otp.Source.write#

Source.write(db, symbol=None, tick_type=None, date=adaptive, start=None, end=None, append=False, keep_symbol_and_tick_type=adaptive, propagate=True, out_of_range_tick_action='exception', timestamp=None, keep_timestamp=True, correction_type=None, replace_existing_time_series=False, allow_concurrent_write=False, context=adaptive, use_context_of_query=False, inplace=False, **kwargs)#

Saves data result to OneTick database.

Parameters

db (str or otp.DB) – database name or object.
symbol (str or Column) – resulting symbol name string or column to get symbol name from. If this parameter is not set, then ticks _SYMBOL_NAME pseudo-field is used. If it is empty, an attempt is made to retrieve the symbol name from the field named SYMBOL_NAME.
tick_type (str or Column) – resulting tick type string or column to get tick type from. If this parameter is not set, the _TICK_TYPE pseudo-field is used. If it is empty, an attempt is made to retrieve the tick type from the field named TICK_TYPE.
date (datetime or None) – date where to save data. Should be set to None if writing to accelerator or memory database. By default, it is set to otp.config.default_date.
start (datetime or None) – Start date for data to save. It is inclusive. Cannot be used with date parameter. Also cannot be used with inplace set to True. Should be set to None if writing to accelerator or memory database. By default, None.
end (datetime or None) – End date for data to save. It is exclusive, so be sure to set it to the next day after the last day in data. Cannot be used with date parameter. Also cannot be used with inplace set to True. Should be set to None if writing to accelerator or memory database. By default, None.
append (bool) – If False - data will be rewritten for this date or range of dates (from start to end), otherwise data will be appended: new symbols are added, existing symbols can be modified (append new ticks, modify existing ticks). This option is not valid for accelerator databases.
keep_symbol_and_tick_type (bool) – keep fields containing symbol name and tick type when writing ticks to the database or propagating them. By default, this parameter is adaptive. If symbol or tick_type are column objects, then it’s set to True. Otherwise, it’s set to False.
propagate (bool) – Propagate ticks after that event processor or not.
out_of_range_tick_action (str) –
Action to be executed if tick’s timestamp’s date is not date or between start or end:
- exception: runtime exception will be raised
- ignore: tick will not be written to the database
- load: writes tick to the database anyway. Can be used only with date, not with start``+``end.
Default: exception
timestamp (Column) – Field that contains the timestamp with which the ticks will be written to the database. By default, the TIMESTAMP pseudo-column is used.
keep_timestamp (bool) – If timestamp parameter is set and this parameter is set to True, then timestamp column is removed.
correction_type (Column) – The name of the column that contains the correction type. This column will be removed. If this parameter is not set, no corrections will be submitted.
replace_existing_time_series (bool) – If append is set to True, setting this option to True instructs the loader to replace existing time series, instead of appending to them. Other time series will remain unchanged.
allow_concurrent_write (bool) – Allows different queries running on the same server to load concurrently into the same database.
context (str) – The server context used to look up the database. By default, otp.config.context is used if use_context_of_query is not set.
use_context_of_query (bool) – If this parameter is set to True and the context parameter is not set, the context of the query is used instead of the default value of the context parameter.
inplace (bool) – A flag controls whether operation should be applied inplace. If inplace=True, then it returns nothing. Otherwise, method returns a new modified object. Cannot be True if start and end are set.
kwargs –

Deprecated since version use: named parameters instead.

Return type

Source or None

Note

This method does not save anything. It adds instruction in query to save. Data will be saved when query will be executed.

Using start``+``end parameters instead of single date have some limitations:

inplace is not supported

if DAY_BOUNDARY_TZ and DAY_BOUNDARY_OFFSET specified against individual locations of database, then day boundary could be calculated incorrectly.

out_of_range_tick_action could be only exception or ignore

Examples

>>> data = otp.Ticks(X=[1, 2, 3])
>>> data = data.write('SOME_DB', symbol='S_WRITE', tick_type='T_WRITE')
>>> otp.run(data)
                     Time  X
0 2003-12-01 00:00:00.000  1
1 2003-12-01 00:00:00.001  2
2 2003-12-01 00:00:00.002  3
>>> data = otp.DataSource('SOME_DB', symbol='S_WRITE', tick_type='T_WRITE')
>>> otp.run(data)
                     Time  X
0 2003-12-01 00:00:00.000  1
1 2003-12-01 00:00:00.001  2
2 2003-12-01 00:00:00.002  3