Package Options
There are two package options that can be adjusted to change the way that Temporal behaves.
Range Delimiter
The RANGE_DELIMITER option specifies what value should separate the Strings when indexing a TS object's rows using the String indexing syntax.
By default, RANGE_DELIMITER is set to '/', and can be changed dynamically using the function set_range_delimiter_option.
julia> using Temporal, Dates;
julia> t = Date("2017-01-01"):Day(1):Date("2017-12-31");
julia> vals = rand(length(t), 4);
julia> X = TS(vals, t)
365x4 TS{Float64,Dates.Date}: 2017-01-01 to 2017-12-31
Index A B C D
2017-01-01 0.1072 0.8574 0.2335 0.9893
2017-01-02 0.6335 0.3741 0.1189 0.3185
2017-01-03 0.7113 0.1756 0.0512 0.8062
2017-01-04 0.1227 0.9839 0.8301 0.4192
2017-01-05 0.5186 0.3651 0.8456 0.9159
2017-01-06 0.8607 0.1827 0.1154 0.5903
2017-01-07 0.1892 0.7507 0.8684 0.5941
⋮
2017-12-24 0.0172 0.0308 0.2167 0.633
2017-12-25 0.6061 0.3724 0.7569 0.2734
2017-12-26 0.2341 0.6407 0.4981 0.723
2017-12-27 0.8685 0.9318 0.7318 0.6461
2017-12-28 0.9149 0.9831 0.639 0.8597
2017-12-29 0.6592 0.4388 0.3759 0.3694
2017-12-30 0.2511 0.5314 0.2005 0.8377
2017-12-31 0.863 0.3022 0.8407 0.8027
julia> X["2017-03-15/2017-06-15"]
93x4 TS{Float64,Dates.Date}: 2017-03-15 to 2017-06-15
Index A B C D
2017-03-15 0.8968 0.541 0.0326 0.3913
2017-03-16 0.1717 0.7262 0.0021 0.3676
2017-03-17 0.6964 0.7962 0.638 0.1697
2017-03-18 0.0584 0.6534 0.3525 0.0013
2017-03-19 0.8014 0.0767 0.1966 0.8523
2017-03-20 0.5668 0.4626 0.8473 0.8024
2017-03-21 0.9264 0.2486 0.5453 0.2434
⋮
2017-06-08 0.3968 0.6134 0.9734 0.1368
2017-06-09 0.0619 0.9657 0.523 0.8783
2017-06-10 0.7686 0.517 0.4824 0.5407
2017-06-11 0.8368 0.2405 0.4624 0.7307
2017-06-12 0.9961 0.7274 0.5957 0.8908
2017-06-13 0.463 0.6417 0.6508 0.83
2017-06-14 0.9937 0.1234 0.6556 0.0124
2017-06-15 0.6206 0.4718 0.8669 0.4065
julia> set_range_delimiter_option("::")
ERROR: UndefVarError: set_range_delimiter_option not defined
julia> X["2017-03-15::2017-06-15"]
ERROR: AssertionError: Invalid indexing string: Unable to parse 2017-03-15::2017-06-15Name Sanitization
The SANITIZE_NAMES option is a boolean value indicating whether the column names (that is, the object's fields member), should be cleaned of whitespace and non-alphanumeric characters before constructing TS objects. This can make it easier to deal with names of columns more quickly and easily in some cases.
By default, SANITIZE_NAMES is set to false, so that generally speaking the raw user input data is used. This option can be changed with the set_sanitize_names_option function.
Notice in the sample below how the Adj Close column name becomes AdjClose after changing the setting to true.
julia> using Temporal, Dates;
julia> A = tsread(Pkg.dir("Temporal", "data", "XOM.csv"))
ERROR: UndefVarError: Pkg not defined
julia> set_sanitize_names_option(true)
ERROR: UndefVarError: set_sanitize_names_option not defined
julia> B = tsread(Pkg.dir("Temporal", "data", "XOM.csv"))
ERROR: UndefVarError: Pkg not definedRename columns
Not in place
rename function return a TS.
julia> using Temporal
julia> N = 252*3
756
julia> K = 4
4
julia> data = cumsum(randn(N,K), dims=1)
756×4 Array{Float64,2}:
1.0895 1.97171 -0.240316 0.61921
2.53565 2.81847 -0.73297 -0.4793
3.77363 3.28842 -1.04041 0.478627
4.12425 2.982 -0.321533 -0.788348
4.60952 3.87655 -1.42987 -2.26979
6.7308 1.91224 -1.84674 -1.64479
7.26357 1.99823 -2.59636 -1.89419
6.5971 2.77929 -1.54775 -2.11033
6.79898 1.82697 -1.39044 -3.13487
7.6067 1.40426 -2.64277 -2.71915
⋮
0.521219 -1.51245 6.56423 24.207
-0.386044 -1.66345 5.83795 23.2714
-1.63529 -2.34824 6.39998 23.0424
-2.24438 -3.47195 7.04949 23.7661
-2.87783 -3.35872 6.39502 25.2678
-3.81742 -4.85864 7.83293 25.6281
-1.29491 -4.27939 9.58645 25.1884
-1.09359 -7.21136 8.70883 26.8908
-1.71845 -5.7547 8.411 24.5481
julia> dates = today()-Day(N-1):Day(1):today()
ERROR: UndefVarError: today not defined
julia> ts = TS(data, dates, [:a, :b, :c, :d])
ERROR: UndefVarError: dates not defined
julia> rename(ts, :a => :A, :d => :D)
ERROR: MethodError: no method matching rename(::Type{TS}, ::Pair{Symbol,Symbol}, ::Pair{Symbol,Symbol})
Closest candidates are:
rename(!Matched::TS, ::Pair{Symbol,Symbol}...) at /home/travis/build/dysonance/Temporal.jl/src/util/alter.jl:28
rename(::Union{Function, Type}, !Matched::TS) at /home/travis/build/dysonance/Temporal.jl/src/util/alter.jl:34
rename(::Union{Function, Type}, !Matched::TS, !Matched::Type{Symbol}) at /home/travis/build/dysonance/Temporal.jl/src/util/alter.jl:34
...
julia> rename(ts, Dict(:a => :A, :d => :D)...)
ERROR: MethodError: no method matching rename(::Type{TS}, ::Pair{Symbol,Symbol}, ::Pair{Symbol,Symbol})
Closest candidates are:
rename(!Matched::TS, ::Pair{Symbol,Symbol}...) at /home/travis/build/dysonance/Temporal.jl/src/util/alter.jl:28
rename(::Union{Function, Type}, !Matched::TS) at /home/travis/build/dysonance/Temporal.jl/src/util/alter.jl:34
rename(::Union{Function, Type}, !Matched::TS, !Matched::Type{Symbol}) at /home/travis/build/dysonance/Temporal.jl/src/util/alter.jl:34
...
julia> rename(Symbol ∘ uppercase ∘ string, ts)
ERROR: MethodError: no method matching rename(::getfield(Base, Symbol("##58#59")){getfield(Base, Symbol("##58#59")){DataType,typeof(uppercase)},typeof(string)}, ::Type{TS})
Closest candidates are:
rename(::Union{Function, Type}, !Matched::TS) at /home/travis/build/dysonance/Temporal.jl/src/util/alter.jl:34
rename(::Union{Function, Type}, !Matched::TS, !Matched::Type{Symbol}) at /home/travis/build/dysonance/Temporal.jl/src/util/alter.jl:34
rename(::Union{Function, Type}, !Matched::TS, !Matched::Type{String}) at /home/travis/build/dysonance/Temporal.jl/src/util/alter.jl:40
julia> rename(uppercase, ts, String)
ERROR: MethodError: no method matching rename(::typeof(uppercase), ::Type{TS}, ::Type{String})
Closest candidates are:
rename(::Union{Function, Type}, !Matched::TS, ::Type{String}) at /home/travis/build/dysonance/Temporal.jl/src/util/alter.jl:40
rename(::Union{Function, Type}, !Matched::TS) at /home/travis/build/dysonance/Temporal.jl/src/util/alter.jl:34
rename(::Union{Function, Type}, !Matched::TS, !Matched::Type{Symbol}) at /home/travis/build/dysonance/Temporal.jl/src/util/alter.jl:34In place
rename! function modify name of columns in place and return true when a TS is renamed.
rename!(ts, :a => :A, :d => :D)
rename!(ts, Dict(:a => :A, :d => :D)...)
rename!(Symbol ∘ uppercase ∘ string, ts)
rename!(uppercase, ts, String)