the readtimearray method to allow parsing datetime formats that are not currently supported.
  • changed two references to Range1 to UnitRange
  • added import of Base.values. I had defined it first and I guess they like it so much they co-opted it. :)

pre-0.5.8

Not currently documented.