otp.ReadSnapshot#

class ReadSnapshot(snapshot_name='VALUE', snapshot_storage='memory', allow_snapshot_absence=False, symbol=utils.adaptive, db=utils.adaptive_to_default, tick_type=utils.adaptive, start=utils.adaptive, end=utils.adaptive, schema=None, **kwargs)#

Bases: onetick.py.core.source.Source

Reads ticks for a specified symbol name and snapshot name from global memory storage or from a memory mapped file.

These ticks should be written there by the onetick.py.Source.save_snapshot() event processor. Ticks with an empty symbol name (for example, those after merging the time series of different symbols) are saved under CEP_SNAPSHOT:: symbol name, so for reading such ticks a dummy database with the name CEP_SNAPSHOT must be configured in the database locator file.

Parameters

snapshot_name (str) –
The name that was specified in onetick.py.Source.save_snapshot() as a snapshot_name during saving.

Default: VALUE
snapshot_storage ('memory' or 'memory_mapped_file') –
This parameter specifies the place of storage of the snapshot. Possible options are:
- memory - the snapshot is stored in the dynamic (heap) memory of the process that ran (or is still running) the onetick.py.Source.save_snapshot() for the snapshot.
- memory_mapped_file - the snapshot is stored in a memory mapped file. For each symbol to get the location of the snapshot in the file system, ReadSnapshot looks at the SAVE_SNAPSHOT_DIR parameter value in the locator section for the database of the symbol.
Default: memory
allow_snapshot_absence (bool) –
If specified, the EP does not display an error about missing snapshot if the snapshot has not been saved or is still being saved.

Default: False
symbol (str, list of str, Source, query, eval query) – Symbol(s) from which data should be taken.
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.
schema (dict) –
Dictionary of columns names with their types.

Warning

You should set schema manually, if you want to use fields in onetick-py query description before its execution.

Examples

Read snapshot from memory:

>>> src = otp.ReadSnapshot(snapshot_name='some_snapshot')
>>> otp.run(src)  
        Time  PRICE  SIZE               TICK_TIME
0 2003-12-01  100.2   500 2003-12-01 00:00:00.000
1 2003-12-01   98.3   250 2003-12-01 00:00:00.001
2 2003-12-01  102.5   400 2003-12-01 00:00:00.002

You can specify schema manually in order to reference snapshot fields while constructing query via onetick-py:

>>> src = otp.ReadSnapshot(
...     snapshot_name='some_snapshot', schema={'PRICE': float, 'SIZE': int},
... )
>>> src['VOLUME'] = src['PRICE'] * src['SIZE']

Read snapshot for specified database and symbol name:

>>> src = otp.ReadSnapshot(snapshot_name='some_snapshot', db='DB', symbol='AAA')

Read snapshot from memory mapped file:

>>> src = otp.ReadSnapshot(
...     snapshot_name='some_snapshot', snapshot_storage='memory_mapped_file', db='DB',
... )