High-Frequency Time-Series objects

HF time-series object based on the Chopper class that overloads the legacy FINTS object for uniformly sampled data.

HFTS class definition for High-Frequency Time-Series objects

Allows both inhomogeneously sampled data as well as homogeneously sampled data as set by the frequency property FREQ. For inhomogenous data the frequency property is set to 'Unknown', this is the default setting. The class allows the frequency to take on the value of seconds or and minutes. The class allows resampling to uniform spacing that is not seconds or minutes and the frequency property takes on the value 'uniform'. The HFTS class allows frequencies lower than this; it is recommed that FINTS objects be used for frequencies lower than 1 minute. The class has a typecast method to FINTS objects. This type cast method will down-sampled the HFTS object to minutes and convert to a FINTS object.

Due to file size restrictions the test-data directory ~/data was removed.