otp.Source.character_present#

Source.character_present(field, characters, characters_field='', discard_on_match=False, inplace=False)#

Propagates ticks based on whether the value of the field specified by field contains a character in the set of characters specified by characters. Uses CHARACTER_PRESENT EP.

Parameters

field (str, Column) – Name of the field (must be present in the input tick descriptor).
characters (str, List[str]) – A set of characters that are searched for in the value of the field. If set as string, works as list of characters.
characters_field (str, Column) – If specified, will take a current value of that field and append it to characters, if any.
discard_on_match (bool) – When set to True only ticks that did not match the filter are propagated, otherwise ticks that satisfy the filter condition are propagated.
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.
self (Source) –

Return type

Source or None

Examples

Select ticks that have the N or T in EXCHANGE field

>>> data = otp.DataSource('TEST_DATABASE', tick_type='TRD', symbols='A')  
>>> data = data[['PRICE', 'SIZE', 'EXCHANGE']]  
>>> data = data.character_present(field=data['EXCHANGE'], characters='NT')  
>>> otp.run(data)  
                     Time  PRICE   SIZE EXCHANGE
0 2003-12-01 00:00:00.000  28.44  55100        N
1 2003-12-01 00:00:00.001  28.44    100        T
2 2003-12-01 00:00:00.002  28.44    200        T
3 2003-12-01 00:00:00.003  28.45    100        T
4 2003-12-01 00:00:00.004  28.44    500        T

Select ticks that have the N or T in EXCHANGE field and character set in OLD_EXCHANGE field

>>> data = otp.DataSource('TEST_DATABASE', tick_type='TRD', symbols='A')  
>>> data = data.character_present(  
...     field=data['EXCHANGE'], characters='NT', characters_field=data['OLD_EXCHANGE'],
... )
>>> data = data[['PRICE', 'SIZE', 'EXCHANGE']]  
>>> otp.run(data)  
                     Time  PRICE   SIZE EXCHANGE
0 2003-12-01 00:00:00.000  28.44  55100        N
1 2003-12-01 00:00:00.001  28.44    100        B
2 2003-12-01 00:00:00.002  28.44    200        B
3 2003-12-01 00:00:00.003  28.45    100        T
4 2003-12-01 00:00:00.004  28.44    200        T