otp.agg.generic#
- generic(query_fun, bucket_delimiter=False, bucket_interval=0, bucket_units=None, bucket_time='end', bucket_end_condition=None, running=False, group_by=None, end_condition_per_group=False, boundary_tick_bucket='new')#
Generic aggregation. Aggregation logic is provided in
query_fun
parameter and this logic is applied for ticks in each bucket. Currently, this aggregation can be used only with.apply()
method.Note, that
query_fun
should return aSource
object, assuming that resulted query have only one tick per bucket.Also,
query_fun
could have additional parameters, which will be passed toquery_fun
during aggregation. Those parameters should be specified in.apply()
as keyword arguments, ex:.apply(src, additional_param=1)
.- Parameters
query_fun (Callable) – Function that takes
Source
as a parameter, applies some aggregation logic to it and returnsSource
as a result. Note that currently only methods that support dynamic symbol change could be used in the provided function. For example,rename()
can’t be used. If you try to use such methods here, you will get an error during runtime.bucket_delimiter (bool, default=False) – When set to
True
an extra tick is created after each bucket. Also, an additional column, called DELIMITER, is added to output ticks. The extra tick has values of all fields set to the defaults (0,NaN,””), except the delimiter field, which is set to “D” All other ticks have the DELIMITER set to string zero “0”.bucket_interval (int or Operation or OnetickParameter or
symbol parameter
, default=0) –Determines the length of each bucket (units depends on
bucket_units
).If
Operation
of bool type is passed, acts asbucket_end_condition
.Bucket interval can also be set with integer
OnetickParameter
orsymbol parameter
.bucket_units (Optional[Literal['seconds', 'ticks', 'days', 'months', 'flexible']], default=None) –
Set bucket interval units.
By default, if
bucket_units
andbucket_end_condition
not specified, set to seconds. Ifbucket_end_condition
specified, thenbucket_units
set to flexible.If set to flexible then
bucket_end_condition
must be set.Note that seconds bucket unit doesn’t take into account daylight-saving time of the timezone, so you may not get expected results when using, for example, 24 * 60 * 60 seconds as bucket interval. In such case use days bucket unit instead. See example in
onetick.py.agg.sum()
.bucket_time (Literal['start', 'end'], default=end) –
Control output timestamp.
start
the timestamp assigned to the bucket is the start time of the bucket.
end
the timestamp assigned to the bucket is the end time of the bucket.
bucket_end_condition (condition, default=None) –
An expression that is evaluated on every tick. If it evaluates to “True”, then a new bucket is created. This parameter is only used if
bucket_units
is set to “flexible”.Also can be set via
bucket_interval
parameter by passingOperation
object.running (bool, default=False) –
Aggregation will be calculated as sliding window.
running
andbucket_interval
parameters determines when new buckets are created.running
= Trueaggregation will be calculated in a sliding window.
bucket_interval
= N (N > 0)Window size will be N. Output tick will be generated when tick “enter” window (arrival event) and when “exit” window (exit event)
bucket_interval
= 0Left boundary of window will be bound to start time. For each tick aggregation will be calculated in [start_time; tick_t].
running
= Falsebuckets partition the [query start time, query end time) interval into non-overlapping intervals of size
bucket_interval
(with the last interval possibly of a smaller size). Ifbucket_interval
is set to 0 a single bucket for the entire interval is created.Note that in non-running mode OneTick unconditionally divides the whole time interval into specified number of buckets. It means that you will always get this specified number of ticks in the result, even if you have less ticks in the input data.
Default: False
group_by (list, str or expression, default=None) – When specified, each bucket is broken further into additional sub-buckets based on specified field values. If
Operation
is used then GROUP_{i} column is added. Where i is index in group_by list. For example, if Operation is the only element ingroup_by
list then GROUP_0 field will be added.end_condition_per_group (bool, default=False) –
Controls application of
bucket_end_condition
in groups.end_condition_per_group
= Truebucket_end_condition
is applied only to the group defined bygroup_by
end_condition_per_group
= Falsebucket_end_condition
applied across all groups
This parameter is only used if
bucket_units
is set to “flexible”.When set to True, applies to all bucketing conditions. Useful, for example, if you need to specify
group_by
, and you want to group items first, and create buckets after that.boundary_tick_bucket (Literal['new', 'previous'], default=new) –
Controls boundary tick ownership.
previous
A tick on which
bucket_end_condition
evaluates to “true” belongs to the bucket being closed.new
tick belongs to the new bucket.
This parameter is only used if
bucket_units
is set to “flexible”
Examples
The simplest case, just copying some other aggregation logic:
>>> data = otp.Ticks({'A': [1, 2, 3]}) >>> def agg_fun(source): ... return source.agg({'X': otp.agg.count()}) >>> data = otp.agg.generic(agg_fun).apply(data) >>> otp.run(data) Time X 0 2003-12-04 3
Passing parameters to aggregation function:
>>> data = otp.Ticks({'A': [1, 2, 1]}) >>> def count_values(source, value): ... values, _ = source[source['A'] == value] ... return values.agg({'count': otp.agg.count()}) >>> data = otp.agg.generic(count_values).apply(data, value=1) >>> otp.run(data) Time count 0 2003-12-04 2
Getting first 3 ticks from 5 milliseconds buckets:
>>> data = otp.Ticks({'A': list(range(10))}) >>> def agg_fun(source, n): ... return source.first(n) >>> data = otp.agg.generic(agg_fun, bucket_interval=0.005).apply(data, n=3) >>> otp.run(data, start=otp.config.default_start_time, end=otp.config.default_start_time + otp.Milli(10)) Time A 0 2003-12-01 00:00:00.005 0 1 2003-12-01 00:00:00.005 1 2 2003-12-01 00:00:00.005 2 3 2003-12-01 00:00:00.010 5 4 2003-12-01 00:00:00.010 6 5 2003-12-01 00:00:00.010 7
See also
GENERIC_AGGREGATION OneTick event processor