A Julia equivalent to Pandas date_range function

[femtotrader]

JuliaStats/TimeSeries.jl#264
JuliaLang/julia#18024

TimeFrame could be supported
and we could define a range with not regularly spaced events

Example:

In [1]: import pandas as pd
In [2]: from pandas.tseries.frequencies import to_offset
In [3]: from pandas.tseries.offsets import MonthEnd
In [2]: pd.date_range("2010-01-01", "2020-01-01", freq="MS")
Out[2]:
DatetimeIndex(['2010-01-01', '2010-02-01', '2010-03-01', '2010-04-01',
               '2010-05-01', '2010-06-01', '2010-07-01', '2010-08-01',
               '2010-09-01', '2010-10-01',
               ...
               '2019-04-01', '2019-05-01', '2019-06-01', '2019-07-01',
               '2019-08-01', '2019-09-01', '2019-10-01', '2019-11-01',
               '2019-12-01', '2020-01-01'],
              dtype='datetime64[ns]', length=121, freq='MS')

In [3]: pd.date_range("2010-01-01", "2020-01-01", freq="M")
Out[3]:
DatetimeIndex(['2010-01-31', '2010-02-28', '2010-03-31', '2010-04-30',
               '2010-05-31', '2010-06-30', '2010-07-31', '2010-08-31',
               '2010-09-30', '2010-10-31',
               ...
               '2019-03-31', '2019-04-30', '2019-05-31', '2019-06-30',
               '2019-07-31', '2019-08-31', '2019-09-30', '2019-10-31',
               '2019-11-30', '2019-12-31'],
              dtype='datetime64[ns]', length=120, freq='M')

In [4]: pd.date_range("2010-01-01 20:00:00", "2010-01-04 00:00:00", freq="D")
Out[4]:
DatetimeIndex(['2010-01-01 20:00:00', '2010-01-02 20:00:00',
               '2010-01-03 20:00:00'],
              dtype='datetime64[ns]', freq='D')

In [5]: pd.date_range("2010-01-01", "2010-01-04", freq="D")
Out[5]: DatetimeIndex(['2010-01-01', '2010-01-02', '2010-01-03', '2010-01-04'], dtype='datetime64[ns]', freq='D')

[femtotrader]

julia> collect(range(DateTime(2010, 1, 1, 20), TimeFrame("D"), DateTime(2010, 1, 4)))
3-element Array{DateTime,1}:
 2010-01-01T00:00:00
 2010-01-02T00:00:00
 2010-01-03T00:00:00

seems correct

but

julia> collect(range(Date(2010, 1, 1), Monthly(boundary=Begin), Date(2020, 1, 1)))
120-element Array{Date,1}:
 2010-01-01
 2010-02-01
 2010-03-01
 ⋮
 2019-10-01
 2019-11-01
 2019-12-01

2020-01-01 is missing

We need also to compare
collect(range(Date(2010, 1, 1), Monthly(boundary=End), Date(2020, 1, 1)))