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Temporal.jl support #19

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femtotrader opened this issue Mar 4, 2017 · 2 comments
Open

Temporal.jl support #19

femtotrader opened this issue Mar 4, 2017 · 2 comments
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@femtotrader
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Similar to https://github.com/femtotrader/DataReaders.jl/issues/11
and https://github.com/femtotrader/DataReaders.jl/issues/16

we should add support for https://github.com/dysonance/Temporal.jl

Related issue dysonance/Temporal.jl#3

@femtotrader
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Support could be add via NamedTuple iterator and IterableTables

see femtotrader/DukascopyTicksReader.jl#8

@femtotrader
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Related issue: dysonance/Temporal.jl#21

A possible API usage

julia> dr = DataReader("google");
julia> symb = DataSymbol("MSFT");
julia> dt_start = DateTime("2015-04-01");
julia> dt_end = DateTime("2015-04-15");
julia> response = get(dr, symb, dt_start, dt_end);
julia> df = TS(response);

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