otp.Source.add_prefix#

Source.add_prefix(prefix, inplace=False, columns=None, ignore_columns=None)#

Adds prefix to all column names.

Parameters

  • prefix (str) – String prefix to add to all columns.

  • inplace (bool) – The flag controls whether operation should be applied inplace or not. If inplace=True, then it returns nothing. Otherwise method returns a new modified object.

  • columns (List[str], optional) – If set, only selected columns will be updated with prefix. Can’t be used with ignore_columns parameter.

  • ignore_columns (List[str], optional) – If set, selected columns won’t be updated with prefix. Can’t be used with columns parameter.

Return type

Source or None

Examples

>>> data = otp.DataSource(db='SOME_DB', tick_type='TT', symbols='S1')
>>> data = data.add_prefix('test_')
>>> otp.run(data)
                     Time  test_X
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

>>> data.schema
{'test_X': <class 'int'>}

>>> data = otp.DataSource(db='NYSE_TAQ', tick_type='TRD', symbols='AAPL')
>>> data = data.add_prefix('test_')
>>> otp.run(data, start=otp.dt(2022, 3, 1), end=otp.dt(2022, 3, 2))
                     Time  test_PRICE  test_SIZE
0 2022-03-01 00:00:00.000         1.3        100
1 2022-03-01 00:00:00.001         1.4         10
2 2022-03-01 00:00:00.002         1.4         50

>>> data.schema
{'test_PRICE': <class 'float'>}

>>> data = otp.Tick(X=1, XX=2)
>>> data.add_prefix('X')
Traceback (most recent call last):
  ...
AttributeError: Column XX already exists, please, use another prefix

Parameter columns specifies columns to be updated with prefix:

>>> data = otp.Tick(A=1, B=2, C=3, D=4, E=5)
>>> data = data.add_prefix('test_', columns=['A', 'B', 'C'])
>>> otp.run(data)
        Time  test_A  test_B  test_C  D  E
0 2003-12-01       1       2       3  4  5

Parameter ignore_columns specifies columns to ignore:

>>> data = otp.Tick(A=1, B=2, C=3, D=4, E=5)
>>> data = data.add_prefix('test_', ignore_columns=['A', 'B', 'C'])
>>> otp.run(data)
        Time  A  B  C  test_D  test_E
0 2003-12-01  1  2  3       4       5

Parameters columns and ignore_columns can’t be used at the same time:

>>> data = otp.Tick(A=1, B=2, C=3, D=4, E=5)
>>> data.add_prefix('test_', columns=['B', 'C'], ignore_columns=['A'])
Traceback (most recent call last):
  ...
ValueError: It is allowed to use only one of `columns` or `ignore_columns` parameters at a time