otp.Source.regex_matches#

Source.regex_matches(field, /, pattern, *, discard_on_match=False, inplace=False)#

Propagates ticks based on whether the value in the field matches the regular expression pattern.

Parameters:

field (str, Column) – The name of the field to apply filter to.
pattern (str) – Pattern to match, expected to be a Perl 5 regular expression.
discard_on_match (bool) – If this parameter is False (default), only ticks that match the filter will be propagated. Otherwise ticks that match the filter will be discarded.
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

Propagate only the ticks where field EXCHANGE contains P or Q characters:

>>> data = otp.DataSource(db='US_COMP_SAMPLE', tick_type='TRD', symbols='AAPL')
>>> data = data[['PRICE', 'SIZE', 'EXCHANGE']]
>>> data = data.regex_matches('EXCHANGE', 'P|Q')
>>> data = data.limit(100)
>>> otp.run(data, date=otp.dt(2024, 2, 1), timezone='America/New_York')
                            Time   PRICE  SIZE EXCHANGE
0  2024-02-01 04:00:00.033759205  185.90    16        P
1  2024-02-01 04:00:00.169091123  185.90    87        P
2  2024-02-01 04:00:00.413581861  185.98     1        P
3  2024-02-01 04:00:00.721593975  185.77     6        P
4  2024-02-01 04:00:00.721594183  185.76     1        P
..                           ...     ...   ...      ...
95 2024-02-01 04:03:25.351272711  185.97     2        Q
96 2024-02-01 04:03:25.351544878  185.90   100        Q
97 2024-02-01 04:03:25.351546823  185.88   648        Q
98 2024-02-01 04:03:25.351553003  185.88   117        Q
99 2024-02-01 04:03:25.351703930  185.87   128        P
...