otp.inspection.DB#

class DB(name, context=utils.default)#

Bases: object

An object of available databases that the otp.databases() function returns. It helps to make initial analysis on the database level: available tick types, dates with data, symbols, tick schema, etc.

dates()#

Returns list of dates for which data is available.

Returns

Returns None when there is no data in the database

Return type

datetime.date or None

Examples

>>> some_db = otp.databases()['SOME_DB']
>>> some_db.dates()
[datetime.date(2003, 12, 1)]
property last_date#

The latest date on which db has data

Returns

Returns None when there is no data in the database

Return type

datetime.datetime or None

Examples

>>> some_db = otp.databases()['SOME_DB']
>>> some_db.last_date
datetime.date(2003, 12, 1)
tick_types(date=None, timezone=None)#

Returns list of tick types for the date.

Parameters

  • date (otp.dt, datetime.datetime, optional) – Date for the tick types look up. None means the last_date

  • timezone (str, optional) – Timezone for the look up. None means the default timezone.

Returns

List with string values of available tick types.

Return type

list

Examples

>>> nyse_taq_db = otp.databases()['NYSE_TAQ']
>>> nyse_taq_db.tick_types(date=otp.dt(2022, 3, 1))
['QTE', 'TRD']
schema(date=None, tick_type=None, timezone=None)#

Gets the schema of the database.

Parameters

  • date (otp.dt, datetime.datetime, optional) – Date for the schema. None means the last_date

  • tick_type (str, optional) – Specifies a tick type for schema. None means use the one available tick type, if there are multiple tick types then it raises the Exception. It uses the tick_types() method.

  • timezone (str, optional) – Allows to specify a timezone for searching tick types.

Returns

Dict where keys are field names and values are onetick.py types. It’s compatible with the onetick.py.Source.schema methods.

Return type

dict

Examples

>>> nyse_taq_db = otp.databases()['NYSE_TAQ']
>>> nyse_taq_db.schema(tick_type='TRD', date=otp.dt(2022, 3, 1))
{'PRICE': <class 'float'>, 'SIZE': <class 'int'>}
symbols(date=None, timezone=None, tick_type=None, pattern='.*')#

Finds a list of available symbols in the database

Parameters

  • date (otp.dt, datetime.datetime, optional) – Date for the symbols look up. None means the last_date

  • tick_type (str, optional) – Tick type for symbols. None means union across all tick types.

  • timezone (str, optional) – Timezone for the lookup. None means the default timezone.

  • pattern (str) – Regular expression to select symbols.

Return type

List[str]

Examples

>>> nyse_taq_db = otp.databases()['NYSE_TAQ']
>>> nyse_taq_db.symbols(date=otp.dt(2022, 3, 1), tick_type='TRD', pattern='^AAP.*')
['AAP', 'AAPL']