otp.Source.getitem#

Source.__getitem__(item)#

Allows to express multiple things:

access a field by name
filter ticks by condition
select subset of fields
set order of fields

Parameters

item (str, Operation, eval(), list of str) –
- str is to access column by name or columns specified by regex.
- Operation to express filter condition.
- otp.eval to express filter condition based on external query
- List[str] select subset of specified columns or columns specified in regexes.
- slice[List[str]::] set order of columns
- slice[Tuple[str, Type]::] type defaulting
- slice[:] alias to Source.copy()
- slice[int:int:int] select ticks the same way as elements in python lists
self (Source) –

Returns

Column if column name was specified.
Two sources if filtering expression or eval was provided: the first one is for ticks that pass condition
and the second one that do not.

Return type

Column, Source or tuple of Sources

Examples

Access to the X column: add Y based on X

>>> data = otp.Ticks(X=[1, 2, 3])
>>> data['Y'] = data['X'] * 2
>>> otp.run(data)
                     Time  X  Y
0 2003-12-01 00:00:00.000  1  2
1 2003-12-01 00:00:00.001  2  4
2 2003-12-01 00:00:00.002  3  6

Filtering based on expression:

>>> data = otp.Ticks(X=[1, 2, 3])
>>> data_more, data_less = data[(data['X'] > 2)]
>>> otp.run(data_more)
                     Time  X
0 2003-12-01 00:00:00.002  3
>>> otp.run(data_less)
                     Time  X
0 2003-12-01 00:00:00.000  1
1 2003-12-01 00:00:00.001  2

Filtering based on the result of another query. Another query should have only one tick as a result with only one field (whatever it names).

>>> exp_to_select = otp.Ticks(WHERE=['X > 2'])
>>> data = otp.Ticks(X=[1, 2, 3], Y=['a', 'b', 'c'], Z=[.4, .3, .1])
>>> data, _ = data[otp.eval(exp_to_select)]
>>> otp.run(data)
                     Time  X  Y    Z
0 2003-12-01 00:00:00.002  3  c  0.1

Select subset of specified columns:

>>> data = otp.Ticks(X=[1, 2, 3], Y=['a', 'b', 'c'], Z=[.4, .3, .1])
>>> data = data[['X', 'Z']]
>>> otp.run(data)
                     Time  X    Z
0 2003-12-01 00:00:00.000  1  0.4
1 2003-12-01 00:00:00.001  2  0.3
2 2003-12-01 00:00:00.002  3  0.1

Slice with list will keep all columns, but change order:

>>> data=otp.Tick(Y=1, X=2, Z=3)
>>> otp.run(data)
        Time  Y  X  Z
0 2003-12-01  1  2  3
>>> data = data[['X', 'Y']:]
>>> otp.run(data)
        Time  X  Y  Z
0 2003-12-01  2  1  3

Slice can be used as short-cut for Source.copy():

>>> data[:] 
<onetick.py.sources.ticks.Tick object at ...>

Slices can use integers. In this case ticks are selected the same way as elements in python lists.

>>> data = otp.Ticks({'A': [1, 2, 3, 4, 5]})

Select first 3 ticks:

>>> otp.run(data[:3])
                     Time  A
0 2003-12-01 00:00:00.000  1
1 2003-12-01 00:00:00.001  2
2 2003-12-01 00:00:00.002  3

Skip first 3 ticks:

>>> otp.run(data[3:])
                     Time  A
0 2003-12-01 00:00:00.003  4
1 2003-12-01 00:00:00.004  5

Select last 3 ticks:

>>> otp.run(data[-3:])
                     Time  A
0 2003-12-01 00:00:00.002  3
1 2003-12-01 00:00:00.003  4
2 2003-12-01 00:00:00.004  5

Skip last 3 ticks:

>>> otp.run(data[:-3])
                     Time  A
0 2003-12-01 00:00:00.000  1
1 2003-12-01 00:00:00.001  2

Skip first and last tick:

>>> otp.run(data[1:-1])
                     Time  A
0 2003-12-01 00:00:00.001  2
1 2003-12-01 00:00:00.002  3
2 2003-12-01 00:00:00.003  4

Select every second tick:

>>> otp.run(data[::2])
                     Time  A
0 2003-12-01 00:00:00.000  1
1 2003-12-01 00:00:00.002  3
2 2003-12-01 00:00:00.004  5

Select every second tick, not including first and last tick:

>>> otp.run(data[1:-1:2])
                     Time  A
0 2003-12-01 00:00:00.001  2
1 2003-12-01 00:00:00.003  4

Regular expressions can be used to select fields too:

>>> data = otp.Tick(A=1, AA=2, AB=3, B=4, BB=5, BA=6)
>>> otp.run(data['A.*'])
        Time  A  AA  AB  BA
0 2003-12-01  1   2   3   6

Note that by default pattern is matched in any position of the string. Use characters ^ and $ to specify start and end of the string:

>>> otp.run(data['^A'])
        Time  A  AA  AB
0 2003-12-01  1   2   3

Several regular expressions can be specified too:

>>> otp.run(data[['^A+$', '^B+$']])
        Time  A  AA  B  BB
0 2003-12-01  1   2  4   5

otp.Source.__getitem__#

otp.Source.getitem#