otp.SymbologyMapping#
- class SymbologyMapping(dest_symbology=None, tick_type=utils.adaptive, start=utils.adaptive, end=utils.adaptive, symbols=utils.adaptive, **desired_schema)#
Bases:
onetick.py.core.source.Source
Shows symbology mapping information for specified securities stored in the reference database.
Input (source) symbology is taken from the input symbol, if it has a symbology part in it (e.g., RIC::REUTERS::MSFT), or defaults to that of the input database, which is specified in the locator file.
Parameter
symbol_date
must be set inotp.run
for this source to work.- Parameters
dest_symbology (str,
otp.param
) – Specifying the destination symbology for symbol translation.tick_type (str) –
Tick type to set on the OneTick’s graph node. Can be used to specify database name with tick type or tick type only.
By default setting this parameter is not required, database is usually set with parameter
symbols
or inotp.run
.start – Custom start time of the source. If set, will override the value specified in
otp.run
.end – Custom end time of the source. If set, will override the value specified in
otp.run
.symbols – Symbol(s) from which data should be taken. If set, will override the value specified in
otp.run
.
Examples
Getting mapping for OID symbology for one symbol:
>>> data = otp.SymbologyMapping(dest_symbology='OID') >>> otp.run(symbols='NYSE_TAQ::AAPL', ... symbol_date=otp.dt(2022, 1, 3), ... date=otp.dt(2022, 1, 3)) Time END_DATETIME MAPPED_SYMBOL_NAME 0 2022-01-03 2022-01-04 9706
Getting mapping for all symbols in NYSE_TAQ database in single source:
>>> data = otp.SymbologyMapping(dest_symbology='OID') >>> data = otp.merge([data], ... symbols=otp.Symbols('NYSE_TAQ', keep_db=True), ... identify_input_ts=True) >>> data = data[['SYMBOL_NAME', 'MAPPED_SYMBOL_NAME']] >>> otp.run(data, ... symbol_date=otp.dt(2022, 1, 3), ... date=otp.dt(2022, 1, 3)) Time SYMBOL_NAME MAPPED_SYMBOL_NAME 0 2022-01-03 NYSE_TAQ::A 3751 1 2022-01-03 NYSE_TAQ::AA 647321 2 2022-01-03 NYSE_TAQ::AAA 695581 3 2022-01-03 NYSE_TAQ::AAAU 673522 4 2022-01-03 NYSE_TAQ::AAC 703090 ... ... ... ... 11746 2022-01-03 NYSE_TAQ::ZWS 273584 11747 2022-01-03 NYSE_TAQ::ZY 704054 11748 2022-01-03 NYSE_TAQ::ZYME 655470 11749 2022-01-03 NYSE_TAQ::ZYNE 633589 11750 2022-01-03 NYSE_TAQ::ZYXI 208375