otp.Source.where_clause#

Source.where_clause(condition, discard_on_match=False, stop_on_first_mismatch=False)#

Split source in two branches depending on condition: one branch with ticks that meet the condition and the other branch with ticks that don’t meet the condition.

Original source object is not modified.

Parameters

condition (Operation, eval()) – Condition expression to filter ticks or object evaluating another query. In the latter case another query should have only one tick as a result with only one field.
discard_on_match (bool) –
Inverts the condition.

Ticks that don’t meet the condition will be returned in the first branch, and ticks that meet the condition will be returned in the second branch.
stop_on_first_mismatch (bool) –
If set, no ticks will be propagated in the first branch starting with the first tick that does not meet the condition.

Other branch will contain all ticks starting with the first mismatch, even if they don’t meet the condition.

Return type

Tuple[onetick.py.core.source.Source, onetick.py.core.source.Source]

Examples

Filtering based on expression:

>>> data = otp.Ticks(X=[1, 2, 3, 4])
>>> odd, even = data.where_clause(data['X'] % 2 == 1)
>>> otp.run(odd)
                     Time  X
0 2003-12-01 00:00:00.000  1
1 2003-12-01 00:00:00.002  3
>>> otp.run(even)
                     Time  X
0 2003-12-01 00:00:00.001  2
1 2003-12-01 00:00:00.003  4

Filtering based on the result of another query:

>>> another_query = otp.Tick(WHERE='mod(X, 2) = 1')
>>> data = otp.Ticks(X=[1, 2, 3, 4])
>>> data, _ = data.where_clause(otp.eval(another_query))
>>> otp.run(data)
                     Time  X
0 2003-12-01 00:00:00.000  1
1 2003-12-01 00:00:00.002  3

Using discard_on_match parameter to invert the condition:

>>> data = otp.Ticks(X=[1, 2, 3, 4])
>>> even, odd = data.where_clause(data['X'] % 2 == 1, discard_on_match=True)
>>> otp.run(even)
                     Time  X
0 2003-12-01 00:00:00.001  2
1 2003-12-01 00:00:00.003  4
>>> otp.run(odd)
                     Time  X
0 2003-12-01 00:00:00.000  1
1 2003-12-01 00:00:00.002  3

Using stop_on_first_mismatch parameter to not propagate ticks after first mismatch:

>>> data = otp.Ticks(X=[1, 2, 3, 4])
>>> data, other = data.where_clause(data['X'] % 2 == 1, stop_on_first_mismatch=True)
>>> otp.run(data)
        Time  X
0 2003-12-01  1

But other branch will contain all ticks after the mismatch, even if they don’t meet the condition:

>>> otp.run(other)
                     Time  X
0 2003-12-01 00:00:00.001  2
1 2003-12-01 00:00:00.002  3
2 2003-12-01 00:00:00.003  4