otp.meta_fields#

class MetaFields

Bases: object

OneTick defines several pseudo-columns that can be treated as if they were columns of every tick.

These columns can be accessed directly via onetick.py.Source.__getitem__() method.

But in case they are used in Expr they can be accessed via onetick.py.Source.meta_fields.

Examples

Accessing pseudo-fields as columns or as class properties

>>> data = otp.Tick(A=1)
>>> data['X'] = data['_START_TIME']
>>> data['Y'] = otp.Source.meta_fields['_TIMEZONE']
>>> otp.run(data, start=otp.dt(2003, 12, 2), timezone='GMT')
        Time  A          X    Y
0 2003-12-02  1 2003-12-02  GMT
__getitem__(item)

These fields are available:

  • TIMESTAMP (or Time)

  • START_TIME (or _START_TIME)

  • END_TIME (or _END_TIME)

  • TIMEZONE (or _TIMEZONE)

  • DBNAME (or _DBNAME)

  • SYMBOL_NAME (or _SYMBOL_NAME)

  • TICK_TYPE (or _TICK_TYPE)