Changelog#
[Unreleased]#
Added#
Changed#
Fixed#
Removed#
[1.124.0] - 2024-09-30#
Updated SonarQube Configuration
Added#
Added
otp.Source.diff
Added
otp.agg.exp_w_average
andotp.agg.exp_tw_average
aggregations
Changed#
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
asskip_tick_if
inotp.agg.first
andotp.agg.last
Added support of parameter
null_int_val
forotp.agg.first
,otp.agg.last
,otp.agg.min
andotp.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, butonetick.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
aggregationAdded 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
fileAdd presort in all cases if parameter
presort=True
inotp.merge
Upgraded
onetick.query_webapi
to the latest version20240812.0.2
Fixed#
Allow using symbol parameters in
.apply()
and per-tick script functionsFixed type annotation for python3.8
Fix
build.sh
script andsonar-project.properties
after changing project structureFixed
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 ofotp.Source
Added support of
WHEN_TICKS_EXIT_WINDOW
as value forall_fields
in aggregationsAdded
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
forotp.CSV
Added docs for
otp.__version
,otp.__build__
andotp.__main_one_tick_dir__
Changed#
Changed
otp.config.default_concurrency
default value to 0 or 1Changed
concurrency
parameter inotp.merge
andotp.DataSource
to inherit default value from the original query
Fixed#
Fixed script
send_onetick_release.sh
after gitlab pipeline stage was renamedFixed
otp.TmpFile
not closing file descriptor
Removed#
[1.119.0] - 2024-08-26#
Added#
Changed#
Fixed#
Fixed some SonarQube issues
otp.run()
argumentsstart
orend
now respects the timezone both for timezone-awareotp.dt
anddatetime.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
projectSupport for loop with range in per-tick script
Added
otp.db._inspection.DB.access_info()
Added parameter
apply_rights
tootp.corp_actions
Support setting
bucket_interval
as a symbol parameterAdded article
How to use onetick.query with onetick.py
Changed#
Updated docs for
schema_policy
parameterDefault context in WebAPI mode is now
None
Fixed#
Compatibility check bug when no
DB_LOCATOR.DEFAULT
set inone_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 installingonetick.query_webapi
module with simple commandpip install onetick-py[webapi]
Changed#
Fixed#
Removed#
[1.116.0] - 2024-08-05#
Added#
Added support of
otp.param
indest_symbology
parameter ofotp.SymbologyMapping
Added links to
onetick view
documentation in the docs
Changed#
Disable deploy jobs in OT
pre_candidate
tests pipelinesChanged logging format for
otp.DataSource
andotp.run
parameters to json
Fixed#
Removed#
[1.115.0] - 2024-07-29#
Added#
Added WebAPI support through
onetick.query_webapi
moduleAdded documentation about data inspection and
otp.DB
Changed#
Changed default value for parameter
schema_policy
inotp.DataSource
docsAdded parameter
inplace
, removed parametermove_node
and changed returned value inotp.Source.sink
onetick-ml now included to product tests
Fixed#
Removed#
[1.114.0] - 2024-07-22#
Added#
Added parameter
enforce_order
forotp.merge
Support
otq.GraphQuery
as parametersymbols
inotp.DataSource
andotp.merge
Changed#
Fixed#
Fixed error message in per-tick script inner functions
Small fixes for
Order Book Analytics
andSymbologies
getting started guides
Removed#
[1.113.0] - 2024-07-15#
Added#
Changed#
Updated
pandas
package dependency up to versions 2.2.XUpdated
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
fromdistutils
Fixed#
Fixed support for big integers in
otp.Tick
andotp.Ticks
Fixed inconsistency when using
Time
alias forTIMESTAMP
fieldFixed 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
andotp.Source.write_parquet
Added docs for
otp.SymbologyMapping
andotp.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-filesAdded
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
methodFixed in
otp.compatibility
parsing some release string formatFixed
otp.Session
removing files even ifclean_up
is set toFalse
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
tootp.Tick
Added RAG answering in documentation search results
Changed#
Disable deploy jobs in frozen tests pipelines
otp.config.default_concurrency
could be setNone
Fixed#
Fix script
send_onetick_release.sh
not working on old minor release versionsFixed setting variables when initializing onetick-py with
OTP_SKIP_OTQ_VALIDATION
Fix problem in
otp.Ticks
when using field names equal to parameter names ofotp.Tick
otp.CSV()
now handlesbool
columns (withtrue
/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 tootp.Ticks
Removed#
[1.108.0] - 2024-06-03#
Added#
Added
otp.bit_xor
,otp.bit_not
andotp.bit_at
Changed#
Improve example with
otp.DB
creation in docstringUse
FutureWarning
instead ofDeprecationWarning
in user-facing interfaces
Fixed#
Fixed
test_remote
Make
otp.agg.generic
doctest fasterForbid 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 twiceFixed 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
forotp.eval
Changed#
Fixed#
Allow empty dataframe in
otp.Ticks
Removed#
[1.105.0] - 2024-05-13#
Added#
Added class
otp.param
for OneTick query parametersAdded support for
otp.param
inbucket_interval
parameter in aggregationsAdded
otp.perf
Added parameters
running
,start_time_expression
andend_time_expression
tootp.Source.to_otq
Changed#
Refactor
otp.Operation
andotp.Column
Save
eval
andcreate_cache
sub-queries in main generated .otq file
Fixed#
Fixed recursion errors in complex
otp.Operation
objectsFixed 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
inotp.join
toleft_outer
,outer
value is deprecatedIn
otp.DataSource
usePassthrough
instead ofMerge
when only one symbol is specified
Fixed#
Fixed
otp.run
warning about missing query start/end time, if it’s specified at least in oneotp.Source
in queryFixed 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
andotp.modify_cache_config
Changed#
Fixed#
Fixed some problems pointed by
SonarQube
linter
Removed#
[1.102.0] - 2024-04-22#
Added#
Added parameter
default_tick
forotp.agg.first_tick
andotp.agg.last_tick
Tests for
join_with_query
cachingParameter
process_query_async
forjoin_with_query
Added
SonarQube
linter checks in gitlab CIInternal documentation added to GitLab Pages with Markdown files published as archive
Changed#
in
otp.Source.write
function change default value of parameterappend
toFalse
in
otp.db.write_to_db
function set default value of parameterappend
toTrue
Fixed#
Fixed
option_price
doctests for OneTick build20240330-1
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
andotp.long
Support setting query properties with dictionary
Added support of
float
values inotp.Milli
andotp.Second
Changed#
Fixed#
Fixed
otp.agg.vwap
not supporting int and float subclassesFixed 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
inotp.Tick
offset
parameterAdded basic support of caching event processors via
otp.create_cache
,otp.delete_cache
andotp.ReadCache
Added
otp.config.otq_debug_mode
to keep all generated otq files and log their pathsAdded support of passing bucket end condition with
bucket_interval
parameter in aggregationsBestEx / TCA use-cases into the documentation
Changed#
Fixed#
Removed#
Removed
otp.ZERO_TIME
andotp.INF_TIME
[1.99.0] - 2024-04-01#
Added#
Added ability to pass
date
into theotp.Tick
constructor to use entire day for thestart
andend
parametersAdded
otp.Source.pause
Added parameter
source_fields_order
tootp.join_by_time
Added
otp.callback.ManualDataframeCallback
Added parameter
manual_dataframe_callback
tootp.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
methodAdded
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 asotp.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 tootp.Tick
Added
modify_from_query
method for state variablesAdded
otp.config.logging
parameter andotp.log
moduleAdded
otp.hash_code
functionAdded 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 specifiedotp.run
will throw warning if start or end time is not set and there is no default valueupdated
locator_parser==1.0.7
(fixing problem with not closed file inlocator_parser.FileReader
)simplified some
locator_parser.FileReader
callsImproved doc for
.num_distinct
method with pointing it to corresponding EP in OneTickImproved doc for inspection database (result of
opt.databases()
)bucket_units
in aggregations could be omitted ifbucket_end_condition
usedUpdated docs for
otp.DB
Fixed#
Fixed rules variables for
trigger-product
jobsFix unstable
test_multi_symbol
testFixed parameter
db
inotp.DataSource
when used as a OneTick parameterfix passing parameter column as
pattern
param ofotp.Symbols
Fix hashing tests for Windows
Removed#
[1.95.0] - 2024-02-28#
Added#
benchmark_comparisons
section with ‘option_price’ values comparison to online benchmarkAdded
otp.bit_and
andotp.bit_or
functionsAdded example with skipping doctest on Windows
Added
is_event_processor_repr_upper
andis_date_trunc_fixed
tootp.compatibility
Changed#
otp.state.tick_set.find
parameterdefault_value
made to by default for the type of the requested fieldSkip
test_redirect_logs
on Windows
Fixed#
Fix
otq._internal_utils.get_reference_counted_prefix
calls due to function renameFixed tests failing on
20240205120000
OneTick build
Removed#
[1.94.0] - 2024-02-20#
Added#
Test
otp.derived_databases
in empty sessionAdd docs for
otp.Source.get_name
andotp.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
forotp.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 asbucket_interval
in aggregationsAdded support of context managers for all
otp.config
parameters
Changed#
otp.Source[:n]
useFIRST_TICK
aggregation instead of filtering by ticks indexesTest
sol
andbestex-py
as a multi-project trigger pipeline in Gitlab CI/CD
Fixed#
Fix
test_redirect_logs
on Windowsfix 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 inotp.corp_actions
when value is datetime
Removed#
[1.91.0] - 2024-01-29#
Added#
Added
Source.if_else
functionAdded
otp.ODBC
otp.DB
: added parametersminimum_start_date
andmaximum_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
methodotp.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__
andotp.__one_tick_python_dir__
propertiesAdded 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 listFixed error when using datetime difference in per-tick script
Make
test_redirect_logs
andtest_use_many_dbs
less unstable
Removed#
[1.89.0] - 2024-01-15#
Added#
Added an example into the
Source.agg
API doc for theflexible
bucket interval parameterAdded test checking segfault when reloading locator
Added
otp.Source.update_timestamp()
methodparameter
large_ints
forfirst
,last
,min
,max
aggregations
Changed#
refactor changelog sections
set
autosectionlabel_maxdepth=2
when generating Sphinx documentationimproved parsing OneTick version in
otp.compatibility
turned warnings into errors
Fixed#
The
otp.corp_actions
function doesn’t change passed source, and copy it insteadfixed all warnings in tests, made some refactoring
fixed setting output schema in aggregations without input column
fixed converting
SymbolType.get()
default value to stringfixed wrong schema detection in
otp.DataSource
when tick type is a parameterdon’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
withmanual_strict
schema policyFixed 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 functionadded
otp.Source.where_clause
added
otp.Source.where
add
otp.ObSummary
,otp.agg.ob_summary
andSource.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 tootp.run
added documentation for generating ticks in “Getting started” guide
added documentation about
copy_tick
method available on input tick object in per-tick scriptchecking correctness of created field names
Fixed#
fixed script
send_onetick_release.sh
failing in Gitlab job againfixed logic for parameter
redirect_logs
inotp.Session
updated command to install
onetick-query-stubs
with specifiedonetick-py
version
[1.86.0] - 2023-12-19#
Added#
added
otp.logf
per-tick script function andotp.Source.logf
methoddebugging 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
forotp.run
Fixed#
fixed script
send_onetick_release.sh
failing in Gitlab jobfixed output types after aggregations
apply()
methodfixed parsing config with include and env vars
sphinx documentation for testing
Changed#
updated
Source.agg()
documentation to indicate thatend_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
parameterability 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 withbucket_time=end
and set non-zerooffset
paramsparameter
symbol
ofotp.Query
constructor is limited to be onlyNone
orotp.adaptive
[1.83.0] - 2023-11-13#
Added#
added
mypy
static type checker to CI/CD pipelineadded new string accessor function
like()
otp.Source.throw
methodNew method
otp.datetime.to_operation
Fixed#
added missing per-tick script files to
onetick-py
distributionadd 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 inotp.run
added
otp.Source.Symbol.get()
method with ability to passdefault
parameterAll methods of
_inspection.DB
class usecontext
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 dependenciesadded
onetick-py
and OneTick versions to the exception message inotp.run
Source.write()
,DB.add()
andwrite_to_db()
now havestart
/end
parameters for multiple dates writing.otp.Column.cumsum()
functionParameter
inplace
for aggregationsapply()
methodParameter
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
functioncheck_schema
parameter for tick’s get/set value functionsadded
protocol
andresource
parameters forotp.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
anddocs
tests on release creation pipelinefixed import error with
Literal
on python 3.7tests 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 supportedmultiversion 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 forotp.CSV
support updating state variables in
otp.Source.update()
methodotp.format
function
Fixed#
Fixed signature in documentation for some aggregations
Added compare method for date difference object
pylint
job moved tolinters
stagesome “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 forget_long_value
andget_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 integerdifferent
otp.string
types can be used indesired_schema
forotp.DataSource
Fixed spelling in the documentation
None
is now equal tootp.nan
when applying functionotp.dt
can be used forotp.config['default_start_time']
andotp.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 versionsFixed
trigger
pipelines in Gitlab CIDon’t use
stack_info
parameter of EP objects to save stack trace.
Changed#
all_fields
parameter forotp.agg
can now be set toHighTick
orLowTick
which allows to set the input fieldGetting 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 parameterunit
parameter forto_datetime()
method forotp.Operation.str
otp.Tick
: added parameterbucket_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 nowFalse
otp.CSV
will be sorted bytimestamp_name
columnon
parameter forotp.join()
can now be list of string
[1.73.0] - 2023-09-04#
Added#
otp.derived_databases
and parameterderived
forotp.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
: addedparams
parameter to.apply()
method, which allows to pass parameters to the aggregation function
[1.71.9]#
Fixed#
support
otp.decimal
,otp.uint
,otp.short
andotp.byte
in aggregations
[1.71.8]#
Added#
handle_escaped_chars
param inotp.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
parameterdate
[1.71.3]#
Added#
field_delimiters
parameter forotp.CSV
Fixed#
otp.CSV
now works correctly whenfirst_line_is_title=False
andnames
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 correctonetick/__init__.py
file
[1.71.0]#
Added#
slice()
method forotp.Operation.str
[]
syntax forotp.Operation.str.get
[1.70.3]#
Fixed#
Added
functools.cache
tobackports
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 queriestemporary files can be created with non-random names
[1.70.1]#
Fixed#
Fixed
omd_dist_path()
function logic whenMAIN_ONE_TICK_DIR
variable is used
[1.70.0]#
Added#
date_trunc()
method forotp.Operation.dt
day_name()
method forotp.Operation.dt
day_of_month()
method forotp.Operation.dt
day_of_year()
method forotp.Operation.dt
hour()
method forotp.Operation.dt
minute()
method forotp.Operation.dt
month()
method forotp.Operation.dt
month_name()
method forotp.Operation.dt
quarter()
method forotp.Operation.dt
second()
method forotp.Operation.dt
week()
method forotp.Operation.dt
year()
method forotp.Operation.dt
[1.69.0]#
Added#
support using
MAIN_ONE_TICK_DIR
environment variable to find the path to onetick python libraries instead ofPYTHONPATH
[1.68.1]#
Changed#
it is possible to pass any config variables into
otp.session.Config
viavariables
[1.68.0]#
Added#
get()
method forotp.Operation.str
concat()
method forotp.Operation.str
insert()
method forotp.Operation.str
first()
method forotp.Operation.str
last()
method forotp.Operation.str
startswith()
method forotp.Operation.str
endswith()
method forotp.Operation.str
Changed#
find()
method forotp.Operation.str
has new parameterstart
[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 forotp.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 forotp.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 forotp.DataSource
where_clause_for_back_ticks
parameter forotp.DataSource
[1.64.2]#
Fixed#
added support for passing symbol time to
join_with_query
as string
[1.64.1]#
Changed#
otp.corp_actions
changesadjustment_date_tz
value toGMT
ifadjustment_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 nototp.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 inotp.script
[1.61.0]#
Added#
added
otp.agg.variance
aggregation
[1.60.8]#
Changed#
enable
include_memdb
forDB.tick_types()
method
[1.60.7]#
Fixed#
aggregations with
Operation
ingroup_by
parameter now returnGROUP_{i}
column
[1.60.6]#
Fixed#
dtype
parameter forotp.CSV
now works correctly
[1.60.5]#
Fixed#
compute
withall_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 valueotp.Once
renamed tootp.once
[1.60.3]#
Fixed#
do not require
numpy
directory on latest OneTick builds
[1.60.2]#
Fixed#
otp.varstring
now works withotp.state.tick_set
[1.60.1]#
Removed#
parameter
add_default_db
forotp.Locator
parameter
add_default_db_to_locator
forotp.Config
[1.60.0]#
Added#
columns
andignore_columns
parameters forotp.Source.add_prefix
andotp.Source.add_suffix
methods
[1.59.3]#
Added#
parameter
add_default_db
forotp.Locator
parameter
add_default_db_to_locator
forotp.Config
[1.59.2]#
Added#
parameter
num_threads
for methodotp.Source.process_by_group()
[1.59.1]#
Changed#
running
flag ofotp.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 withoutkey_fields
whenthrow=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 inExpressionDefinedTimeOffset
[1.57.3]#
Fixed#
ott.string
now have default length None to distinguish fromstring[64]
to avoid broken conversion intable()
[1.57.2]#
Fixed#
TickList.push_back()
now changes tick list’s schema
[1.57.1]#
Changed#
improving docs for
otp.config
andConfiguration
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
andDynamicTick
can also useOperation
[1.56.2]#
Changed#
setting configuration for
getting_started
docs
[1.56.1]#
Added#
otp.DB
:db_raw_data
anddb_feed
parametersotp.DB
:raw_data
andfeed
properties
[1.56.0]#
Added#
subset
parameter added tootp.Source.dropna()
[1.55.10]#
Fixed#
TickSet
now support.erase()
with one or twoTickSequenceTick
TickSequenceTick
updates schema when used inTickSet.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()
andotp.Source.__call__()
[1.55.5]#
Fixed#
allow
otp.agg.option_price
to be used inotp.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 variablesupport
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
toint
now works correctly
[1.54.0]#
Added#
added possibility to log symbol in
otp.run
throughOTP_LOG_SYMBOL
[1.53.4]#
Fixed#
set
otp.config.show_stack_info
toFalse
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
forotp.run
otp.config.max_expected_ticks_per_symbol
[1.50.0]#
Added#
parameter
password
forotp.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
entityIntroduced
LoadBalancing
forRemoteTS
Introduced
FaultTolerance
forRemoteTS
[1.48.4]#
Changed#
rename
start_time
andend_time
parameters tostart
andend
injoin_with_query
and other places
[1.48.3]#
Fixed#
Sphinx documentation
Added ability import
otp.corp_actions
as an alias forotp.functions.corp_actions
policy
parameter in thejoin_by_time
takes lower case values
[1.48.2]#
Fixed#
fix
inplace
parameter forotp.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 ifcheck_schema
isTrue
[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://
inotp.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
improvementsremove
all_fields
parameter from docssave 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 supportsbiased
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
forotp.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
andcopy_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 actuallyOQD_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 itotp.varstring
which representvarstring
[1.28.0]#
Fixed#
otp.join_by_time
now can be used inotp.agg.generic
Added#
parameter
use_rename_ep
forotp.join_by_time
[1.27.1]#
Fixed#
pandas.DataFrame
inotp.Ticks()
now supportsnan
on Windows
[1.27.0]#
Added#
add_prefix
andadd_suffix
functions tootp.Source
[1.26.0]#
Changed#
use
TmpDir
instead ofGeneratedDir
to create database directories
Added#
parameter
rel_path
forTmpDir
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 forSource.update()
Backward incompatible change#
default
inplace
logic changed to False
[1.22.0]#
Added#
added
otp.Operation.__round__
methodfixed docs
[1.21.2]#
Fixed#
float('nan')
behaves the same way asotp.nan
[1.21.1]#
Changed#
otp.functions.corp_actions()
parameteradjustment_date
now supportsotp.datetime
,otp.date
,datetime.date
,datetime.datetime
,str
types
[1.21.0]#
Added#
inplace
parameter forSource.write()
support using
otp.Column
s assymbol
andtick_type
parametersadded all OneTick parameters to
Source.write()
Fixed#
fix wrong merge logic for
Source.write()
whenpropagate_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
inotp.Ticks()
[1.19.0]#
Fixed#
removed overriding of
tempfile
module’s private function
Added#
mkstemp
,mkdtemp
,ONE_TICK_TMP_DIR
functions inotp.utils
Changed#
refactoring of tmp files and database creation logic
remove usage of
SKIP_NAME_GENERATION
andDISABLE_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 forotp.sources
now only
otp.math.min
/otp.math.max
should be used forotp.sources
If there are any usage of built-inmin
/max
functions forotp.sources
, please, replace them withotp.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 forFirst
andLast
aggregations
Fixed#
support
nsectime
byFirst
andLast
aggregations
[1.17.0]#
Added#
OTP_DEFAULT_LICENSE_DIR
andOTP_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 localdefault start time, end time, database and symbol are removed
otp.DEFAULT_*
variables are fixed, but deprecated
[1.15.12]#
Added#
Columns.map()
function that mimicspandas.Series.map()
[1.15.11]#
Fixed#
forbid using pseudo-fields in .table()
[1.15.10]#
Fixed#
support using operations with
_TIMEZONE
inotp.join
support using
datediff
operation inotp.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
classotp.expr
classotp.Operation.expr
propertysupport for using
otp.expr
inotp.DataSource
parameterback_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
andotp.datetime
timezone awarenesssupport
otp.date
,datetime.date
andpandas.Timestamp
inotp.Source.table()
support
otp.date
as absolute time inotp.Ticks
andotp.Tick
support creating
otp.datetime
withotp.date
support adding
otp.date
as columnremoved
otp.types.datetime2str
, addedotp.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
andotp.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()
methodotp.Source.write()
: new default value fordate
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 withoqd
event processors and sources
[1.14.38]#
Added#
otp.by_symbol
function that allows to split query by symbols and use result with unbound symbolsadded ability to pass in the
otp.CSV
file buffer created using theotp.utils.file
in remote execution environment
[1.14.37]#
Changed#
Improving
otp.CSV
types inspection, added timestamp field argument, mimics pandas argumentsnames=
,converters=
anddtype=
.
[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
orotp.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 byonetick.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 theonetick.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
anddt
accessor forto_datetime
andstrftime
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
dependencyold 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 ofweakref.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
sourcesymbology and
show_original_symbols
parameters forotp.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
ofotp.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 binshandle 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 classesTmpFile
,TmpDir
andGeneratedDir
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
, andotp.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 Sourceadded ability to use external queries from the
doctest_resources
subfolder
[1.14.7]#
Added#
otp.math.pi()
functionimproved docs for all
otp.math
functions
[1.14.6]#
Added#
Source
slicedata[['x', 'y']:]
now works like handy shortcut forSource.table(strict=False)
[1.14.5]#
Changed#
otp.Source.high_time
andotp.Source.low_time
deprecated (useotp.agg.high/low_time
instead)
Fixed#
Field collision in
Source.agg()
withall_fields=True
and non-emptygroup_by
[1.14.4]#
Added#
otp.DataSource
(orotp.Custom
) now haveback_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()
andotp.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()
andotp.functions.qcut()
, that mimicspandas.cut()
andpandas.qcut()
[1.10.3]#
Fixed#
nodes history rebuilding in
otp.Source.deepcopy()
method
[1.10.2]#
Fixed#
Method
tick_types
in inspectionDB
class can accept None date then assignself.last_date
if it is None,self.last_date
also can be None and when we pass arguments tootp.run
we create ‘end’ viadate + 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 theotp.Source
object
Fixed#
If you use
otp.run()
with a query as graph file and symbols asotp.Source
, timezone is now being passed to the symbols query correctly
[1.10.0]#
Added#
jupyter-onetick_snippets
executable - configure snippets fornbextension
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
aggregationSource.agg
will now work ifrunning=False
andall_fields=True
- first tick in bucket used forall_fields
method
apply
for all aggregations that allows to apply aggregation toSource
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 toself.__class__
where possiblecopy()
function now create subclass instance instead of_Source
output_type_index
parameter formerge()
,join()
,join_by_time()
andapply_query()
all standard
otp.Source
subclasses now supportnode
and**kwargs
parameters for__init__()
from this point all subclasses of
otp.Source
must supportnode
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 thesource_func
and not only symbol nameInternal graphs for sources and
eval
used as merge symbols are now stored in the main query file and not as separate filesSource.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 reorderingsource aggregation
add_sort
parameter deprecated and has no effect anymore.if
keep_timestamp==True
source aggregations won’t add redundant reordering and will dropTICK_TIME
field
[1.5.22]#
Fixed#
pass all parameters from
otp.run
tootq.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 flowSource.count()
failed in case of no ticks
[1.5.17]#
Added#
otp.Source.deepcopy()
method andotp.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
andotp.agg.min
time_series_type
parameter
Fixed#
parameter iteration logic for
_Aggregation
classseveral 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 forjoin_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 supportseval
_DBNAME
meta field_TICK_TYPE
meta field
[1.5.4]#
Fixed#
the
.table
does not extend schema with new columns ifstrict=False
[1.5.3]#
Added#
keep_fields_not_in_schema
option for theotp.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 sourceAdded the
.count()
method on the source that returns number of ticksSupport the FLOAT type for return OneTick schema
[1.5.1]#
Added#
Ability to pass
pd.DataFrame
as a symbol list tootp.run()
andSource.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 aggregationsIntroduced 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, andOTP_DEFAULT_TZ
controls every place that works with timezonesExposed 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 schemaReworked 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 agnosticAdded 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 queryget_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 theSource
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 thestr.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
indb.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 duplicateSource.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 tounite_columns
.
[1.3.118]#
Changed#
Removed warnings from
otp.utils
, they seems to happen quite often and annoying for end usersMoved
onetick.test
package to the 1.1.26
[1.3.117]#
Changed#
Migrate from
pytz
todateutil
in inner usages.
[1.3.116]#
Added#
Source.join
method for joining several columns into the one string.
[1.3.115]#
Added#
date
method todt
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 tootp.Tick
.
[1.3.113]#
Fixed#
min
andmax
aggregations are now working at the same time onnsectime
fields.
[1.3.112]#
Added#
start_time_expression
andend_time_expression
arguments tootp.run
start_time_expression
,end_time_expression
andquery_param
arguments toSource.to_df
Changed#
time2nsectime
function moved tootp.types
module
[1.3.111]#
Added#
DISABLE_COOL_TMP_NAMES
env allowing to disable patching of tmp file name generator withcoolname
implementation
[1.3.110]#
Fixed#
nsectime
columns loose nanoseconds after themin
andmax
aggregations
[1.3.109]#
Added#
stddev
aggregation
[1.3.108]#
Changed#
pandas requirement change to 1.1.4.
[1.3.107]#
Added#
__repr__
method tootp.datetime
class.
[1.3.106]#
Fixed#
Problems with initialization and arithmetic operations written in science notation
[1.3.105]#
Added#
double comparison by
cmp
andeq
methods
[1.3.104]#
Added#
otp.run
methodSymbol parameters now accessible via
Source.Symbol.<parameter_name>
otp.date
object now can be created fromotp.datetime
, pandas.Timestamp or datetime.datetimedate
method tootp.datetime
objectto_str
method tootp.date
objectotp.datetime
now can be created from anotherotp.datetime
object
Fixed#
time-value column comparison
[1.3.103]#
Fixed#
Symbol
argument ofotp.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 dumpingdump
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 theotp.Custom
symbols
[1.3.97]#
Added#
match_if_identical_times
argument tojoin_by_time
method
[1.3.96]#
Fixed#
str.upper
andstr.lower
hadint
type instead ofstr
otp.Symbols
had no option to filter by the tick type, was introduced thefor_tick_type
parameter; introduced usability, addedpattern
andshow_tick_type
as parametersFixed bug in the
.dump
method: a query with dump generated multiple outputs and.to_df()
returned a random oneAdded 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 withotq.query_creator
as a first stage query and generated QueryNotFoundErrorAccess to non existing column in the schema led to creating a new column in the schema with the
float
typeDeprecated
TTicks
Added the
strict
parameter to thetable
equal to thekeep_input_fields
flag in OTAdded 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 intpresort support for merge with bound symbols
Fixed#
ability to create a
otp.dt
from anotherotp.dt
objectupdate 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 columnspython 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, notexpr
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 theCustom
as a symbol
[1.3.77]#
Added#
add
pylama
static code checker to CI
[1.3.76]#
Added#
add_passthrough
flag toSource.to_graph()
method
[1.3.75]#
Added#
added supporting per-tick-script logic through the
.script
method on theSource
supports only if-else, adding column and return statementintroduced
BaseSchema
as property of the_Source
introduced
Source
as alias for the_Source
[1.3.74]#
Added#
Ticks
andTick
can handle specialutils.adaptive
value intick_type
argument to use a tick type from the sync node.
[1.3.73]#
Added#
apply_query
andotp.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 precisionotp.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 toSource
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 theCustom
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 sessionstick_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
withrprefix
specified doesn’t cause an error anymorestate variables weren’t been copied after copy, merge and join operation
[1.3.58]#
Added#
auto escaping in
otp.query
parametersability 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
parametersstart_time
andend_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 specifyingsymbol=None
otp.Query
now accepts an optional parameterparams
, which can contain a dictionary of parameters to be passed to the underlying query
Fixed#
query_inspector
now properly considerssymbol_param
-dependenteval()
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 asotp.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
sourceability to pass many databases in the
Session.use
method
Changed#
the
keep_db
flag set to False by default in the Symbols sourcethe
join
option in thejoin_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
tonsectime
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 toSource
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
, butONE_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
onreplace
with column as a parameter
[1.3.19]#
Added#
DISTINCT aggregation
[1.3.18]#
Added#
.float
accessor andstr
method to it
[1.3.17]#
Deprecated#
guess_schema
argument ofCustom
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
andstr.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
andstr.upper
functions
[1.3.8]#
Added#
str.trim
,str.ltrim
andstr.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
andstr.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 functionapply_query
[1.2.53]#
Fixed#
Fixed bug with query params which had not propagated by
apply_query
method in caseotp.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 toregex_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
andcsv_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
andjoin_by_time
functions.Added
merge
function that repeats theconcat
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 witheval
in symbols
[1.2.14]#
Added#
Added symbol params support
[1.2.13]#
Added#
use_local_license
flag to theConfig
; 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 andotp.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 toonetick.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