otp.Source.show_initialization_ticks#

Source.show_initialization_ticks(inplace=False)#

Propagates only the ticks that arrived before the start time of the query (initialization ticks) and makes them visible. Normally such ticks are not visible.

The ticks are propagated in the order opposite to the order of their original timestamps. The timestamp of the ticks is set to the start time of the query. To see the original timestamp, add another field to the tick and assign original timestamp to it before calling this method.

To avoid affecting results of the event processors which require initialization ticks, while observing the initialization ticks they are receiving, this method should be applied on a separate branch of the query.

Parameters:

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

Ticks taken from before the start time of the query with back_to_first_tick parameter are initialization ticks.

>>> data = otp.DataSource(db='US_COMP_SAMPLE', tick_type='TRD', symbols='AAPL', date=otp.dt(2024, 2, 1),
...                       back_to_first_tick=otp.Day(1), max_back_ticks_to_prepend=100)
>>> data = data[['PRICE', 'SIZE']]
>>> data['TICK_TIME'] = data['TIMESTAMP']
>>> data = data.show_initialization_ticks()
>>> otp.run(data)
         Time     PRICE  SIZE                     TICK_TIME
0  2024-02-01  185.6800    10 2024-01-31 19:59:57.877747563
1  2024-02-01  185.6999     5 2024-01-31 19:59:53.314804162
2  2024-02-01  185.7000   100 2024-01-31 19:59:53.302285347
3  2024-02-01  185.6900     1 2024-01-31 19:59:53.019288051
4  2024-02-01  185.7000   440 2024-01-31 19:59:51.062739337
...