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, query_parameters=None, **kwargs)#

Bases: 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.
query_parameters (otp.QueryParameters) – Additional query properties to be set in the resulting .otq file. They will be used if they are not overridden by other parameters or in otp.run.

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',
... )