Package name changed to TimeFrames.

Benchmark.md

@@ -1,7 +1,7 @@
-# TSx Benchmarks
+# TimeFrames Benchmarks
 
 ```
-import .TSx
+import .TimeFrames
 using DataFrames, Dates, BenchmarkTools, MarketData
 BenchmarkTools.DEFAULT_PARAMETERS.samples = 10
 df = DataFrame(ohlc)
@@ -26,9 +26,9 @@ Rows: 500
 
 Columns: timestamp, Open, High, Low, Close
 
-## Creating TSx object from DataFrame
+## Creating TimeFrames object from DataFrame
 ```
-@benchmark TSx.TS(data) setup=(data = df)
+@benchmark TimeFrames.TimeFrame(data) setup=(data = df)
 ```
 ```
  Range (min … max):  20.400 μs … 59.300 μs  ┊ GC (min … max): 0.00% … 0.00%
@@ -63,7 +63,7 @@ BenchmarkTools.Trial: 10 samples with 1 evaluation.
 ## Apply methods
 
 ```
-@benchmark TSx.apply(data, Month, mean,[:Open, :Close]) setup=(data=ts)
+@benchmark TimeFrames.apply(data, Month, mean,[:Open, :Close]) setup=(data=ts)
 ```
 
 ```
@@ -73,7 +73,7 @@ BenchmarkTools.Trial: 10 samples with 1 evaluation.
 ```
 
 ```
-@benchmark TSx.apply(data, Year, sum,[:Low, :Close]) setup=(data=ts)
+@benchmark TimeFrames.apply(data, Year, sum,[:Low, :Close]) setup=(data=ts)
 ```
 ```
  Range (min … max):  279.600 μs … 508.600 μs  ┊ GC (min … max): 0.00% … 0.00%
@@ -85,7 +85,7 @@ BenchmarkTools.Trial: 10 samples with 1 evaluation.
 
 ### Lag
 ```
- @benchmark TSx.lag(data,2) setup=(data = ts)
+ @benchmark TimeFrames.lag(data,2) setup=(data = ts)
 ```
 ```
  Range (min … max):  47.400 μs … 117.900 μs  ┊ GC (min … max): 0.00% … 0.00%
@@ -95,7 +95,7 @@ BenchmarkTools.Trial: 10 samples with 1 evaluation.
 ### Diff
 
 ```
- @benchmark TSx.diff(data,1) setup=(data = ts)
+ @benchmark TimeFrames.diff(data,1) setup=(data = ts)
 ```
 ```
 Range (min … max):  155.300 μs … 257.700 μs  ┊ GC (min … max): 0.00% … 0.00%        
@@ -105,7 +105,7 @@ Range (min … max):  155.300 μs … 257.700 μs  ┊ GC (min … max): 0.00% 
 ### pctchange
 
 ```
-@benchmark TSx.pctchange(data,1) setup=(data = ts)
+@benchmark TimeFrames.pctchange(data,1) setup=(data = ts)
 ```
 ```
  Range (min … max):  161.300 μs … 263.900 μs  ┊ GC (min … max): 0.00% … 0.00%       
@@ -116,7 +116,7 @@ Range (min … max):  155.300 μs … 257.700 μs  ┊ GC (min … max): 0.00% 
 ## Log returns
 
 ```
-@benchmark TSx.computelogreturns(data[1:500,2]) setup = (data = ts)
+@benchmark TimeFrames.computelogreturns(data[1:500,2]) setup = (data = ts)
 ```
 ```
 Range (min … max):   86.000 μs … 199.600 μs  ┊ GC (min … max): 0.00% … 0.00%
@@ -125,7 +125,7 @@ Time  (mean ± σ):   104.520 μs ±  34.220 μs  ┊ GC (mean ± σ):  0.00% ±
 ```
 
 ```
-@benchmark TSx.rollapply(mean, data, 3, 5) setup = (data = ts)
+@benchmark TimeFrames.rollapply(mean, data, 3, 5) setup = (data = ts)
 ```
 ```
  Range (min … max):  29.600 μs … 82.700 μs  ┊ GC (min … max): 0.00% … 0.00%
@@ -138,12 +138,12 @@ Time  (mean ± σ):   104.520 μs ±  34.220 μs  ┊ GC (mean ± σ):  0.00% ±
 v = [i for i in 1:2:500]
 df2 = df[v,[:timestamp,:Open,:High,:Low,:Close]]
 rename!(df2, :Open => :open1, :High => :high1, :Low => :low1, :Close => :close1)
-ts2 = TSx.TS(df2)
+ts2 = TimeFrames.TimeFrame(df2)
 ```
 ### Left Join
 
 ```
-@benchmark TSx.leftjoin(ts,ts2)
+@benchmark TimeFrames.leftjoin(ts,ts2)
 ```
 ```
  Range (min … max):  107.100 μs … 220.100 μs  ┊ GC (min … max): 0.00% … 0.00%       
@@ -154,7 +154,7 @@ ts2 = TSx.TS(df2)
 ### Right Join
 
 ```
-@benchmark TSx.rightjoin(ts,ts2)
+@benchmark TimeFrames.rightjoin(ts,ts2)
 ```
 ```
  Range (min … max):   96.700 μs … 206.400 μs  ┊ GC (min … max): 0.00% … 0.00%       
@@ -165,7 +165,7 @@ ts2 = TSx.TS(df2)
 ### Inner Join
 
 ```
-@benchmark TSx.innerjoin(ts,ts2)
+@benchmark TimeFrames.innerjoin(ts,ts2)
 ```
 ```
  Range (min … max):  71.800 μs … 180.400 μs  ┊ GC (min … max): 0.00% … 0.00%
@@ -176,7 +176,7 @@ ts2 = TSx.TS(df2)
 ### Outer Join
 
 ```
- @benchmark TSx.outerjoin(ts,ts2)
+ @benchmark TimeFrames.outerjoin(ts,ts2)
 ```
 ```
  Range (min … max):  114.300 μs … 228.800 μs  ┊ GC (min … max): 0.00% … 0.00%
@@ -189,8 +189,8 @@ ts2 = TSx.TS(df2)
 ```
 df3 = df[1:300,[:timestamp,:Open,:High,:Low,:Close]]
 df4 = df[300:end,[:timestamp,:Open,:High,:Low,:Close]]
-ts3 = TSx.TS(df3)
-ts4 = TSx.TS(df4)
+ts3 = TimeFrames.TimeFrame(df3)
+ts4 = TimeFrames.TimeFrame(df4)
 ```
 
 ```

Project.toml

@@ -1,4 +1,4 @@
-name = "TSx"
+name = "TimeFrames"
 uuid = "9f90e835-9451-4aaa-bcb1-743a1b8d2f84"
 authors = ["Chirag Anand", "xKDR Forum", "Naman Kumar", "Sumeet Suley"]
 version = "0.1.0"

README.md

@@ -1,34 +1,34 @@
-# TSx
+# TimeFrames
 
-[![Stable](https://img.shields.io/badge/docs-stable-blue.svg)](https://xKDR.github.io/TSx.jl/stable)
-[![Dev](https://img.shields.io/badge/docs-dev-blue.svg)](https://xKDR.github.io/TSx.jl/dev)
-![Build Status](https://github.com/xKDR/TSx.jl/actions/workflows/documentation.yml/badge.svg)
-[![codecov](https://codecov.io/gh/xKDR/TSx.jl/branch/main/graph/badge.svg?token=9qkJUtdgrz)](https://codecov.io/gh/xKDR/TSx.jl)
+[![Stable](https://img.shields.io/badge/docs-stable-blue.svg)](https://xKDR.github.io/TimeFrames.jl/stable)
+[![Dev](https://img.shields.io/badge/docs-dev-blue.svg)](https://xKDR.github.io/TimeFrames.jl/dev)
+![Build Status](https://github.com/xKDR/TimeFrames.jl/actions/workflows/documentation.yml/badge.svg)
+[![codecov](https://codecov.io/gh/xKDR/TimeFrames.jl/branch/main/graph/badge.svg?token=9qkJUtdgrz)](https://codecov.io/gh/xKDR/TimeFrames.jl)
 
-TSx is a Julia package to handle timeseries data. It provides a
+TimeFrames is a Julia package to handle timeseries data. It provides a
 convenient interface for the commonly used timeseries data
-manipulations. TSx is built on top of the powerful and mature
+manipulations. TimeFrames is built on top of the powerful and mature
 [DataFrames.jl](https://github.com/JuliaData/DataFrames.jl) making
 use of the many capabilities of the `DataFrame` type and being easily
 extensible at the same time.
 
-## Installing TSx
+## Installing TimeFrames
 
 ```julia
 julia> using Pkg
-julia> Pkg.add(url="https://github.com/xKDR/TSx.jl")
+julia> Pkg.add(url="https://github.com/xKDR/TimeFrames.jl")
 ```
 
 ## Basic usage
 
-### Creating TS objects
-TSx is a [Tables.jl](https://github.com/JuliaData/Tables.jl) compatible package. This helps in easy conversion between `TS` objects and other [Tables.jl](https://github.com/JuliaData/Tables.jl) compatible types. For example, to load a `CSV` into a `TS` object, we do the following.
+### Creating TimeFrame objects
+TimeFrames is a [Tables.jl](https://github.com/JuliaData/Tables.jl) compatible package. This helps in easy conversion between `TimeFrame` objects and other [Tables.jl](https://github.com/JuliaData/Tables.jl) compatible types. For example, to load a `CSV` into a `TimeFrame` object, we do the following.
 
 ```julia
-julia> using CSV, Dates, DataFrames, TSx
+julia> using CSV, Dates, DataFrames, TimeFrames
 
-julia> ts = CSV.read("IBM.csv", TS)
-(252 x 6) TS with Dates.Date Index
+julia> ts = CSV.read("IBM.csv", TimeFrame)
+(252 x 6) TimeFrame with Dates.Date Index
 
  Index       Open     High     Low      Close    Adj Close  Volume
  Date        Float64  Float64  Float64  Float64  Float64    Int64
@@ -56,13 +56,13 @@ julia> ts = CSV.read("IBM.csv", TS)
                                                      233 rows omitted
 ```
 
-As another example of this, consider the following code, which converts a `TimeArray` object to a `TS` object. For this, we use the `MarketData.yahoo` function from the [MarketData.jl](https://juliaquant.github.io/MarketData.jl/stable/) package, which returns a `TimeArray` object.
+As another example of this, consider the following code, which converts a `TimeArray` object to a `TimeFrame` object. For this, we use the `MarketData.yahoo` function from the [MarketData.jl](https://juliaquant.github.io/MarketData.jl/stable/) package, which returns a `TimeArray` object.
 
 ```julia
-julia> using TSx, MarketData;
+julia> using TimeFrames, MarketData;
 
-julia> TS(MarketData.yahoo(:AAPL))
-10550×6 TS with Date Index
+julia> TimeFrame(MarketData.yahoo(:AAPL))
+10550×6 TimeFrame with Date Index
  Index       Open        High        Low         Close       AdjClose    Volume
  Date        Float64     Float64     Float64     Float64     Float64     Float64
 ───────────────────────────────────────────────────────────────────────────────────
@@ -101,7 +101,7 @@ julia> TS(MarketData.yahoo(:AAPL))
 ### Indexing
 ```julia
 julia> ts[1:10, [:Close]]
-(10 x 1) TS with Dates.Date Index
+(10 x 1) TimeFrame with Dates.Date Index
 
  Index       Close
  Date        Float64
@@ -123,8 +123,8 @@ julia> ts[1:10, [:Close]]
 ```julia
 julia> from = Date(2021, 04, 29); to = Date(2021, 06, 02);
 
-julia> TSx.subset(ts, from, to)
-(24 x 6) TS with Date Index
+julia> TimeFrames.subset(ts, from, to)
+(24 x 6) TimeFrame with Date Index
 
  Index       Open     High     Low      Close    Adj Close  Volume  
  Date        Float64  Float64  Float64  Float64  Float64    Int64   
@@ -160,7 +160,7 @@ julia> TSx.subset(ts, from, to)
 ```julia
 julia> ep = endpoints(ts, Week(1));
 julia> ts_weekly = ts[ep]
-(52 x 6) TS with Date Index
+(52 x 6) TimeFrame with Date Index
 
  Index       Open_last  High_last  Low_last  Close_last  Adj Close_last  Volume_last 
  Date        Float64    Float64    Float64   Float64     Float64         Int64       
@@ -184,9 +184,9 @@ julia> plot(ts_weekly[:, [:Close_last]], size = (600, 400))
 
 ## Documentation
 
-Head to the TSx [user guide](https://xkdr.github.io/TSx.jl/dev/user_guide/) for more
+Head to the TimeFrames [user guide](https://xkdr.github.io/TimeFrames.jl/dev/user_guide/) for more
 examples and functionality. The API reference is available on the
-[documentation](https://xkdr.github.io/TSx.jl/dev/api/) page.
+[documentation](https://xkdr.github.io/TimeFrames.jl/dev/api/) page.
 
 ## Contributions
 

docs/Project.toml

@@ -6,7 +6,7 @@ MarketData = "945b72a4-3b13-509d-9b46-1525bb5c06de"
 Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80"
 RecipesBase = "3cdcf5f2-1ef4-517c-9805-6587b60abb01"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
-TSx = "9f90e835-9451-4aaa-bcb1-743a1b8d2f84"
+TimeFrames = "9f90e835-9451-4aaa-bcb1-743a1b8d2f84"
 
 [compat]
 Documenter = "0.27.15"

docs/make.jl

@@ -1,21 +1,21 @@
-using TSx
+using TimeFrames
 using Documenter
 
-DocMeta.setdocmeta!(TSx, :DocTestSetup, :(using TSx, DataFrames, Dates, Statistics); recursive=true)
+DocMeta.setdocmeta!(TimeFrames, :DocTestSetup, :(using TimeFrames, DataFrames, Dates, Statistics); recursive=true)
 
 makedocs(;
-    modules=[TSx],
+    modules=[TimeFrames],
     authors="xKDR Forum",
-    repo="https://github.com/xKDR/TSx.jl/blob/{commit}{path}#{line}",
-    sitename="TSx.jl",
+    repo="https://github.com/xKDR/TimeFrames.jl/blob/{commit}{path}#{line}",
+    sitename="TimeFrames.jl",
     format=Documenter.HTML(;
         prettyurls=get(ENV, "CI", "false") == "true",
-        canonical="https://xKDR.github.io/TSx.jl",
+        canonical="https://xKDR.github.io/TimeFrames.jl",
         assets=String[],
     ),
     pages=[
         "Introduction" => "index.md",
-        "Basic demo of TSx" => "demo_finance.md",
+        "Basic demo of TimeFrames" => "demo_finance.md",
         "User guide" => "user_guide.md",
         "API reference" => "api.md",
     ],
@@ -24,7 +24,7 @@ makedocs(;
 )
 
 deploydocs(;
-    repo="github.com/xKDR/TSx.jl",
+    repo="github.com/xKDR/TimeFrames.jl",
     devbranch="main",
     target = "build",
 )

docs/src/api.md

@@ -1,14 +1,14 @@
 ```@meta
-CurrentModule = TSx
+CurrentModule = TimeFrames
 ```
 
-# TSx API reference
+# TimeFrames API reference
 
-API reference of [TSx](https://github.com/xKDR/TSx.jl).
+API reference of [TimeFrames](https://github.com/xKDR/TimeFrames.jl).
 
 ```@index
 ```
 
 ```@autodocs
-Modules = [TSx]
+Modules = [TimeFrames]
 ```