otp.Source.throw#

Source.throw(message='', where=1, scope='query', error_code=1, throw_before_query_execution=False, inplace=False)#

Propagates error or warning or throws an exception (depending on scope parameter) when condition provided by where parameter evaluates to True.

Throwing an exception will abort query execution, propagating error will stop tick propagation and propagating warning will not change the data processing.

Parameters

message (str or Operation) – Message that will be thrown in exception or returned in error message.
where (Operation) – Logical expression that specifies condition when exception or error will be thrown.
scope ('query' or 'symbol') – ‘query’ will throw an exception and ‘symbol’ will propagate an error or warning depending on error_code parameter.
error_code (int) –
When scope='symbol', values from interval [1, 500] indicate warnings and values from interval [1500, 2000] indicate errors. Note that tick propagation will not stop when warning is raised, and will stop when error is raised.

This parameter is not used when scope='query'.
throw_before_query_execution (bool) – If set to True, the exception will be thrown before the execution of the query. This option is intended for supplying placeholder queries that must always throw.
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

By default, this method will throw an exception on the first tick with empty message:

>>> t = otp.Tick(A=1)
>>> t = t.throw()
>>> otp.run(t)  
Traceback (most recent call last):
    ...
Exception: ...: In THROW: ...
    ...

You can specify exception message and condition (note that exception now is raised on second tick):

>>> t = otp.Ticks(A=[1, 2])
>>> t = t.throw(message='A is ' + t['A'].apply(str), where=(t['A']==2))
>>> otp.run(t)  
Traceback (most recent call last):
    ...
Exception: ...: In THROW: A is 2. ...
    ...

Note that exception will not be thrown if there are no ticks:

>>> t = otp.Empty()
>>> t = t.throw()
>>> otp.run(t)
Empty DataFrame
Columns: []
Index: []

If you need exception to be thrown always, you can use throw_before_query_execution parameter:

>>> t = otp.Empty()
>>> t = t.throw(throw_before_query_execution=True)
>>> otp.run(t)  
Traceback (most recent call last):
    ...
Exception: ...: In THROW: ...

You can throw OneTick errors and warnings instead of exceptions. Raising error codes from 1 to 500 indicates warnings. Raising error codes from 1500 to 2000 indicates errors. Tick propagation stops only when error is raised.

>>> t = otp.Ticks(A=[1, 2, 3, 4])
>>> t = t.throw(message='warning A=1', scope='symbol', error_code=2, where=(t['A']==1))
>>> t = t.throw(message='error A=3', scope='symbol', error_code=1502, where=(t['A']==3))
>>> otp.run(t)
                     Time  A
0 2003-12-01 00:00:00.000  1
1 2003-12-01 00:00:00.001  2

Right now the only supported interface to get errors and warnings is via map output structure and its methods:

>>> otp.run(t, symbols='AAPL', output_structure='map').output('AAPL').error
[(2, 'warning A=1'), (1502, 'error A=3')]