otp.agg.last_tick#

last_tick(n=1, running=False, bucket_interval=0, bucket_time='end', bucket_units='seconds', bucket_end_condition=None, end_condition_per_group=False, boundary_tick_bucket='new', group_by=None, keep_timestamp=True)#

Select the last n ticks

Parameters

  • n (int) – Number of ticks to output

  • running (bool) –

    Aggregation will be calculated as sliding window. running and bucket_interval parameters determines when new buckets are created.

    • running = True

      aggregation will be calculated in a sliding window.

      • bucket_interval = N (N > 0)

        Window size will be N. Output tick wil be generated when tick “enter” window (arrival event) and when “exit” window (exit event)

      • bucket_interval = 0

        Left boundary of window will be binded to start time. For each tick aggregation will be calculated in [start_time; tick_t].

    • running = False

      buckets partition the [query start time, query end time) interval into non-overlapping intervals of size bucket_interval (with the last interval possibly of a smaller size). If bucket_interval is set to 0 a single bucket for the entire interval is created.

    Default: False - create totally independent buckets. Number of buckets = (end - start) / bucket_interval’)

  • bucket_interval (int) – Determines the length of each bucket (units depends on bucket_units).

  • bucket_time (Literal['start', 'end']) –

    Control output timestamp.

    • start

      the timestamp assigned to the bucket is the start time of the bucket.

    • end

      the timestamp assigned to the bucket is the end time of the bucket.

  • bucket_units (Literal['seconds', 'ticks', 'days', 'months', 'flexible']) –

    Set bucket interval units.

    If set to flexible bucket_end_criteria must be set.

  • bucket_end_condition (condition) – An expression that is evaluated on every tick. If it evaluates to “True”, then a new bucket is created. This parameter is only used if bucket_units is set to “flexible”

  • end_condition_per_group (bool) –

    Controls application of bucket_end_condition in groups.

    • end_condition_per_group = True

      bucket_end_condition is applied only to the group defined by group_by

    • end_condition_per_group = False

      bucket_end_condition applied across all groups

    This parameter is only used if bucket_units is set to “flexible”

  • boundary_tick_bucket (Literal['new', 'previous']) –

    Controls boundary tick ownership.

    • previous

      A tick on which bucket_end_condition evaluates to “true” belongs to the bucket being closed.

    • new

      tick belongs to the new bucket.

    This parameter is only used if bucket_units is set to “flexible”

  • group_by (list, str or expression) – When specified, each bucket is broken further into additional sub-buckets based on specified field values.

  • keep_timestamp (bool) – If True, timestamps of the output ticks are the same as timestamps of the original ticks. Otherwise, timestamps of the output ticks are determined by bucket_time, and original timestamps are put in the TICK_TIME field.

Examples

>>> data = otp.Ticks(P=[1, 2, 3, 4], S=[10, 20, 30, 40], offset=[0, 1000, 1500, 3000])
>>> agg = otp.agg.last_tick()
>>> data = agg.apply(data)
>>> data()
                 Time  P   S
0 2003-12-01 00:00:03  4  40