otp.state.var#

var(default_value, scope='query')#

Defines a state variable. Supports int, float and string values.

Parameters

default_value (any) – Default value of the state variable
scope (str) – Scope for the state variable. Possible values are: query, branch, cross_symbol. Default: query

Return type

a state variable that should be assigned to a _source

Examples

>>> data = otp.Ticks(dict(X=[0, 1, 2]))
>>> data.state_vars['SUM'] = otp.state.var(0)
>>> data.state_vars['SUM'] += data['X']
>>> data['SUM'] = data.state_vars['SUM']
>>> otp.run(data)[['X', 'SUM']]
   X  SUM
0  0    0
1  1    1
2  2    3

class _StateColumn(name, dtype, obj_ref, default_value, scope)#

modify_from_query(*args, **kwargs)#

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