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 translate python code to similar OneTick’s CASE expression. There are some limitations to which python operators can be used in this callable. See Python callables parsing guide article for details. In Remote OTP with Ray any Callable must be decorated with @otp.remote decorator, see Ray usage examples for details.

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
>>> otp.run(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)
>>> otp.run(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