otp.Operation.str.match#

match(pat, case=True)#

Match the text against a regular expression specified in the pat parameter.

Parameters

  • pat (str or Column or Operation) – A pattern specified via the POSIX extended regular expression syntax.

  • case (bool) – If True, then regular expression is case-sensitive.

Returns

True if the match was successful, False otherwise. Note that boolean Operation is converted to float if added as a column.

Return type

Operation

Examples

>>> data = otp.Ticks(X=['hello', 'there were 77 ticks'])
>>> data['Y'] = data['X'].str.match(r'\d\d')
>>> otp.run(data)
                     Time                    X    Y
0 2003-12-01 00:00:00.000                hello  0.0
1 2003-12-01 00:00:00.001  there were 77 ticks  1.0

Other columns can be used as parameter pat too:

>>> data = otp.Tick(X='OneTick', PAT='onetick')
>>> data['Y'] = data['X'].str.match(data['PAT'], case=False)
>>> otp.run(data)
        Time        X      PAT    Y
0 2003-12-01  OneTick  onetick  1.0

match function can also be used as a filter. For example, to filter on-exchange continuous trading trades:

>>> q = otp.DataSource('NYSE_TAQ', tick_type='TRD', symbols=['SPY'])  
>>> q = q[['PRICE', 'SIZE', 'COND', 'EXCHANGE']]  
>>> q, _ = q[q['COND'].str.match('^[^O6TUHILNRWZ47QMBCGPV]*$')]  
>>> otp.run(q, start=otp.dt(2023, 5, 15, 9, 30), end=otp.dt(2023, 5, 15, 9, 30, 1))  
                            Time    PRICE  SIZE  COND EXCHANGE
0  2023-05-15 09:30:00.000776704  412.220   247              Z
1  2023-05-15 09:30:00.019069440  412.230   100   F          K
..                           ...      ...   ...   ...      ...