I'm quite new to Julia but I'm giving it a try since the benchmarks claim it to be much faster than Python.
I'm trying to use some stock tick data in the format ["unixtime", "price", "amount"]
I managed to load the data and convert the unixtime to a date in Julia, but now I need to resample the data to use olhc (open, high, low, close) for the price and sum for the amount, for a specific period in Julia (hourly, 15min, 5 min, etc...):
julia> head(btc_raw_data)
6x3 DataFrame:
date price amount
[1,] 2011-09-13T13:53:36 UTC 5.8 1.0
[2,] 2011-09-13T13:53:44 UTC 5.83 3.0
[3,] 2011-09-13T13:53:49 UTC 5.9 1.0
[4,] 2011-09-13T13:53:54 UTC 6.0 20.0
[5,] 2011-09-13T14:32:53 UTC 5.95 12.4521
[6,] 2011-09-13T14:35:04 UTC 5.88 7.458
I see there is a package called Resampling, but it doesn't seem to accept a time period only the number of row I want the output data to have.
Any other alternatives?