Changelog

[Unreleased]

Added

Changed

Fixed

• Fixed copying compatibility tests results to documentation server

Removed

[1.173.0] - 2025-10-28

Added

• Added preliminary support for python 3.14

• Added locator_parser and onetick-lib to unit tests

• Added webapi-python3.14 testing job

Changed

• Drop support for all dependent packages having python version less than 3.9

• Use python 3.12 when testing onetick-py and WebAPI

• Remove pytz usage from the codebase, use standard zoneinfo instead

• Drop support for pandas version less than 1.5.2

• Remove pyarrow dependency

• Change ownership of /onetick-py directory and use it in Gitlab CI/CD

Fixed

• Fixed error when getting help(otp.DataSource)

• Fixed tests and compatibility checks for some OneTick builds and releases

Removed

[1.172.0] - 2025-10-20

Added

• Added support for branch retrieval in MultiOutputSource.

• Added otp.math.round

Changed

• Changed return type for otp.math.floor, otp.math.ceil and otp.Operation.__round__ to float

• Renamed parameters start and end to start_date and end_date in otp.Source.write; end_date is now inclusive

Fixed

• Fixed an issue where otp.Source.write wrote temporary columns in multi-day cases

• Improve .float and .dt accessors operation representations

• Fixed rounding operations for NaN and Infinity values

• Improve documentation and guides

Removed

[1.171.0] - 2025-10-13

Added

• Added otp.math.ceil, otp.math.div, otp.math.frand, otp.math.gcd

• Added otp.get_onetick_version, otp.get_username

• Added parameter as_table for otp.databases and otp.derived_databases

• Added otp.run_async

Changed

• Test latest OneTick build in webapi-compatibility-latest job

• Changed otp.math.max and otp.math.min implementations

Fixed

• Do not upload public directory to GitHub

• Fixed using trusted_certificates_file parameter on latest WebAPI versions

• Fixed objects returned by otp.math functions

Removed

[1.170.0] - 2025-10-06

Added

• Added support of otp.eval as db parameter in otp.Symbols

• Added support of otp.Source objects as tick sequence initializers

• Added support of multiple bound symbols to OB Sources

Changed

• Use otp.Source.where for filtering examples

Fixed

• Fixed script github_release.sh not working without configured author

Removed

[1.169.0] - 2025-09-29

Added

• Added favicon to the documentation

• Added support of retrieving database descriptions in otp.databases

• Added otp.config.default_username

Changed

Fixed

• Fixed script github_release.sh not working without configured author

Removed

[1.168.0] - 2025-09-22

Added

Changed

• Changed symbol_time parameter of join_with_query to use query parameter instead of symbol parameter

• Improve parsing the value of OTP_WEBAPI environment variable

Fixed

• Fixed script github_release.sh not working on detached HEAD

Removed

[1.167.0] - 2025-09-15

Added

• Add script github_release.sh and a job for automatic upload to Github on release

Changed

• Remove deprecated authentication method from WebAPI guide in documentation

Fixed

• Ray examples in documentation updated for compatibility with latest onetick.py version

Removed

[1.166.0] - 2025-09-08

Added

• Added webapi tests to release pipeline

• Added parameter include_market_order_ticks to ObSnapshot* aggregations

• Added parameter readable_only to otp.databases

Changed

• Updated onetick.query-webapi to 20250727.0.1 in testing

• In otp.databases return only readable databases by default

Fixed

• Fixed exception is otp.Session constructor corrupting future constructor calls

• Fixed truncating parameter values when using otp.utils.render_otq

• Fixed setting otp.get_symbology_mapping parameters with columns

Removed

[1.165.0] - 2025-09-01

Added

• Added otp.Source.render_otq method

Changed

• Changed minimum supported python version to python 3.9

Fixed

• Updated onetick-view documentation reference

Removed

[1.164.0] - 2025-08-25

Added

• Added otp.Source.pnl_realized to the use-cases documentation

• Added .pre-commit-config.yaml

• Added otp.Source.write_text()

• Added otp.Source.insert_at_end

Changed

• Update pylint and pylintrc configuration file

Fixed

• Fixed otp.Source.dump() method not working correctly with aggregations

• Fixed SonarQube errors in locator_parser

• Fixed error connecting Docker daemon

• Fixed logic in otp.Source.write with start and end parameters

• Fixed CI/CD for pre-commit linters

Removed

[1.163.0] - 2025-08-04

Added

• Added more details and examples in otp.join_by_time documentation

• Added more docs and examples for running and all_fields aggregation parameters

Changed

• Make the button in the documentation not copy the console output and prompts

Fixed

• Fixed deploy job in gitlab pipeline

• Fixed send_onetick_release.sh script

• Fixed wheel-build-test job in gitlab pipeline for patch releases

Removed

[1.162.0] - 2025-07-30

Added

• Make onetick-py public, upload to PyPI

• Move locator_parser package to onetick-py source code, remove dependency

• Move onetick-lib package to onetick-py source code, remove dependency

Changed

• Migrate from setup.py to pyproject.toml package build

• Change README.md and installation sections in the documentation

• Removed NYSE_TAQ mentions from the code

• Use _SAMPLE databases in the examples and the documentation

Fixed

Removed

• Remove output from Jupyter notebooks files (it is generated dynamically)

• Remove setup.cfg

[1.161.0] - 2025-07-28

Added

• Added parameter symbol to _inspection.DB.ref_data()

• Added otp.aggregations.linear_regression and otp.Source.linear_regression

Changed

• Set parameter prefer_speed_over_accuracy in DbShowLoadedTimeRanges by default

Fixed

• Fixed otp.decimal object operators’ methods

• Fixed otp.decimal scientific notation

Removed

[1.160.0] - 2025-07-14

Added

• Added otp.get_symbology_mapping()

Changed

• Changed _inspection.DB.access_info property to function and added parameter deep_scan and username

Fixed

• Changed compatibility option to disable stripping quotes around JWQ parameters in latest onetick build

• Fixed converting fields to OneTick integer types

Removed

[1.159.0] - 2025-07-07

Added

• Added parameter groups_to_display to all aggregations

• Added otp.Operation.str.ilike

Changed

Fixed

Removed

[1.158.0] - 2025-06-30

Added

• Added otp.types.datetime2timeval()

Changed

• Refactoring of the functions setting start and end time of the query

• Changed some deprecated database names in documentation tests

Fixed

• Disabled use of concurrency parameter in otp.run with WebAPI for older versions of OneTick

• Fixed saving start and end time expressions in .otq file

• Fixed using otp.datetime objects as default start and end time

Removed

[1.157.0] - 2025-06-23

Added

• Added parameter offset to otp.Ticks

• Added support for removing offsets in otp.Ticks when offset set to None

• Added support of generic aggregations for otp.Source.agg / otp.agg.compute

Changed

• Improved performance of getting first ticks in otp.Source.__getitem__

Fixed

• Fixed creating otp.Source from pandas.DataFrame on some pandas versions

Removed

[1.156.0] - 2025-06-16

Added

• Add test for .str accessor in per-tick script

• Support setting symbol_date in otp.Source.point_in_time

• Support setting source as the path to the query in otp.Source.point_in_time

Changed

Fixed

• Fixed some errors, warnings and dependencies on python 3.12

• Fixed case when using tick set .find method on different integer types

• Markdown documentation now properly set headers level for ### Examples and #### SEE ALSO sections

• Allow run queries with otp.SqlQuery without setting default start/end time

Removed

[1.155.0] - 2025-06-02

Added

Changed

• Moved locator_parser to 1.0.8, onetick-py-test to 1.2.7, onetick-lib to 1.0.11 and updated onetick-init submodule to pick up LICENSE files

Fixed

Removed

[1.154.0] - 2025-05-26

Added

Changed

• Renamed database parameter to db in otp.FindSnapshotSymbols

Fixed

• Fix support of otp.Source.join_with_snapshot for older version of OneTick

• Fix symbol_name_in_snapshot parameter processing in otp.Source.join_with_snapshot

Removed

[1.153.0] - 2025-05-19

Added

Changed

Fixed

Removed

[1.152.0] - 2025-05-13

Added

• Added LICENSE file

• Added snapshots related sources: otp.ReadSnapshot, otp.ReadSnapshot, otp.ReadSnapshot

• Added snapshots related otp.Source methods: otp.Source.save_snapshot, otp.Source.join_with_snapshot

Changed

• Changed default compression type to NATIVE_PLUS_ZSTD for generated databases

Fixed

Removed

[1.151.0] - 2025-04-28

Added

• Added trigonometric function: otp.math.cot

• Added reverse trigonometric functions: otp.math.asin, otp.math.acos, otp.math.atan and otp.math.acot

• Added docs and examples for aggregating over Operation

Changed

• Convert keys of db_properties passed to otp.DB constructor to be lowercase

Fixed

• Vector based search in documentation now turns off, when corresponding API is not available

• Fixed strict requirements for python versions again

Removed

[1.150.0] - 2025-04-21

Added

• Added tests for OneTick database views

Changed

Fixed

• Fixed strict requirements for python versions other than 3.9

• Optimize expression in range(...) in per-tick script

• Fixed setting timestamps in otp.Tick and otp.Ticks when query time interval is small

Removed

[1.149.0] - 2025-04-15

Added

• Added more docs about bucket_interval parameter

• Added support for otp.Milli bucket interval

Changed

• Change examples getting trades to use .character_present() method

• Improved warning and exception message when setting schema in otp.DataSource

Fixed

• Fixed passing bound symbols when symbol_date parameter is specified

• Support using otp.Source.point_in_time and otp.PointInTime without otp.config.default_symbol set

• Fixed passing complex types in schema in otp.DataSource

• Fixed Windows tests after numpy requirements update

Removed

[1.148.0] - 2025-04-08

Added

• Added otp.Source.corp_actions (alias to otp.functions.corp_actions)

• Added more examples with otp.run and otp.Source.join_with_query about query end time

• Added more examples about otp.string type and its limitations

• Added notification when gitlab pipeline failed on master branch too

Changed

• Improved performance metrics gathering documentation

• Updated numpy package dependency up to versions 2.2.X

Fixed

• Fix documentation for otp.Source.add_prefix and otp.Source.add_suffix

• Fixed start and end parameters logic in otp.Source.join_with_query if datetime objects are used

• Fixed image name in notify-release-pipeline-failed job

Removed

[1.147.0] - 2025-03-31

Added

• Added return type to the otp.Source.agg documentation

• Added otp.config.disable_compatibility_checks

• Add parameter symbol_date for otp.merge, otp.DataSource and many internal functions

• Add otp.meta_fields.symbol_time

Changed

Fixed

• Support using otp.Source.process_by_group without otp.config.default_symbol set

Removed

• Removed otp.Source._to_otq_tmp_file() function

[1.146.0] - 2025-03-24

Added

• Added support of tick and multi-column output aggregations in otp.Source.agg

Changed

• Send notification if release pipeline failed

Fixed

• otq.config.API_CONFIG must be otq.API_CONFIG to resolve conflict with latest onetick.query_webapi

Removed

[1.145.0] - 2025-03-17

Added

Changed

• schema_policy forced to be ‘manual’ if schema is set via otp.DataSource constructor

Fixed

• Remove ticks bucket units from Order Book aggregations

Removed

[1.144.0] - 2025-03-10

Added

Changed

Fixed

• Improve .str accessor operation representations

• Fixed setting locator date range in _inspection.DB when date exceeds python maximum value

• Aggregation functions with arguments now will pass pylint checks correctly

Removed

[1.143.0] - 2025-03-03

Added

• Added otp.agg.implied_vol and otp.Source.implied_vol

Changed

• Documentation now utilize vector based search for better results on natural language queries.

Fixed

• OTP_SKIP_OTQ_VALIDATION bug fixed

Removed

[1.142.0] - 2025-02-24

Added

Changed

Fixed

• Fixed compatibility check and tests for otp.Source.write_parquet

Removed

[1.141.0] - 2025-02-17

Added

• Added support of performance metrics gathering for otp.Session

• Added documentation with examples about changing contexts

• Added otp.ObSize, otp.agg.ob_size and otp.Source.ob_size

• Added otp.ObVwap, otp.agg.ob_vwap and otp.Source.ob_vwap

• Added otp.ObNumLevels, otp.agg.ob_num_levels and otp.Source.ob_num_levels

Changed

Fixed

Removed

[1.140.0] - 2025-02-10

Added

• Added support of passing bound symbols to otp.join_by_time

Changed

• OneTick server for WebAPI tests upgraded to 20241220-1

• Cleaner markdown documentation build

Fixed

• OTP_SKIP_OTQ_VALIDATION now respected again

• Fixed otp.compatibility.is_supported_point_in_time check

Removed

[1.139.0] - 2025-02-03

Added

• Added parameter columns to otp.Source.fillna function

• Support passing list to otp.Operation.isin

• Added otp.Source.virtual_ob

• Support datetime offset objects as parameter bucket_interval in otp.Tick

Changed

• Improve documentation of .str.contains() function

Fixed

Removed

[1.138.0] - 2025-01-27

Added

• Added optional WebAPI compatibility test for 1.25 release

• Added otp.timedelta and support it to be used as time offset in otp.Tick and otp.Ticks

• Support changing input field names in otp.Source.pnl_realized

• Added docs for otp.Source.add_fields

Changed

Fixed

• Fixed support of setting skip_tick_if to otp.nan in otp.agg.first and otp.agg.last

• Documentation publishing now removes stale HTML files.

Removed

[1.137.0] - 2025-01-20

Added

• Added otp.Source.limit

• Added missing docs for time_series_type parameter in supported aggregations

• Support getting onetick version from different server and context

• Added parameter check_index_file for some functions in _inspection.DB class

• Added more details and links in the docs of datetime parameters

Changed

• Improve docs for use_rename_ep parameter in otp.join_by_time

Fixed

• Fixed behaviour when regular expressions are used in otp.Source.drop

Removed

[1.136.0] - 2025-01-13

Added

• Added more documentation for otp.join_by_time

• Added otp.Source.return_ep and otp.aggregations.return_ep

• Added otp.Source.multi_portfolio_price and otp.aggregations.multi_portfolio_price

• Added value local_number_of_cores to otp.config.default_concurrency

• Added otp.config.presort_force_default_concurrency

Changed

Fixed

• Fixed some more SonarQube issues

• Compatibility with FIND_VALUE_FOR_PERCENTILE parameters on the latest build 20241220

• Fixed docs for otp.oqd.OHLCV

Removed

• Cell outputs removed from markdown documentation build

[1.135.0] - 2025-01-06

Added

Changed

• Replaced some otq.run calls with otp.run

• Improve and refactor OQD docs

• Migrated to new pip server (DO-1840)

Fixed

• Fixed send_onetick_release.sh script after FTP server update again

Removed

[1.134.0] - 2024-12-23

Added

• Added automatic access token obtaining for WebAPI via access_token_url parameter

Changed

• Move some WebAPI-related files to ./webapi directory and ignore it in SonarQube

Fixed

• Fixed one more typo in the installation docs

• Fixed parsing OneTick version after format change

Removed

• Remove otp.laser hardcoded server address

[1.133.0] - 2024-12-16

Added

• Added otp.Source.character_present

• Added otp.Source.estimate_ts_delay()

Changed

• bestex cases become part of public documentation (getting started)

• Require correct version of polars on python3.8

Fixed

• Fixed typo in the installation docs

• Fixed deprecation warnings in docs

• Fixed some SonarQube issues

• Fixed otp.Source.write method to write data without specifying symbol name

• Fixed send_onetick_release.sh script after FTP server update

Removed

[1.132.0] - 2024-12-09

Added

• Added otp.Source.portfolio_price and otp.agg.portfolio_price

Changed

• Clarified when onetick-py with local binaries is useful in the Installation docs.

• Use otp.config.default_db when getting OneTick version for compatibility checks

Fixed

• OQD sources and EPs now compatible with WebAPI mode.

Removed

[1.131.0] - 2024-12-02

Added

• Added otp.Source.book_diff()

• Added otp.Source.mkt_activity()

• Added support for polars output structure in otp.run in WebAPI mode

Changed

• Deprecate tick_type and find_params parameters in otp.Symbols

• Changed compatibility requirement for point_in_time method and source

Fixed

• Fixed setting fixed-length string fields in tick objects

Removed

[1.130.0] - 2024-11-25

Added

• Added otp.Source.mkt_activity()

• Added _inspection.DB.ref_data method

• Added support for process_ticks callback method for WebAPI

Changed

• Adding SonarQube exclusion for the tests folders

• Ignore warning from polars that caused exception in WebAPI tests

Fixed

• Fixed _inspection.DB.symbols() truncating symbol names

• Make TestAcceleratorDbWrite test even more stable

Removed

[1.129.0] - 2024-11-18

Added

Changed

• Updated SonarQube configuration to use gitlab template and get code coverage

Fixed

Removed

[1.128.0] - 2024-11-12

Added

• Added data quality and symbol errors methods

• Add _inspection.DB.show_archive_stats method

• Added support of setting trusted_certificates_file in WebAPI run

• Added otp.Source.fillna

Changed

• Added explicit schema named parameter instead of **kwargs in the otp.Source

• Upgraded used WebAPI package to 20241018.0.0

• Update documentation about bucket_units parameter in aggregations

• Improve documentation and add examples for otp.Symbols

Fixed

• Make TestAcceleratorDbWrite test more stable

• Fixes for documentation of count, head and tail functions

• Fixed segfault in derived databases test on older OneTick builds

• Fixed test on python 3.12

• Fixed adjustment_date parameter validation for otp.corp_actions

• Fixed OneTickLib singleton initialization when getting OneTick version

Removed

• Removed unused otp.types.datetime_now class

[1.127.0] - 2024-10-28

Added

• Added otp.Source.point_in_time and otp.PointInTime

• Added more docs for schema_policy parameter and examples in otp.DataSource

• Added support for otp.Operation objects as parameter in fillna method

• Added otp.agg.find_value_for_percentile and otp.Source.find_value_for_percentile

• Added documentation for Onetick parallelization and tick processing

Changed

• Refactored otp.sources into separate files

• Raise exception if schema is not specified when manual_strict policy is used in otp.DataSource

• Added warning about using otp.Operation (and inherited classes like otp.Column) in format expressions

Fixed

• Fixed examples and indentation in docstrings in aggregation methods in otp.Source

• Fixed bug with uncleared list in otp.CSV

• Fixed some more SonarQube issues

Removed

[1.126.0] - 2024-10-21

Added

• Added otp.Source.pnl_realized method

• Added otp.DataFile source class

• Added utils.query_properties_to_dict, utils.query_properties_from_dict and utils.symbol_date_to_str functions

• Support string as symbol_date parameter in otp.run

Changed

• Strict dependencies for MacOS to avoid issues with pyarrow

• Changed and added more docs for otp.DB

• Raise warning when when some parameters are specified without src in otp.DB

• Renamed otp.Source._save_as_tmp_otq to otp.Source._to_otq_tmp_file

• Refactor otp.Source._get_date_range into otp.Source.__get_common_symbol and otp.Source.__get_modify_query_times functions

• Renamed otp.Source._get_date_range to otp.Source._set_date_range_and_symbols function

Fixed

• Fixed authentication tests with default pytest warnings

• Fixed parameter name in write_parquet on latest OneTick builds

Removed

[1.125.0] - 2024-10-09

Added

• Added otp.Source.lee_and_ready

• Added parameter file_contents to otp.CSV

• Added otp.agg.standardized_moment aggregation

Changed

• Exclude conftest.py files from src directory when building distribution

• Move oqd.sources doctests and mark them as integration tests

• Use latest WebAPI in packages compatibility tests

Fixed

• Fixed support of using symbol params object in otp.Source symbol parameter

• Fixed default value of adjustment_date in otp.corp_actions

• Fixed logic to process otq.run result on the newest OneTick versions

• Fixed failed test with changed error message for EXPECT_LARGE_INTS=true on latest OneTick build 20240812120000

Removed

[1.124.0] - 2024-09-30

Added

• Added otp.Source.diff

• Added otp.agg.exp_w_average and otp.agg.exp_tw_average aggregations

Changed

• Updated SonarQube Configuration

Fixed

Removed

[1.123.0] - 2024-09-23

Added

• Documentation page for WebAPI configuration of on-prem OneTick server.

• Added support of parameters SKIP_TICK_IF/FWD_FILL_IF as skip_tick_if in otp.agg.first and otp.agg.last

• Added support of parameter null_int_val for otp.agg.first, otp.agg.last, otp.agg.min and otp.agg.max

• Added otp.db._inspection.DB.show_config()

Changed

• Don’t raise exception if we can’t detect database schema automatically in otp.DataSource

• WebAPI mode is automatically selected, when no onetick.query found, but onetick.query_webapi is installed.

Fixed

• Fixed setup.py not working correctly in Gitlab runner

Removed

[1.122.0] - 2024-09-16

Added

• Added otp.SqlQuery

• Added otp.agg.percentile aggregation

• Added more docs about default schema policy in otp.DataSource

Changed

• Change project structure, move source code to ./src and tests to ./tests

• Re-generated .test_durations file

• Add presort in all cases if parameter presort=True in otp.merge

• Upgraded onetick.query_webapi to the latest version 20240812.0.2

Fixed

• Allow using symbol parameters in .apply() and per-tick script functions

• Fixed type annotation for python3.8

• Fix build.sh script and sonar-project.properties after changing project structure

• Fixed otp.derived_databases when database with acl restrictions is used

Removed

[1.121.0] - 2024-09-09

Added

• Added support of using symbol and query params in onetick.py.sources.update_node_tick_type

• Added support of using symbol and query params as symbol parameter of otp.Source

• Added support of WHEN_TICKS_EXIT_WINDOW as value for all_fields in aggregations

• Added otp.Source.skip_bad_tick method

Changed

• Refactor otp.Source into separate files

Fixed

Removed

[1.120.0] - 2024-09-02

Added

• Added parameter timestamp_format for otp.CSV

• Added docs for otp.__version__, otp.__build__ and otp.__main_one_tick_dir__

Changed

• Changed otp.config.default_concurrency default value to 0 or 1

• Changed concurrency parameter in otp.merge and otp.DataSource to inherit default value from the original query

Fixed

• Fixed script send_onetick_release.sh after gitlab pipeline stage was renamed

• Fixed otp.TmpFile not closing file descriptor

Removed

[1.119.0] - 2024-08-26

Added

Changed

Fixed

• Fixed some SonarQube issues

• otp.run() arguments start or end now respects the timezone both for timezone-aware otp.dt and datetime.datetime.

• Fixed managing temporary directories and logging files removal when using pytest

• Fixed compatibility check with unstable test with cache

• Fixed version switcher in documentation

• Fixed multiversion documentation deployment for patch versions, cosmetics update on version switcher UI

Removed

[1.118.0] - 2024-08-19

Added

• Added otp.config.default_schema_policy

• Added docs mentioning onetick.hosted project

• Support for loop with range in per-tick script

• Added otp.db._inspection.DB.access_info()

• Added parameter apply_rights to otp.corp_actions

• Support setting bucket_interval as a symbol parameter

• Added article How to use onetick.query with onetick.py

Changed

• Updated docs for schema_policy parameter

• Default context in WebAPI mode is now None

Fixed

• Compatibility check bug when no DB_LOCATOR.DEFAULT set in one_tick_config.txt file.

• Database inspection methods now check database ACL restrictions

• Visual improvements on AI generated search results

• Fixed compatibility issues for some tests

• Fixed doc for otp.agg.max

Removed

[1.117.0] - 2024-08-12

Added

• Separate installation page for remote Cloud Server usage through WebAPI.

• Added webapi extra to setup.py for installing onetick.query_webapi module with simple command pip install onetick-py[webapi]

Changed

Fixed

Removed

[1.116.0] - 2024-08-05

Added

• Added support of otp.param in dest_symbology parameter of otp.SymbologyMapping

• Added links to onetick view documentation in the docs

Changed

• Disable deploy jobs in OT pre_candidate tests pipelines

• Changed logging format for otp.DataSource and otp.run parameters to json

Fixed

Removed

[1.115.0] - 2024-07-29

Added

• Added WebAPI support through onetick.query_webapi module

• Added documentation about data inspection and otp.DB

Changed

• Changed default value for parameter schema_policy in otp.DataSource docs

• Added parameter inplace, removed parameter move_node and changed returned value in otp.Source.sink

• onetick-ml now included to product tests

Fixed

Removed

[1.114.0] - 2024-07-22

Added

• Added parameter enforce_order for otp.merge

• Support otq.GraphQuery as parameter symbols in otp.DataSource and otp.merge

Changed

Fixed

• Fixed error message in per-tick script inner functions

• Small fixes for Order Book Analytics and Symbologies getting started guides

Removed

[1.113.0] - 2024-07-15

Added

Changed

• Updated pandas package dependency up to versions 2.2.X

• Updated twine==5.1.1

• Simplify graph when using query parameters in otp.Ticks

• Refactored and unified default value for tick type parameter for sources

• Uncomment unstable test with cache

• Don’t use deprecated StrictVersion from distutils

Fixed

• Fixed support for big integers in otp.Tick and otp.Ticks

• Fixed inconsistency when using Time alias for TIMESTAMP field

• Fixed returning list of symbols with colons from otp.db._inspection.DB.symbols()

Removed

[1.112.0] - 2024-07-08

Added

• Added support of reading and writing Parquet databases via otp.ReadParquet and otp.Source.write_parquet

• Added docs for otp.SymbologyMapping and otp.SplitQueryOutputBySymbol

Changed

• Use virtual environment in Windows test job

Fixed

Removed

[1.111.0] - 2024-06-24

Added

• added post-processing for markdown docs

• Added function otp.utils.render_otq for rendering otq-files

• Added otp.config.clean_up_tmp_files

• Added logging for classes in otp.utils.temp

• Added more docs and tests for .str.token() function

Changed

Fixed

• Fixed otp.Source.render method

• Fixed in otp.compatibility parsing some release string format

• Fixed otp.Session removing files even if clean_up is set to False

• Fixed destructor for otp.TmpFile

• Support infinite loops in per-tick script

Removed

[1.110.0] - 2024-06-17

Added

• added compatibility check for support of quotes in query parameters

• Added parameter data to otp.Tick

• Added RAG answering in documentation search results

Changed

• Disable deploy jobs in frozen tests pipelines

• otp.config.default_concurrency could be set None

Fixed

• Fix script send_onetick_release.sh not working on old minor release versions

• Fixed setting variables when initializing onetick-py with OTP_SKIP_OTQ_VALIDATION

• Fix problem in otp.Ticks when using field names equal to parameter names of otp.Tick

• otp.CSV() now handles bool columns (with true/false values only)

Removed

[1.109.0] - 2024-06-10

Added

• Added build and test jobs for OT candidate build pipeline

Changed

• Update onetick-init==0.0.3

Fixed

• Compatibility check now also checks the release patch date

• Fixed error when passing pandas offset objects to otp.Ticks

Removed

[1.108.0] - 2024-06-03

Added

• Added otp.bit_xor, otp.bit_not and otp.bit_at

Changed

• Improve example with otp.DB creation in docstring

• Use FutureWarning instead of DeprecationWarning in user-facing interfaces

Fixed

• Fixed test_remote

• Make otp.agg.generic doctest faster

• Forbid adding or updating meta fields

Removed

[1.107.0] - 2024-05-27

Added

Changed

• Revert saving tick sequence initializer sub-queries to the same file

Fixed

• Removed error when saving otp.eval sub-query twice

• Fixed error reported by sonar

• Fixed otp.merge performance with merging “diamond” pattern

Removed

[1.106.0] - 2024-05-20

Added

• Added parameter generate_separate_file_only for otp.eval

Changed

Fixed

• Allow empty dataframe in otp.Ticks

Removed

[1.105.0] - 2024-05-13

Added

• Added class otp.param for OneTick query parameters

• Added support for otp.param in bucket_interval parameter in aggregations

• Added otp.perf

• Added parameters running, start_time_expression and end_time_expression to otp.Source.to_otq

Changed

• Refactor otp.Operation and otp.Column

• Save eval and create_cache sub-queries in main generated .otq file

Fixed

• Fixed recursion errors in complex otp.Operation objects

• Fixed docs for otp.join_by_time

• Fixed test with escaped quotes on latest build

• Fixed tick server termination in test_cep.py

Removed

• Removed otp.Source.use_name_for_column_prefix()

• Removed _ParamColumn class

[1.104.0] - 2024-05-06

Added

Changed

• Changed default value for parameter how in otp.join to left_outer, outer value is deprecated

• In otp.DataSource use Passthrough instead of Merge when only one symbol is specified

Fixed

• Fixed otp.run warning about missing query start/end time, if it’s specified at least in one otp.Source in query

• Fixed compatibility errors on some tests

Removed

[1.103.0] - 2024-04-29

Added

• Add testing all recently added types in otp.Source.table

• Added functions otp.Source.cache and otp.modify_cache_config

Changed

Fixed

• Fixed some problems pointed by SonarQube linter

Removed

[1.102.0] - 2024-04-22

Added

• Added parameter default_tick for otp.agg.first_tick and otp.agg.last_tick

• Tests for join_with_query caching

• Parameter process_query_async for join_with_query

• Added SonarQube linter checks in gitlab CI

• Internal documentation added to GitLab Pages with Markdown files published as archive

Changed

• in otp.Source.write function change default value of parameter append to False

• in otp.db.write_to_db function set default value of parameter append to True

Fixed

• Fixed option_price doctests for OneTick build 20240330-1

• Fixed some integer types couldn’t be converted to string

• Fixed compatibility errors on some tests

Removed

• Removed otp.Source.symols_for and _MultiSymbolsSource

• Removed otp.utils.type2str, otp.utils.value2str, otp.utils.time2nsectime

[1.101.0] - 2024-04-15

Added

• Added otp.int and otp.long

• Support setting query properties with dictionary

• Added support of float values in otp.Milli and otp.Second

Changed

Fixed

• Fixed otp.agg.vwap not supporting int and float subclasses

• Fixed cache tests

• Updated docs about start and end times and symbols parameters in otp.DataSource

• Fixed parsing query properties with = character

Removed

[1.100.0] - 2024-04-08

Added

• Added support of using dateparts in otp.Tick offset parameter

• Added basic support of caching event processors via otp.create_cache, otp.delete_cache and otp.ReadCache

• Added otp.config.otq_debug_mode to keep all generated otq files and log their paths

• Added support of passing bucket end condition with bucket_interval parameter in aggregations

• BestEx / TCA use-cases into the documentation

Changed

Fixed

Removed

• Removed otp.ZERO_TIME and otp.INF_TIME

[1.99.0] - 2024-04-01

Added

• Added ability to pass date into the otp.Tick constructor to use entire day for the start and end parameters

• Added otp.Source.pause

• Added parameter source_fields_order to otp.join_by_time

• Added otp.callback.ManualDataframeCallback

• Added parameter manual_dataframe_callback to otp.run

Changed

• Use cases in documentation has split to separate document, one per use case

Fixed

• pytest lookup for Windows picks up the sphinx configuration

Removed

[1.98.0] - 2024-03-25

Added

• Added otp.Source.add_fields method

• Added otp.config.allow_lowercase_in_saved_fields

Changed

• unskip some doctests on linux

• Update onetick-lib==1.0.7

Fixed

• Fix bug with different types of offset in otp.Ticks

• support join_with_query parameter used as otp.eval parameter

Removed

[1.97.0] - 2024-03-18

Added

• Added otp.join_with_aggregated_window

Changed

Fixed

Removed

[1.96.0] - 2024-03-11

Added

• Added support of num_ticks_per_timestamp parameter to otp.Tick

• Added modify_from_query method for state variables

• Added otp.config.logging parameter and otp.log module

• Added otp.hash_code function

• Added description of how to generate markdown documentation using the sphinx

Changed

• compatibility docs now represent earliest supported version of OneTick

• onetick-query-stubs installation command now have extras with Ray version specified

• otp.run will throw warning if start or end time is not set and there is no default value

• updated locator_parser==1.0.7 (fixing problem with not closed file in locator_parser.FileReader)

• simplified some locator_parser.FileReader calls

• Improved doc for .num_distinct method with pointing it to corresponding EP in OneTick

• Improved doc for inspection database (result of opt.databases())

• bucket_units in aggregations could be omitted if bucket_end_condition used

• Updated docs for otp.DB

Fixed

• Fixed rules variables for trigger-product jobs

• Fix unstable test_multi_symbol test

• Fixed parameter db in otp.DataSource when used as a OneTick parameter

• fix passing parameter column as pattern param of otp.Symbols

• Fix hashing tests for Windows

Removed

[1.95.0] - 2024-02-28

Added

• benchmark_comparisons section with ‘option_price’ values comparison to online benchmark

• Added otp.bit_and and otp.bit_or functions

• Added example with skipping doctest on Windows

• Added is_event_processor_repr_upper and is_date_trunc_fixed to otp.compatibility

Changed

• otp.state.tick_set.find parameter default_value made to by default for the type of the requested field

• Skip test_redirect_logs on Windows

Fixed

• Fix otq._internal_utils.get_reference_counted_prefix calls due to function rename

• Fixed tests failing on 20240205120000 OneTick build

Removed

[1.94.0] - 2024-02-20

Added

• Test otp.derived_databases in empty session

• Add docs for otp.Source.get_name and otp.Source.set_name

• Added more docs and examples to otp.query

• Added otp.config.main_query_generated_filename

Changed

• Set columns for empty dataframe returned by otp.run based on source schema

Fixed

• Don’t run downstream pipelines on changelog commits

• Fixed default value of parameter time_series_type for otp.agg.tw_average

• otp.ODBC now checks OneTick version for compatibility

Removed

[1.93.0] - 2024-02-12

Added

• Added support of otp time units as bucket_interval in aggregations

• Added support of context managers for all otp.config parameters

Changed

• otp.Source[:n] use FIRST_TICK aggregation instead of filtering by ticks indexes

• Test sol and bestex-py as a multi-project trigger pipeline in Gitlab CI/CD

Fixed

• Fix test_redirect_logs on Windows

• fix development requirements to be compatible with Python 3.7-3.11

Removed

[1.92.0] - 2024-02-05

Added

• add example with using unmapped values as default to .map() method docs

Changed

Fixed

• Fixed parsing adjustment_date parameter in otp.corp_actions when value is datetime

Removed

[1.91.0] - 2024-01-29

Added

• Added Source.if_else function

• Added otp.ODBC

• otp.DB: added parameters minimum_start_date and maximum_end_date

• Added otp.config.ignore_ticks_in_unentitled_time_range

Changed

• Changed link in the documentation logo

• Updated the Overview page in the docs

• Removed exception not allowing to add data to derived database before using it on the latest OneTick builds

Fixed

• Inspect remote query in case it is located locally too

• Fix case when remote query is applied without known pins in .apply method

• otp.query: fixed parsing string parameters with quotes

Removed

[1.90.0] - 2024-01-22

Added

• Added otp.__main_one_tick_dir__, otp.__one_tick_bin_dir__ and otp.__one_tick_python_dir__ properties

• Added support numeric type conversion for bool otp.Operation

Changed

• Complain if OneTick bin directory is not specified in PATH env variable on Windows

• Improve logging in test_redirect_logs

Fixed

• Fixed custom start and end times in order book sources

• Fixed error when doing .push_back() in empty tick list

• Fixed error when using datetime difference in per-tick script

• Make test_redirect_logs and test_use_many_dbs less unstable

Removed

[1.89.0] - 2024-01-15

Added

• Added an example into the Source.agg API doc for the flexible bucket interval parameter

• Added test checking segfault when reloading locator

• Added otp.Source.update_timestamp() method

• parameter large_ints for first, last, min, max aggregations

Changed

• refactor changelog sections

• set autosectionlabel_maxdepth=2 when generating Sphinx documentation

• improved parsing OneTick version in otp.compatibility

• turned warnings into errors

Fixed

• The otp.corp_actions function doesn’t change passed source, and copy it instead

• fixed all warnings in tests, made some refactoring

• fixed setting output schema in aggregations without input column

• fixed converting SymbolType.get() default value to string

• fixed wrong schema detection in otp.DataSource when tick type is a parameter

• don’t raise warning when using otp.nsectime(0)

• fixed not closed files when using locator_parser.FileReader

• fix adding fields from parameters in otp.DataSource with manual_strict schema policy

• Fixed trying to find field of otp.string type with tick set’s .find() method

Removed

[1.88.0] - 2024-01-01

Added

• add otp.throw_exception per-tick script function

• added otp.Source.where_clause

• added otp.Source.where

• add otp.ObSummary, otp.agg.ob_summary and Source.ob_summary

• added info about logging symbols in Debugging guide

Fixed

• fix otp.datetime.end behaviour if next day is after DST/timezone transition time

Changed

• do not skip fault tolerance test

• warning message regarding subtraction of timestamps marked as deprecated now and ask user to explicitly specify time unit

[1.87.0] - 2023-12-25

Added

• add encoding parameter to otp.run

• added documentation for generating ticks in “Getting started” guide

• added documentation about copy_tick method available on input tick object in per-tick script

• checking correctness of created field names

Fixed

• fixed script send_onetick_release.sh failing in Gitlab job again

• fixed logic for parameter redirect_logs in otp.Session

• updated command to install onetick-query-stubs with specified onetick-py version

[1.86.0] - 2023-12-19

Added

• added otp.logf per-tick script function and otp.Source.logf method

• debugging chapter in the documentation

• add otp.Source.modify_symbol_name

Fixed

• fixed building documentation

• fixed using remote queries in otp.query

Changed

• update onetick-py-test version to pick up the --show-stack-trace feature

[1.85.0] - 2023-12-11

Added

• parameter log_symbol for otp.run

Fixed

• fixed script send_onetick_release.sh failing in Gitlab job

• fixed output types after aggregations apply() method

• fixed parsing config with include and env vars

• sphinx documentation for testing

Changed

• updated Source.agg() documentation to indicate that end_condition_per_group=True applies to all bucketing conditions

[1.84.0] - 2023-12-04

Added

• info about symlinks on Windows in CONTRIBUTING.md

• script to upload source code and docs of latest onetick-py release to Slack and FTP

• support for comments and included files in otp.utils.get_config_param

• improved documentation for otp.Symbols pattern parameter

• ability to pass desired schema to created tick sequences

• added missing parameters to otp.merge

Fixed

• printing datetime subtraction warning

• fix unit tests after bug with eval truncating timestamps in tick sets was fixed in OneTick release

Changed

• improved documentation in different places

• disallow otp.Tick creation with bucket_time=end and set non-zero offset params

• parameter symbol of otp.Query constructor is limited to be only None or otp.adaptive

[1.83.0] - 2023-11-13

Added

• added mypy static type checker to CI/CD pipeline

• added new string accessor function like()

• otp.Source.throw method

• New method otp.datetime.to_operation

Fixed

• added missing per-tick script files to onetick-py distribution

• add support for selecting columns with regular expressions

Changed

• order and naming of sections in documentation API reference

• raise exception when indexing state variables

• deprecated using tuples with name and type in otp.Source.__getitem__

[1.82.0] - 2023-11-06

Added

• docs and example with using function as a query parameter in otp.run

• added otp.Source.Symbol.get() method with ability to pass default parameter

• All methods of _inspection.DB class use context property of the class

Fixed

• optimized getting last loaded date for the database

[1.81.0] - 2023-10-30

Added

• pip install onetick-py[strict] is now available for installing onetick-py with strict dependencies

• added onetick-py and OneTick versions to the exception message in otp.run

• Source.write(), DB.add() and write_to_db() now have start/end parameters for multiple dates writing.

• otp.Column.cumsum() function

• Parameter inplace for aggregations apply() method

• Parameter overwrite_output_field for aggregations

Fixed

• fixed some documentation pages to not be platform-specific

• fixed unstable tests

Changed

• default documentation page

[1.80.0] - 2023-10-23

Added

• otp.Source.join_with_collection function

• check_schema parameter for tick’s get/set value functions

• added protocol and resource parameters for otp.RemoteTS

Fixed

• Documentation upload and CI/CD requirements fixed

• compatibility issues with OneTick release 1.22 and 1.23

• method to check if OneTick feature is supported

• fix source’s schema after applying order book aggregations

• compatibility issues with Python 3.7, 3.8 and 3.11

[1.79.0] - 2023-10-16

Added

• otp.default_by_type function

• __repr__ implementations for onetick-py types

Fixed

• adding fields to real schema in .insert_tick()

Changed

• Switched cloud from MiniC to dev cloud

• Compatibility tests now use tags instead of branches

[1.78.0] - 2023-10-10

Added

• .str.strptime function (alias to .str.to_datetime())

Fixed

• do not run windows and docs tests on release creation pipeline

• fixed import error with Literal on python 3.7

• tests on compatibility with OneTick release 1.23

• fixed all warnings when building documentation, turned warnings into errors

• fixed the name of timezone parameter for most datetime accessor functions

Changed

• more flexible numpy version requirements, 1.26.0 is now supported

• multiversion docs now also supports master branch version (published only on GitLab Pages)

• multiversion docs now based on tags instead of branches

[1.77.0] - 2023-10-02

Added

• quote_char parameter for otp.CSV

• support updating state variables in otp.Source.update() method

• otp.format function

Fixed

• Fixed signature in documentation for some aggregations

• Added compare method for date difference object

• pylint job moved to linters stage

• some “out-of-order” jobs now depend on trigger release

• removed __init__.py file from project’s root

Changed

• make job pages-multi-version optional

[1.76.0] - 2023-09-25

Added

• an example of using ISN with OHLCV in Getting Started Guides

• dtype parameter for get_long_value and get_string_value

• Link to the video tutorial in the documentation

• Gitlab CI/CD variables to create release automatically in Jira project

• changelog linter, that fails when changelog have no changes in MR

• automatically generated compatibility tests in docs

• script for multiple version documentation building

Fixed

• get_value can now return subclasses of string and integer

• different otp.string types can be used in desired_schema for otp.DataSource

• Fixed spelling in the documentation

• None is now equal to otp.nan when applying function

• otp.dt can be used for otp.config['default_start_time'] and otp.config['default_end_time']

[1.75.0] - 2023-09-18

Added

• Linter for markdown files

• Support for inner functions in per-tick script

Fixed

• Fixed using parameter bucket_units on old OneTick versions

• Fixed trigger pipelines in Gitlab CI

• Don’t use stack_info parameter of EP objects to save stack trace.

Changed

• all_fields parameter for otp.agg can now be set to HighTick or LowTick which allows to set the input field

• Getting database interval with database name as symbol, not LOCAL::

[1.74.0] - 2023-09-11

Added

• otp.Symbol now has __getitem__ method which allows to set type of the symbol parameter

• unit parameter for to_datetime() method for otp.Operation.str

• otp.Tick: added parameter bucket_units

Fixed

• otp.CSV now can be used with both file and symbol at the same time

Changed

• otp.by_symbol single_invocation parameter default value is now False

• otp.CSV will be sorted by timestamp_name column

• on parameter for otp.join() can now be list of string

[1.73.0] - 2023-09-04

Added

• otp.derived_databases and parameter derived for otp.databases

[1.72.0] - 2023-08-31

Changed

• Change gitlab CI release pipeline, use automatic versioning

[1.71.11]

Fixed

• otp.join now doesn’t add additional fields to the joined sources

[1.71.10]

Added

• otp.agg.generic: added params parameter to .apply() method, which allows to pass parameters to the aggregation function

[1.71.9]

Fixed

• support otp.decimal, otp.uint, otp.short and otp.byte in aggregations

[1.71.8]

Added

• handle_escaped_chars param in otp.CSV() to handle backslash escaped characters in CSV files.

[1.71.7]

Fixed

• it doesn’t fail now when we run aggregation with all_fields in [True, "last", "first", "high", "low"] on data with changing schema

[1.71.6]

Fixed

• Fixed some compatibility with Python 3.7-3.8

[1.71.5]

Changed

• onetick import exception message and warnings logic

[1.71.4]

Added

• otp.run parameter date

[1.71.3]

Added

• field_delimiters parameter for otp.CSV

Fixed

• otp.CSV now works correctly when first_line_is_title=False and names is set

[1.71.2]

Fixed

• Updated pandas version requirements for Python 3.10 compatibility

[1.71.1]

Fixed

• Use onetick-init project to use correct onetick/__init__.py file

[1.71.0]

Added

• slice() method for otp.Operation.str

• [] syntax for otp.Operation.str.get

[1.70.3]

Fixed

• Added functools.cache to backports for backward compatibility with python <= 3.8

[1.70.2]

Added

• default database now has heartbeat_generator CEP adapter and can be used with tick generator in CEP queries

• temporary files can be created with non-random names

[1.70.1]

Fixed

• Fixed omd_dist_path() function logic when MAIN_ONE_TICK_DIR variable is used

[1.70.0]

Added

• date_trunc() method for otp.Operation.dt

• day_name() method for otp.Operation.dt

• day_of_month() method for otp.Operation.dt

• day_of_year() method for otp.Operation.dt

• hour() method for otp.Operation.dt

• minute() method for otp.Operation.dt

• month() method for otp.Operation.dt

• month_name() method for otp.Operation.dt

• quarter() method for otp.Operation.dt

• second() method for otp.Operation.dt

• week() method for otp.Operation.dt

• year() method for otp.Operation.dt

[1.69.0]

Added

• support using MAIN_ONE_TICK_DIR environment variable to find the path to onetick python libraries instead of PYTHONPATH

[1.68.1]

Changed

• it is possible to pass any config variables into otp.session.Config via variables

[1.68.0]

Added

• get() method for otp.Operation.str

• concat() method for otp.Operation.str

• insert() method for otp.Operation.str

• first() method for otp.Operation.str

• last() method for otp.Operation.str

• startswith() method for otp.Operation.str

• endswith() method for otp.Operation.str

Changed

• find() method for otp.Operation.str has new parameter start

[1.67.1]

Fixed

• OneTick release version and build date now both used to check compatibility for specific features, to avoid issues with older OneTick releases patched.

[1.67.0]

Added

• ability to specify a db on the CSV source to determine a destination where the csv file will be processed

[1.66.0]

Added

• erase() method for otp.stat.tick_list

[1.65.5]

Fixed

• using .apply(int), .apply(otp.nsectime) and .dt.day_of_week() methods in per-tick script

[1.65.4]

Fixed

• fixed docs for str accessors

[1.65.3]

Fixed

• otp.CSV() now supports specifying path with symbol name

[1.65.2]

Added

• auto_increment_timestamps parameter for otp.CSV source

[1.65.1]

Fixed

• otp.CSV() now supports big int values without trimming it.

• str to int column change now also supports big int values without trimming it.

[1.65.0]

Added

• max_back_ticks_to_prepend parameter for otp.DataSource

• where_clause_for_back_ticks parameter for otp.DataSource

[1.64.2]

Fixed

• added support for passing symbol time to join_with_query as string

[1.64.1]

Changed

• otp.corp_actions changes adjustment_date_tz value to GMT if adjustment_date has YYYYMMDD format

[1.64.0]

Added

• input property of tick inside script

[1.63.2]

Added

• New parameters for Source.join_with_query:

  • default_fields_for_outer_join

  • symbol_time

  • concurrency

Changed

• join_with_query now by default uses timezone of the main query and not otp.tz

Fixed

• nanosecond-precision query parameters are now being passed to joined query without precision loss

[1.63.1]

Fixed

• do not add pseudo fields in schema when calling .rename() with regexp

[1.63.0]

Added

• otp.decimal

Fixed

• detecting new types in _inspection.DB.schema()

[1.62.1]

Fixed

• otp.CSV: fix default timestamps with nanoseconds

[1.62.0]

Added

• otp.math.floor function

[1.61.2]

Fixed

• otp.Source.rename now works with regexp

[1.61.1]

Fixed

• otp.math.max/min now works in otp.script

[1.61.0]

Added

• added otp.agg.variance aggregation

[1.60.8]

Changed

• enable include_memdb for DB.tick_types() method

[1.60.7]

Fixed

• aggregations with Operation in group_by parameter now return GROUP_{i} column

[1.60.6]

Fixed

• dtype parameter for otp.CSV now works correctly

[1.60.5]

Fixed

• compute with all_fields=True now works correctly for aggregations on time based columns

[1.60.4]

Fixed

• tick_set.find() now allows to pass string columns of different lengths as key value

• otp.Once renamed to otp.once

[1.60.3]

Fixed

• do not require numpy directory on latest OneTick builds

[1.60.2]

Fixed

• otp.varstring now works with otp.state.tick_set

[1.60.1]

Removed

• parameter add_default_db for otp.Locator

• parameter add_default_db_to_locator for otp.Config

[1.60.0]

Added

• columns and ignore_columns parameters for otp.Source.add_prefix and otp.Source.add_suffix methods

[1.59.3]

Added

• parameter add_default_db for otp.Locator

• parameter add_default_db_to_locator for otp.Config

[1.59.2]

Added

• parameter num_threads for method otp.Source.process_by_group()

[1.59.1]

Changed

• running flag of otp.run() now applies only to main graph, and not to any sub graphs (symbols, join_with_query, etc.)

[1.59.0]

Added

• slicing select for ticks with otp.Source.__getitem__()

[1.58.9]

Changed

• simplified nsectime to int conversion

[1.58.8]

Fixed

• otp.run() warnings regarding OntTick build version is now show both installed and required versions

[1.58.7]

Added

• testing script intended to be used in OneTick build release process

[1.58.6]

Added

• otp.Source.show_symbol_name_in_db()

[1.58.5]

Added

• spell-checking when building documentation

[1.58.4]

Fixed

• TickSet.find now works without key_fields when throw=True

[1.58.3]

Added

• otp.Source.mean

Changed

• deprecated datetime subtraction

[1.58.2]

Added

• otp.ulong

• otp.uint

• otp.short

• otp.byte

[1.58.1]

Added

• support for multiple pandas versions for python 3.9 and 3.11

[1.58.0]

Added

• support using otp.Once in per-tick script

[1.57.5]

Fixed

• iteration through list of strings in per-tick script now works correctly

[1.57.4]

Added

• support otp.Operation methods in ExpressionDefinedTimeOffset

[1.57.3]

Fixed

• ott.string now have default length None to distinguish from string[64] to avoid broken conversion in table()

[1.57.2]

Fixed

• TickList.push_back() now changes tick list’s schema

[1.57.1]

Changed

• improving docs for otp.config and Configuration pages

[1.57.0]

Added

• get/set functions for ticks in per-tick script to use with value or Operation

• get/set functions for TickSequenceTick and DynamicTick can also use Operation

[1.56.2]

Changed

• setting configuration for getting_started docs

[1.56.1]

Added

• otp.DB: db_raw_data and db_feed parameters

• otp.DB: raw_data and feed properties

[1.56.0]

Added

• subset parameter added to otp.Source.dropna()

[1.55.10]

Fixed

• TickSet now support .erase() with one or two TickSequenceTick

• TickSequenceTick updates schema when used in TickSet.find()

[1.55.9]

Changed

• speed up adding multiple databases, locators, acls to the session

[1.55.8]

Changed

• support updating source schema with complex types and objects

[1.55.7]

Fixed

• otp.Ticks dataframe modification

[1.55.6]

Changed

• deprecate otp.Source.to_df() and otp.Source.__call__()

[1.55.5]

Fixed

• allow otp.agg.option_price to be used in otp.Source.agg

[1.55.4]

Fixed

• while deducing schema use last day with selected tick type

[1.55.3]

Added

• support for numpy data types in some operations

[1.55.2]

Changed

• use PRESORT in otp.DataSource with multiple symbols

[1.55.1]

Added

• otp.DataSource strict schema policies

[1.55.0]

Added

• support reading onetick-py config from OTP_DEFAULT_CONFIG_PATH env variable

• support OTP_SHOW_STACK_INFO env variable

[1.54.2]

Added

• while statement in per-tick script

[1.54.1]

Fixed

• changing column type from float to int now works correctly

[1.54.0]

Added

• added possibility to log symbol in otp.run through OTP_LOG_SYMBOL

[1.53.4]

Fixed

• set otp.config.show_stack_info to False by default

[1.53.3]

Changed

• changed changelog formatting

[1.53.2]

Changed

• otp.Source.time_filter default timezone parameter

[1.53.1]

Fixed

• warning if database with the same case-insensitive name is added

[1.53.0]

Added

• otp.Source.modify_query_times

• otp.Source.time_interval_shift

• otp.Source.time_interval_change

[1.52.0]

Added

• otp.config.show_stack_info

• stack trace for all onetick.query EPs

[1.51.0]

Added

• added otp.TestSession which sets up default values

[1.50.2]

Fixed

• fixed SharesOutstanding timestamp out of bounds

[1.50.1]

Added

• parameter max_expected_ticks_per_symbol for otp.run

• otp.config.max_expected_ticks_per_symbol

[1.50.0]

Added

• parameter password for otp.run

• otp.config.default_auth_username, otp.config.default_password

[1.49.1]

Fixed

• otp.CSV: support fixed-length strings and varstrings

[1.49.0]

Added

• Support multiple endpoints in the servers.RemoteTS entity

• Introduced LoadBalancing for RemoteTS

• Introduced FaultTolerance for RemoteTS

[1.48.4]

Changed

• rename start_time and end_time parameters to start and end in join_with_query and other places

[1.48.3]

Fixed

• Sphinx documentation

• Added ability import otp.corp_actions as an alias for otp.functions.corp_actions

• policy parameter in the join_by_time takes lower case values

[1.48.2]

Fixed

• fix inplace parameter for otp.Source.insert_tick()

[1.48.1]

Fixed

• custom start and end time in evaluated first-stage queries

[1.48.0]

Added

• Added support for Python 3.7-3.10, onetick.py.backports module added for all common backward compatible imports.

[1.47.0]

Added

• otp.agg.num_distinct

[1.46.1]

Fixed

• remove null-characters when converting string to varstring

[1.46.0]

Added

• otp.Source.insert_tick() method

[1.45.4]

Changed

• do not create temporary directory in case otp.DB locations are specified by user

[1.45.3]

Added

• sort() function for tick lists

[1.45.2]

Added

• changelog page in docs

[1.45.1]

Added

• otp.Source.dump: message <no data>

[1.45.0]

Added

• ranking aggregation class and method

[1.44.0]

Added

• exposed otp.OneTickLib

• otp.OneTickLib().set_authentication_token() method

[1.43.2]

Fixed

• make generic aggregation tests pass on newest onetick builds again

[1.43.1]

Changed

• otp.DataSource: search days back to find schema with tolerant schema policy

Fixed

• last_not_empty_date() method will not go beyond locator boundaries

[1.43.0]

Added

• more nsectime/msectime conversions in column’s .apply() method

[1.42.0]

Added

• convert from/to otp.string in column’s .apply() method

[1.41.5]

Fixed

• make generic aggregation tests pass on newest onetick builds

[1.41.4]

Fixed

• Column.str.to_datetime() now preserve nanoseconds when accessor is the same column

[1.41.3]

Fixed

• merging string and varstring column

• concatenating varstring with string

[1.41.2]

Changed

• join_by_time now checks types in on parameter columns only if check_schema is True

[1.41.1]

Fixed

• node is not checked if result is empty

[1.41.0]

Added

• Source.time_filter() method added to filter ticks by time

[1.40.1]

Backward incompatible change

• join_by_time now raise TypeError if on parameter is set and sources have different types of this column

[1.40.0]

Added

• added otp.agg.option_price aggregation

[1.39.0]

• support callback mode in otp.run

• otp.CallbackBase class

[1.38.0]

Added

• support remote:// in otp.query

[1.37.1]

Fixed

• Fix otp.run() error when query property repository not initialized

[1.37.0]

Added

• added OTP_DEFAULT_FAULT_TOLERANCE config value

[1.36.2]

Fixed

• otp.agg.generic improvements

  • remove all_fields parameter from docs

  • save aggregation sub-query to the same file

[1.36.1]

Fixed

• updated requirements.dev.txt with strict versions of sub-dependencies to shorten the installation time

[1.36.0]

Added

• added CORRELATION aggregation

[1.35.3]

Added

• otp.agg.stddev now supports biased parameter

[1.35.2]

Fixed

• float to string conversion in float accessor methods

[1.35.1]

Changed

• removed timezone warning when creating stubs database locator

[1.35.0]

Added

• parameter default for otp.Operation.map()

[1.34.0]

Changed

• ignore unsupported field types when inspecting database

Fixed

• detect otp.varstring type when reading database

[1.33.0]

Added

• yield and copy_tick() for per-tick script

[1.32.0]

Added

• otp.raw class for specifying raw OneTick expressions

Fixed

• converting string literals to OneTick syntax

Backward incompatible change

• hack with string surrounded by double quotes is removed

[1.31.0]

Added

• otp.oqd.sources.SharesOutstanding source with is actually OQD_SOURCE_SHO EP

[1.30.0]

Changed

• removed otp.utils.memoize

• otp.utils module refactoring

[1.29.0]

Added

• otp.string[...] and a shortcut for it otp.varstring which represent varstring

[1.28.0]

Fixed

• otp.join_by_time now can be used in otp.agg.generic

Added

• parameter use_rename_ep for otp.join_by_time

[1.27.1]

Fixed

• pandas.DataFrame in otp.Ticks() now supports nan on Windows

[1.27.0]

Added

• add_prefix and add_suffix functions to otp.Source

[1.26.0]

Changed

• use TmpDir instead of GeneratedDir to create database directories

Added

• parameter rel_path for TmpDir

Backward incompatible change

• other TmpDir parameters are changed to be keyword-only

[1.25.0]

Added

• otp.agg.generic

[1.24.0]

Fixed

• automatically set default db/symbol/times for queries where possible

[1.23.0]

Fixed

• inplace parameter for Source.update()

Backward incompatible change

• default inplace logic changed to False

[1.22.0]

Added

• added otp.Operation.__round__ method

• fixed docs

[1.21.2]

Fixed

• float('nan') behaves the same way as otp.nan

[1.21.1]

Changed

• otp.functions.corp_actions() parameter adjustment_date now supports otp.datetime, otp.date, datetime.date, datetime.datetime, str types

[1.21.0]

Added

• inplace parameter for Source.write()

• support using otp.Columns as symbol and tick_type parameters

• added all OneTick parameters to Source.write()

Fixed

• fix wrong merge logic for Source.write() when propagate_ticks=True

Changed

• unify DB.add(), DB.put(), Source.write(), otp.db.write_to_db() as much as we can

[1.20.0]

Added

• added ability to use pandas.DataFrame in otp.Ticks()

[1.19.0]

Fixed

• removed overriding of tempfile module’s private function

Added

• mkstemp, mkdtemp, ONE_TICK_TMP_DIR functions in otp.utils

Changed

• refactoring of tmp files and database creation logic

• remove usage of SKIP_NAME_GENERATION and DISABLE_COOL_TMP_NAMES environment variables

[1.18.1]

Fixed

• disable emulation in inner .apply() functions

[1.18.0]

Backward incompatible change

• deleted ability to use built-in min/max functions for otp.sources

• now only otp.math.min/otp.math.max should be used for otp.sources If there are any usage of built-in min/max functions for otp.sources, please, replace them with otp.math.min/otp.math.max.

[1.17.4]

Fixed

• fixed path checking for PYTHONPATH

[1.17.3]

Fixed

• calling inner functions with tick fields in .apply() method

[1.17.2]

Fixed

• protected from accidentally adding new attributes to the otp.config object

[1.17.1]

Added

• large_ints parameter for First and Last aggregations

Fixed

• support nsectime by First and Last aggregations

[1.17.0]

Added

• OTP_DEFAULT_LICENSE_DIR and OTP_DEFAULT_LICENSE_FILE configuration environment variables to set the location of license files

[1.16.5]

Fixed

• per-tick script local variables

[1.16.4]

Fixed

• state variables can be updated with simple values

[1.16.3]

Fixed

• nanoseconds precision is not lost when using min/max functions with datetime arguments

[1.16.2]

Added

• otp.config.default_concurrency

• otp.config.default_batch_size

Changed

• default concurrency is set to the number of cores on the machine, previously concurrency was disabled

[1.16.1]

• Jupyterlab-snippets support added with command jupyter onetick_snippets jupyterlab_snippets

[1.16.0]

Changed

• change default config parameters

  • default timezone is changed from EST5EDT to local

  • default start time, end time, database and symbol are removed

• otp.DEFAULT_* variables are fixed, but deprecated

[1.15.12]

Added

• Columns.map() function that mimics pandas.Series.map()

[1.15.11]

Fixed

• forbid using pseudo-fields in .table()

[1.15.10]

Fixed

• support using operations with _TIMEZONE in otp.join

• support using datediff operation in otp.join

• bug with some columns filtered out with otp.join

[1.15.9]

Fixed

• change default timezone for datetime functions

[1.15.8]

Added

• otp.functions.save_sources_to_single_file()

[1.15.7]

Fixed

• don’t use cache in otp.DB.tick_types()

[1.15.6]

Added

• otp.meta_fields class

• otp.expr class

• otp.Operation.expr property

• support for using otp.expr in otp.DataSource parameter back_to_first_tick

[1.15.5]

Added

• otp.RefDB class

[1.15.4]

Fixed

• support otp.string in tick sequences functions

[1.15.3]

Fixed

• otp.DB.last_date now returns first no empty date

Added

• otp.DB.last_not_empty_date() function

[1.15.2]

Changed

• delete legacy code with _CompareEmulator

[1.15.1]

Changed

• numpy version from 1.19.5 to 1.23.0

[1.15.0]

Added

• otp.date and otp.datetime timezone awareness

• support otp.date, datetime.date and pandas.Timestamp in otp.Source.table()

• support otp.date as absolute time in otp.Ticks and otp.Tick

• support creating otp.datetime with otp.date

• support adding otp.date as column

• removed otp.types.datetime2str, added otp.types.datetime2expr instead

Fixed

• fix ott.time2nsectime() function

[1.14.48]

Added

• support empty return in per-tick script

[1.14.47]

Added

• otp.oqd.sources.OqdSourceDes and otp.oqd.funcs.corp_actions

[1.14.46]

Added

• support many tick types in otp.DataSource

[1.14.45]

Changed

• updated onetick-py-test==1.1.30

Fixed

• otp.config: added .get() method

• otp.Source.write(): new default value for date parameter

[1.14.44]

Fixed

• default end time is next day’s midnight

• otp.date: __add__ and __sub__ methods

[1.14.43]

Fixed

• otp.DB will raise exception when ticks do not fall into the time range determined by DAY_BOUNDARY_TZ

[1.14.42]

Fixed

• sources.CSV now support relative CSV file path located inside CSV_FILE_PATH folder

[1.14.41]

Added

• otp.state.tick_list, otp.state.tick_set, otp.state.tick_deque

• otp.Source.execute

• support iterating over tick sequences in per-tick script

[1.14.40]

Added

• otp.remote decorator for apply functions used in ray remote context

[1.14.39]

Added

• otp.oqd module with oqd event processors and sources

[1.14.38]

Added

• otp.by_symbol function that allows to split query by symbols and use result with unbound symbols

• added ability to pass in the otp.CSV file buffer created using the otp.utils.file in remote execution environment

[1.14.37]

Changed

• Improving otp.CSV types inspection, added timestamp field argument, mimics pandas arguments names=, converters= and dtype=.

[1.14.36]

Fixed

• schema dates lookup interval increased to get 5 five days back

• fixed operation with Nanoseconds and constant dt objects

[1.14.35]

Fixed

• fix apply() method with brackets, change lambda token parser

[1.14.34]

Fixed

• min/max aggregation object modification when used on datetime columns

[1.14.33]

Changed

• Changed method for converting python code to OneTick’s per-tick script and case() function

• Improving performance of .script() and .apply() methods in more complex functions

[1.14.32]

Changed

• All defaults moved to otp.config.[...] . E.g. otp.config.tz or otp.config.default_start_time

• Options can also be accessed like otp.config['tz']

• otp.DEFAULT_[...] are preserved for backward compatibility; otp.Source.DEFAULT_[...] no longer exist.

Added

• config.default_symbology to set default symbology for all databases created by onetick.py

[1.14.31]

Added

• otp.DataSource: keep_first_tick_timestamp parameter

[1.14.30]

Changed

• rearranged docs to exclude sphinx and jupyter dependencies from the dist package

Added

• script that helps to pack artifacts for OT integration

[1.14.29]

Added

• otp.Source methods: ob_snapshot(), ob_snapshot_wide(), ob_snapshot_flat()

[1.14.28]

Added

• time_series_type parameter for First, Last, FirstTime, LastTime, FirstTick, LastTick, HighTime, LowTime

Fixed

• inheritance parameters for HighTick, LowTick, HighTime, LowTime

[1.14.27]

Changed

• onetick.docs moved into the onetick.py.docs

[1.14.26]

Added

• otp.MultiOutputSource class to create queries that return multiple outputs

[1.14.25]

Added

• Possibility pass timezone with Operation type to str and dt accessor for to_datetime and strftime method

[1.14.24]

Added

• Sphinx doc: added overview, getting started and concepts into the doc. Added documentation to the data inspection api.

• otp.config['context'] config variable

Removed

• pytz dependency

• old version of the data inspection mechanism

[1.14.23]

Added

• otp.coalesce()

[1.14.22]

Added

• fix adding string columns in otp.Source.script()

[1.14.21]

Added

• otp.utils.TmpFile now use __del__() instead of weakref.finilize()

[1.14.20]

Added

• Aggregations: otp.agg.ob_snapshot, otp.agg.ob_snapshot_wide, otp.agg.ob_snapshot_flat

• Sources: otp.ObSnapshot, otp.ObSnapshotWide, otp.ObSnapshotFlat

[1.14.19]

Added

• otp.SymbologyMapping source

• symbology and show_original_symbols parameters for otp.Symbols

[1.14.18]

Added

• Environment variable OTP_SKIP_OTQ_VALIDATION now force to skip __validate_onetick_query_integration()

[1.14.17]

Fixed

• otp.DB: try to get schema from db again without using cache if we failed to get it the first time

[1.14.16]

Added

• argument all_fields of otp.agg() could set policy to choose tick for all fields: first, last, high, low.

[1.14.15]

Fixed

• otp.cut, otp.qcut: raise exception when number of labels is not equal to number of bins

• handle case when using cut functions on one field several times

[1.14.14]

Fixed

• added logic to support changed behaviour of newer OneTick builds with respect to timezones passed to otp.run()

[1.14.13]

Fixed

• keep_everything_generated property for the classes TmpFile, TmpDir and GeneratedDir to control tmp file cleanup

[1.14.12]

Fixed

• ‘members’ default autodoc option

[1.14.11]

Added

• ability to use otp.Operation in aggregations

[1.14.10]

Added

• docs for datetime classes

Fixed

• otp.Year, otp.Quarter, and otp.Month datetime offsets

[1.14.9]

Added

• added documentation

Fixed

• fixed wrong documentation substitution for aggregations methods

[1.14.8]

Changed

• improved doctest for apply and __getitem__ on the Source

• added ability to use external queries from the doctest_resources subfolder

[1.14.7]

Added

• otp.math.pi() function

• improved docs for all otp.math functions

[1.14.6]

Added

• Source slice data[['x', 'y']:] now works like handy shortcut for Source.table(strict=False)

[1.14.5]

Changed

• otp.Source.high_time and otp.Source.low_time deprecated (use otp.agg.high/low_time instead)

Fixed

• Field collision in Source.agg() with all_fields=True and non-empty group_by

[1.14.4]

Added

• otp.DataSource (or otp.Custom) now have back_to_first_tick parameter.

[1.14.3]

Fixed

• Proper error message for using full tick aggregation on column.

[1.14.2]

Added

• new optional flag -i (–name-info) for jupyter onetick_snippets (shows snippets name tree)

[1.14.1]

Fixed

• Fix updating datetime columns with datetime functions

[1.14.0]

Fixed

• Inconsistency in UPDATE_FIELD EP changing column type with datetime functions

[1.13.0]

Changed

• API documentation structure changed

[1.12.1]

Fixed

• Warning instead of an error when using source with improper schema as an FSQ

• Restored support for passing _SYMBOL_TIME query parameter to “join_with_query” method

[1.12.0]

Fixed

• objects designed to be protected moved to protected space

[1.11.1]

Added

• ability to use absolute time instead of offset in otp.Tick() and otp.Ticks()

• ability to pass the whole source as a list of symbol parameters in join_with_query()

[1.11.0]

Added

• Added otp.functions.cut() and otp.functions.qcut(), that mimics pandas.cut() and pandas.qcut()

[1.10.3]

Fixed

• nodes history rebuilding in otp.Source.deepcopy() method

[1.10.2]

Fixed

• Method tick_types in inspection DB class can accept None date then assign self.last_date if it is None, self.last_date also can be None and when we pass arguments to otp.run we create ‘end’ via date + timedelta(days=1) that triggered Exception. Now it passes ‘utils.adaptive’ start and end in the case when date is finally None.

[1.10.1]

Added

• _TIMEZONE meta column of the otp.Source object

Fixed

• If you use otp.run() with a query as graph file and symbols as otp.Source, timezone is now being passed to the symbols query correctly

[1.10.0]

Added

• jupyter-onetick_snippets executable - configure snippets for nbextension snippets/snippets_menu

[1.9.0]

Added

• Added scripts which allows running QueryDesigner.exe on Windows for test case and dashboard on Linux

[1.8.0]

Added

• math module with OneTick math methods there

[1.7.1]

Fixed

• Datetime fields are now correctly converted to integers when passed as filter conditions

[1.7.0]

Added

• Support numpy==1.19.5 for python3.9

[1.6.1]

Changed

• otp.agg.<aggregation> is now function and return aggregation instance

Added

• Median aggregation

• Source.agg will now work if running=False and all_fields=True - first tick in bucket used for all_fields

• method apply for all aggregations that allows to apply aggregation to Source

• Source methods high, low, first, last, high_time, low_time, distinct now support all parameters from relevant aggregation

[1.6.0]

Changed

• all calls to _Source changed to self.__class__ where possible

• copy() function now create subclass instance instead of _Source

• output_type_index parameter for merge(), join(), join_by_time() and apply_query()

• all standard otp.Source subclasses now support node and **kwargs parameters for __init__()

• from this point all subclasses of otp.Source must support node and **kwargs parameters for __init__()

Fixed

• fixed problem with otp.Source.drop_columns() deleting custom properties

[1.5.24]

Fixed

• otp.eval(source_func, symbol) now passes the whole symbol (_SymbolParamSource()) object to the source_func and not only symbol name

• Internal graphs for sources and eval used as merge symbols are now stored in the main query file and not as separate files

• Source.distinct() now aligns schema properly to have only key fields after the aggregation

[1.5.23]

Changed

• if keep_timestamp==False source aggregations won’t add any reordering

• source aggregation add_sort parameter deprecated and has no effect anymore.

• if keep_timestamp==True source aggregations won’t add redundant reordering and will drop TICK_TIME field

[1.5.22]

Fixed

• pass all parameters from otp.run to otq.run

[1.5.21]

Fixed

• The .update method works properly with string constants as values, and starts to return a resulting object

[1.5.20]

Fixed

• Fixed passing milliseconds with proper conversion into the constructor of otp.nsectime to support backward compatibility

[1.5.19]

Added

• support setting nanosecond constant to a column

[1.5.18]

Fixed

• allowed to be otp.Symbols without specified db, helpful when databases comes as symbols from symbols flow

• Source.count() failed in case of no ticks

[1.5.17]

Added

• otp.Source.deepcopy() method and otp.Source.copy(deep) parameter

Changed

• _NodesHistory class refactoring: saving history as classes, not as closures

[1.5.16]

Fixed

• source columns after join_with_query(prefix=...)

[1.5.15]

Added

• distinct to support list of keys

[1.5.14]

Added

• day_of_week function for datetime accessor

[1.5.13]

Added

• otp.agg.max and otp.agg.min time_series_type parameter

Fixed

• parameter iteration logic for _Aggregation class

• several typos in other aggregation’s parameters

[1.5.12]

Fixed

• otp.Custom won’t fail if wore than one db passed as symbol param

[1.5.11]

Fixed

• otp.Symbols(..., keep_db=False) worked incorrectly when symbol name contained a colon

[1.5.10]

Added

• OTP_BASE_FOLDER_FOR_GENERATED_RESOURCE env variable that control where to save generated resources

[1.5.9]

Changed

• Removed marking of nan values as special

[1.5.8]

Added

• where parameter for join_with_query

[1.5.7]

Added

• LocalCSVTicks function, to read ticks from local csv file and create ticks object from them

[1.5.6]

Added

• Support dateparts in the Ticks offsets, i.e. Hour, Nano, Minute, but without expressions

[1.5.5]

Added

• Ability to pass parameters to eval

• otp.Source filtering supports eval

• _DBNAME meta field

• _TICK_TYPE meta field

[1.5.4]

Fixed

• the .table does not extend schema with new columns if strict=False

[1.5.3]

Added

• keep_fields_not_in_schema option for the otp.functions.join() preserves fields from sources that were not in the schemas

[1.5.2]

Added

• Support for CEP queries

• Added the .write() method on the source

• Added the .count() method on the source that returns number of ticks

• Support the FLOAT type for return OneTick schema

[1.5.1]

Added

• Ability to pass pd.DataFrame as a symbol list to otp.run() and Source.to_otq()

Changed

• run.sh script that is generated for test cases now uses explicitly passed port by default and not MAIN_TS_PORT

Fixed

• Fixed timezone conversions in database inspection

• Fix setting day_boundary_tz on database creation

[1.5.0]

Added

• Ability to pass expressions in the group_by parameter for aggregations

• Introduced the otp.DEFAUT_TZ, otp.DEFAULT_START_TIME, otp.DEFAULT_END_TIME, otp.DEFAULT_DB

• They can be configured using the corresponding env variables: OTP_DEFAULT_TZ, OTP_DEFAULT_START_TIME, OTP_DEFAULT_END_TIME, OTP_DEFAULT_TZ

• The otp.DEFAULT_TZ is set to EST5EDT by default, and OTP_DEFAULT_TZ controls every place that works with timezones

• Exposed the otp.databases() function that returns all available databases, where each database has corresponding methods for getting available tick types, symbols, dates with data and schema

• Reworked mechanic of schema deducing, currently it is based on the otp.databases(): it does not use symbols under the hood anymore, that radically speeds up the algorithm and makes it timezone agnostic

• Added ability to pass callables as a query for the otp.run. It supports functions and methods that have only single parameter that reflects upcoming symbol.

• Added ability to pass otp.dt in the join with query

[1.4.20]

Fixed

• Fix bool type for multiple ticks in otp.Ticks.

[1.4.19]

Added

• Add ability to use flexible buckets for Source.agg method.

[1.4.18]

Added

• keep_timestamp parameter for “first”, “last”, “high” and “low” functions of Source class.

[1.4.17]

Added

• Added names for Source objects. Names are used for display purposes when saving queries to disk.

• Ability to save all sub-queries (JWQ, eval, etc) to the same .otq file when running a query

• get_query_parameter_list function of the query inspector

Changed

• Source objects are now always saved to disk as .otq files when running.

• to_graph function of the Source class is now deprecated for complex queries

[1.4.16]

Added

• Add tw_average aggregation

[1.4.15]

Fixed

• Fixed ability to omit the n_bytes parameter in the str.substr

[1.4.14]

Added

• Add same_size option to join sources with same size directly

[1.4.13]

Fixed

• Fixed HighTime, LowTime aggregations can now accept column name

[1.4.12]

Added

• Add all option in join function

[1.4.11]

Fixed

• Remove using the onetick.test.data module in tests

[1.4.10]

Changed

• Remove unnecessary packages from the requirements.txt

[1.4.9]

Added

• Possibility to specify db_locations in db.DB with derived databases

[1.4.8]

Added

• Double check initialization of OneTickLib in the otp.run

[1.4.7]

Added

• Overloaded >> and >>= operators for sources that duplicate Source.sink() method

[1.4.6]

Fixed

• Problem related in the get_schema that could return no results due the timezone

[1.4.5]

Changed

• Ability to pass schema deduction policy to get_schema()

[1.4.4]

Fixed

• Custom() now works correctly with empty actual schema

[1.4.3]

Changed

• Changed hardcoded date to 2030

[1.4.2]

Changed

• Set onetick-lib version to 1.0.4

[1.4.1]

Added

• Ability to call custom onetick script

[1.4.0]

Changed

• Rename Source.join method to unite_columns.

[1.3.118]

Changed

• Removed warnings from otp.utils, they seems to happen quite often and annoying for end users

• Moved onetick.test package to the 1.1.26

[1.3.117]

Changed

• Migrate from pytz to dateutil in inner usages.

[1.3.116]

Added

• Source.join method for joining several columns into the one string.

[1.3.115]

Added

• date method to dt accessor, for date extraction from time fields

Fixed

• Fields and state variable now can be initialized with otp.date

[1.3.114]

Fixed

• bucket_time argument to otp.Tick.

[1.3.113]

Fixed

• min and max aggregations are now working at the same time on nsectime fields.

[1.3.112]

Added

• start_time_expression and end_time_expression arguments to otp.run

• start_time_expression, end_time_expression and query_param arguments to Source.to_df

Changed

• time2nsectime function moved to otp.types module

[1.3.111]

Added

• DISABLE_COOL_TMP_NAMES env allowing to disable patching of tmp file name generator with coolname implementation

[1.3.110]

Fixed

• nsectime columns loose nanoseconds after the min and max aggregations

[1.3.109]

Added

• stddev aggregation

[1.3.108]

Changed

• pandas requirement change to 1.1.4.

[1.3.107]

Added

• __repr__ method to otp.datetime class.

[1.3.106]

Fixed

• Problems with initialization and arithmetic operations written in science notation

[1.3.105]

Added

• double comparison by cmp and eq methods

[1.3.104]

Added

• otp.run method

• Symbol parameters now accessible via Source.Symbol.<parameter_name>

• otp.date object now can be created from otp.datetime, pandas.Timestamp or datetime.datetime

• date method to otp.datetime object

• to_str method to otp.date object

• otp.datetime now can be created from another otp.datetime object

Fixed

• time-value column comparison

[1.3.103]

Fixed

• Symbol argument of otp.Ticks now fills _SYMBOL_NAME value.

[1.3.102]

Fixed

• comparison of time column with time constants is now possible

[1.3.101]

Fixed

• the group_by method applied a pin for a single output that broke binding with nested queries

[1.3.100]

Added

• method of class can be used as parameter of otp.eval

[1.3.99]

Fixed

• dump method now add labels if columns parameter was specified

Added

• callback parameter to dump method to preprocess data before dumping

• dump method now accept string as columns parameter in such case only one column with such name and label (if specified) will be printed.

[1.3.98]

Fixed

• otp.eval used NestedOtq EP that lead to strange problems in case of using external query as a source for the otp.Custom symbols

[1.3.97]

Added

• match_if_identical_times argument to join_by_time method

[1.3.96]

Fixed

• str.upper and str.lower had int type instead of str

• otp.Symbols had no option to filter by the tick type, was introduced the for_tick_type parameter; introduced usability, added pattern and show_tick_type as parameters

• Fixed bug in the .dump method: a query with dump generated multiple outputs and .to_df() returned a random one

• Added ability to fetch sub-schema from the schema property on the Source using the list of columns, i.e. data.schema[['QTY', 'PRICE']]

• Fixed bug that query_inspector tried to parse a python file with otq.query_creator as a first stage query and generated QueryNotFoundError

• Access to non existing column in the schema led to creating a new column in the schema with the float type

• Deprecated TTicks

• Added the strict parameter to the table equal to the keep_input_fields flag in OT

• Added conversion from int to nsectime

[1.3.95]

Added

• Added the high_time, low_time aggregations (standalone box & compute)

[1.3.94]

Added

• Introduced the dump method

[1.3.93]

Added

• Validation that path to Onetick binary is in $PATH environment variable on Windows

[1.3.92]

Fixed

• Dateparts objects (otp.Second, otp.Milli and so on) are now correctly support initialization with difference between two lag operators

[1.3.91]

Fixed

• Timestamp field assignment with _START_TIME and _END_TIME is now possible

[1.3.90]

Added

• Support state variables assignment with otp.datetime

[1.3.89]

Added

• Support a forward lag operator for add and update (via temporary column) fields

[1.3.88]

Fixed

• derived databases are now saved after tests with --keep-generated flag

[1.3.87]

Added

• Support a column assignment with otp.datetime

[1.3.86]

Added

• schema for the symbol param source

• type conversion from nsectime to int

• presort support for merge with bound symbols

Fixed

• ability to create a otp.dt from another otp.dt object

• update the .Time column based on operation

[1.3.85]

Added

• Support the TABLE EP as the .table method on the Source

Removed

• Custom database like TAQ_NBBO are removed from the package, because they are custom

[1.3.84]

Added

• now it is possible to call methods (e.g. fillna, round, etc.) on expression, not only columns

• python way expressions for user filter, no need to compare with 0 or empty string\zero timestamp

Fixed

• string + operation now doesn’t fail with 3 or more operands

• accessors now works on state variables

[1.3.83]

Changed

• quotes in eval statements are now escaped with slashes, not expr as it was before

[1.3.82]

Added

• adaptive tick type documentation

• windows short path configuration description

[1.3.81]

Changed

• add otp.eval function for specifying symbol and start/end time of evaluated query or Source

• otp.query now supports expressions as parameter

Fixed

• now it is possible to create timezone-aware otp.datetime object from datetime with no default timezone

[1.3.80]

Changed

• move onetick-py-test to 1.1.25 to grab cleaning unused file handlers

[1.3.79]

Changed

• move onetick-py-test to 1.1.24 version

[1.3.78]

Fixed

• passing otp.sources.query objects to the Custom as a symbol

[1.3.77]

Added

• add pylama static code checker to CI

[1.3.76]

Added

• add_passthrough flag to Source.to_graph() method

[1.3.75]

Added

• added supporting per-tick-script logic through the .script method on the Source supports only if-else, adding column and return statement

• introduced BaseSchema as property of the _Source

• introduced Source as alias for the _Source

[1.3.74]

Added

• Ticks and Tick can handle special utils.adaptive value in tick_type argument to use a tick type from the sync node.

[1.3.73]

Added

• apply_query and otp.sources.query now handle both queries with unbound and bound symbols (used to work only with bound)

[1.3.72]

Added

• otp.datetime now has nanoseconds precision

• otp.Nano and so on supports column and expression as the argument

[1.3.71]

Added

• Added ability to add external users into the generated acl files

[1.3.70]

Added

• process_by_group method to Source object

[1.3.69]

Fixed

• Changed type of Exception in case if query would not found

[1.3.68]

Fixed

• OMDSEQ field isn’t renamed anymore by join_by_time function

[1.3.67]

Fixed

• Moved onetick-py-test version to get fix related to the using per-tick-script

[1.3.66]

Added

• properties .db and .tick_type to the Custom source

[1.3.65]

Added

• isin method for checking if column’s value in items

[1.3.64]

Added

• ability to the join_by_time to set several leading sources

[1.3.63]

Fixed

• otp.query param substitution is taken quotes and slashes into account

[1.3.62]

Changed

• Speed up the Ticks() performance for simple cases

[1.3.61]

Changed

• Moved conftest.py logic into the onetick-py-test==1.1.21, and moved dependency forward

[1.3.60]

Fixed

• OTQ_PATH includes keep generated folder for sessions

• tick_timestamp_type db property is set to NANOS by default

[1.3.59]

Changed

• state variables are now collected in .state_vars field of the _Source

Removed

• otp.state.var method

Fixed

• stacking otp.funcs.join with rprefix specified doesn’t cause an error anymore

• state variables weren’t been copied after copy, merge and join operation

[1.3.58]

Added

• auto escaping in otp.query parameters

• ability to use onetick.py expression as otp.query parameters

[1.3.57]

Added

• otp.inf for double positive infinity

[1.3.56]

Added

• Numeric and boolean constants as indexes of source will cause ValueError

[1.3.55]

Added

• ability to pass tick-dependent expressions to join_with_query parameters start_time and end_time

[1.3.54]

Added

• set_schema method to specify schema in python part

[1.3.53]

Fixed

• query_inspector now works correctly with commented nodes and bound securities

[1.3.52]

Added

• otp.Query can now work on queries without unbound symbols without specifying symbol=None

• otp.Query now accepts an optional parameter params, which can contain a dictionary of parameters to be passed to the underlying query

Fixed

• query_inspector now properly considers symbol_param-dependent eval() queries as needing a lower bound (or unbound) symbol

[1.3.51]

Fixed

• GeneratedDir might fail in the concurrent runs during the already existing directories

[1.3.50]

Fixed

• otp.Custom with symbol as otp.query now returns merged data, not dict

[1.3.49]

Added

• Add derived databases support in the otp.DB

[1.3.48]

Added

• Ability to add pins to a query

[1.3.47]

Changed

• Usability of debugging scripts

[1.3.46]

Changed

• Added pid to the base temp directory name to get rid of problems in multiprocessing environment

[1.3.45]

Changed

• Updated version of onetick.test

[1.3.44]

Fixed

• removed debug output

[1.3.43]

Fixed

• query_inspector now parses some old NESTED_OTQ formats properly

[1.3.42]

Added

• logic that allows to integrate debugging logic for temporary generated objects

[1.3.41]

Added

• query_inspector now can determine whether a query needs an unbound symbol list

[1.3.40]

Fixed

• fixed bug related to the defining types using the __getitem__ method

[1.3.39]

Added

• specifying PYTHON_VERSION by default

[1.3.38]

Added

• caching and prefix parameters to join_with_query

[1.3.37]

Added

• Add symbols parameter to merge function to specify bound symbols for reading from db

• otp.Custom now accept _Source object and collections (but not dicts) as symbols.

• the otp.Empty source

• ability to pass many databases in the Session.use method

Changed

• the keep_db flag set to False by default in the Symbols source

• the join option in the join_with_query method to how, according to other join operations

[1.3.36]

Added

• Implemented date difference in datepart units

[1.3.35]

Fixed

• Added ability to use the Custom source with API binding using the ONE_TICK_CONFIG environment variable

[1.3.34]

Fixed

• Time and TIMESTAMP columns type changed from the msectime to nsectime by default

[1.3.33]

Fixed

• the query_inspector did not work with DECLARE_STATE_VARIABLES nodes, that has a different format that other EPs

[1.3.32]

Added

• Check db name to be string

[1.3.31]

Added

• join_with_query method to Source object

Removed

• join_with_func function

Deprecated

• symbol method of Source object

[1.3.30]

Fixed

• Earlier the Symbols returned symbols with a database prefix, but we introduce a keep_db flag and default value broke backward-compatibility. Set default to True to keep compatibility

[1.3.29]

Fixed

• Nested queries short path doesn’t work, when there is no otp.Session, but ONE_TICK_CONFIG is defined

[1.3.28]

Fixed

• Issue related to the hardcoded name of input and output pins for the nested queries

Added

• query_inspector that reads a passed query and reveals a query structure

[1.3.27]

Added

• Support external unbound symbols syntax

Fixed

• Bug of applying nested queries due the legacy passthrough

[1.3.26]

Added

• otp.Year, otp.Quarter, …, otp.Nano classes can be used as parameter for + operation with timestamps

[1.3.25]

Changed

• set onetick-lib version to 1.0.3 (works only with version of OneTick >= update3_20190927120000)

[1.3.24]

Added

• regex support for drop method

[1.3.23]

Fixed

• join_by_time didn’t assign name to a node in some conditions, that led to an error that one source didn’t have name specified

[1.3.22]

Added

• check_schema flag to join_by_time for avoiding exception on joining Sources with columns’s names changed by sink event processor

[1.3.21]

Fixed

• REGEX_EXTRACT supports case changing groups, while REGEX_REPLACE doesn’t

[1.3.20]

Added

• automatically call rtrim on replace with column as a parameter

[1.3.19]

Added

• DISTINCT aggregation

[1.3.18]

Added

• .float accessor and str method to it

[1.3.17]

Deprecated

• guess_schema argument of Custom constructor is deprecated

Added

• Custom constructor argument schema_policy (allowed values: manual, tolerant, fail) for better tuning of the schema guess behaviour

[1.3.16]

Added

• str.substr function

[1.3.15]

Added

• str.extract function

[1.3.14]

Added

• str.repeat function and string by non-negative int multiplication based on this function

[1.3.13]

Added

• str.find function

[1.3.12]

Changed

• Moved locator_parser forward to 1.0.4

[1.3.11]

Added

• str.replace and str.regex_replace functions

[1.3.10]

Added

• utils omd_dist_path that finds OneTick build path bases on PYTHONPATH

[1.3.9]

Added

• str.lower and str.upper functions

[1.3.8]

Added

• str.trim, str.ltrim and str.rtrim functions

[1.3.7]

Added

• columns generated by token saves parent dtype from now

[1.3.6]

Added

• ability to change config file for a session

[1.3.5]

Added

• str.len and str.contains functions

[1.3.4]

Added

• Random seed setup at the beginning from session

[1.3.3]

Fixed

• Logging in temporary files that creates a lot of captured logs with pytest, that happens when logging file destroyed before temporary objects destruction

[1.3.2]

Fixed

• Problem with overridden min/max functions: they missed kwargs params

[1.3.1]

Changed

• Update pytest dependency from 4.x to 5.x

• Update other pytest related dependencies

[1.2.54]

Added

• Parameter shared_state_variables_list to function apply_query

[1.2.53]

Fixed

• Fixed bug with query params which had not propagated by apply_query method in case otp.sources.query.otp_query used as query parameter

[1.2.52]

Fixed

• Partially defined DB locations. Also it starts to support optional location options like DAY_BOUNDARY_TZ

[1.2.51]

Fixed

• Add ability to pass pd.Timestamp values, because it is know about DST. Also fixed a bug that did not allow to set datetime with finer precision than seconds.

[1.2.50]

Fixed

• Added check for integration with onetick.query. Check raises a user friendly descriptive error message what to do. Also it cover a case when you had libraries for python with the standard malloc allocator in PYTHONPATH, but used python with the py-malloc allocator, then code rose magic problems on running queries but not on importing the onetick.query package.

[1.2.49]

Fixed

• get_schema() and the like now support derived databases properly

[1.2.48]

Fixed

• remove pytest-profiling

[1.2.47]

Added

• get_schema() set of utils; guess_schema parameter for Custom sources.

[1.2.46]

Fixed

• Remove ALERTS database from the dummy locator

[1.2.45]

Added

• Average aggregation; alternative (non-second) units for aggregations.

[1.2.44]

Fixed

• Redirected OneTick logs into a temporary log file

[1.2.43]

Fixed

• TmpFile does not take the confusing ‘path’ parameter

[1.2.42]

Added

• Short version of conditions in lambdas and functions, i.e. <> if row.x else <>

[1.2.41]

Added

• Support min and max functions

[1.2.40]

Added

• Partially support JWQ

[1.2.39]

Added

• Support the lag operation on a column

[1.2.38]

Fixed

• Remove quotes if they are passed when fill config file

[1.2.36]

Added

• Fixed support lambdas for sources

[1.2.35]

Added

• Added new accessor match which is equivalent to regex_match built-in function from OneTick.

[1.2.34]

Added

• Mod operation support.

[1.2.33]

Added

• query source config now supports dicts and lists as definitions of output columns.

[1.2.32]

Added

• Support custom and server based license

[1.2.31]

Fixed

• Assignment to timestamp field now applies a pre-sort.

[1.2.30]

Added

• Added token accessor for string which call “token” built-in function from OneTick.

[1.2.29]

Added

• Function get_schema() for getting the tick descriptors out of existing databases.

[1.2.28]

Fixed

• Restored public interface for write_to_db.

[1.2.27]

Added

• Support accessor for datetime and string

[1.2.26]

Fixed

• Sessions are allowed to use COMMAND_EXECUTE EP.

[1.2.25]

Fixed

• Fixed passing directory fixtures from the onetick.test packages to the Config constructor as otq_path and csv_path parameters without casting to string

[1.2.24]

Added

• Support for join_by_time SAME_TIMESTAMP_JOIN_POLICY.

[1.2.23]

Changed

• Interfaces for join and join_by_time functions.

• Added merge function that repeats the concat functions

[1.2.22]

Added

• Supported simple state variables

[1.2.21]

Fixed

• Tests for ticks taking dates as input now work on Windows.

[1.2.20]

Fixed

• Removing database from locator when some internal action was done (db.symbols, db.add …)

[1.2.19]

Added

• Added property symbols to database object that returns all symbols in db.

• Added source with symbols to get object we can work with

[1.2.18]

Fixed

• Ability to add to db after session uses db

[1.2.17]

Added

• Tick and Ticks objects can now be generated with datetime values as parameters, which will be cast to OneTick nanosecond-precision timestamps. (Module datetime itself doesn’t support nanosecond time, so the initial values can only have microsecond precision.)

[1.2.16]

Fixed

• CSV times are now read in proper (nanosecond) resolution.

• START/END timestamps are presented in proper (nanosecond) resolution.

[1.2.15]

Fixed

• to_otq query with eval in symbols

[1.2.14]

Added

• Added symbol params support

[1.2.13]

Added

• use_local_license flag to the Config; it is helpful when you don’t want to use local license and want to use remote license from a tick server

[1.2.12]

Added

• Ability to add ‘destroy’ flag to acl for db

[1.2.11]

Added

• It’s now possible to use pandas DataFrame’s as a source for databases.

[1.2.10]

Added

• Ability to pass eval as an unbound symbol and otp.source.query as a symbol there

[1.2.9]

Fixed

• Fixed the Ticks for case when columns has non-None values, but with different types

[1.2.8]

Fixed

• to_graph() method to build the final graph instead of intermediate

[1.2.7.1]

Added

• empty flag to the locator, that allows to create a locator without stubs

[1.2.7]

Added

• Restriction to have multiple active sessions simultaneously

[1.2.6]

Added

• .split and .switch methods on the Source objects, that allows to split data. Cover SWITCH EP

[1.2.5]

Added

• Ability to include reference to a locator into a locator using Locator().add(Locator('path/to/another.locator')

• Default values for a location in the DB constructor.

• Allowed WRITE_TEXT in the default locator

[1.2.4]

Changed

• Predefined databases became singletons instead of instances. Example: before was onetick.py.db.NYSE_TAQ(), but changed to onetick.py.db.NYSE_TAQ.

[1.2.3]

Fixed

• Predefined db NYSE_TAQ

[1.2.2]

Added

• Ability to add and remove “Admin user” to an ACL