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NanoTimes.jl

  • Work In Process -- made available for testing

Copyright ©2017 by Jeffrey Sarnoff. All rights reserved (prior to the release).


dates with times⋅of⋅day and durations that understand nanoseconds

timestamps with settable, zero-filling subsecond precision

algorithms preserve temporal relationships and local precision

  • Times are moments of time: your clock and calendar
  • Spans are measures in time: +(3 days), -(5 microseconds), +(1 week 2 days)

brings in Base.Dates

  • interoperates with Date and DateTime, which are exported
  • exports Base.Dates.Time as Time24, and interoperates
  • interoperates with Base.Dates.Period types, which are exported

⋄ fully interoperable with DateTime, Date, Time24 types
⋄ provides a clean, easy-to-understand functional interface
⋄ enhances the ability to work with mixed time masures
⋄ covers all levels of FINRA, MiFID II timestamping

The 2018 US, EU financial regulations governing timestamps require stamped times encode UTC ±50 microseconds. This package does not know whether a conforming time server is present. The timestamps will be precise; where the time base is UTC traceable and stable, the timestamps will comply with FINRA and MiFID II 2018 regulations.


forms access
   
Year .. Nanosecond the componant itself
year .. nanosecond the raw Int64 value above
Years .. Nanoseconds this and coarser componants in this form
years .. nanoseconds the raw Int64 value above
  • The Year[s], Quarter[s], Month[s] forms are used with Times
  • The Hour[s] .. Nanosecond[s] forms are used with Times and with Spans
  • The Day and Days are synonyms, Week and Weeks are synonyms

see these tests for a fuller view

nanotimes.jl's People

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