Merge pull request #45 from femtotrader/update_julia_0.7

Julia 0.7

.travis.yml

@@ -4,7 +4,7 @@ os:
   - linux
   - osx
 julia:
-  - 0.6
+  - 0.7
   - nightly
 matrix:
   allow_failures:

README.md

@@ -32,5 +32,6 @@ julia> apply(TimeFrame("2H"), DateTime(2016, 9, 11, 20, 9))
 ```
 
 This library is used by
- - [TimeSeriesResampler.jl](https://github.com/femtotrader/TimeSeriesResampler.jl)
- - [TimeSeriesIO.jl](https://github.com/femtotrader/TimeSeriesIO.jl)
+
+- [TimeSeriesResampler.jl](https://github.com/femtotrader/TimeSeriesResampler.jl)
+- [TimeSeriesIO.jl](https://github.com/femtotrader/TimeSeriesIO.jl)

REQUIRE

@@ -1 +1,2 @@
-julia 0.6
+julia 0.7
+Dates

appveyor.yml

@@ -1,7 +1,7 @@
 environment:
   matrix:
-  - JULIA_URL: "https://julialang-s3.julialang.org/bin/winnt/x86/0.6/julia-0.6-latest-win32.exe"
-  - JULIA_URL: "https://julialang-s3.julialang.org/bin/winnt/x64/0.6/julia-0.6-latest-win64.exe"
+  - JULIA_URL: "https://julialang-s3.julialang.org/bin/winnt/x86/0.7/julia-0.7-latest-win32.exe"
+  - JULIA_URL: "https://julialang-s3.julialang.org/bin/winnt/x64/0.7/julia-0.7-latest-win64.exe"
   - JULIA_URL: "https://julialangnightlies-s3.julialang.org/bin/winnt/x86/julia-latest-win32.exe"
   - JULIA_URL: "https://julialangnightlies-s3.julialang.org/bin/winnt/x64/julia-latest-win64.exe"
 

src/TimeFrames.jl

@@ -2,12 +2,12 @@ module TimeFrames
 
 import Base: range, +, -, *
 
-using Base.Dates: TimeType
+using Dates
 
 export TimeFrame, Boundary
 export YearBegin, YearEnd
 export MonthBegin, MonthEnd
-export Millisecond, Second, Minute, Hour, Day, Week
+# export Millisecond, Second, Minute, Hour, Day, Week
 export NoTimeFrame
 export apply, range
 export Begin, End
@@ -67,70 +67,70 @@ end
 #Microsecond(n::Integer) = Microsecond(Dates.Microsecond(n), Begin)
 
 struct Millisecond <: AbstractTimePeriodFrame
-    period::Dates.TimePeriod
+    period::Dates.Millisecond
     boundary::Boundary
 end
 Millisecond() = Millisecond(Dates.Millisecond(1), Begin)
 Millisecond(n::Integer) = Millisecond(Dates.Millisecond(n), Begin)
 
 struct Second <: AbstractTimePeriodFrame
-    period::Dates.TimePeriod
+    period::Dates.Second
     boundary::Boundary
 end
 Second() = Second(Dates.Second(1), Begin)
 Second(n::Integer) = Second(Dates.Second(n), Begin)
 
 struct Minute <: AbstractTimePeriodFrame
-    period::Dates.TimePeriod
+    period::Dates.Minute
     boundary::Boundary
 end
 Minute() = Minute(Dates.Minute(1), Begin)
 Minute(n::Integer) = Minute(Dates.Minute(n), Begin)
 
 struct Hour <: AbstractTimePeriodFrame
-    period::Dates.TimePeriod
+    period::Dates.Hour
     boundary::Boundary
 end
 Hour() = Hour(Dates.Hour(1), Begin)
 Hour(n::Integer) = Hour(Dates.Hour(n), Begin)
 
 struct Day <: AbstractDatePeriodFrame
-    period::Dates.DatePeriod
+    period::Dates.Day
     boundary::Boundary
 end
 Day() = Day(Dates.Day(1), Begin)
 Day(n::Integer) = Day(Dates.Day(n), Begin)
 
 struct Week <: AbstractDatePeriodFrame
-    period::Dates.DatePeriod
+    period::Dates.Week
     boundary::Boundary
 end
 Week() = Week(Dates.Week(1), Begin)
 Week(n::Integer) = Week(Dates.Week(n), Begin)
 
 struct MonthEnd <: AbstractDatePeriodFrame
-    period::Dates.DatePeriod
+    period::Dates.Month
     boundary::Boundary
 end
 MonthEnd() = MonthEnd(Dates.Month(1), End)
 MonthEnd(n::Integer) = MonthEnd(Dates.Month(n), End)
 
 struct MonthBegin <: AbstractDatePeriodFrame
-    period::Dates.DatePeriod
+    period::Dates.Month
     boundary::Boundary
 end
 MonthBegin() = MonthBegin(Dates.Month(1), Begin)
 MonthBegin(n::Integer) = MonthBegin(Dates.Month(n), Begin)
 
 struct YearEnd <: AbstractDatePeriodFrame
-    period::Dates.DatePeriod
+    period::Dates.Year
     boundary::Boundary
 end
 YearEnd() = YearEnd(Dates.Year(1), End)
 YearEnd(n::Integer) = YearEnd(Dates.Year(n), End)
 
 struct YearBegin <: AbstractDatePeriodFrame
-    period::Dates.DatePeriod
+    period::Dates.Year
     boundary::Boundary
 end
 YearBegin() = YearBegin(Dates.Year(1), Begin)
@@ -257,7 +257,7 @@ function tonext(tf::TimeFrame, dt::Dates.TimeType; same=false)
 end
 
 # range
-function range(dt1::TimeType, tf::AbstractPeriodFrame, dt2::TimeType; apply_tf=true)
+function range(dt1::Dates.TimeType, tf::AbstractPeriodFrame, dt2::Dates.TimeType; apply_tf=true)
     td = _period_step(typeof(dt2))
     if apply_tf
         apply(tf, dt1):tf.period:apply(tf, dt2-td)
@@ -266,11 +266,11 @@ function range(dt1::TimeType, tf::AbstractPeriodFrame, dt2::TimeType; apply_tf=t
     end
 end
 
-function range(dt1::TimeType, tf::AbstractPeriodFrame, len::Integer)
+function range(dt1::Dates.TimeType, tf::AbstractPeriodFrame, len::Integer)
     range(dt1, tf.period, len)
 end
 
-function range(tf::AbstractPeriodFrame, dt2::TimeType, len::Integer)
+function range(tf::AbstractPeriodFrame, dt2::Dates.TimeType, len::Integer)
     range(dt2 - len * tf.period, tf.period, len)
 end
 
@@ -296,13 +296,13 @@ promote_timetype(::Type{Dates.Time}, ::Type{MonthEnd})   = throw(InexactError())
 promote_timetype(::Type{Dates.Time}, ::Type{Week})       = throw(InexactError())
 promote_timetype(::Type{Dates.Time}, ::Type{Day})        = throw(InexactError())
 
-+(t::TimeType, tf::TimeFrame) =
-  convert(promote_timetype(typeof(t), typeof(tf)), t) + tf.period
++(t::T, tf::TF) where {T<:Dates.TimeType, TF<:TimeFrame} =
+  convert(promote_timetype(T, TF), t) + tf.period
 
 +(tf::TimeFrame, t::TimeType) = t + tf
 
--(t::TimeType, tf::TimeFrame) =
-  convert(promote_timetype(typeof(t), typeof(tf)), t) - tf.period
+-(t::T, tf::TF) where {T<:Dates.TimeType, TF<:TimeFrame} =
+  convert(promote_timetype(T, TF), t) - tf.period
 
 
 *(tf::AbstractPeriodFrame, n::Int) = typeof(tf)(tf.period * n, tf.boundary)

test/runtests.jl

@@ -1,4 +1,4 @@
-using Base.Test
+using Test
 
 # write your own tests here
 include("test_timeframe.jl")

test/test_timeframe.jl

@@ -1,10 +1,11 @@
+using Dates
 using TimeFrames
 using TimeFrames: TimePeriodFrame, DatePeriodFrame 
 using TimeFrames: period_step, _period_step
 using TimeFrames: CustomTimeFrame, tonext
 
 
-using Base.Test
+using Test
 
 @testset "low level (period frame)" begin
     @testset "TimePeriodFrame" begin
@@ -63,26 +64,26 @@ end
         @test YearEnd() != YearBegin()
         @test YearEnd() != YearEnd(5)
 
-        tf = Minute()
+        tf = TimeFrames.Minute()
         @test tf.period.value == 1
 
-        tf = Minute(15)
+        tf = TimeFrames.Minute(15)
         @test tf.period.value == 15
 
-        tf1 = Minute(15)
-        tf2 = Minute(15)
+        tf1 = TimeFrames.Minute(15)
+        tf2 = TimeFrames.Minute(15)
         @test tf1 == tf2
 
-        tf1 = Minute(15)
-        tf2 = Minute(30)
+        tf1 = TimeFrames.Minute(15)
+        tf2 = TimeFrames.Minute(30)
         @test tf1 != tf2
     end
 
     @testset "to string" begin
-        tf = Minute()
+        tf = TimeFrames.Minute()
         @test String(tf) == "T"
 
-        tf = Minute(15)
+        tf = TimeFrames.Minute(15)
         @test String(tf) == "15T"
     end
 
@@ -92,20 +93,20 @@ end
         @testset "simple parse" begin
             tf = TimeFrame("15T")
             @test tf.period.value == 15
-            @test typeof(tf) == Minute
+            @test typeof(tf) == TimeFrames.Minute
 
             tf = TimeFrame("T")
             @test tf.period.value == 1
-            @test typeof(tf) == Minute
+            @test typeof(tf) == TimeFrames.Minute
 
             tf = TimeFrame("15Min")
             @test tf.period.value == 15
             @test String(tf) == "15T"
-            @test typeof(tf) == Minute
+            @test typeof(tf) == TimeFrames.Minute
 
             tf = TimeFrame("5H")
             @test tf.period.value == 5
-            @test typeof(tf) == Hour
+            @test typeof(tf) == TimeFrames.Hour
         end
 
         @testset "NoTimeFrame parse" begin
@@ -183,24 +184,24 @@ end
             #@test apply(tf, dt) == DateTime(2016, 7, 1, 0, 0, 0, 0)
             @test apply(tf, dt) == Date(2016, 7, 1)
 
-            tf = Week()
+            tf = TimeFrames.Week()
             #@test apply(tf, dt) == DateTime(2016, 7, 18, 0, 0, 0, 0)
             @test apply(tf, dt) == Date(2016, 7, 18)
 
-            tf = Day()
+            tf = TimeFrames.Day()
             #@test apply(tf, dt) == DateTime(2016, 7, 20, 0, 0, 0, 0)
             @test apply(tf, dt) == Date(2016, 7, 20)
 
-            tf = Hour()
+            tf = TimeFrames.Hour()
             @test apply(tf, dt) == DateTime(2016, 7, 20, 13, 0, 0, 0)
 
-            tf = Minute()
+            tf = TimeFrames.Minute()
             @test apply(tf, dt) == DateTime(2016, 7, 20, 13, 24, 0, 0)
 
-            tf = Second()
+            tf = TimeFrames.Second()
             @test apply(tf, dt) == DateTime(2016, 7, 20, 13, 24, 35, 0)
 
-            tf = Millisecond()
+            tf = TimeFrames.Millisecond()
             @test apply(tf, dt) == DateTime(2016, 7, 20, 13, 24, 35, 245)
 
             tf = YearBegin(10)
@@ -210,7 +211,7 @@ end
             @test apply(tf, d) == DateTime(2019, 12, 31)
             @test apply(tf, dt) == DateTime(2020, 1, 1) - period_step
 
-            tf = Minute(15)
+            tf = TimeFrames.Minute(15)
             @test apply(tf, dt) == DateTime(2016, 7, 20, 13, 15, 0, 0)
         end