timeseries++ (#591)

analytics/analytics/analytic_types/__init__.py

@@ -9,10 +9,25 @@ If you create something spicific which is used only in one place,
 like PatternDetectionCache, then it should not be here.
 """
 import pandas as pd
+from typing import Union, List
 
 from analytic_types.data_bucket import DataBucket
 
 AnalyticUnitId = str
 
-TimeSeriesIndex = pd.core.indexes.datetimes.DatetimeIndex
-TimeSeries = pd.Series
+
+"""
+Example:
+
+tsis = TimeSeriesIndex(['2017-12-31 16:00:00-08:00', '2017-12-31 17:00:00-08:00', '2017-12-31 18:00:00-08:00'])
+ts = TimeSeries([4, 5, 6], tsis)
+"""
+Timestamp = Union[str, pd.Timestamp]
+
+class TimeSeriesIndex(pd.DatetimeIndex):
+    def __init__(self, timestamps: List[Timestamp]):
+        super().__init__(timestamps, dtype='datetime64[ns]')
+
+class TimeSeries(pd.Series):
+    def __init__(self, values: List[object], tsindex: TimeSeriesIndex):
+        super().__init__(values, index=tsindex)