otp.DB#

class DB(name=None, src=None, date=None, symbol=None, tick_type=None, kind='archive', db_properties=None, db_locations=None, db_raw_data=None, db_feed=None, write=True, clean_up=True, destroy_access=False)[source]#

Creates database object. Used to configure databases locator and access list properties and to write data to the database. By default creates temporary database. This object can then be used in onetick.py.Session. Note: already presented ticks can’t be updated. Data can only be added during db creation or with add() method.

Parameters

  • name (str) – Database name In case you want to specify derived db, you should specify in “parent//derived” format. Derived database inherits parent database’s properties.

  • src (optional) – Data to add to database

  • clean_up (bool, optional) – Flag that controls temporary database cleanup

  • date (datetime.datetime, optional) – src will be added to this date

  • symbol (str, optional) – symbol name to add data

  • tick_type (str, optional) – tick type to add data

  • db_properties (dict, optional) – Properties of database to add to locator

  • db_locations (list of dict, optional) – Locations of database to add to locator. This parameter is list, because database in locator can have several location sections. If not specified, some temporary directory is used as database location.

  • db_raw_data (list of dict, optional) – Raw databases’ configuration.

  • db_feed (dict, optional) – Feed configuration.

  • write (bool, optional) – Flag that controls access to write to database

  • destroy_access (bool, optional) – Flag that controls access to destroy to database

Examples

Database can be initialized along with data:

>>> data = otp.Ticks(X=['hello', 'world!'])
>>> db = otp.DB('MYDB', data)

You can specify derived db by using // as a separator:

>>> data = otp.Ticks(X=['parent1', 'parent2'])
>>> db = otp.DB('DB_A', data)
>>> db.add(data)

>>> data_derived = otp.Ticks(X=['derived1', 'derived2'])
>>> db_derived = otp.DB('DB_A//DB_D')
>>> session.use(db_derived)
>>> db_derived.add(data_derived)
add(src, date=None, start=None, end=None, symbol=None, tick_type=None, timezone=None, **kwargs)#

Add data to database. If ticks with the same timestamp are already presented in database old values won’t be updated.

Parameters

  • src (otp.Source) – source that will be written to the database.

  • date (datetime or None) – date of the day in which the data will be saved. The timestamps of the ticks should be between the start and the end of the day. Be default, it is set to otp.config.default_date.

  • start (datetime or None) – start day of period in which the data will be saved. The timestamps of the ticks should be between start and end dates. Cannot be used with date parameter. Be default, None.

  • end (datetime or None) – end day of period in which the data will be saved. The timestamps of the ticks should be between start and end dates. Cannot be used with date parameter. Be default, None.

  • symbol (str or Column) – resulting symbol name string or column to get symbol name from. Be default, it is set to otp.config.default_db_symbol.

  • tick_type (str or Column) – resulting tick type string or column to get tick type from. If tick type is None then an attempt will be taken to get tick type name automatically based on the src source’s schema. (ORDER, QTE, TRD and NBBO tick types are supported).

  • timezone (str) – This timezone will be used for running the query. By default, it is set to otp.config.tz.

  • kwargs – other arguments that will be passed to onetick.py.Source.write() function.

Examples

Data is saved to the specified date, symbol and tick type: (note that session is created before this example)

>>> db = otp.DB('MYDB2')
>>> db.add(otp.Ticks(A=[4, 5, 6]), date=otp.dt(2003, 1, 1), symbol='SMB', tick_type='TT')
>>> session.use(db)

We can get the same data by specifying the same parameters:

>>> data = otp.DataSource(db, date=otp.dt(2003, 1, 1), symbols='SMB', tick_type='TT')
>>> otp.run(data)
                     Time  A
0 2003-01-01 00:00:00.000  4
1 2003-01-01 00:00:00.001  5
2 2003-01-01 00:00:00.002  6
property properties#

Get dict of database properties.

Return type

dict

Examples

>>> otp.DB('X').properties
{'symbology': 'BZX',
 'archive_compression_type': 'NATIVE_PLUS_GZIP',
 'tick_timestamp_type': 'NANOS'}
property locations#

Get list of database locations.

Return type

list of dict

Examples

>>> otp.DB('X').locations 
[{'access_method': 'file',
  'start_time': '20021230000000',
  'end_time': '21000101000000',
  ...}]
property raw_data#

Get dict of database raw configurations.

Return type

dict of dict

Examples

>>> db = otp.DB('RAW_EXAMPLE',
...     db_raw_data=[{
...         'id': 'PRIMARY_A',
...         'prefix': 'DATA.',
...         'locations': [
...             {'mount': 'mount1'}
...         ]
...     }]
... )
>>> db.raw_data 
[{'id': 'PRIMARY_A', 'prefix': 'DATA.', 'locations': [{'mount': 'mount1', 'access_method': 'file', ...}]}]
property feed#

Get dict of database feed configuration.

Return type

dict

Examples

>>> db = otp.DB('RAW_EXAMPLE',
...     db_raw_data=[{
...         'id': 'PRIMARY_A',
...         'prefix': 'DATA.',
...         'locations': [
...             {'mount': 'mount1'}
...         ]
...     }],
...     db_feed={'type': 'rawdb', 'raw_source': 'PRIMARY_A'},
... )
>>> db.feed
{'type': 'rawdb', 'raw_source': 'PRIMARY_A', 'format': 'native'}