split.md

Splitting by conditions

Specific methods for segmenting on time ranges or if condition is met is supported with the following methods.

when

The when methods allows aggregating elements from a TimeArray into specific time periods, such as Mondays or the month of October:

using TimeSeries
using MarketData
when(cl, dayofweek, 1)
when(cl, dayname, "Monday")

The period argument holds a valid Date method. Below are currently available alternatives.

Dates method	Example
day	Jan 3, 2000 = 3
dayname	Jan 3, 2000 = "Monday"
week	Jan 3, 2000 = 1
month	Jan 3, 2000 = 1
monthname	Jan 3, 2000 = "January"
year	Jan 3, 2000 = 2000
dayofweek	Monday = 1
dayofweekofmonth	Fourth Monday in Jan = 4
dayofyear	Dec 31, 2000 = 366
quarterofyear	Dec 31, 2000 = 4
dayofquarter	Dec 31, 2000 = 93

from

The from method truncates a TimeArray starting with the date passed to the method:

using TimeSeries
using MarketData

from(cl, Date(2001, 12, 27))

to

The to method truncates a TimeArray after the date passed to the method:

using TimeSeries
using MarketData

to(cl, Date(2000, 1, 5))

findwhen

The findwhen method test a condition and returns a vector of Date or DateTime where the condition is true:

using TimeSeries
using MarketData

green = findwhen(ohlc[:Close] .> ohlc[:Open]);
typeof(green)
ohlc[green]

findall

The findall method tests a condition and returns a vector of Int representing the row in the array where the condition is true:

using TimeSeries
using MarketData

red = findall(ohlc[:Close] .< ohlc[:Open]);
typeof(red)
ohlc[red]

The following example won't create a temporary Bool vector, and gains better performance.

using TimeSeries
using MarketData

findall(>(100), cl)

Splitting by head and tail

head

The head method defaults to returning only the first value in a TimeArray. By selecting the second positional argument to a different value, the user can modify how many from the top are selected:

using TimeSeries
using MarketData

head(cl)

tail

The tail method defaults to returning only the last value in a TimeArray. By selecting the second positional argument to a different value, the user can modify how many from the bottom are selected:

using TimeSeries
using MarketData

tail(cl)
tail(cl, 3)