Discussion for integration with TSFrame

[smishr]

TSFrames.jl is DataFrames.jl optimised for time-series functionalities. I feel it is pre-eminent time series data structure in Julia, as being a thin wrapper around DataFrames.jl is a huge benefit given the large community support for that package.

I am planning to use both Indicators and TSFrames for my work, and I've started building the wrappers to use the algorithms in Indicators on TSFrame structures. Currently planning to send PR as a package extension to TSFrames.jl. issue, PR.

This is an appropriate use case of the Julia 1.9+ package extension functionalities. But im not sure which package should be weak dependency of the other? Since I'm extending methods of this package dispatched on struct from another, Indicators could add TSFrames as weak dependency.

I'm wondering if its a good idea and there is consensus for adding it as a feature/extension in Indicators.jl, similar to the integration with Temporal.jl here. Although I'm not convinced these should be full dependencies. What are the community thoughts?

[femtotrader]

Just a little comment to let you know that I'm currently working on https://github.com/femtotrader/IncTA.jl it's a library which calculate Technical Analysis Indicators in Julia in an incremental approach (like talipp in Python).
There is very few dependencies (currently OnelineStatsBase and OnelineStats... and I'm considering removing dependencies to OnelineStats keeping only OnelineStatsBase dependencies).
See discussion https://discourse.julialang.org/t/incremental-technical-analysis-indicators/107844/10