TimeDataFrames package? (not TimeArray)

I am looking for a package to manipulate general time series. The TimeSeries package is restricted to a TimeArray structure which slaps dates/times on top of an array. All the elements of the array have to be of the same type.

I am looking for something that slaps time on top of a DataFrame where each column would have its own type, with the expected guarantees coming from time series (times are unique and sorted).

Does it exist?

(I found TSML.jl and MessyTimeSeries.jl already)

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We have been building TSx.jl, I just wrote about this in Pushing Julia/statistics development


Perfect! Thanks.