date_partition.clj

(ns date.partition
  (:import (java.time Instant Duration)))

(defprotocol IInterval
  (within? [this date] "xxx"))

(defrecord Interval [start end]
  IInterval
  (within? [this date]
    (< (.toEpochMilli (:start this))
       (.toEpochMilli (.toInstant date))
       (.toEpochMilli (:end this)))))

(defn interval-seq
  [start interval-size]
  (let [i (->Interval start (.plus start interval-size))]
    (cons i (lazy-seq (interval-seq (:end i) interval-size)))))

;; interval-seq usage:
;; (interval-seq (.toInstant some-date) interval)

(def dates
  [(java.util.Date. 2016 8 1)
   (java.util.Date. 2016 9 1)
   (java.util.Date. 2016 10 1)
   (java.util.Date. 2016 11 1)
   (java.util.Date. 2016 12 1)
   (java.util.Date. 2017 1 1)
   (java.util.Date. 2017 2 1)])

(defn partition-dates [dates interval-size])

;; (partition-dates dates (Duration/ofMonths 2))
;; =>
;; [[(java.util.Date. 2016 8 1)
;;   (java.util.Date. 2016 9 1)
;;   (java.util.Date. 2016 10 1)]
;;  [(java.util.Date. 2016 11 1)
;;   (java.util.Date. 2016 12 1)]
;;  [(java.util.Date. 2017 1 1)
;;   (java.util.Date. 2017 2 1)]

Potential solution

  (def r
    (reduce (fn [{:keys [dates] :as x} interval]
              (let [[in-interval rst] (split-with #(within? interval %) dates)]
                (if (seq rst)
                  (-> x
                      (update :partitioned conj in-interval)
                      (assoc :dates rst))
                  (reduced (conj (:partitioned x) in-interval)))))
            {:dates (map :ts quotes)
             :partitioned []}
            (interval-seq (.toInstant (:ts (first (sort-by :ts quotes))))
                          (Duration/ofDays 2))))