Modify existing TimeArrays
Since TimeArrays are immutable, they cannot be altered or changed in-place. In practical application, an existing TimeArray might need to be used to create a new one with many of the same values. This might be thought of as changing the fields of an existing TimeArray, but what actually happens is a new TimeArray is created. To allow the use of an existing TimeArray to create a new one, the update and rename methods are provided.
update
The update method supports adding new observations only. Older and in-between dates are not supported:
julia> using TimeSeries
julia> using MarketData
julia> update(cl, Date(2002,1,1), 111.11)
501x1 TimeSeries.TimeArray{Float64,1,Date,Array{Float64,1}} 2000-01-03 to 2002-01-01
│ │ 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 │
│ 2000-01-11 │ 92.75 │
│ 2000-01-12 │ 87.19 │
│ 2000-01-13 │ 96.75 │
⋮
│ 2001-12-20 │ 20.67 │
│ 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 │
│ 2002-01-01 │ 111.11 │
julia> update(cl, Date(2002,1,1), [111.11])
501x1 TimeSeries.TimeArray{Float64,1,Date,Array{Float64,1}} 2000-01-03 to 2002-01-01
│ │ 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 │
│ 2000-01-11 │ 92.75 │
│ 2000-01-12 │ 87.19 │
│ 2000-01-13 │ 96.75 │
⋮
│ 2001-12-20 │ 20.67 │
│ 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 │
│ 2002-01-01 │ 111.11 │
julia> update(ohlc, Date(2002,1,1), [111.11, 222.22, 333.33, 444.44])
ERROR: MethodError: no method matching update(::TimeSeries.TimeArray{Float64,2,Date,Array{Float64,2}}, ::Date, ::Array{Float64,1})
Closest candidates are:
update(::TimeSeries.TimeArray{T,N,D,A} where A<:AbstractArray{T,N}, ::D, !Matched::Array{T,N}) where {T, N, D} at /home/travis/.julia/v0.6/TimeSeries/src/modify.jl:5
update(::TimeSeries.TimeArray{T,N,D,A} where A<:AbstractArray{T,N}, ::D, !Matched::T) where {T, N, D} at /home/travis/.julia/v0.6/TimeSeries/src/modify.jl:21rename
The rename method allows the column name(s) to be changed:
julia> using TimeSeries
julia> using MarketData
julia> rename(cl, "New Close")
500x1 TimeSeries.TimeArray{Float64,1,Date,Array{Float64,1}} 2000-01-03 to 2001-12-31
│ │ New 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 │
│ 2000-01-11 │ 92.75 │
│ 2000-01-12 │ 87.19 │
│ 2000-01-13 │ 96.75 │
⋮
│ 2001-12-19 │ 21.62 │
│ 2001-12-20 │ 20.67 │
│ 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> rename(cl, ["New Close"])
500x1 TimeSeries.TimeArray{Float64,1,Date,Array{Float64,1}} 2000-01-03 to 2001-12-31
│ │ New 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 │
│ 2000-01-11 │ 92.75 │
│ 2000-01-12 │ 87.19 │
│ 2000-01-13 │ 96.75 │
⋮
│ 2001-12-19 │ 21.62 │
│ 2001-12-20 │ 20.67 │
│ 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> rename(ohlc, ["New Open", "New High", "New Low", "New Close"])
500x4 TimeSeries.TimeArray{Float64,2,Date,Array{Float64,2}} 2000-01-03 to 2001-12-31
│ │ New Open │ New High │ New Low │ New Close │
├────────────┼──────────┼──────────┼─────────┼───────────┤
│ 2000-01-03 │ 104.88 │ 112.5 │ 101.69 │ 111.94 │
│ 2000-01-04 │ 108.25 │ 110.62 │ 101.19 │ 102.5 │
│ 2000-01-05 │ 103.75 │ 110.56 │ 103.0 │ 104.0 │
│ 2000-01-06 │ 106.12 │ 107.0 │ 95.0 │ 95.0 │
│ 2000-01-07 │ 96.5 │ 101.0 │ 95.5 │ 99.5 │
│ 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 │
│ 2000-01-13 │ 94.48 │ 98.75 │ 92.5 │ 96.75 │
⋮
│ 2001-12-19 │ 20.58 │ 21.68 │ 20.47 │ 21.62 │
│ 2001-12-20 │ 21.4 │ 21.47 │ 20.62 │ 20.67 │
│ 2001-12-21 │ 21.01 │ 21.54 │ 20.8 │ 21.0 │
│ 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 │
│ 2001-12-31 │ 22.51 │ 22.66 │ 21.83 │ 21.9 │