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TimeFrame Module

A `TimeFrame` contains multiple time-series that use the same temporal index.

Types

Type Description

TimeFrame<'T, 'date, 'timeunit, 'timespan>

A 'data frame' that contains multiple time-series
 that are aligned and indexed in time.

Functions and values

Function or value Description

TimeFrame.dates arg1

Full Usage: TimeFrame.dates arg1

Parameters:
    arg0 : TimeFrame<'T, 'date, 'timeunit, 'timespan>

Returns: 'date list

Get all dates across all series in the timeframe for which values are registered.

arg0 : TimeFrame<'T, 'date, 'timeunit, 'timespan>
Returns: 'date list

TimeFrame.dropFirstObservation arg1

Full Usage: TimeFrame.dropFirstObservation arg1

Parameters:
    arg0 : TimeFrame<'T, 'date, 'timeunit, 'timespan>

Returns: TimeFrame<'T, 'date, 'timeunit, 'timespan>
arg0 : TimeFrame<'T, 'date, 'timeunit, 'timespan>
Returns: TimeFrame<'T, 'date, 'timeunit, 'timespan>

TimeFrame.dropFirstObservationIfPresent predicate frame

Full Usage: TimeFrame.dropFirstObservationIfPresent predicate frame

Parameters:
Returns: TimeFrame<'T, 'date, 'timeunit, 'timespan>
predicate : TimeSeries<'T, 'date, 'timeunit, 'timespan> -> bool
frame : Map<ShortCode, TimeSeries<'T, 'date, 'timeunit, 'timespan>>
Returns: TimeFrame<'T, 'date, 'timeunit, 'timespan>

TimeFrame.filter keys arg2

Full Usage: TimeFrame.filter keys arg2

Parameters:
Returns: TimeFrame<'a, 'b, 'c, 'd>
keys : ShortCode seq
arg1 : TimeFrame<'a, 'b, 'c, 'd>
Returns: TimeFrame<'a, 'b, 'c, 'd>

TimeFrame.filterBy fn arg2

Full Usage: TimeFrame.filterBy fn arg2

Parameters:
Returns: TimeFrame<'a, 'b, 'c, 'd>
fn : ShortCode -> TimeSeries<'a, 'b, 'c, 'd> -> bool
arg1 : TimeFrame<'a, 'b, 'c, 'd>
Returns: TimeFrame<'a, 'b, 'c, 'd>

TimeFrame.prepend time timeData arg3

Full Usage: TimeFrame.prepend time timeData arg3

Parameters:
Returns: TimeFrame<'T, 'date, 'timeunit, 'timespan>

Append a single time point to a time frame.

time : 'date
timeData : Map<ShortCode, 'T>
arg2 : TimeFrame<'T, 'date, 'timeunit, 'timespan>
Returns: TimeFrame<'T, 'date, 'timeunit, 'timespan>

TimeFrame.resolution frame

Full Usage: TimeFrame.resolution frame

Parameters:
    frame : TimeFrame<'a, 'b, 'c, 'd> - A timeframe to get the resolution for.

Returns: TemporalResolution<'d> The temporal resolution of the timeframe.

Identifies the temporal resolution of the data in a timeframe.

frame : TimeFrame<'a, 'b, 'c, 'd>

A timeframe to get the resolution for.

Returns: TemporalResolution<'d>

The temporal resolution of the timeframe.

TimeFrame.t0 arg1

Full Usage: TimeFrame.t0 arg1

Parameters:
    arg0 : TimeFrame<'T, 'date, 'timeunit, 'timespan>

Returns: Map<ShortCode, 'T>

Get the initial value of each time-series as a coded map.

arg0 : TimeFrame<'T, 'date, 'timeunit, 'timespan>
Returns: Map<ShortCode, 'T>

TimeFrame.tryCreate series

Full Usage: TimeFrame.tryCreate series

Parameters:
Returns: TimeFrame<'T, 'date, 'timeunit, 'timespan> option Returns None if the time-series are not on a common timeline. Otherwise, returns a timeframe containing all of the input time-series

Create a timeframe from one or more individual time-series.

series : CodedMap<TimeSeries<'T, 'date, 'timeunit, 'timespan>>

Returns: TimeFrame<'T, 'date, 'timeunit, 'timespan> option

Returns None if the time-series are not on a common timeline. Otherwise, returns a timeframe containing all of the input time-series

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