otp.Source.apply#

Source.apply(obj)#

Apply object to data source.

Parameters

obj (onetick.py.query, Callable, type, onetick.query.GraphQuery) –

onetick.py.query allows to apply external nested query
python Callable allows to translate python code to similar OneTick’s CASE expression. There are some limitations to which python operators can be used in this callable. See Python callables parsing guide article for details. In Remote OTP with Ray any Callable must be decorated with @otp.remote decorator, see Ray usage examples for details.
type allows to apply default type conversion
onetick.query.GraphQuery allows to apply a build onetick.query.Graph

Return type

Examples

Apply external query to a tick flow. In this case it assumes that query has only one input and one output. Check the query examples if you want to use a query with multiple inputs or outputs.

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

Apply a predicate to a column / operation. In this case value passed to a predicate is column values. Result is a column.

>>> data = otp.Ticks(X=[1, 2, 3])
>>> data['Y'] = data['X'].apply(lambda x: 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

Another example of applying more sophisticated operation

>>> data = otp.Ticks(X=[1, 2, 3])
>>> data['Y'] = data['X'].apply(lambda x: 1 if x > 2 else 0)
>>> otp.run(data)
                     Time  X  Y
0 2003-12-01 00:00:00.000  1  0
1 2003-12-01 00:00:00.001  2  0
2 2003-12-01 00:00:00.002  3  1

Example of applying a predicate to a Source. In this case value passed to a predicate is a whole tick. Result is a column.

>>> data = otp.Ticks(X=[1, 2, 3], Y=[.5, -0.4, .2])
>>> data['Z'] = data.apply(lambda tick: 1 if abs(tick['X'] * tick['Y']) > 0.5 else 0)
>>> otp.run(data)
                     Time  X     Y  Z
0 2003-12-01 00:00:00.000  1   0.5  0
1 2003-12-01 00:00:00.001  2  -0.4  1
2 2003-12-01 00:00:00.002  3   0.2  1