temporary repo to explore combining Arrays of SeriesPair into multicolumn type with similar behavior
julia> using TimeArrays, MarketData
julia> ohlc
505x6 TimeArray{Float64,2} 1980-01-03 to 1981-12-31
Open High Low Close Volume Adj Cl
1980-01-03 | 105.76 106.08 103.26 105.22 50480000.00 105.22
1980-01-04 | 105.22 107.08 105.09 106.52 39130000.00 106.52
1980-01-07 | 106.52 107.80 105.80 106.81 44500000.00 106.81
1980-01-08 | 106.81 109.29 106.29 108.95 53390000.00 108.95
...
1981-12-24 | 122.31 123.06 121.57 122.54 23940000.00 122.54
1981-12-28 | 122.54 123.36 121.73 122.27 28320000.00 122.27
1981-12-29 | 122.27 122.90 121.12 121.67 35300000.00 121.67
1981-12-30 | 121.67 123.11 121.04 122.30 42960000.00 122.30
1981-12-31 | 122.30 123.42 121.57 122.55 40780000.00 122.55
julia> ohlc[1]
1x6 TimeArray{Float64,2} 1980-01-03 to 1980-01-03
Open High Low Close Volume Adj Cl
1980-01-03 | 105.76 106.08 103.26 105.22 50480000.00 105.22
julia> ohlc[1:2]
2x6 TimeArray{Float64,2} 1980-01-03 to 1980-01-04
Open High Low Close Volume Adj Cl
1980-01-03 | 105.76 106.08 103.26 105.22 50480000.00 105.22
1980-01-04 | 105.22 107.08 105.09 106.52 39130000.00 106.52
julia> ohlc[[firstday, tenthday]]
2x6 TimeArray{Float64,2} 1980-01-03 to 1980-01-16
Open High Low Close Volume Adj Cl
1980-01-03 | 105.76 106.08 103.26 105.22 50480000.00 105.22
1980-01-16 | 111.14 112.90 110.38 111.05 67700000.00 111.05
julia> ohlc["Low"][1:2]
2x1 TimeArray{Float64,2} 1980-01-03 to 1980-01-04
Low
1980-01-03 | 103.26
1980-01-04 | 105.09
julia> ohlc["Open", "Close"][1:2]
2x2 TimeArray{Float64,2} 1980-01-03 to 1980-01-04
Open Close
1980-01-03 | 105.76 105.22
1980-01-04 | 105.22 106.52
julia> op[1:3] .- cl[2:4]
2x1 TimeArray{Float64,1} 1980-01-04 to 1980-01-07
Op.-Cl
1980-01-04 | -1.30
1980-01-07 | -0.29