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, minimum_start_date=None, maximum_end_date=None)#

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
minimum_start_date (str or datetime.date or onetick.py.date) – Specifies the minimum date of the tick that can be served to a user. The format for the value is YYYYMMDD. The OneTick server enforces this permission by verifying that the query start time is not less than time of 00:00:00, in GMT timezone, for the specified minimum start date.
maximum_end_date (str or datetime.date or onetick.py.date) – Specifies the date of the tick, starting from which ticks are not allowed to be returned to a user. The format for the value is YYYYMMDD. The OneTick server enforces this permission by verifying that the query end time is less than time of 00:00:00, in GMT timezone, for the specified maximum end date.

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'}