[SciPy-dev] Help for 5-min frequency for timeseries module

[Matt Knox]

> > a base frequency of 5-min, others adjustable ones depending on the
> > required resolution. Generally spoken though it is required to have
> > user-definable base frequencies (e.g. 1/5-min) for timeseries that may
> > be converted into others (e.g. 5/15-min etc.).

One thing I should note is that you can create series at a specific frequency 
that don't have completely sequential dates. For example,  you could create a 
minutely frequency series with the Dates: 1-jan-2007 10:10, 1-jan-2007 10:15, 
1-jan-2007 10:20, etc... and you could "convert" this series to 15 minute 
intervals by doing something like:

  >>> myseries_15min = myseries_5min[(myseries_5min.minute % 15) == 0]

And for simple scenarios like this where you are talking about a strict 
multiple of another underlying base frequency, it would be fairly easy to 
manually compute the desired frequency conversion results.

Also, as a side note... the plotting code still doesn't support all 
frequencies. In particular, anything higher frequency than daily still isn't 
supported by the plotting sub-module so you won't be able to plot these 
minutely frequency series directly at the moment. It's on my list of things to 
do, but not sure when I'll get around to it.

- Matt