otp.Source.Symbol

class SymbolType

Bases: object

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

Examples

>>> symbols = otp.Symbols('SOME_DB')
>>> symbols['PARAM'] = 'PAM'
>>> ticks = otp.DataSource('SOME_DB', tick_type='TT')
>>> ticks['SYMBOL_PARAM'] = ticks.Symbol['PARAM', str]
>>> ticks['SYMBOL_NAME'] = ticks.Symbol.name
>>> ticks = otp.merge([ticks], symbols=symbols)
>>> otp.run(ticks)
                     Time  X SYMBOL_PARAM SYMBOL_NAME
0 2003-12-01 00:00:00.000  1          PAM          S1
1 2003-12-01 00:00:00.000 -3          PAM          S2
2 2003-12-01 00:00:00.001  2          PAM          S1
3 2003-12-01 00:00:00.001 -2          PAM          S2
4 2003-12-01 00:00:00.002  3          PAM          S1
5 2003-12-01 00:00:00.002 -1          PAM          S2

See also

Databases, symbols, and tick types

Symbol Parameters Objects

property name

Get symbol name.

Return type

_SymbolParamColumn

Examples

>>> symbols = otp.Symbols('SOME_DB')
>>> ticks = otp.DataSource('SOME_DB', tick_type='TT')
>>> ticks['SYMBOL_NAME'] = ticks.Symbol.name
>>> ticks = otp.merge([ticks], symbols=symbols)
>>> otp.run(ticks)
                     Time  X SYMBOL_NAME
0 2003-12-01 00:00:00.000  1          S1
1 2003-12-01 00:00:00.000 -3          S2
2 2003-12-01 00:00:00.001  2          S1
3 2003-12-01 00:00:00.001 -2          S2
4 2003-12-01 00:00:00.002  3          S1
5 2003-12-01 00:00:00.002 -1          S2

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('SOME_DB')
>>> symbols['PARAM'] = 'PAM'
>>> ticks = otp.DataSource('SOME_DB', tick_type='TT')
>>> ticks['SYMBOL_PARAM'] = ticks.Symbol.get(name='PARAM', dtype=str, default='default')
>>> ticks = otp.merge([ticks], symbols=symbols)
>>> otp.run(ticks)
                     Time  X SYMBOL_PARAM
0 2003-12-01 00:00:00.000  1          PAM
1 2003-12-01 00:00:00.000 -3          PAM
2 2003-12-01 00:00:00.001  2          PAM
3 2003-12-01 00:00:00.001 -2          PAM
4 2003-12-01 00:00:00.002  3          PAM
5 2003-12-01 00:00:00.002 -1          PAM

>>> symbol1 = otq.Symbol('SOME_DB::S1', params={'PARAM': 1})
>>> symbol2 = otq.Symbol('SOME_DB::S2')
>>> data = otp.DataSource(tick_type='TT')
>>> 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)
                     Time   P  X  SYMBOL_NAME TICK_TYPE
0 2003-12-01 00:00:00.000   1  1  SOME_DB::S1        TT
1 2003-12-01 00:00:00.000  10 -3  SOME_DB::S2        TT
2 2003-12-01 00:00:00.001   1  2  SOME_DB::S1        TT
3 2003-12-01 00:00:00.001  10 -2  SOME_DB::S2        TT
4 2003-12-01 00:00:00.002   1  3  SOME_DB::S1        TT
5 2003-12-01 00:00:00.002  10 -1  SOME_DB::S2        TT

__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('SOME_DB')
>>> symbols['PARAM'] = 5
>>> ticks = otp.DataSource('SOME_DB', tick_type='TT')
>>> ticks['SYMBOL_PARAM'] = ticks.Symbol['PARAM', int] + 1
>>> ticks['SYMBOL_PARAM'].dtype
<class 'int'>
>>> ticks = otp.merge([ticks], symbols=symbols)
>>> otp.run(ticks)
                     Time  X  SYMBOL_PARAM
0 2003-12-01 00:00:00.000  1             6
1 2003-12-01 00:00:00.000 -3             6
2 2003-12-01 00:00:00.001  2             6
3 2003-12-01 00:00:00.001 -2             6
4 2003-12-01 00:00:00.002  3             6
5 2003-12-01 00:00:00.002 -1             6

It also works with msectime and nsectime types:

>>> symbols = otp.Symbols('SOME_DB')
>>> symbols['NSECTIME_PARAM'] = symbols['Time'] + otp.Nano(100)
>>> symbols['MSECTIME_PARAM'] = symbols['Time'] + otp.Milli(1)
>>> ticks = otp.DataSource('SOME_DB', tick_type='TT')
>>> 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)
                     Time  X                NSECTIME_PARAM          MSECTIME_PARAM
0 2003-12-01 00:00:00.000  1 2003-12-01 00:00:00.000000101 2003-12-01 00:00:00.002
1 2003-12-01 00:00:00.000 -3 2003-12-01 00:00:00.000000101 2003-12-01 00:00:00.002
2 2003-12-01 00:00:00.001  2 2003-12-01 00:00:00.000000101 2003-12-01 00:00:00.002
3 2003-12-01 00:00:00.001 -2 2003-12-01 00:00:00.000000101 2003-12-01 00:00:00.002
4 2003-12-01 00:00:00.002  3 2003-12-01 00:00:00.000000101 2003-12-01 00:00:00.002
5 2003-12-01 00:00:00.002 -1 2003-12-01 00:00:00.000000101 2003-12-01 00:00:00.002