Implement TimeSpan representation and PeriodIndex

[mkschulze]

A Period represents a span of time (e.g., a day, a month, a quarter, etc). You can specify the span via freq keyword using a frequency alias like below.

PeriodIndex(['2011-01', '2011-02', '2011-03', '2011-04', '2011-05', '2011-06',
'2011-07', '2011-08', '2011-09', '2011-10', '2011-11', '2011-12',
'2012-01'],
dtype='period[M]', freq='M')

Basically this functionality from Pandas:
https://pandas.pydata.org/docs/user_guide/timeseries.html#time-span-representation

[strickek]

Is it possible to use Dates TimePeriod for this? E.g. Month(1) or Minutes(15).

[mkschulze]

no idea

[femtotrader]

Maybe you should have a look at the projects I wrote some years ago
https://github.com/femtotrader/TimeFrames.jl/
https://github.com/femtotrader/TimeSeriesResampler.jl

(but which are currently unmaintained)