otp.Source.Symbol#

class SymbolType#

Bases: object

You can get symbol name and symbol parameters with this class.

Examples

>>> symbols = otp.Symbols('US_COMP_SAMPLE')[:3]
>>> symbols['PARAM'] = 'PAM'
>>> ticks = otp.DataSource('US_COMP_SAMPLE', tick_type='TRD')
>>> ticks = ticks[['PRICE']][:1]
>>> ticks['SYMBOL_PARAM'] = ticks.Symbol['PARAM', str]
>>> ticks['SYMBOL_NAME'] = ticks.Symbol.name
>>> ticks = otp.merge([ticks], symbols=symbols)
>>> otp.run(ticks, date=otp.dt(2024, 2, 1))
                           Time   PRICE SYMBOL_PARAM SYMBOL_NAME
0 2024-02-01 04:00:00.008283417  186.50          PAM        AAPL
1 2024-02-01 04:00:00.097381367   14.33          PAM         AAL
2 2024-02-01 07:56:00.692942080  131.40          PAM           A

See also

Databases, symbols, and tick types
Symbol Parameters Objects
property name#

Get symbol name.

Return type:

_SymbolParamColumn

Examples

>>> symbols = otp.Symbols('US_COMP_SAMPLE')[:3]
>>> ticks = otp.DataSource('US_COMP_SAMPLE', tick_type='TRD')
>>> ticks = ticks[['PRICE']][:1]
>>> ticks['SYMBOL_NAME'] = ticks.Symbol.name
>>> ticks = otp.merge([ticks], symbols=symbols)
>>> otp.run(ticks, date=otp.dt(2024, 2, 1))
                           Time   PRICE SYMBOL_NAME
0 2024-02-01 04:00:00.008283417  186.50        AAPL
1 2024-02-01 04:00:00.097381367   14.33         AAL
2 2024-02-01 07:56:00.692942080  131.40           A
get(name, dtype, default=None)#

Get symbol parameter by name.

Parameters:

  • name (str) – The name of the symbol parameter to retrieve.

  • dtype (type) – The expected data type of the symbol parameter value.

  • default (Any, optional) – The default value to return if the symbol parameter is not found. Default is None, which means that default value of dtype will be used.

Return type:

Operation

Examples

>>> symbols = otp.Symbols('US_COMP_SAMPLE')[:3]
>>> symbols['PARAM'] = 'PAM'
>>> ticks = otp.DataSource('US_COMP_SAMPLE', tick_type='TRD')
>>> ticks = ticks[['PRICE']][:1]
>>> ticks['SYMBOL_PARAM'] = ticks.Symbol.get(name='PARAM', dtype=str, default='default')
>>> ticks = otp.merge([ticks], symbols=symbols)
>>> otp.run(ticks, date=otp.dt(2024, 2, 1))
                           Time   PRICE SYMBOL_PARAM
0 2024-02-01 04:00:00.008283417  186.50          PAM
1 2024-02-01 04:00:00.097381367   14.33          PAM
2 2024-02-01 07:56:00.692942080  131.40          PAM

>>> symbol1 = otq.Symbol('US_COMP_SAMPLE::AAPL', params={'PARAM': 1})
>>> symbol2 = otq.Symbol('US_COMP_SAMPLE::MSFT')
>>> data = otp.DataSource(tick_type='TRD')
>>> data = data.table(PRICE=float, strict=True)[:1]
>>> data['P'] = data.Symbol.get(name='PARAM', dtype=int, default=10)
>>> data = otp.merge([data], symbols=[symbol1, symbol2], identify_input_ts=True)
>>> otp.run(data, date=otp.dt(2024, 2, 1))
                           Time   PRICE   P           SYMBOL_NAME TICK_TYPE
0 2024-02-01 04:00:00.008283417  186.50   1  US_COMP_SAMPLE::AAPL       TRD
1 2024-02-01 04:00:00.016997102  400.15  10  US_COMP_SAMPLE::MSFT       TRD
__getattr__(item)#

Get symbol parameter by name. Notice, that symbol parameter type will be string.

Deprecated since version 1.74.0: Please, use __getitem__() method.

Return type:

_SymbolParamColumn

__getitem__(item)#

Get symbol parameter by name.

Parameters:

item (tuple) – The first parameter is string - symbol parameter name. The second one is symbol parameter type.

Return type:

_SymbolParamColumn

Examples

The second parameter is symbol parameter’s type.

>>> symbols = otp.Symbols('US_COMP_SAMPLE')[:3]
>>> symbols['PARAM'] = 5
>>> ticks = otp.DataSource('US_COMP_SAMPLE', tick_type='TRD')
>>> ticks = ticks[['PRICE']][:1]
>>> ticks['SYMBOL_PARAM'] = ticks.Symbol['PARAM', int] + 1
>>> ticks['SYMBOL_PARAM'].dtype
<class 'int'>
>>> ticks = otp.merge([ticks], symbols=symbols)
>>> otp.run(ticks, date=otp.dt(2024, 2, 1))
                           Time   PRICE  SYMBOL_PARAM
0 2024-02-01 04:00:00.008283417  186.50             6
1 2024-02-01 04:00:00.097381367   14.33             6
2 2024-02-01 07:56:00.692942080  131.40             6

It also works with msectime and nsectime types:

>>> symbols = otp.Symbols('US_COMP_SAMPLE')[:3]
>>> symbols['NSECTIME_PARAM'] = symbols['Time'] + otp.Nano(100)
>>> symbols['MSECTIME_PARAM'] = symbols['Time'] + otp.Milli(1)
>>> ticks = otp.DataSource('US_COMP_SAMPLE', tick_type='TRD')
>>> ticks = ticks[['PRICE']][:1]
>>> ticks['NSECTIME_PARAM'] = ticks.Symbol['NSECTIME_PARAM', otp.nsectime] + otp.Nano(1)
>>> ticks['MSECTIME_PARAM'] = ticks.Symbol['MSECTIME_PARAM', otp.msectime] + otp.Milli(1)
>>> ticks['NSECTIME_PARAM'].dtype
<class 'onetick.py.types.nsectime'>
>>> ticks['MSECTIME_PARAM'].dtype
<class 'onetick.py.types.msectime'>
>>> ticks = otp.merge([ticks], symbols=symbols)
>>> otp.run(ticks, date=otp.dt(2024, 2, 1))
                           Time   PRICE                NSECTIME_PARAM          MSECTIME_PARAM
0 2024-02-01 04:00:00.008283417  186.50 2024-02-01 00:00:00.000000101 2024-02-01 00:00:00.002
1 2024-02-01 04:00:00.097381367   14.33 2024-02-01 00:00:00.000000101 2024-02-01 00:00:00.002
2 2024-02-01 07:56:00.692942080  131.40 2024-02-01 00:00:00.000000101 2024-02-01 00:00:00.002