Some shortcuts for TimeFrame doesn't work like Pandas DateOffsets shortcuts #3
Description
TimeFrame("1W")
works as expected but
TimeFrame("W")
raises
ERROR: ArgumentError: invalid base: base must be 2 ≤ base ≤ 62, got 0
in tryparse_internal(::Type{Int64}, ::SubString{String}, ::Int64, ::Int64, ::Int64, ::Bool) at ./parse.jl:66
in parse(::Type{Int64}, ::SubString{String}) at ./parse.jl:152
in parse(::Type{Int64}, ::SubString{String}) at /Applications/Julia-0.5.app/Contents/Resources/julia/lib/julia/sys.dylib:?
in TimeFrames.TimeFrame(::String) at /Users/femto/.julia/v0.5/TimeFrames/src/TimeFrames.jl:7
see femtotrader/TimeSeriesResampler.jl#3
PS:
see also Python Pandas
- http://pandas.pydata.org/pandas-docs/stable/timeseries.html#offset-aliases
- http://pandas.pydata.org/pandas-docs/stable/timeseries.html#resampling
- http://pandas.pydata.org/pandas-docs/stable/whatsnew.html#resample-api
- https://github.com/pandas-dev/pandas/blob/cebc70cc277462176edea73bb71eaad9f83e9f47/pandas/tseries/offsets.py
- https://github.com/pandas-dev/pandas/blob/cebc70cc277462176edea73bb71eaad9f83e9f47/pandas/tseries/tests/test_offsets.py
In [1]: from pandas.tseries.frequencies import to_offset
In [2]: from pandas.tseries.offsets import YearBegin, YearEnd, Hour
In [3]: YearBegin().apply(datetime.datetime(2016, 7, 20, 13, 14, 35, 245))
Out[3]: Timestamp('2017-01-01 13:14:35.000245')
In [4]: YearEnd().apply(datetime.datetime(2016, 7, 20, 13, 14, 35, 245))
Out[4]: Timestamp('2016-12-31 13:14:35.000245')
In [5]: to_offset('AS').apply(datetime.datetime(2016, 7, 20, 13, 14, 35, 245))
Out[5]: Timestamp('2017-01-01 13:14:35.000245')
In [6]: to_offset('A').apply(datetime.datetime(2016, 7, 20, 13, 14, 35, 245))
Out[6]: Timestamp('2016-12-31 13:14:35.000245')