Method: Daru::DateTimeIndex.date_range

Defined in:

lib/daru/date_time/index.rb

.date_range(opts = {}) ⇒ DateTimeIndex

Create a date range by specifying the start, end, periods and frequency of the data.

Notes

If you specify :start and :end options as strings, they can be complete or partial dates and daru will intelligently infer the date from the string directly. However, note that the date-like string must be in the format ‘YYYY-MM-DD HH:MM:SS`.

The string aliases supported by the :freq option are as follows:

• ‘S’ - seconds

• ‘M’ - minutes

• ‘H’ - hours

• ‘D’ - days

• ‘W’ - Week (default) anchored on sunday

• ‘W-SUN’ - Same as ‘W’

• ‘W-MON’ - Week anchored on monday

• ‘W-TUE’ - Week anchored on tuesday

• ‘W-WED’ - Week anchored on wednesday

• ‘W-THU’ - Week anchored on thursday

• ‘W-FRI’ - Week anchored on friday

• ‘W-SAT’ - Week anchored on saturday

• ‘MONTH’ - Month

• ‘YEAR’ - One year

• ‘MB’ - month begin

• ‘ME’ - month end

• ‘YB’ - year begin

• ‘YE’ - year end

Multiples of these can also be specified. For example ‘2S’ for 2 seconds or ‘2ME’ for two month end offsets.

Currently the precision of DateTimeIndex is upto seconds only, though this will improve in the future.

Examples:

Creating date ranges

Daru::DateTimeIndex.date_range(
  :start => DateTime.new(2014,5,1),
  :end   => DateTime.new(2014,5,2), :freq => '6H')
#=>#<DateTimeIndex:83600130 offset=H periods=5 data=[2014-05-01T00:00:00+00:00...2014-05-02T00:00:00+00:00]>

Daru::DateTimeIndex.date_range(
  :start => '2012-5-2', :periods => 50, :freq => 'ME')
#=> #<DateTimeIndex:83549940 offset=ME periods=50 data=[2012-05-31T00:00:00+00:00...2016-06-30T00:00:00+00:00]>

Parameters:

• opts (Hash) (defaults to: {}) —

  Options hash to create the date range with

Options Hash (opts):

• :start (String, DateTime) —

  A DateTime object or date-like string that defines the start of the date range.

• :end (String, DateTime) —

  A DateTime object or date-like string that defines the end of the date range.

• :freq (String, Daru::DateOffset, Daru::Offsets::*) — default: 'D' —

  The interval between each date in the index. This can either be a string specifying the frequency (i.e. one of the frequency aliases) or an offset object.

• :periods (Integer) —

  The number of periods that should go into this index. Takes precedence over :end.

Returns:

• (DateTimeIndex) —

  DateTimeIndex object of the specified parameters.

# File 'lib/daru/date_time/index.rb', line 336

def self.date_range opts={}
  start  = Helper.coerce_date opts[:start]
  en     = Helper.coerce_date opts[:end]
  Helper.verify_start_and_end(start, en) unless en.nil?
  offset = Helper.offset_from_frequency opts[:freq]
  data   = Helper.generate_data start, en, offset, opts[:periods]

  DateTimeIndex.new(data, freq: offset)
end