otp.state.tick_deque#

tick_deque(default_value=None, scope='query', schema=None)#

Defines a state tick deque.

Parameters

default_value (eval query) – Evaluated query to initialize tick deque from.
scope (str) – Scope for the state variable. Possible values are: query, branch, cross_symbol, all_inputs, all_outputs
schema (dict, list) –
Desired schema for the created tick deque. If not passed, schema will be inherited from default_value. if default_value is not passed as well, schema will contain fields of the main Source object.

If schema is passed as a list, it will select only these fields from the schema of default_value or main Source object.

Return type

onetick.py.core._internal._state_objects.TickDeque

Examples

>>> def fsq():
...     return otp.Ticks(B=[1, 2, 3])
>>> data = otp.Tick(A=1)
>>> data.state_vars['DEQUE'] = otp.state.tick_deque(otp.eval(fsq))
>>> data = data.state_vars['DEQUE'].dump()
>>> otp.run(data)[['B']]
   B
0  1
1  2
2  3

class TickDeque(name, obj_ref, default_value, scope, schema=None, **kwargs)#

Bases: onetick.py.core._internal._state_objects.TickList

Represents a tick deque. This class should only be created with onetick.py.state.tick_deque() function and should be added to the onetick.py.Source.state_vars() dictionary of the onetick.py.Source and can be accessed only via this dictionary.

Examples

>>> data = otp.Tick(A=1)
>>> data.state_vars['DEQUE'] = otp.state.tick_deque()
>>> data = data.state_vars['DEQUE'].dump()

See also

TickSequenceTick

pop_back()#

Pop element from back side of deque. Can be used only in per-tick script. For now returned value can’t be assigned to local variable.

Examples

>>> def fun(tick):
...     tick.state_vars['DEQUE'].pop_back()
>>> data = otp.Tick(A=1)
>>> data.state_vars['DEQUE'] = otp.state.tick_deque()
>>> data = data.script(fun)

pop_front()#

Pop element from front side of deque. Can be used only in per-tick script. For now returned value can’t be assigned to local variable.

Examples

>>> def fun(tick):
...     tick.state_vars['DEQUE'].pop_front()
>>> data = otp.Tick(A=1)
>>> data.state_vars['DEQUE'] = otp.state.tick_deque()
>>> data = data.script(fun)

get_tick(index, tick_object)#: Get tick with this index from tick set into tick_object. Can be used only in per-tick script.

sort(field_name, field_type=None)#

Sort the tick list in the ascending order over the specified field. Integer, float and datetime fields are supported for sorting. Implementation is per tick script which does a merge sort algorithm. Implemented algorithm is stable: it should not change the order of ticks with the same field value. Can only be used Source operations directly.

Parameters

field_name (str) – Name of the field over which to sort ticks
field_type (int, float, otp.msectime, otp.nsectime or None (default: None)) – Type of the field_name field. If None, type will be taken from the tick list schema.

Examples

>>> def fun(tick):
...     tick.state_vars['LIST'].push_back(tick)
>>> data = otp.Ticks([
...    ['offset', 'VALUE'],
...    [0, 2],
...    [0, 3],
...    [0, 1],
... ])
>>> data.state_vars['LIST'] = otp.state.tick_list()
>>> data = data.script(fun)
>>> data = data.agg(dict(NUM_TICKS=otp.agg.count()), bucket_time='end')
>>> data = data.state_vars['LIST'].sort('VALUE', int)
>>> data = data.state_vars['LIST'].dump()

>>> otp.run(data)
        Time  VALUE
0 2003-12-01  1
1 2003-12-01  2
2 2003-12-01  3

clear()#

Clear tick list. Can be used in per-tick script or on Source directly.

inplace: bool: If True current source will be modified else modified copy will be returned. Makes sense only if used not in per-tick script.

Returns

if inplace is False and method is not used in per-tick script
then returns Source copy.

Examples

Can be used in per-tick script:

>>> def fun(tick):
...     tick.state_vars['LIST'].clear()
>>> data = otp.Tick(A=1)
>>> data.state_vars['LIST'] = otp.state.tick_list()
>>> data = data.script(fun)

Can be used in source columns operations:

>>> data = otp.Tick(A=1)
>>> data.state_vars['LIST'] = otp.state.tick_list(otp.eval(otp.Tick(A=1)))
>>> data = data.state_vars['LIST'].clear()

>>> data = data.state_vars['LIST'].dump()
>>> otp.run(data)
Empty DataFrame
Columns: [A, Time]
Index: []

dump(propagate_input_ticks=False, when_to_dump='first_tick', delimiter=None, added_field_name_suffix=None)#

Propagates all ticks from a given tick sequence upon the arrival of input tick.

Preserves original timestamps from tick list/deque, if they fall into query start/end time range, and for ticks before start time and after end time, timestamps are changed to start time and end time correspondingly.

Parameters

propagate_input_ticks (bool) – Propagate input ticks or not.
when_to_dump (str) –
- first_tick - Propagates once before input ticks. There must be at least one input tick.
- before_tick - Propagates once before input ticks. Content will be propagated even if there are no input ticks.
delimiter ('tick', 'flag or None) –
This parameter specifies the policy for adding the delimiter field. The name of the additional field is “DELIMITER” + added_field_name_suffix. Possible options are:
- None - No additional field is added to propagated ticks.
- ’tick’ - An extra tick is created after the last tick. Also, an additional column is added to output ticks. The extra tick has values of all fields set to the defaults (0,NaN,””), except the delimiter field, which is set to string “D”. All other ticks have this field’s value set to empty string.
- ’flag’ - The delimiter field is appended to each output tick. The field’s value is empty for all ticks except the last tick of the tick sequence, which is string “D”.
added_field_name_suffix (str or None) – The suffix to add to the name of the additional field.
inplace (bool) – If True current source will be modified else modified copy will be returned

Return type

if inplace is False then returns Source copy.

Examples

>>> def another_query():
...     return otp.Ticks(B=[1, 2, 3])
>>> data = otp.Tick(A=1)
>>> data.state_vars['LIST'] = otp.state.tick_list(otp.eval(another_query))
>>> data = data.state_vars['LIST'].dump()
>>> otp.run(data)[['B']]
   B
0  1
1  2
2  3

erase(tick_object)#

Remove tick_object from the tick list. Can only be used in per-tick script.

Examples

>>> def another_query():
...     return otp.Ticks(X=[1, 2])
>>> def fun(tick):
...     for t in tick.state_vars['LIST']:
...         if t['X'] == 1:
...             tick.state_vars['LIST'].erase(t)
>>> data = otp.Tick(A=1)
>>> data.state_vars['LIST'] = otp.state.tick_list(otp.eval(another_query))
>>> data = data.script(fun)
>>> data = data.state_vars['LIST'].dump()
>>> otp.run(data)
                     Time  X
0 2003-12-01 00:00:00.001  2

get_size()#

Get size of the tick list. Can be used in per-tick script or in Source operations directly.

Examples

Can be used in per-tick script:

>>> def fun(tick):
...     tick['B'] = tick.state_vars['LIST'].get_size()
>>> data = otp.Tick(A=1)
>>> data.state_vars['LIST'] = otp.state.tick_list()
>>> data = data.script(fun)

Can be used in source columns operations:

>>> data = otp.Tick(A=1)
>>> data.state_vars['LIST'] = otp.state.tick_list()
>>> data['B'] = data.state_vars['LIST'].get_size()

>>> otp.run(data)
        Time  A  B
0 2003-12-01  1  0

Return type: onetick.py.core.column_operations.base.Operation

modify_from_query(query, symbol=None, start=None, end=None, params=None, action='replace', where=None, output_field_name=None)#

Modifies a state variable by assigning it a value that was resulted from a query evaluation.

Parameters

query (callable, Source) –
Callable query should return Source. This object will be evaluated by OneTick (not python) for every tick. Note python code will be executed only once, so all python’s conditional expressions will be evaluated only once too.

If query is a Source object then it will be propagated as a query to OneTick.

If state var is a primitive (not tick sequence), then query must return only one tick, otherwise exception will be raised.
symbol (str, Operation, dict, Source, or Tuple[Union[str, Operation], Union[dict, Source]]) –
Symbol name to use in query. In addition, symbol params can be passed along with symbol name.

Symbol name can be passed as a string or as an Operation.

Symbol parameters can be passed as a dictionary. Also, the main Source object, or the object containing a symbol parameter list, can be used as a list of symbol parameters.

symbol will be interpreted as a symbol name or as symbol parameters, depending on its type. You can pass both as a tuple.

If symbol name is not passed, then symbol name from the main source is used.
start (datetime, Operation) – Start time to run the query. By default the start time of the main query is used.
end (datetime, Operation) – End time to run the query. By default the end time of the main query is used.
params (dict) – Mapping of the parameters’ names and their values for the query. Columns can be used as a value.
action (str) – Specifies whether all ticks should be erased before the query results are inserted into the tick set. Possible values are update and replace. For non-tick-sets, you can set the action only to replace; otherwise, an error is thrown.
where (Operation) – Condition to filter ticks for which the result of the query will be joined.
output_field_name (str) – Specifies the output field name for state variables of primitive types, in case if the query result contains multiple fields.

Returns

Source with joined ticks from query

Return type

Source

Examples

Update simple state variable from query:

data = otp.Ticks(A=[1, 2, 3])
data.state_vars['VAR'] = 0
data.state_vars['VAR'] = 7
def fun():
    return otp.Tick(X=123, Y=234)
data = data.state_vars['VAR'].modify_from_query(fun,
                                                output_field_name='X',
                                                where=(data['A'] % 2 == 1))
data['X'] = data.state_vars['VAR']
df = otp.run(data)
print(df)

                     Time  A    X
2003-12-01 00:00:00.000  1  123
2003-12-01 00:00:00.001  2  7
2003-12-01 00:00:00.002  3  123

Update tick sequence from query:

data = otp.Tick(A=1)
data.state_vars['VAR'] = otp.state.tick_list()
def fun():
    return otp.Ticks(X=[123, 234])
data = data.state_vars['VAR'].modify_from_query(fun)
data = data.state_vars['VAR'].dump()
df = otp.run(data)
print(df)

                     Time    X
0 2003-12-01 00:00:00.000  123
1 2003-12-01 00:00:00.001  234

Passing parameters to the query:

data = otp.Tick(A=1)
data.state_vars['VAR'] = otp.state.tick_list()
def fun(min_value):
    t = otp.Ticks(X=[123, 234])
    t, _ = t[t['X'] > min_value]
    return t
data = data.state_vars['VAR'].modify_from_query(fun, params={'min_value': 200})
data = data.state_vars['VAR'].dump()
df = otp.run(data)
print(df)

                     Time    X
0 2003-12-01 00:00:00.001  234