otp.Source.insert_heartbeat#

Source.insert_heartbeat(where=None, insert_before=True, inplace=False)#

Injects timer events (heartbeats) into the data flow.

Heartbeats are not visible in the output of the query, use show_heartbeats() to see them.

Parameters:

where (str or Operation) – Specifies a criterion for the selection of ticks whose arrival results in generation of a heartbeat. If this expression returns True, a heartbeat will be inserted into a time series. The expression can also be empty (default), in which case each input tick generates a heartbeat.
insert_before (bool) – If True (default), generated heartbeat will be inserted before the input tick that triggered its creation, otherwise generated heartbeat will be inserted after that input tick.
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

Insert a heartbeat before each tick with SIZE bigger than 100. Heartbeats are not visible, so the output is not changed:

>>> data = otp.DataSource(db='US_COMP_SAMPLE', tick_type='TRD', symbols='AAPL')
>>> data = data[['PRICE', 'SIZE']]
>>> data = data.insert_heartbeat(where=data['SIZE'] > 100)
>>> data = data.limit(5)
>>> otp.run(data, date=otp.dt(2024, 2, 1))
                           Time   PRICE  SIZE
0 2024-02-01 04:00:00.008283417  186.50     6
1 2024-02-01 04:00:00.008290927  185.59     1
2 2024-02-01 04:00:00.008291153  185.49   107
3 2024-02-01 04:00:00.010381671  185.49     1
4 2024-02-01 04:00:00.011224206  185.50     2

Now use show_heartbeats() to see inserted heartbeats:

>>> data = otp.DataSource(db='US_COMP_SAMPLE', tick_type='TRD', symbols='AAPL')
>>> data = data[['PRICE', 'SIZE']]
>>> data = data.insert_heartbeat(where=data['SIZE'] > 100)
>>> data = data.show_heartbeats()
>>> data = data.limit(100)
>>> otp.run(data, date=otp.dt(2024, 2, 1))
                            Time                  CURRENT_TIME
0  2024-02-01 04:00:00.008291153 2024-02-01 04:00:00.008291153
1  2024-02-01 04:00:00.124644495 2024-02-01 04:00:00.124644495
2  2024-02-01 04:00:17.426836387 2024-02-01 04:00:17.426836387
3  2024-02-01 04:00:25.083671012 2024-02-01 04:00:25.083671012
4  2024-02-01 04:03:25.351156225 2024-02-01 04:03:25.351156225
...