otp.Source.value_compare#

Source.value_compare(field, relationship_to_const, value, /, *, discard_on_match=False, inplace=False)#

Propagates ticks based on whether the value in the field is in the specified relationship_to_const to the value.

Parameters:

field (str, Column) – The name of the field to apply filter to.
relationship_to_const (str) –
Relationship to check between the value of the field and constant value. Supported values:
- lt (less),
- le (less or equal),
- eq (equal),
- ne (not equal),
- ge (greater or equal),
- gt (greater).
value (str, int) – The value to compare the field to. Only string and numeric values are supported.
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 equals to P character:

>>> data = otp.DataSource(db='US_COMP_SAMPLE', tick_type='TRD', symbols='AAPL')
>>> data = data[['PRICE', 'SIZE', 'EXCHANGE']]
>>> data = data.value_compare('EXCHANGE', 'eq',  'P')
>>> 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 04:07:38.594705586  185.81    10        P
96 2024-02-01 04:07:47.740645808  185.81     7        P
97 2024-02-01 04:07:47.740649834  185.81     1        P
98 2024-02-01 04:07:58.714205622  185.86     5        P
99 2024-02-01 04:07:59.902144628  185.81     7        P
...