otp.ReadCache#

class ReadCache(cache_name=None, db=utils.adaptive_to_default, symbol=utils.adaptive, tick_type=utils.adaptive, start=utils.adaptive, end=utils.adaptive, read_mode='automatic', update_cache=True, otq_params=None, create_cache_query='', schema=None, **kwargs)#

Bases: onetick.py.core.source.Source

Make cached query

Cache is initialized on the first read attempt.

Parameters

cache_name (str) – Name of cache for a query.
symbol (str, list of str, Source, query, eval query) – Symbol(s) from which data should be taken.
db (str) – Database to use for tick generation.
tick_type (str) – Tick type. Default: ANY.
start (otp.datetime) – Start time for tick generation. By default the start time of the query will be used.
end (otp.datetime) – End time for tick generation. By default the end time of the query will be used.
read_mode (str) –
Mode of querying cache. One of these:
- cache_only - only cached results are returned and queries are not performed.
- query_only - the query is run irrespective of whether the result is already available in the cache.
- automatic (default) - perform the query if the data is not found in the cache.
update_cache (bool) – If set to True, updates the cached data if read_mode=query_only or if read_mode=automatic and the result data not found in the cache. Otherwise, the cache remains unchanged.
otq_params (dict) – OTQ parameters to override otq_params that are passed during creation of cache. Query result will be cached separately for each unique pair of OTQ parameters.
create_cache_query (str) – If a cache with the given name is not present, the query provided in this param will be invoked, which should contain CREATE_CACHE EP to create the corresponding cache.
schema (Optional, dict) – Dictionary of columns names with their types.
kwargs – Deprecated. Use schema instead. Dictionary of columns names with their types.

Examples

Simple cache read:

>>> def query_func():
...    return otp.DataSource("DEMO_L1", tick_type="TRD", symbols="AAPL")
>>> otp.create_cache(
...    cache_name="some_cache", query=query_func, tick_type="TRD", db="DEMO_L1",
... )
>>> src = otp.ReadCache("some_cache")
>>> otp.run(src)  

Make cache query for specific time interval:

>>> src = otp.ReadCache(
...    "some_cache",
...    start=otp.datetime(2024, 1, 1, 12, 30),
...    end=otp.datetime(2024, 1, 2, 18, 0),
... )
>>> otp.run(src)  

Override or set otq_params for one query:

>>> src = otp.ReadCache(
...    "some_cache",
...    otq_params={"some_param": "test_value"},
... )
>>> otp.run(src)  