Converting `TimeArray`s to have `Float64` Axes

convertaxis.jl

typealias Period Union{Dates.TimePeriod, Dates.DatePeriod}

# definition of year as 365 days is consistent with Dates package

convert_ms(::Type{Dates.Millisecond}, t::Number) = t
convert_ms(::Type{Dates.Second}, t::Number) = t/1000
convert_ms(::Type{Dates.Minute}, t::Number) = t/(1000*60)
convert_ms(::Type{Dates.Hour}, t::Number) = t/(1000*60*60)
convert_ms(::Type{Dates.Day}, t::Number) = t/(1000*60*60*24)
convert_ms(::Type{Dates.Year}, t::Number) = t/(1000*60*60*24*365)

convert_day(::Type{Dates.Millisecond}, t::Number) = t*24*60*60*1000
convert_day(::Type{Dates.Second}, t::Number) = t*24*60*60
convert_day(::Type{Dates.Minute}, t::Number) = t*24*60
convert_day(::Type{Dates.Hour}, t::Number) = t*24
convert_day(::Type{Dates.Day}, t::Number) = t
convert_day(::Type{Dates.Year}, t::Number) = t/365


function convertaxis{T<:Period, U,N,D<:DateTime,A}(::Type{T}, ta::TimeArray{U,N,D,A},
                                                   t0::D)
    t = [convert_ms(T, convert(Float64, τ - t0)) for τ ∈ ta.timestamp]
    t, ta.values
end
function convertaxis{T<:Period, U,N,D<:Date,A}(::Type{T}, ta::TimeArray{U,N,D,A},
                                               t0::D)
    t = [convert_day(T, convert(Float64, τ - t0)) for τ ∈ ta.timestamp]
    t, ta.values
end
function convertaxis{U,N,D<:DateTime,A}(ta::TimeArray{U,N,D,A}, t0::AbstractFloat=0.0)
    t = [datetime2unix(τ) - t0 for τ ∈ ta.timestamp]
    t, ta.values
end
function convertaxis{U,N,D<:Date,A}(ta::TimeArray{U,N,D,A}, t0::AbstractFloat=0.0)
    t = [datetime2unix(DateTime(τ)) - t0 for τ ∈ ta.timestamp]
    t, ta.values
end
convertaxis{T<:Period}(::Type{T}, ta::TimeArray) = convertaxis(T, ta, ta.timestamp[1])