otp.decimal#

class decimal(*args, **kwargs)#

Bases: object

Object that represents decimal OneTick value. Decimal is 128 bit base 10 floating point number.

Parameters: value (int, float, str) – The value to initialize decimal from. Note that float values may be converted with precision lost.

Examples

decimal objects can be used in tick generators and column operations as any other onetick-py type:

>>> t = otp.Ticks({'A': [otp.decimal(1), otp.decimal(2)]})
>>> t['B'] = otp.decimal(1.23456789)
>>> t['C'] = t['A'] / 0
>>> t['D'] = t['A'] + otp.nan
>>> otp.run(t)
                     Time    A         B    C    D
0 2003-12-01 00:00:00.000  1.0  1.234568  inf  NaN
1 2003-12-01 00:00:00.001  2.0  1.234568  inf  NaN

Additionally, any arithmetic operation with decimal object will return an Operation object:

>>> t = otp.Tick(A=1)
>>> t['X'] = otp.decimal(1) / 0
>>> otp.run(t)
        Time    A    X
0 2003-12-01    1  inf

Note that converting from float (first row) may result in losing precision. decimal objects are created from strings or integers, so they don’t lose precision:

>>> t0 = otp.Tick(A=0.1)
>>> t1 = otp.Tick(A=otp.decimal(0.01))
>>> t2 = otp.Tick(A=otp.decimal('0.001'))
>>> t3 = otp.Tick(A=otp.decimal(1) / otp.decimal(10_000))
>>> t = otp.merge([t0, t1, t2, t3], enforce_order=True)
>>> t['STR_A'] = t['A'].decimal.str(34)
>>> otp.run(t)
        Time       A                                 STR_A
0 2003-12-01  0.1000  0.1000000000000000055511151231257827
1 2003-12-01  0.0100  0.0100000000000000000000000000000000
2 2003-12-01  0.0010  0.0010000000000000000000000000000000
3 2003-12-01  0.0001  0.0001000000000000000000000000000000

Note that otp.Ticks will convert everything from string under the hood, so even the float values will not lose precision:

>>> t = otp.Ticks({'A': [0.1, otp.decimal(0.01), otp.decimal('0.001'), otp.decimal(1e-4)]})
>>> t['STR_A'] = t['A'].decimal.str(34)
>>> otp.run(t)
                     Time       A                                 STR_A
0 2003-12-01 00:00:00.000  0.1000  0.1000000000000000000000000000000000
1 2003-12-01 00:00:00.001  0.0100  0.0100000000000000000000000000000000
2 2003-12-01 00:00:00.002  0.0010  0.0010000000000000000000000000000000
3 2003-12-01 00:00:00.003  0.0001  0.0001000000000000000000000000000000

to_operation()#