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:

julia> using TimeSeries
julia> using MarketData
julia> when(cl, dayofweek, 1)95×1 TimeArray{Float64, 1, Date, Vector{Float64}} 2000-01-03 to 2001-12-31
┌────────────┬────────┐
│            │ Close  │
├────────────┼────────┤
│ 2000-01-03 │ 111.94 │
│ 2000-01-10 │  97.75 │
│ 2000-01-24 │ 106.25 │
│ 2000-01-31 │ 103.75 │
│ 2000-02-07 │ 114.06 │
│ 2000-02-14 │ 115.81 │
│ 2000-02-28 │ 113.25 │
│ 2000-03-06 │ 125.69 │
│     ⋮      │   ⋮    │
│ 2001-11-19 │   20.0 │
│ 2001-11-26 │  21.37 │
│ 2001-12-03 │  21.05 │
│ 2001-12-10 │  22.54 │
│ 2001-12-17 │  20.62 │
│ 2001-12-24 │  21.36 │
│ 2001-12-31 │   21.9 │
└────────────┴────────┘
        80 rows omitted
julia> when(cl, dayname, "Monday")95×1 TimeArray{Float64, 1, Date, Vector{Float64}} 2000-01-03 to 2001-12-31
┌────────────┬────────┐
│            │ Close  │
├────────────┼────────┤
│ 2000-01-03 │ 111.94 │
│ 2000-01-10 │  97.75 │
│ 2000-01-24 │ 106.25 │
│ 2000-01-31 │ 103.75 │
│ 2000-02-07 │ 114.06 │
│ 2000-02-14 │ 115.81 │
│ 2000-02-28 │ 113.25 │
│ 2000-03-06 │ 125.69 │
│     ⋮      │   ⋮    │
│ 2001-11-19 │   20.0 │
│ 2001-11-26 │  21.37 │
│ 2001-12-03 │  21.05 │
│ 2001-12-10 │  22.54 │
│ 2001-12-17 │  20.62 │
│ 2001-12-24 │  21.36 │
│ 2001-12-31 │   21.9 │
└────────────┴────────┘
        80 rows omitted

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:

julia> using TimeSeries
julia> using MarketData
julia> from(cl, Date(2001, 12, 27))3×1 TimeArray{Float64, 1, Date, Vector{Float64}} 2001-12-27 to 2001-12-31
┌────────────┬───────┐
│            │ Close │
├────────────┼───────┤
│ 2001-12-27 │ 22.07 │
│ 2001-12-28 │ 22.43 │
│ 2001-12-31 │  21.9 │
└────────────┴───────┘

`to`

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

julia> using TimeSeries
julia> using MarketData
julia> to(cl, Date(2000, 1, 5))3×1 TimeArray{Float64, 1, Date, Vector{Float64}} 2000-01-03 to 2000-01-05
┌────────────┬────────┐
│            │ Close  │
├────────────┼────────┤
│ 2000-01-03 │ 111.94 │
│ 2000-01-04 │  102.5 │
│ 2000-01-05 │  104.0 │
└────────────┴────────┘

`findwhen`

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

julia> using TimeSeries
julia> using MarketData
julia> green = findwhen(ohlc[:Close] .> ohlc[:Open]);
julia> typeof(green)Vector{Date} (alias for Array{Date, 1})
julia> ohlc[green]244×4 TimeArray{Float64, 2, Date, Matrix{Float64}} 2000-01-03 to 2001-12-28
┌────────────┬────────┬────────┬────────┬────────┐
│            │ Open   │ High   │ Low    │ Close  │
├────────────┼────────┼────────┼────────┼────────┤
│ 2000-01-03 │ 104.88 │  112.5 │ 101.69 │ 111.94 │
│ 2000-01-05 │ 103.75 │ 110.56 │  103.0 │  104.0 │
│ 2000-01-07 │   96.5 │  101.0 │   95.5 │   99.5 │
│ 2000-01-13 │  94.48 │  98.75 │   92.5 │  96.75 │
│ 2000-01-14 │  100.0 │ 102.25 │  99.38 │ 100.44 │
│ 2000-01-18 │  101.0 │  106.0 │ 100.44 │ 103.94 │
│ 2000-01-19 │ 105.62 │ 108.75 │ 103.38 │ 106.56 │
│ 2000-01-25 │  105.0 │ 113.12 │ 102.38 │ 112.25 │
│     ⋮      │   ⋮    │   ⋮    │   ⋮    │   ⋮    │
│ 2001-12-17 │   20.4 │   21.0 │  20.19 │  20.62 │
│ 2001-12-18 │  20.89 │  21.33 │  20.22 │  21.01 │
│ 2001-12-19 │  20.58 │  21.68 │  20.47 │  21.62 │
│ 2001-12-24 │   20.9 │  21.45 │   20.9 │  21.36 │
│ 2001-12-26 │  21.35 │   22.3 │  21.14 │  21.49 │
│ 2001-12-27 │  21.58 │  22.25 │  21.58 │  22.07 │
│ 2001-12-28 │  21.97 │   23.0 │  21.96 │  22.43 │
└────────────┴────────┴────────┴────────┴────────┘
                                  229 rows omitted

`findall`

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

julia> using TimeSeries
julia> using MarketData
julia> red = findall(ohlc[:Close] .< ohlc[:Open]);
julia> typeof(red)Vector{Int64} (alias for Array{Int64, 1})
julia> ohlc[red]252×4 TimeArray{Float64, 2, Date, Matrix{Float64}} 2000-01-04 to 2001-12-31
┌────────────┬────────┬────────┬────────┬────────┐
│            │ Open   │ High   │ Low    │ Close  │
├────────────┼────────┼────────┼────────┼────────┤
│ 2000-01-04 │ 108.25 │ 110.62 │ 101.19 │  102.5 │
│ 2000-01-06 │ 106.12 │  107.0 │   95.0 │   95.0 │
│ 2000-01-10 │  102.0 │ 102.25 │  94.75 │  97.75 │
│ 2000-01-11 │  95.94 │  99.38 │   90.5 │  92.75 │
│ 2000-01-12 │   95.0 │   95.5 │   86.5 │  87.19 │
│ 2000-01-20 │  115.5 │  121.5 │  113.5 │  113.5 │
│ 2000-01-21 │ 114.25 │ 114.25 │ 110.19 │ 111.31 │
│ 2000-01-24 │ 108.44 │ 112.75 │ 105.12 │ 106.25 │
│     ⋮      │   ⋮    │   ⋮    │   ⋮    │   ⋮    │
│ 2001-12-11 │  22.67 │  22.85 │  21.65 │  21.78 │
│ 2001-12-12 │  21.87 │  21.92 │  21.25 │  21.49 │
│ 2001-12-13 │  21.49 │  21.55 │   20.5 │   21.0 │
│ 2001-12-14 │  20.73 │  20.83 │  20.09 │  20.39 │
│ 2001-12-20 │   21.4 │  21.47 │  20.62 │  20.67 │
│ 2001-12-21 │  21.01 │  21.54 │   20.8 │   21.0 │
│ 2001-12-31 │  22.51 │  22.66 │  21.83 │   21.9 │
└────────────┴────────┴────────┴────────┴────────┘
                                  237 rows omitted

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

julia> findall(>(100), cl)89-element Vector{Int64}:
   1
   2
   3
  10
  11
  12
  13
  14
  15
  16
   ⋮
  88
  89
  91
  92
  93
  94
  95
  96
 118

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:

julia> using TimeSeries
julia> using MarketData
julia> head(cl)6×1 TimeArray{Float64, 1, Date, Vector{Float64}} 2000-01-03 to 2000-01-10
┌────────────┬────────┐
│            │ Close  │
├────────────┼────────┤
│ 2000-01-03 │ 111.94 │
│ 2000-01-04 │  102.5 │
│ 2000-01-05 │  104.0 │
│ 2000-01-06 │   95.0 │
│ 2000-01-07 │   99.5 │
│ 2000-01-10 │  97.75 │
└────────────┴────────┘

`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:

julia> using TimeSeries
julia> using MarketData
julia> tail(cl)6×1 TimeArray{Float64, 1, Date, Vector{Float64}} 2001-12-21 to 2001-12-31
┌────────────┬───────┐
│            │ Close │
├────────────┼───────┤
│ 2001-12-21 │  21.0 │
│ 2001-12-24 │ 21.36 │
│ 2001-12-26 │ 21.49 │
│ 2001-12-27 │ 22.07 │
│ 2001-12-28 │ 22.43 │
│ 2001-12-31 │  21.9 │
└────────────┴───────┘
julia> tail(cl, 3)3×1 TimeArray{Float64, 1, Date, Vector{Float64}} 2001-12-27 to 2001-12-31
┌────────────┬───────┐
│            │ Close │
├────────────┼───────┤
│ 2001-12-27 │ 22.07 │
│ 2001-12-28 │ 22.43 │
│ 2001-12-31 │  21.9 │
└────────────┴───────┘