UnitRange/StepRange and TimeFrame - colon syntax support - start:step:stop

[femtotrader]

It should be possible to use StepRange with a TimeFrame.

julia> DateTime(2010,1,1):TimeFrame("5T"):DateTime(2012,1,1)
ERROR: MethodError: no method matching zero(::TimeFrames.TimePeriodFrame{Base.Dates.Minute})
Closest candidates are:
  zero(::Type{Base.LibGit2.Oid}) at libgit2/oid.jl:88
  zero(::Type{Base.Pkg.Resolve.VersionWeights.VWPreBuildItem}) at pkg/resolve/versionweight.jl:80
  zero(::Type{Base.Pkg.Resolve.VersionWeights.VWPreBuild}) at pkg/resolve/versionweight.jl:120
  ...
 in steprange_last(::DateTime, ::TimeFrames.TimePeriodFrame{Base.Dates.Minute}, ::DateTime) at ./range.jl:27
 in colon(::DateTime, ::TimeFrames.TimePeriodFrame{Base.Dates.Minute}, ::DateTime) at ./range.jl:118

[femtotrader]

WIP

using TimeFrames
using TimeFrames: AbstractPeriodFrame
Base.zero(tf::AbstractPeriodFrame) = zero(tf.time_period)
Base.isless(tf::AbstractPeriodFrame, period::Dates.Period) = isless(tf.time_period, period)
Base.isless(period::Dates.Period, tf::AbstractPeriodFrame) = isless(period, tf.time_period)
Base.abs(tf::AbstractPeriodFrame) = abs(tf.time_period)
Dates.toms(tf::AbstractPeriodFrame) = Dates.toms(tf.time_period)
import Base: *, +
*(tf::AbstractPeriodFrame, N::Integer) = tf.time_period * N
+(N::Integer, tf::AbstractPeriodFrame) = N + tf.time_period

but

julia> collect(DateTime(2010,1,1):TimeFrame("5T"):DateTime(2012,1,1))
ERROR: MethodError: no method matching +(::Int64, ::Base.Dates.Minute)
Closest candidates are:
  +(::Any, ::Any, ::Any, ::Any...) at operators.jl:138
  +(::Base.Dates.CompoundPeriod, ::Base.Dates.Period) at dates/periods.jl:312
  +(::DateTime, ::Base.Dates.Period) at dates/arithmetic.jl:64
  ...
 in vcat(::StepRange{DateTime,TimeFrames.Minute}) at ./range.jl:824
 in collect(::StepRange{DateTime,TimeFrames.Minute}) at ./range.jl:832

maybe

Base.convert(::Type{Dates.Period}, tf::TimeFrame) = tf.time_period

could help

[femtotrader]

julia> collect(1:10)
10-element Array{Int64,1}:
  1
  2
  3
  4
  5
  6
  7
  8
  9
 10

julia> typeof(1:10)
UnitRange{Int64}

julia> collect(1:2:10)
5-element Array{Int64,1}:
 1
 3
 5
 7
 9

julia> typeof(1:2:10)
StepRange{Int64,Int64}

See https://github.com/JuliaLang/julia/blob/f383276c5b91d4d111f628c2eaa6b2db2f496421/base/range.jl#L19 colon
https://github.com/JuliaLang/julia/blob/master/base/range.jl#L56 range

[femtotrader]

DateTime(2017, 12, 1, 2,30):TimeFrame("1T"):DateTime(2018, 1, 1, 2, 30)
ERROR: MethodError: no method matching zero(::TimeFrames.Minute)
Closest candidates are:
  zero(::Type{Base.LibGit2.GitHash}) at libgit2/oid.jl:106
  zero(::Type{Base.Pkg.Resolve.VersionWeights.VWPreBuildItem}) at pkg/resolve/versionweight.jl:82
  zero(::Type{Base.Pkg.Resolve.VersionWeights.VWPreBuild}) at pkg/resolve/versionweight.jl:124
  ...
Stacktrace:
 [1] steprange_last(::DateTime, ::TimeFrames.Minute, ::DateTime) at ./range.jl:102
 [2] colon(::DateTime, ::TimeFrames.Minute, ::DateTime) at ./range.jl:46

[femtotrader]

zero(tf::AbstractPeriodFrame) = zero(tf.period)
isless(td::Dates.Period, tf::AbstractPeriodFrame) = isless(td, tf.period)
abs(tf::AbstractPeriodFrame) = abs(tf.period)
toms(tf::AbstractPeriodFrame) = toms(tf.period)

should help

and some tests

        @testset "zero" begin
            @testset "TimePeriodFrame" begin
                tf = tf"2H"
                @test zero(tf) == Dates.Hour(0)

                tf = tf"7D"
                @test zero(tf) == Dates.Day(0)
            end
            @testset "DatePeriodFrame" begin
                tf = tf"M"
                @test zero(tf) == Dates.Month(0)
            end
        end