onetick-py 1.162.2__py3-none-any.whl

onetick/py/core/_source/source_methods/joins.py

@@ -0,0 +1,1393 @@
+import inspect
+import warnings
+from datetime import datetime
+from typing import TYPE_CHECKING, List, Optional, Union
+from onetick.py.backports import Literal
+
+from onetick import py as otp
+from onetick.py import types as ott
+from onetick.py.core._internal._state_objects import _TickSequence
+from onetick.py.core._source._symbol_param import _SymbolParamSource
+from onetick.py.core.column_operations._methods.op_types import are_strings
+from onetick.py.core.column_operations.base import _Operation
+from onetick.py.core.eval_query import prepare_params
+from onetick.py.otq import otq
+from onetick.py.compatibility import (
+    is_supported_point_in_time,
+    is_join_with_snapshot_snapshot_fields_parameter_supported,
+)
+
+if TYPE_CHECKING:
+    from onetick.py.core.source import Source
+
+
+def _process_keep_time_param(self: 'Source', keep_time, sub_source):
+    if keep_time == "TIMESTAMP":
+        raise ValueError("TIMESTAMP is reserved OneTick name, please, specify another one.")
+    if keep_time in self.columns():
+        raise ValueError(f"{keep_time} column is already presented.")
+    sub_source = sub_source.copy()
+    if keep_time:
+        sub_source[keep_time] = sub_source["Time"]
+    return sub_source
+
+
+def _process_start_or_end_of_jwq(join_params, time, param_name):
+    if time is not None:
+        if isinstance(time, (datetime, otp.dt)):
+            join_params[f"{param_name}"] = ott.datetime2expr(time)
+        elif isinstance(time, _Operation):
+            join_params[f"{param_name}"] = str(time)
+        else:
+            raise ValueError(f"{param_name} should be datetime.datetime instance or OneTick expression")
+
+
+def _columns_to_params_for_joins(columns, query_params=False):
+    """
+    Converts a dictionary of columns into a parameters string.
+    This is mainly used for join_with_query and join_with_collection.
+
+    query_params control whether resulting string should be considered query params or symbol params
+    (as it impacts some of the conversion rules)
+    """
+    params_list = []
+
+    def get_msecs_expression(value):
+        return f"tostring(GET_MSECS({str(value)}))"
+
+    for key, value in columns.items():
+        dtype = ott.get_object_type(value)
+        convert_rule = "'" + key + "=' + "
+
+        if key == '_PARAM_SYMBOL_TIME' and not query_params:
+            # this symbol parameter has to be formatted differently because Onetick treats this parameter
+            # in a special way
+            if dtype is otp.nsectime:
+                convert_rule += f'NSECTIME_FORMAT("%Y%m%d%H%M%S.%J",{ott.value2str(value)},_TIMEZONE)'
+            elif dtype is str:
+                if are_strings(getattr(value, "dtype", None)):
+                    convert_rule += str(value)
+                else:
+                    convert_rule += '"' + value + '"'
+            else:
+                raise ValueError('Parameter symbol_time has to be a datetime value!')
+
+        elif dtype is str:
+            if are_strings(getattr(value, "dtype", None)):
+                convert_rule += str(value)
+            else:
+                convert_rule += '"' + value + '"'
+        elif dtype is otp.msectime:
+            convert_rule += get_msecs_expression(value)
+        elif dtype is otp.nsectime:
+            if key == '_SYMBOL_TIME' and query_params:
+                # hack to support passing _SYMBOL_TIME to called query as a parameter
+                warnings.warn(
+                    'Query parameter _SYMBOL_TIME passed to join_with_query! '
+                    'This is deprecated. Please use a dedicated `symbol_time` parameter of the '
+                    'join_with_query function',
+                    FutureWarning,
+                    stacklevel=3,
+                )
+                convert_rule += get_msecs_expression(value)
+            elif query_params:
+                # this can be used for query params but cannot be used for symbol params
+                # overall it's better
+                convert_rule += "'NSECTIME('+tostring(NSECTIME_TO_LONG(" + str(value) + "))+')'"
+            else:
+                # this matches the common way onetick converts nanoseconds to symbol parameters
+                convert_rule += (
+                    get_msecs_expression(value) + "+'.'+SUBSTR(NSECTIME_FORMAT('%J'," + str(value) + ",_TIMEZONE),3,6)"
+                )
+        else:
+            convert_rule += "tostring(" + str(value) + ")"
+        params_list.append(convert_rule)
+    return "+','+".join(params_list)
+
+
+def _check_and_convert_symbol(symbol):
+    """
+    Convert the value of 'symbol' function parameter to symbol name
+    OneTick string representation and dictionary of symbol parameters.
+    """
+    # "symbol" parameter can contain a symbol name (string, field, operation etc),
+    # a symbol parameter list (dict, Source, _SymbolParamSource),
+    # or both together as a tuple
+
+    symbol_name = None
+    symbol_param = {}
+
+    # if "symbol" is tuple, we unpack it
+    if isinstance(symbol, tuple) and len(symbol) == 2:
+        symbol, symbol_param = symbol
+
+    if isinstance(symbol, _Operation):  # TODO: PY-35
+        symbol_name = f"tostring({str(symbol)})"
+    elif isinstance(symbol, str):
+        symbol_name = f"'{symbol}'"
+    elif type(symbol) in {int, float}:  # constant
+        symbol_name = f"tostring({symbol})"
+    elif symbol is None:
+        # this is necessary to distinguish None (which is valid value for symbol) from invalid values
+        symbol_name = None
+    else:
+        if not symbol_param:
+            symbol_param = symbol
+
+    return symbol_name, symbol_param
+
+
+def _convert_symbol_param_and_columns(symbol_param):
+    """
+    We need to create two objects from a symbol param (a dict, a Source or a _SymbolParamSource):
+
+    1. Dictionary of columns to generate list of symbol parameters for the JOIN_WITH_QUERY EP
+    2. _SymbolParamSource object to pass to the source function if necessary
+    """
+
+    if isinstance(symbol_param, dict):
+        converted_symbol_param_columns = symbol_param
+        converted_symbol_param = _SymbolParamSource(
+            **{key: ott.get_object_type(column) for key, column in symbol_param.items()}
+        )
+    elif isinstance(symbol_param, otp.Source):
+        converted_symbol_param_columns = {
+            field_name: symbol_param[field_name] for field_name in symbol_param.columns(skip_meta_fields=True).keys()
+        }
+        converted_symbol_param = symbol_param.to_symbol_param()
+    elif isinstance(symbol_param, _SymbolParamSource):
+        converted_symbol_param_columns = {
+            field_name: symbol_param[field_name] for field_name in symbol_param.schema.keys()
+        }
+        converted_symbol_param = symbol_param
+    else:
+        return None, None
+
+    # we want to pass all the fields to the joined query as symbol parameters,
+    # except for some special fields that would override explicitly set parameters
+    ignore_symbol_fields = [
+        '_PARAM_START_TIME_NANOS',
+        '_PARAM_END_TIME_NANOS',
+    ]
+    filtered_converted_symbol_param_columns = {}
+    for field_name, field_value in converted_symbol_param_columns.items():
+        if field_name in ignore_symbol_fields:
+            warnings.warn(
+                f'Special symbol parameter "{field_name}" was passed to the joined query! '
+                'This parameter would be ignored. Please, use parameters of the `join_with_query` '
+                'function itself to set it.',
+                FutureWarning,
+                stacklevel=2,
+            )
+        else:
+            filtered_converted_symbol_param_columns[field_name] = field_value
+    filtered_converted_symbol_param = _SymbolParamSource(
+        **{
+            field_name: field_value
+            for field_name, field_value in converted_symbol_param.schema.items()
+            if field_name not in ignore_symbol_fields
+        }
+    )
+    return filtered_converted_symbol_param_columns, filtered_converted_symbol_param
+
+
+def _fill_time_param_for_jwq(join_params, start_time, end_time, timezone):
+    _process_start_or_end_of_jwq(join_params, start_time, "start_timestamp")
+    _process_start_or_end_of_jwq(join_params, end_time, "end_timestamp")
+    if timezone:
+        join_params["timezone"] = f"'{timezone}'"
+    else:
+        join_params["timezone"] = "_TIMEZONE"  # this may break something, need to test
+
+
+def _fill_aux_params_for_joins(
+    join_params, caching, end_time, prefix, start_time, symbol_name, timezone, join_with_collection=False
+):
+    if symbol_name and not join_with_collection:
+        join_params["symbol_name"] = symbol_name
+    if prefix is not None:
+        join_params["prefix_for_output_ticks"] = str(prefix)
+    if caching:
+        if join_with_collection:
+            supported = ("per_symbol",)
+        else:
+            supported = ("cross_symbol", "per_symbol")
+        if caching in supported:
+            join_params["caching_scope"] = caching
+        else:
+            raise ValueError(f"Unknown value for caching param, please use None or any of {supported}.")
+    _fill_time_param_for_jwq(join_params, start_time, end_time, timezone)
+    if join_with_collection:
+        del join_params['timezone']
+
+
+def _get_default_fields_for_outer_join_str(default_fields_for_outer_join, how, sub_source_schema):
+    """
+    Default fields for outer join definition.
+    Used by join_with_query() and join_with_collection()
+    """
+    default_fields_for_outer_join_str = ''
+    if default_fields_for_outer_join:
+        if how != 'outer':
+            raise ValueError('The `default_fields_for_outer_join` parameter can be used only for outer join')
+        for field, expr in default_fields_for_outer_join.items():
+            if field not in sub_source_schema.keys():
+                raise KeyError(
+                    f'Field {field} is specified in `default_fields_for_outer_join` parameter, '
+                    'but is not present in the joined source schema!'
+                )
+            if default_fields_for_outer_join_str != '':
+                default_fields_for_outer_join_str += ','
+            default_fields_for_outer_join_str += f'{field}={ott.value2str(expr)}'
+    return default_fields_for_outer_join_str
+
+
+def _get_columns_with_prefix(self: 'Source', sub_source, prefix) -> dict:
+    sub_source_columns = sub_source.schema
+    if prefix is None:
+        prefix = ""
+    if not isinstance(prefix, str):
+        raise ValueError("Only string constants are supported for now.")
+    new_columns = {prefix + name: dtype for name, dtype in sub_source_columns.items()}
+    same_names = set(new_columns) & set(self.schema)
+    if same_names:
+        raise ValueError(f"After applying prefix some columns aren't unique: {', '.join(same_names)}.")
+    return new_columns
+
+
+def join_with_collection(
+    self: 'Source',
+    collection_name,
+    query_func=None,
+    how="outer",
+    params=None,
+    start=None,
+    end=None,
+    prefix=None,
+    caching=None,
+    keep_time=None,
+    default_fields_for_outer_join=None,
+) -> 'Source':
+    """
+    For each tick uses ``query_func`` to join ticks from ``collection_name`` tick collection
+    (tick set, unordered tick set, tick list, or tick deque).
+
+    Parameters
+    ----------
+    collection_name: str
+        Name of the collection state variable from which to join ticks. Collections are the following types:
+        :py:class:`TickSet <onetick.py.core._internal._state_objects.TickSet>`,
+        :py:class:`TickSetUnordered <onetick.py.core._internal._state_objects.TickSetUnordered>`,
+        :py:class:`TickList <onetick.py.core._internal._state_objects.TickList>` and
+        :py:class:`TickDeque <onetick.py.core._internal._state_objects.TickDeque>`.
+
+    query_func: callable
+        Callable ``query_func`` should return :class:`Source`. If passed, this query will be used on ticks
+        from collection before joining them.
+        In this case, ``query_func`` object will be evaluated by OneTick (not python)
+        for every input tick. Note that python code will be executed only once,
+        so all python's conditional expressions will be evaluated only once too.
+
+        Callable should have ``source`` parameter. When callable is called, this parameter
+        will have value of a :class:`Source` object representing ticks loaded directly from the collection.
+        Any operation applied to this source will be applied to ticks from the collection
+        before joining them.
+
+        Also, callable should have the parameters with names
+        from ``params`` if they are specified in this method.
+
+        If ``query_func`` is not passed, then all ticks from the collection will be joined.
+    how: 'inner', 'outer'
+        Type of join. If **inner**, then output tick is propagated
+        only if some ticks from the collection were joined to the input tick.
+    params: dict
+        Mapping of the parameters' names and their values for the ``query_func``.
+        :py:class:`Columns <onetick.py.Column>` can be used as a value.
+    start: :py:class:`otp.datetime <onetick.py.datetime>`, :py:class:`otp.Operation <onetick.py.Operation>`
+        Start time to select ticks from collection.
+        If specified, only ticks in collection that have higher or equal timestamp will be processed.
+        If not passed, then there will be no lower time bound for the collection ticks.
+        This means that even ticks with TIMESTAMP lower than _START_TIME of the main query will be joined.
+    end: :py:class:`otp.datetime <onetick.py.datetime>`, :py:class:`otp.Operation <onetick.py.Operation>`
+        End time to select ticks from collection.
+        If specified, only ticks in collection that have lower timestamp will be processed.
+        If not passed, then there will be no upper time bound for the collection ticks.
+        This means that even ticks with TIMESTAMP higher than _END_TIME of the main query will be joined.
+    prefix : str
+        Prefix for the names of joined tick fields.
+    caching : str
+        If `None` caching is disabled. You can specify caching by using values:
+
+            * 'per_symbol': cache is different for each symbol.
+    keep_time : str
+        Name for the joined timestamp column. `None` means no timestamp column will be joined.
+    default_fields_for_outer_join : dict
+        When you use outer join, all output ticks will have fields from the schema of the joined source.
+        If nothing was joined to a particular output tick, these fields will have default values for their type.
+        This parameter allows to override the values that would be added to ticks for which nothing was joined.
+        Dictionary keys should be field names, and dictionary values should be constants
+        or :class:`Operation` expressions
+
+    Returns
+    -------
+    :class:`Source`
+            Source with joined ticks from ``collection_name``
+
+    See also
+    --------
+    **JOIN_WITH_COLLECTION_SUMMARY** OneTick event processor
+
+    Examples
+    --------
+    >>> # OTdirective: snippet-name: Special functions.join with collection.without query;
+    >>> src = otp.Tick(A=1)
+    >>> src.state_vars['TICK_SET'] = otp.state.tick_set('LATEST_TICK', 'B', otp.eval(otp.Tick(B=1, C='STR')))
+    >>> src = src.join_with_collection('TICK_SET')
+    >>> otp.run(src)[["A", "B", "C"]]
+        A  B    C
+    0  1  1  STR
+
+    >>> # OTdirective: snippet-name: Special functions.join with collection.with query and params;
+    >>> src = otp.Ticks(A=[1, 2, 3, 4, 5],
+    ...                 B=[2, 2, 3, 3, 3])
+    >>> src.state_vars['TICK_LIST'] = otp.state.tick_list()
+    >>> def fun(tick): tick.state_vars['TICK_LIST'].push_back(tick)
+    >>> src = src.script(fun)
+    >>>
+    >>> def join_fun(source, param_b):
+    ...     source = source.agg(dict(VALUE=otp.agg.sum(source['A'])))
+    ...     source['VALUE'] = source['VALUE'] + param_b
+    ...     return source
+    >>>
+    >>> src = src.join_with_collection('TICK_LIST', join_fun, params=dict(param_b=src['B']))
+    >>> otp.run(src)[["A", "B", "VALUE"]]
+        A  B  VALUE
+    0  1  2      3
+    1  2  2      5
+    2  3  3      9
+    3  4  3     13
+    4  5  3     18
+
+    Join last standing quote from each exchange to trades:
+
+    >>> # OTdirective: snippet-name: Special functions.join with collection.standing quotes per exchange;
+    >>> trd = otp.Ticks(offset=[1000, 2000, 3000, 4000, 5000],
+    ...                 PRICE=[10.1, 10.2, 10.15, 10.23, 10.4],
+    ...                 SIZE=[100, 50, 100, 60, 200])
+    >>>
+    >>> qte = otp.Ticks(offset=[500, 600, 1200, 2500, 3500, 3600, 4800],
+    ...                 EXCHANGE=['N', 'C', 'Q', 'Q', 'C', 'N', 'C'],
+    ...                 ASK_PRICE=[10.2, 10.18, 10.18, 10.15, 10.31, 10.32, 10.44],
+    ...                 BID_PRICE=[10.1, 10.17, 10.17, 10.1, 10.23, 10.31, 10.4])
+    >>>
+    >>> trd['TICK_TYPE'] = 'TRD'
+    >>> qte['TICK_TYPE'] = 'QTE'
+    >>>
+    >>> trd_qte = trd + qte
+    >>> trd_qte.state_vars['LAST_QUOTE_PER_EXCHANGE'] = otp.state.tick_set(
+    ...     'LATEST', 'EXCHANGE',
+    ...     schema=['EXCHANGE', 'ASK_PRICE', 'BID_PRICE'])
+    >>>
+    >>> trd_qte = trd_qte.state_vars['LAST_QUOTE_PER_EXCHANGE'].update(where=trd_qte['TICK_TYPE'] == 'QTE',
+    ...                                                                value_fields=['ASK_PRICE', 'BID_PRICE'])
+    >>> trd, _ = trd_qte[trd_qte['TICK_TYPE'] == 'TRD']
+    >>> trd.drop(['ASK_PRICE', 'BID_PRICE', 'EXCHANGE'], inplace=True)
+    >>> trd = trd.join_with_collection('LAST_QUOTE_PER_EXCHANGE')
+    >>> otp.run(trd)[['PRICE', 'SIZE', 'EXCHANGE', 'ASK_PRICE', 'BID_PRICE']]
+        PRICE  SIZE EXCHANGE  ASK_PRICE  BID_PRICE
+    0   10.10   100        N      10.20      10.10
+    1   10.10   100        C      10.18      10.17
+    2   10.20    50        N      10.20      10.10
+    3   10.20    50        C      10.18      10.17
+    4   10.20    50        Q      10.18      10.17
+    5   10.15   100        N      10.20      10.10
+    6   10.15   100        C      10.18      10.17
+    7   10.15   100        Q      10.15      10.10
+    8   10.23    60        N      10.32      10.31
+    9   10.23    60        C      10.31      10.23
+    10  10.23    60        Q      10.15      10.10
+    11  10.40   200        N      10.32      10.31
+    12  10.40   200        C      10.44      10.40
+    13  10.40   200        Q      10.15      10.10
+    """
+
+    # check that passed collection is good
+    if collection_name not in self.state_vars.names:
+        raise KeyError(f'Collection with name {collection_name} is not in the list of available state variables')
+
+    if not isinstance(self.state_vars[collection_name], _TickSequence):
+        raise ValueError(
+            f'State variable {collection_name} is not a tick collection! '
+            'Only TickSet, TickSetUnordered, TickList and TickDeque objects are supported '
+            'as data sources for join_with_collection'
+        )
+
+    if params is None:
+        params = {}
+
+    special_params = ('source', '__fixed_start_time', '__fixed_end_time')
+    for sp_param in special_params:
+        if sp_param in params.keys():
+            raise ValueError(
+                f'Parameter name "{sp_param}" is special and cannot be used for params '
+                'of join_with_collection function. Please, select a different name.'
+            )
+
+    # JOIN_WITH_COLLECTION_SUMMARY has START_TIME and END_TIME parameters with the precision of millisecond.
+    # So, here we add a workaround on onetick.py side to support nsectime precision
+    # "start" and "end" parameters of the EP are kept as they may be necessary
+    # for performance reasons
+
+    if start is not None:
+        params['__fixed_start_time'] = start
+        start = start - otp.Milli(1)
+
+    if end is not None:
+        params['__fixed_end_time'] = end
+        end = end + otp.Milli(1)
+
+    # prepare temporary file
+    # ------------------------------------ #
+
+    # TODO: this should be a common code somewhere
+    collection_schema = {
+        key: value
+        for key, value in self.state_vars[collection_name].schema.items()
+        if not self._check_key_is_reserved(key)
+    }
+
+    join_source_root = otp.DataSource(
+        db=otp.config.default_db, tick_type="ANY", schema_policy="manual", schema=collection_schema,
+    )
+    if query_func is None:
+        query_func = lambda source: source  # noqa
+
+    converted_params = prepare_params(**params)
+
+    fixed_start_time = None
+    fixed_end_time = None
+    if '__fixed_start_time' in converted_params.keys():
+        fixed_start_time = converted_params['__fixed_start_time']
+        del converted_params['__fixed_start_time']
+    if '__fixed_end_time' in converted_params.keys():
+        fixed_end_time = converted_params['__fixed_end_time']
+        del converted_params['__fixed_end_time']
+
+    sub_source = query_func(source=join_source_root, **converted_params)
+
+    if fixed_start_time is not None:
+        sub_source = sub_source[sub_source['TIMESTAMP'] >= fixed_start_time][0]
+    if fixed_end_time is not None:
+        sub_source = sub_source[sub_source['TIMESTAMP'] < fixed_end_time][0]
+
+    sub_source = self._process_keep_time_param(keep_time, sub_source)
+
+    params_str = _columns_to_params_for_joins(params, query_params=True)
+
+    sub_source_schema = sub_source.schema.copy()
+
+    columns = {}
+    columns.update(self._get_columns_with_prefix(sub_source, prefix))
+    columns.update(self.columns(skip_meta_fields=True))
+
+    res = self.copy(columns=columns)
+
+    res._merge_tmp_otq(sub_source)
+    query_name = sub_source._store_in_tmp_otq(
+        res._tmp_otq, symbols='_NON_EXISTING_SYMBOL_', operation_suffix="join_with_collection"
+    )
+    # ------------------------------------ #
+    default_fields_for_outer_join_str = _get_default_fields_for_outer_join_str(
+        default_fields_for_outer_join, how, sub_source_schema
+    )
+
+    join_params = dict(
+        collection_name=str(self.state_vars[collection_name]),
+        otq_query=f'"THIS::{query_name}"',
+        join_type=how.upper(),
+        otq_query_params=params_str,
+        default_fields_for_outer_join=default_fields_for_outer_join_str,
+    )
+
+    _fill_aux_params_for_joins(
+        join_params, caching, end, prefix, start, symbol_name=None, timezone=None, join_with_collection=True
+    )
+    res.sink(otq.JoinWithCollectionSummary(**join_params))
+    res._add_table()
+    res.sink(otq.Passthrough(fields="TIMESTAMP", drop_fields=True))
+
+    return res
+
+
+def join_with_query(
+    self: 'Source',
+    query,
+    how="outer",
+    symbol=None,
+    params=None,
+    start=None,
+    end=None,
+    timezone=None,
+    prefix=None,
+    caching=None,
+    keep_time=None,
+    where=None,
+    default_fields_for_outer_join=None,
+    symbol_time=None,
+    concurrency=None,
+    process_query_async: bool = True,
+    **kwargs,
+) -> 'Source':
+    """
+    For each tick executes ``query``.
+
+    Parameters
+    ----------
+    query: callable, Source
+        Callable ``query`` should return :class:`Source`. This object will be evaluated by OneTick (not python)
+        for every tick. Note python code will be executed only once, so all python's conditional expressions
+        will be evaluated only once too.
+        Callable should have ``symbol`` parameter and the parameters with names
+        from ``params`` if they are specified in this method.
+
+        If ``query`` is a :class:`Source` object then it will be propagated as a query to OneTick.
+    how: 'inner', 'outer'
+        Type of join. If **inner**, then each tick is propagated
+        only if its ``query`` execution has a non-empty result.
+    params: dict
+        Mapping of the parameters' names and their values for the ``query``.
+        :py:class:`Columns <onetick.py.Column>` can be used as a value.
+    symbol: str, Operation, dict, Source, or Tuple[Union[str, Operation], Union[dict, Source]]
+        Symbol name to use in ``query``. In addition, symbol params can be passed along with symbol name.
+
+        Symbol name can be passed as a string or as an :class:`Operation`.
+
+        Symbol parameters can be passed as a dictionary. Also, the main :class:`Source` object,
+        or the object containing a symbol parameter list, can be used as a list of symbol parameter.
+        Special symbol parameters (`_PARAM_START_TIME_NANOS` and `_PARAM_END_TIME_NANOS`)
+        will be ignored and will not be propagated to ``query``.
+
+        ``symbol`` will be interpreted as a symbol name or as symbol parameters, depending on its type.
+        You can pass both as a tuple.
+
+        If symbol name is not passed, then symbol name from the main source is used.
+    start: :py:class:`otp.datetime <onetick.py.datetime>`, :py:class:`otp.Operation <onetick.py.Operation>`
+        Start time of ``query``.
+        By default, start time of the main source is used.
+    end: :py:class:`otp.datetime <onetick.py.datetime>`, :py:class:`otp.Operation <onetick.py.Operation>`
+        End time of ``query`` (note that it's non-inclusive).
+        By default, end time of the main source is used.
+    start_time:
+        .. deprecated:: 1.48.4
+            The same as ``start``.
+    end_time:
+        .. deprecated:: 1.48.4
+            The same as ``end``.
+    timezone : Optional, str
+        Timezone of ``query``.
+        By default, timezone of the main source is used.
+    prefix : str
+        Prefix for the names of joined tick fields.
+    caching : str
+        If `None` caching is disabled (default). You can specify caching by using values:
+
+            * 'cross_symbol': cache is the same for all symbols
+
+            * 'per_symbol': cache is different for each symbol.
+
+        .. note::
+            When parameter ``process_query_async`` is set to ``True`` (default), caching may work
+            unexpectedly, because ticks will be accumulated in batches and ``query`` will be processed
+            in different threads.
+    keep_time : str
+        Name for the joined timestamp column. `None` means no timestamp column will be joined.
+    where : Operation
+        Condition to filter ticks for which the result of the ``query`` will be joined.
+    default_fields_for_outer_join : dict
+        When you use outer join, all output ticks will have fields from the schema of the joined source.
+        If nothing was joined to a particular output tick, these fields will have default values for their type.
+        This parameter allows to override the values that would be added to ticks for which nothing was joined.
+        Dictionary keys should be field names, and dictionary values should be constants
+        or :class:`Operation` expressions
+    symbol_time : :py:class:`otp.datetime <onetick.py.datetime>`, :py:class:`otp.Operation <onetick.py.Operation>`
+        Time that will be used by Onetick to map the symbol with which ``query`` is executed to the reference data.
+        This parameter is only necessary if the query is expected to perform symbology conversions.
+    concurrency : int
+        Specifies number of threads for asynchronous processing of ``query`` per unbound symbol list.
+        By default, the number of threads is 1.
+    process_query_async: bool
+        Switches between synchronous and asynchronous execution of queries.
+
+        While asynchronous execution is generally much more effective,
+        in certain cases synchronous execution may still be preferred
+        (e.g., when there are a few input ticks, each initiating a memory-consuming query).
+
+        In asynchronous mode typically while parallel thread is processing the query,
+        EP accumulates some input ticks.
+
+
+    Returns
+    -------
+    :class:`Source`
+            Source with joined ticks from ``query``
+
+    See also
+    --------
+    **JOIN_WITH_QUERY** OneTick event processor
+
+    Examples
+    --------
+    >>> # OTdirective: snippet-name: Special functions.join with query.with an otp data source;
+    >>> d = otp.Ticks(Y=[-1])
+    >>> d = d.update(dict(Y=1), where=(d.Symbol.name == "a"))
+    >>> data = otp.Ticks(X=[1, 2],
+    ...                  S=["a", "b"])
+    >>> res = data.join_with_query(d, how='inner', symbol=data['S'])
+    >>> otp.run(res)[["X", "Y", "S"]]
+       X  Y  S
+    0  1  1  a
+    1  2 -1  b
+
+    >>> d = otp.Ticks(ADDED=[-1])
+    >>> d = d.update(dict(ADDED=1), where=(d.Symbol.name == "3"))  # symbol name is always string
+    >>> data = otp.Ticks(A=[1, 2], B=[2, 4])
+    >>> res = data.join_with_query(d, how='inner', symbol=(data['A'] + data['B']))  # OTdirective: skip-snippet:;
+    >>> df = otp.run(res)
+    >>> df[["A", "B", "ADDED"]]
+       A  B  ADDED
+    0  1  2      1
+    1  2  4     -1
+
+    Constants as symbols are also supported:
+
+    >>> d = otp.Ticks(ADDED=[d.Symbol.name])
+    >>> data = otp.Ticks(A=[1, 2], B=[2, 4])
+    >>> res = data.join_with_query(d, how='inner', symbol=1)    # OTdirective: skip-snippet:;
+    >>> df = otp.run(res)
+    >>> df[["A", "B", "ADDED"]]
+       A  B ADDED
+    0  1  2     1
+    1  2  4     1
+
+    Function object as query is also supported (Note it will be executed only once in python's code):
+
+    >>> def func(symbol):
+    ...    d = otp.Ticks(TYPE=["six"])
+    ...    d = d.update(dict(TYPE="three"), where=(symbol.name == "3"))  # symbol is always converted to string
+    ...    d["TYPE"] = symbol['PREF'] + d["TYPE"] + symbol['POST']
+    ...    return d
+    >>> # OTdirective: snippet-name: Special functions.join with query.with a function
+    >>> data = otp.Ticks(A=[1, 2], B=[2, 4])
+    >>> res = data.join_with_query(func, how='inner', symbol=(data['A'] + data['B'], dict(PREF="_", POST="$")))
+    >>> df = otp.run(res)
+    >>> df[["A", "B", "TYPE"]]
+       A  B     TYPE
+    0  1  2  _three$
+    1  2  4    _six$
+
+    It's possible to pass the source itself as a list of symbol parameters, which will make all of its fields
+    accessible through the "symbol" object:
+
+    >>> def func(symbol):
+    ...    d = otp.Ticks(TYPE=["six"])
+    ...    d["TYPE"] = symbol['PREF'] + d["TYPE"] + symbol['POST']
+    ...    return d
+    >>> # OTdirective: snippet-name: 'Source' operations.join with query.source as symbol;
+    >>> data = otp.Ticks(A=[1, 2], B=[2, 4], PREF=["_", "$"], POST=["$", "_"])
+    >>> res = data.join_with_query(func, how='inner', symbol=data)
+    >>> df = otp.run(res)
+    >>> df[["A", "B", "TYPE"]]
+       A  B   TYPE
+    0  1  2  _six$
+    1  2  4  $six_
+
+    The examples above can be rewritten by using onetick query parameters instead of symbol parameters.
+    OTQ parameters are global for query, while symbol parameters can be redefined by bound symbols:
+
+    >>> def func(symbol, pref, post):
+    ...     d = otp.Ticks(TYPE=["six"])
+    ...     d = d.update(dict(TYPE="three"), where=(symbol.name == "3"))  # symbol is always converted to string
+    ...     d["TYPE"] = pref + d["TYPE"] + post
+    ...     return d
+    >>> # OTdirective: snippet-name: Special functions.join with query.with a function that takes params;
+    >>> data = otp.Ticks(A=[1, 2], B=[2, 4])
+    >>> res = data.join_with_query(func, how='inner', symbol=(data['A'] + data['B']),
+    ...                            params=dict(pref="_", post="$"))
+    >>> df = otp.run(res)
+    >>> df[["A", "B", "TYPE"]]
+       A  B     TYPE
+    0  1  2  _three$
+    1  2  4    _six$
+
+    Some or all onetick query parameters can be column or expression also:
+
+    >>> def func(symbol, pref, post):
+    ...     d = otp.Ticks(TYPE=["six"])
+    ...     d = d.update(dict(TYPE="three"), where=(symbol.name == "3"))  # symbol is always converted to string
+    ...     d["TYPE"] = pref + d["TYPE"] + post
+    ...     return d
+    >>> # OTdirective: snippet-name: Special functions.join with query.with a function that takes params from fields;   # noqa
+    >>> data = otp.Ticks(A=[1, 2], B=[2, 4], PREF=["^", "_"], POST=["!", "$"])
+    >>> res = data.join_with_query(func, how='inner', symbol=(data['A'] + data['B']),
+    ...                            params=dict(pref=data["PREF"] + ".", post=data["POST"]))
+    >>> df = otp.run(res)
+    >>> df[["A", "B", "TYPE"]]
+       A  B      TYPE
+    0  1  2  ^.three!
+    1  2  4    _.six$
+
+    You can specify ``start`` and ``end`` time of the query, otherwise time interval of the main query will be used:
+
+    >>> # OTdirective: snippet-name: Special functions.join with query.passing start/end times;
+    >>> d = otp.Ticks(Y=[1, 2])
+    >>> data = otp.Ticks(X=[1, 2])
+    >>> start = otp.datetime(2003, 12, 1, 0, 0, 0, 1000)
+    >>> end = otp.datetime(2003, 12, 1, 0, 0, 0, 3000)
+    >>> res = data.join_with_query(d, how='inner', start=start, end=end)
+    >>> otp.run(res)
+                         Time  Y  X
+    0 2003-12-01 00:00:00.000  1  1
+    1 2003-12-01 00:00:00.000  2  1
+    2 2003-12-01 00:00:00.001  1  2
+    3 2003-12-01 00:00:00.001  2  2
+
+    By default joined query inherits start and end time from the main query:
+
+    >>> joined_query = otp.Tick(JOINED_START_TIME=otp.meta_fields.start_time,
+    ...                         JOINED_END_TIME=otp.meta_fields.end_time)
+    >>> main_query = otp.Tick(A=1)
+    >>> data = main_query.join_with_query(joined_query)
+    >>> otp.run(data, start=otp.dt(2003, 12, 1), end=otp.dt(2003, 12, 4))
+            Time JOINED_START_TIME JOINED_END_TIME  A
+    0 2003-12-01        2003-12-01      2003-12-04  1
+
+    Parameters ``start`` and ``end`` can be used to change time interval for the joined query:
+
+    >>> data = main_query.join_with_query(joined_query, start=otp.dt(2024, 1, 1), end=otp.dt(2024, 1, 3))
+    >>> otp.run(data, start=otp.dt(2003, 12, 1), end=otp.dt(2003, 12, 4))
+            Time JOINED_START_TIME JOINED_END_TIME  A
+    0 2003-12-01        2024-01-01      2024-01-03  1
+
+    Note that query ``start`` time is inclusive, but query ``end`` time is not,
+    meaning that ticks with timestamps equal to the query end time will not be included:
+
+    >>> main_query = otp.Tick(A=1)
+    >>> joined_query = otp.Tick(DAY=0, bucket_interval=24*60*60)
+    >>> joined_query['DAY'] = joined_query['TIMESTAMP'].dt.day_of_month()
+    >>> otp.run(joined_query, start=otp.dt(2003, 12, 1), end=otp.dt(2003, 12, 5))
+            Time  DAY
+    0 2003-12-01    1
+    1 2003-12-02    2
+    2 2003-12-03    3
+    3 2003-12-04    4
+
+    >>> joined_query = joined_query.last()
+    >>> data = main_query.join_with_query(joined_query,
+    ...                                   start=otp.dt(2003, 12, 1), end=otp.dt(2003, 12, 4))
+    >>> otp.run(data)
+            Time  DAY  A
+    0 2003-12-01    3  1
+
+    If you want to include such ticks, you can add one nanosecond to the query end time:
+
+    >>> data = main_query.join_with_query(joined_query,
+    ...                                   start=otp.dt(2003, 12, 1), end=otp.dt(2003, 12, 4) + otp.Nano(1))
+    >>> otp.run(data)
+            Time  DAY  A
+    0 2003-12-01    4  1
+
+    Use ``keep_time`` parameter to keep or rename original timestamp column:
+
+    >>> # OTdirective: snippet-name: Special functions.join with query.keep the timestamps of the joined ticks;
+    >>> d = otp.Ticks(Y=[1, 2])
+    >>> data = otp.Ticks(X=[1, 2])
+    >>> res = data.join_with_query(d, how='inner', keep_time="ORIG_TIME")
+    >>> otp.run(res)
+                         Time  Y               ORIG_TIME  X
+    0 2003-12-01 00:00:00.000  1 2003-12-01 00:00:00.000  1
+    1 2003-12-01 00:00:00.000  2 2003-12-01 00:00:00.001  1
+    2 2003-12-01 00:00:00.001  1 2003-12-01 00:00:00.000  2
+    3 2003-12-01 00:00:00.001  2 2003-12-01 00:00:00.001  2
+    """
+
+    # TODO: check if join_with_query checks schema of joined source against primary source,
+    # by itself or with process_by_group
+
+    if params is None:
+        params = {}
+
+    converted_symbol_name, symbol_param = _check_and_convert_symbol(symbol)
+
+    # default symbol name should be this: _SYMBOL_NAME if it is not empty else _NON_EXISTING_SYMBOL_
+    # this way we will force JWQ to substitute symbol with any symbol parameters we may have passed
+    # otherwise (if an empty symbol name is passed to JWQ), it will not substitute either symbol name
+    # or symbol parameters, and so symbol parameters may get lost
+    # see BDS-263
+    if converted_symbol_name is None:
+        converted_symbol_name = "CASE(_SYMBOL_NAME,'','_NON_EXISTING_SYMBOL',_SYMBOL_NAME)"
+
+    converted_symbol_param_columns, converted_symbol_param = _convert_symbol_param_and_columns(symbol_param)
+    if converted_symbol_param is None:
+        # we couldn't interpret "symbols" as either symbol name or symbol parameters
+        raise ValueError(
+            '"symbol" parameter has a wrong format! It should be a symbol name, a symbol parameter '
+            'object (dict or Source), or a tuple containing both'
+        )
+
+    # adding symbol time
+    if '_PARAM_SYMBOL_TIME' in converted_symbol_param_columns.keys():
+        warnings.warn(
+            '"_PARAM_SYMBOL_TIME" explicitly passed among join_with_query symbol parameters! '
+            'This is deprecated - please use symbol_time parameter instead. '
+            'If you specify symbol_time parameter, it will override the explicitly passed value',
+            FutureWarning,
+            stacklevel=2,
+        )
+    if symbol_time is not None:
+        if ott.get_object_type(symbol_time) is not otp.nsectime and ott.get_object_type(symbol_time) is not str:
+            raise ValueError(
+                f'Parameter of type {ott.get_object_type(symbol_time)} passed as symbol_time! '
+                'This parameter only supports datetime values or strings'
+            )
+        converted_symbol_param_columns['_PARAM_SYMBOL_TIME'] = symbol_time
+
+    # prepare temporary file
+    # ------------------------------------ #
+    converted_params = prepare_params(**params)
+
+    if isinstance(query, otp.Source):
+        sub_source = query
+    else:
+        # inspect function
+        # -------
+        sig = inspect.signature(query)
+        if "symbol" in sig.parameters:
+            if "symbol" in converted_params.keys():
+                raise AttributeError(
+                    '"params" contains key "symbol", which is reserved for symbol parameters. '
+                    'Please, rename this parameter to another name'
+                )
+            converted_params["symbol"] = converted_symbol_param  # type: ignore
+        sub_source = query(**converted_params)
+
+    sub_source = self._process_keep_time_param(keep_time, sub_source)
+
+    if not sub_source._is_unbound_required():
+        sub_source += otp.Empty()
+
+    params_str = _columns_to_params_for_joins(params, query_params=True)
+    symbol_params_str = _columns_to_params_for_joins(converted_symbol_param_columns)
+
+    sub_source_schema = sub_source.schema.copy()
+
+    columns = {}
+    columns.update(self._get_columns_with_prefix(sub_source, prefix))
+    columns.update(self.columns(skip_meta_fields=True))
+
+    res = self.copy(columns=columns)
+
+    res._merge_tmp_otq(sub_source)
+    query_name = sub_source._store_in_tmp_otq(
+        res._tmp_otq, symbols='_NON_EXISTING_SYMBOL_', operation_suffix="join_with_query"
+    )  # TODO: combine with _convert_symbol_to_string
+    # ------------------------------------ #
+
+    if where is not None and how != 'outer':
+        raise ValueError('The `where` parameter can be used only for outer join')
+
+    default_fields_for_outer_join_str = _get_default_fields_for_outer_join_str(
+        default_fields_for_outer_join, how, sub_source_schema
+    )
+
+    join_params = dict(
+        otq_query=f'"THIS::{query_name}"',
+        join_type=how.upper(),
+        otq_query_params=params_str,
+        symbol_params=symbol_params_str,
+        where=str(where._make_python_way_bool_expression()) if where is not None else '',
+        default_fields_for_outer_join=default_fields_for_outer_join_str,
+        process_query_asynchronously=process_query_async,
+    )
+    if concurrency is not None:
+        if type(concurrency) is not int or concurrency <= 0:
+            raise ValueError('Wrong value of concurrency parameter passed! concurrency should be a positive integer')
+        join_params['shared_thread_count'] = concurrency
+
+    start_time = kwargs.get('start_time', start)
+    end_time = kwargs.get('end_time', end)
+    _fill_aux_params_for_joins(join_params, caching, end_time, prefix, start_time, converted_symbol_name, timezone)
+    res.sink(otq.JoinWithQuery(**join_params))
+    res._add_table()
+    res.sink(otq.Passthrough(fields="TIMESTAMP", drop_fields=True))
+
+    return res
+
+
+def point_in_time(
+    self: 'Source',
+    source: Union['Source', str],
+    offsets: List[int],
+    offset_type: Literal['time_msec', 'num_ticks'] = 'time_msec',
+    input_ts_fields_to_propagate: Optional[List[str]] = None,
+    symbol_date=None,
+) -> 'Source':
+    """
+    This method joins ticks from current source with the ticks from another ``source``.
+
+    Joined ticks are those that are offset by
+    the specified number of milliseconds or by the specified number of ticks
+    relative to the current source's tick timestamp.
+
+    Output tick may be generated for each specified offset, so this method may output several ticks for each input tick.
+
+    If another ``source`` doesn't have a tick with specified offset, then output tick is not generated.
+
+    Fields **TICK_TIME** and **OFFSET** are also added to the output ticks,
+    specifying original timestamp of the joined tick and the offset that it was specified to join by.
+
+    Note
+    ----
+    In order for this method to have reasonable performance,
+    the set of input ticks' timestamps has to be relatively small.
+
+    In other words, the points in time, which the user is interested in,
+    have to be quite few in order usage of this method to be justified.
+
+    Parameters
+    ----------
+    source: :class:`Source` or str
+        The source from which the data will be joined or the string with the path to the .otq file
+        (note that in the latter case schema can not be updated automatically with the fields from the joined query).
+    offsets:
+        List of integers specifying offsets for each timestamp.
+    offset_type: 'time_msec' or 'num_ticks'
+        The type of offset: number of milliseconds or the number of ticks.
+    input_ts_fields_to_propagate:
+        The list of fields to propagate from the current source.
+        By default no fields (except **TIMESTAMP**) are propagated.
+    symbol_date: :py:class:`otp.datetime <onetick.py.datetime>`
+        Symbol date that will be set for the ``source`` inner query.
+
+    See also
+    --------
+    | **POINT_IN_TIME** OneTick event processor
+    | :func:`onetick.py.PointInTime`
+    | :func:`onetick.py.join_by_time`
+
+    Examples
+    --------
+
+    Quotes and trades for testing:
+
+    .. testcode::
+
+       qte = otp.Ticks(ASK_PRICE=[20, 21, 22, 23, 24, 25], BID_PRICE=[20, 21, 22, 23, 24, 25])
+       print(otp.run(qte))
+
+    .. testoutput::
+
+                            Time  ASK_PRICE  BID_PRICE
+       0 2003-12-01 00:00:00.000         20         20
+       1 2003-12-01 00:00:00.001         21         21
+       2 2003-12-01 00:00:00.002         22         22
+       3 2003-12-01 00:00:00.003         23         23
+       4 2003-12-01 00:00:00.004         24         24
+       5 2003-12-01 00:00:00.005         25         25
+
+    .. testcode::
+
+       trd = otp.Ticks(PRICE=[1, 3, 5], SIZE=[100, 300, 500], offset=[1, 3, 5])
+       print(otp.run(trd))
+
+    .. testoutput::
+
+                            Time  PRICE  SIZE
+       0 2003-12-01 00:00:00.001      1   100
+       1 2003-12-01 00:00:00.003      3   300
+       2 2003-12-01 00:00:00.005      5   500
+
+    Joining each quote with first trade with equal or less timestamp:
+
+    .. testcode::
+       :skipif: not is_supported_point_in_time()
+
+       data = qte.point_in_time(trd, offsets=[0])
+       print(otp.run(data))
+
+    .. testoutput::
+
+                            Time  PRICE  SIZE               TICK_TIME  OFFSET
+       0 2003-12-01 00:00:00.001      1   100 2003-12-01 00:00:00.001       0
+       1 2003-12-01 00:00:00.002      1   100 2003-12-01 00:00:00.001       0
+       2 2003-12-01 00:00:00.003      3   300 2003-12-01 00:00:00.003       0
+       3 2003-12-01 00:00:00.004      3   300 2003-12-01 00:00:00.003       0
+       4 2003-12-01 00:00:00.005      5   500 2003-12-01 00:00:00.005       0
+
+    By default fields from the current source are not propagated,
+    use parameter ``input_ts_fields_to_propagate`` to add them to the output:
+
+    .. testcode::
+       :skipif: not is_supported_point_in_time()
+
+       data = qte.point_in_time(trd, offsets=[0], input_ts_fields_to_propagate=['ASK_PRICE', 'BID_PRICE'])
+       print(otp.run(data))
+
+    .. testoutput::
+
+                            Time  ASK_PRICE  BID_PRICE  PRICE  SIZE               TICK_TIME  OFFSET
+       0 2003-12-01 00:00:00.001         21         21      1   100 2003-12-01 00:00:00.001       0
+       1 2003-12-01 00:00:00.002         22         22      1   100 2003-12-01 00:00:00.001       0
+       2 2003-12-01 00:00:00.003         23         23      3   300 2003-12-01 00:00:00.003       0
+       3 2003-12-01 00:00:00.004         24         24      3   300 2003-12-01 00:00:00.003       0
+       4 2003-12-01 00:00:00.005         25         25      5   500 2003-12-01 00:00:00.005       0
+
+    Note that first quote was not propagated, because it doesn't have corresponding trade.
+
+    Offset may be positive or negative.
+    If several offsets are specified, several output ticks may be generated for a single input tick:
+
+    .. testcode::
+       :skipif: not is_supported_point_in_time()
+
+       data = qte.point_in_time(trd, offsets=[0, 1], input_ts_fields_to_propagate=['ASK_PRICE', 'BID_PRICE'])
+       print(otp.run(data))
+
+    .. testoutput::
+
+                             Time  ASK_PRICE  BID_PRICE  PRICE  SIZE               TICK_TIME  OFFSET
+       0  2003-12-01 00:00:00.000         20         20      1   100 2003-12-01 00:00:00.001       1
+       1  2003-12-01 00:00:00.001         21         21      1   100 2003-12-01 00:00:00.001       0
+       2  2003-12-01 00:00:00.001         21         21      1   100 2003-12-01 00:00:00.001       1
+       3  2003-12-01 00:00:00.002         22         22      1   100 2003-12-01 00:00:00.001       0
+       4  2003-12-01 00:00:00.002         22         22      3   300 2003-12-01 00:00:00.003       1
+       5  2003-12-01 00:00:00.003         23         23      3   300 2003-12-01 00:00:00.003       0
+       6  2003-12-01 00:00:00.003         23         23      3   300 2003-12-01 00:00:00.003       1
+       7  2003-12-01 00:00:00.004         24         24      3   300 2003-12-01 00:00:00.003       0
+       8  2003-12-01 00:00:00.004         24         24      5   500 2003-12-01 00:00:00.005       1
+       9  2003-12-01 00:00:00.005         25         25      5   500 2003-12-01 00:00:00.005       0
+       10 2003-12-01 00:00:00.005         25         25      5   500 2003-12-01 00:00:00.005       1
+
+    By default the number of milliseconds is used as an offset.
+    You can also specify the number of ticks as an offset:
+
+    .. testcode::
+       :skipif: not is_supported_point_in_time()
+
+       data = qte.point_in_time(trd, offset_type='num_ticks', offsets=[-1, 1],
+                                input_ts_fields_to_propagate=['ASK_PRICE', 'BID_PRICE'])
+       print(otp.run(data))
+
+    .. testoutput::
+
+                            Time  ASK_PRICE  BID_PRICE  PRICE  SIZE               TICK_TIME  OFFSET
+       0 2003-12-01 00:00:00.000         20         20      1   100 2003-12-01 00:00:00.001       1
+       1 2003-12-01 00:00:00.001         21         21      3   300 2003-12-01 00:00:00.003       1
+       2 2003-12-01 00:00:00.002         22         22      3   300 2003-12-01 00:00:00.003       1
+       3 2003-12-01 00:00:00.003         23         23      1   100 2003-12-01 00:00:00.001      -1
+       4 2003-12-01 00:00:00.003         23         23      5   500 2003-12-01 00:00:00.005       1
+       5 2003-12-01 00:00:00.004         24         24      1   100 2003-12-01 00:00:00.001      -1
+       6 2003-12-01 00:00:00.004         24         24      5   500 2003-12-01 00:00:00.005       1
+       7 2003-12-01 00:00:00.005         25         25      3   300 2003-12-01 00:00:00.003      -1
+    """
+    if not is_supported_point_in_time():
+        raise RuntimeError('PointInTime event processor is not supported on this OneTick version')
+
+    res = self.copy()
+
+    if offset_type not in ('time_msec', 'num_ticks'):
+        raise ValueError(f"Wrong value for parameter 'offset_type': {offset_type}")
+
+    if isinstance(source, str):
+        otq_query = source
+    else:
+        query_name = source._store_in_tmp_otq(
+            res._tmp_otq,
+            operation_suffix='point_in_time',
+            # set default symbol, even if it's not set by user, symbol's value doesn't matter in this case
+            symbols=otp.config.get('default_symbol', 'ANY'),
+            symbol_date=symbol_date,
+        )
+        otq_query = f'THIS::{query_name}'
+
+    input_ts_fields_to_propagate = input_ts_fields_to_propagate or []
+
+    pit_params = dict(
+        otq_query=otq_query,
+        offset_type=offset_type.upper(),
+        offsets=','.join(map(str, offsets)),
+        input_ts_fields_to_propagate=','.join(map(str, input_ts_fields_to_propagate)),
+    )
+    res.sink(otq.PointInTime(**pit_params))
+
+    schema = {}
+    if input_ts_fields_to_propagate:
+        schema = {
+            k: v for k, v in res.schema.items()
+            if k in input_ts_fields_to_propagate
+        }
+    res.schema.set(**schema)
+    if not isinstance(source, str):
+        res.schema.update(**source.schema)
+    res.schema.update(**{
+        'TICK_TIME': otp.nsectime,
+        'OFFSET': int,
+    })
+    return res
+
+
+def join_with_snapshot(
+    self: 'Source',
+    snapshot_name='VALUE',
+    snapshot_storage='memory',
+    allow_snapshot_absence=False,
+    join_keys=None,
+    symbol_name_in_snapshot=None,
+    database='',
+    default_fields_for_outer_join=None,
+    prefix_for_output_ticks='',
+    snapshot_fields=None,
+):
+    """
+    Saves last (at most) `n` ticks of each group of ticks from the input time series in global storage or
+    in a memory mapped file under a specified snapshot name.
+    Tick descriptor should be the same for all ticks saved into the snapshot.
+    These ticks can then be read via :py:class:`ReadSnapshot <onetick.py.ReadSnapshot>` by using the name
+    of the snapshot and the same symbol name (``<db_name>::<symbol>``) that were used by this method.
+
+    .. warning::
+        You should update schema manually, if you want to use fields from snapshot in `onetick-py` query description
+        before its execution.
+
+        That's due to the fact, that `onetick-py` can't identify a schema of data in a snapshot before making a query.
+
+        If you set ``default_fields_for_outer_join`` parameter, schema will be guessed from default fields values.
+
+    Parameters
+    ----------
+    snapshot_name: str
+        The name that was specified in :py:meth:`onetick.py.Source.save_snapshot` as a ``snapshot_name`` during saving.
+
+        Default: `VALUE`
+    snapshot_storage: str
+        This parameter specifies the place of storage of the snapshot. Possible options are:
+
+        * `memory` - the snapshot is stored in the dynamic (heap) memory of the process
+          that ran (or is still running) the :py:meth:`onetick.py.Source.save_snapshot` for the snapshot.
+        * `memory_mapped_file` - the snapshot is stored in a memory mapped file.
+          For each symbol to get the location of the snapshot in the file system, ``join_with_snapshot`` looks at
+          the **SAVE_SNAPSHOT_DIR** parameter value in the locator section for the database of the symbol.
+          In a specified directory it creates a new directory with the name of the snapshot and keeps
+          the memory mapped file and some other helper files there.
+
+        Default: `memory`
+    allow_snapshot_absence: bool
+        If specified, the EP does not display an error about missing snapshot
+        if the snapshot has not been saved or is still being saved.
+
+        Default: `False`
+    join_keys: list, optional
+        A list of names of attributes. A non-empty list causes input ticks to be joined only if all of them
+        have matching values for all specified attributes.
+        Currently, these fields need to match with ``group_by`` fields of the corresponding snapshot.
+    symbol_name_in_snapshot: str, :class:`~onetick.py.Column` or :class:`~onetick.py.Operation`, optional
+        Expression that evaluates to a string containing symbol name.
+        Specified expression is reevaluated upon the arrival of each tick.
+        If this parameter is empty, the input symbol name is used.
+    database: str, optional
+        The database to read the snapshot. If not specified database from the symbol is used.
+    default_fields_for_outer_join: dict, optional
+        A `dict` with field name as key and value, :class:`~onetick.py.Column` or :class:`~onetick.py.Operation`,
+        which specifies the names and the values of the fields (also, optionally, the field type),
+        used to form ticks to be joined with unmatched input ticks.
+
+        If you want to specify field type, pass tuple of field dtype and expression or value as dict item value.
+
+        This parameter is reevaluated upon the arrival of each tick.
+
+        It's also used for auto detecting snapshot schema for using fields from snapshot
+        while building query via ``ontick-py``.
+    prefix_for_output_ticks: str
+        The prefix for the names of joined tick fields.
+
+        Default: `empty string`
+    snapshot_fields: List[str], None
+        Specifies list of fields from the snapshot to join with input ticks. When empty, all fields are included.
+
+    See also
+    --------
+    | **JOIN_WITH_SNAPSHOT** OneTick event processor
+    | :py:class:`onetick.py.ReadSnapshot`
+    | :py:class:`onetick.py.ShowSnapshotList`
+    | :py:class:`onetick.py.FindSnapshotSymbols`
+    | :py:meth:`onetick.py.Source.save_snapshot`
+
+    Examples
+    --------
+    Simple ticks join with snapshot:
+
+    >>> src = otp.Ticks(A=[1, 2])
+    >>> src = src.join_with_snapshot(snapshot_name='some_snapshot')  # doctest: +SKIP
+    >>> otp.run(src)  # doctest: +SKIP
+                         Time  A  X  Y               TICK_TIME
+    0 2003-12-01 00:00:00.000  1  1  4 2003-12-01 00:00:00.000
+    1 2003-12-01 00:00:00.000  1  2  5 2003-12-01 00:00:00.001
+    2 2003-12-01 00:00:00.001  2  1  4 2003-12-01 00:00:00.000
+    3 2003-12-01 00:00:00.001  2  2  5 2003-12-01 00:00:00.001
+
+    Add prefix ``T.`` for fields from snapshot:
+
+    >>> src = otp.Ticks(A=[1, 2])
+    >>> src = src.join_with_snapshot(
+    ...     snapshot_name='some_snapshot', prefix_for_output_ticks='T.',
+    ... )  # doctest: +SKIP
+    >>> otp.run(src)  # doctest: +SKIP
+                         Time  A  T.X  T.Y             T.TICK_TIME
+    0 2003-12-01 00:00:00.000  1    1    4 2003-12-01 00:00:00.000
+    1 2003-12-01 00:00:00.000  1    2    5 2003-12-01 00:00:00.001
+    2 2003-12-01 00:00:00.001  2    1    4 2003-12-01 00:00:00.000
+    3 2003-12-01 00:00:00.001  2    2    5 2003-12-01 00:00:00.001
+
+    To get only specific fields from snapshot use parameter ``snapshot_fields``:
+
+    >>> src = otp.Ticks(A=[1, 2])
+    >>> src = src.join_with_snapshot(
+    ...     snapshot_name='some_snapshot', snapshot_fields=['Y'],
+    ... )  # doctest: +SKIP
+    >>> otp.run(src)  # doctest: +SKIP
+                         Time  A  Y
+    0 2003-12-01 00:00:00.000  1  4
+    1 2003-12-01 00:00:00.000  1  5
+    2 2003-12-01 00:00:00.001  2  4
+    3 2003-12-01 00:00:00.001  2  5
+
+    Setting default values for snapshot fields for outer join via ``default_fields_for_outer_join_with_types``
+    parameter with example of joining ticks with absent snapshot:
+
+    >>> src = otp.Ticks(A=[1, 2])
+    >>> src = src.join_with_snapshot(
+    ...     snapshot_name='some_snapshot', allow_snapshot_absence=True,
+    ...     default_fields_for_outer_join={
+    ...         'B': 'Some string',
+    ...         'C': (float, src['A'] * 2),
+    ...         'D': 50,
+    ...     },
+    ... )  # doctest: +SKIP
+    >>> otp.run(src)  # doctest: +SKIP
+                         Time  A            B    C     D
+    0 2003-12-01 00:00:00.000  1  Some string  2.0  50.0
+    1 2003-12-01 00:00:00.001  2  Some string  2.0  50.0
+
+    In this case, schema for ``src`` object will be automatically detected from values for this parameter:
+
+    >>> src.schema  # doctest: +SKIP
+    {'A': <class 'int'>, 'B': <class 'str'>, 'C': <class 'float'>, 'D': <class 'int'>}
+
+
+    You can join ticks from snapshot for each input tick for specified symbol name from string value or this tick
+    via ``symbol_name_in_snapshot`` parameter.
+
+    Let's create snapshot with different symbol names inside:
+
+    >>> src = otp.Ticks(X=[1, 2, 3, 4], Y=['AAA', 'BBB', 'CCC', 'AAA'])
+    >>> src = src.save_snapshot(
+    ...     snapshot_name='some_snapshot', num_ticks=5, keep_snapshot_after_query=True, symbol_name_field='Y',
+    ... )
+    >>> otp.run(src)  # doctest: +SKIP
+
+    Now we can join input only with ticks from snapshot with specified symbol name:
+
+    >>> src = otp.Ticks(A=[1, 2])
+    >>> src = src.join_with_snapshot(
+    ...     snapshot_name='some_snapshot', symbol_name_in_snapshot='AAA',
+    ... )  # doctest: +SKIP
+    >>> otp.run(src)  # doctest: +SKIP
+                         Time  A  X               TICK_TIME
+    0 2003-12-01 00:00:00.000  1  1 2003-12-01 00:00:00.000
+    1 2003-12-01 00:00:00.000  1  4 2003-12-01 00:00:00.003
+    2 2003-12-01 00:00:00.001  2  1 2003-12-01 00:00:00.000
+    3 2003-12-01 00:00:00.001  2  4 2003-12-01 00:00:00.003
+
+    Or we can join each tick with ticks from snapshot with symbol name from input ticks field:
+
+    >>> src = otp.Ticks(A=[1, 2], SYM=['AAA', 'CCC'])
+    >>> src = src.join_with_snapshot(
+    ...     snapshot_name='some_snapshot', symbol_name_in_snapshot=src['SYM'],
+    ... )  # doctest: +SKIP
+    >>> otp.run(src)  # doctest: +SKIP
+                         Time  A  SYM  X               TICK_TIME
+    0 2003-12-01 00:00:00.000  1  AAA  1 2003-12-01 00:00:00.000
+    1 2003-12-01 00:00:00.000  1  AAA  4 2003-12-01 00:00:00.003
+    2 2003-12-01 00:00:00.001  2  CCC  3 2003-12-01 00:00:00.002
+    """
+    kwargs = {}
+
+    if not hasattr(otq, "JoinWithSnapshot"):
+        raise RuntimeError("Current version of OneTick doesn't support JOIN_WITH_SNAPSHOT EP")
+
+    if snapshot_storage not in ['memory', 'memory_mapped_file']:
+        raise ValueError('`snapshot_storage` must be one of "memory", "memory_mapped_file"')
+
+    is_snapshot_fields_param_supported = is_join_with_snapshot_snapshot_fields_parameter_supported()
+
+    if snapshot_fields and not is_snapshot_fields_param_supported:
+        raise RuntimeError(
+            "Current version of OneTick doesn't support `snapshot_fields` parameter on JOIN_WITH_SNAPSHOT EP"
+        )
+
+    snapshot_storage = snapshot_storage.upper()
+
+    if join_keys is None:
+        join_keys_str = ''
+    else:
+        join_keys_str = ','.join(join_keys)
+
+    if symbol_name_in_snapshot is None:
+        symbol_name_in_snapshot = ''
+    elif isinstance(symbol_name_in_snapshot, _Operation):
+        symbol_name_in_snapshot = str(symbol_name_in_snapshot)
+
+    if default_fields_for_outer_join is None:
+        default_fields_for_outer_join = {}
+
+    default_fields_list = []
+    snapshot_schema = {}
+
+    for field_name, field_value in default_fields_for_outer_join.items():
+        if isinstance(field_value, tuple):
+            field_type = field_value[0]
+
+            default_fields_list.append(
+                f'{field_name} {ott.type2str(field_type)} = {ott.value2str(field_value[1])}',
+            )
+        else:
+            if isinstance(field_value, _Operation):
+                field_type = field_value.dtype
+            else:
+                field_type = type(field_value)
+
+            default_fields_list.append(f'{field_name} = {ott.value2str(field_value)}')
+
+        snapshot_schema[f'{prefix_for_output_ticks}{field_name}'] = field_type
+
+    default_fields_str = ','.join(default_fields_list)
+
+    if snapshot_fields is not None:
+        kwargs['snapshot_fields'] = ','.join(snapshot_fields)
+
+    self.sink(
+        otq.JoinWithSnapshot(
+            snapshot_name=snapshot_name,
+            snapshot_storage=snapshot_storage,
+            allow_snapshot_absence=allow_snapshot_absence,
+            join_keys=join_keys_str,
+            symbol_name_in_snapshot=symbol_name_in_snapshot,
+            database=database,
+            default_fields_for_outer_join=default_fields_str,
+            prefix_for_output_ticks=prefix_for_output_ticks,
+            **kwargs,
+        )
+    )
+
+    self.schema.update(**snapshot_schema)
+
+    return self