otp.Operation.apply#

Operation.apply(lambda_f)[source]#

Apply function or type to column

Parameters

lambda_f (type or callable) –

if type - will convert column to requested type

if callable - Will recursively observe all conditions and emulate all possible values for them to build whole calculation (branching) tree and understand all final states, ie return values. Using this information expression will be applied to column.

Examples

Converting type of the column, e.g. string column to integer:

>>> data = otp.Ticks({'A': ['1', '2', '3']})
>>> data['B'] = data['A'].apply(int) + 10
>>> data()
                     Time  A   B
0 2003-12-01 00:00:00.000  1  11
1 2003-12-01 00:00:00.001  2  12
2 2003-12-01 00:00:00.002  3  13

More complicated logic:

>>> data = otp.Ticks({'A': [-321, 0, 123]})
>>> data['SIGN'] = data['A'].apply(lambda x: 1 if x > 0 else -1 if x < 0 else 0)
>>> data()
                     Time    A  SIGN
0 2003-12-01 00:00:00.000 -321    -1
1 2003-12-01 00:00:00.001    0     0
2 2003-12-01 00:00:00.002  123     1