otp.Source.insert_tick#

Source.insert_tick(fields=None, where=None, preserve_input_ticks=True, num_ticks_to_insert=1, insert_before=True, inplace=False)#

Insert tick.

Parameters
  • fields (dict of str to onetick.py.Operation) – Mapping of field names to some expressions or values. These fields in inserted ticks will be set to corresponding values or results of expressions. If field is presented in input tick, but not set in fields dict, then the value of the field will be copied from input tick to inserted tick. If parameter fields is not set at all, then values for inserted ticks’ fields will be default values for fields’ types from input ticks (0 for integers etc.).

  • where (onetick.py.Operation) – Expression to select ticks near which the new ticks will be inserted. By default, all ticks are selected.

  • preserve_input_ticks (bool) – A switch controlling whether input ticks have to be preserved in output time series or not. While the former case results in fields of input ticks to be present in the output time series together with those defined by the fields parameter, the latter case results in only defined fields to be present. If a field of the input time series is defined in the fields parameter, the defined value takes precedence.

  • num_ticks_to_insert (int) – Number of ticks to insert.

  • insert_before (bool) – Insert tick before each input tick or after.

  • 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 tick before each tick with default type values.

>>> data = otp.Tick(A=1)
>>> data = data.insert_tick()
>>> otp.run(data)
        Time  A
0 2003-12-01  0
1 2003-12-01  1

Insert tick before each tick with field A copied from input tick and field B set to specified value.

>>> data = otp.Tick(A=1)
>>> data = data.insert_tick(fields={'B': 'b'})
>>> otp.run(data)
        Time  B  A
0 2003-12-01  b  1
1 2003-12-01     1

Insert two ticks only after first tick.

>>> data = otp.Ticks(A=[1, 2, 3])
>>> data = data.insert_tick(where=data['A'] == 1,
...                         insert_before=False,
...                         num_ticks_to_insert=2)
>>> otp.run(data)
                     Time  A
0 2003-12-01 00:00:00.000  1
1 2003-12-01 00:00:00.000  0
2 2003-12-01 00:00:00.000  0
3 2003-12-01 00:00:00.001  2
4 2003-12-01 00:00:00.002  3

See also

INSERT_TICK OneTick event processor