onetick-py 1.162.2__py3-none-any.whl

onetick/py/__init__.py

@@ -0,0 +1,290 @@
+# pylama:ignore=E402,W0611
+import os
+from . import _version
+__version__ = _version.VERSION
+__webapi__: bool = bool(os.getenv("OTP_WEBAPI", False))
+
+
+def __validate_onetick_query_integration():  # noqa
+    """Logic that checks correctness of integration of python with onetick.query and/or onetick.query_webapi.
+    One of the modules should be installed and available to import.
+
+    We first try to import onetick.query and NumPy_OneTickQuery, and if it fails,
+    before raising an exception, we check if onetick.query_webapi is installed.
+    If it is installed, we set OTP_WEBAPI environment variable and avoid raising any exception/warning.
+    """
+    import os
+    global __webapi__
+
+    if os.getenv("OTP_SKIP_OTQ_VALIDATION", False):
+        return
+
+    _otq_import_ex = None
+
+    try:
+        # this import will fail if onetick python directory is not in sys.path
+        import onetick.query  # noqa
+        try:
+            # this import will fail if numpy directory is not in sys.path on old OneTick versions
+            import NumPy_OneTickQuery
+        except ModuleNotFoundError as e:
+            _otq_import_ex = e
+        except Exception:
+            pass
+    except ImportError as e:
+        _otq_import_ex = e
+
+    import sysconfig
+
+    config_vars = sysconfig.get_config_vars()
+
+    ot_bin_path = os.path.join("bin")
+    ot_python_path = os.path.join(ot_bin_path, "python")
+    ot_numpy_path = os.path.join(
+        ot_bin_path,
+        "numpy",
+        "python"
+        # short python version 27, 36, 37, etc
+        + config_vars["py_version_nodot"]
+        # suffix at the end, either empty string for python with the standard memory allocator,
+        # or 'm' for python with the py-malloc allocator
+        + config_vars["abiflags"],
+    )
+
+    pythonpath = os.environ.get('PYTHONPATH')
+
+    missed_required = __get_missed_paths(pythonpath, ot_bin_path, ot_python_path)
+    missed_optional = __get_missed_paths(pythonpath, ot_numpy_path)
+
+    import warnings
+    if len(missed_required + missed_optional) != 3:
+        # TODO: move to onetick.py.compatibility
+        if _otq_import_ex is None and onetick.query.OneTickLib.get_build_number() >= 20230711120000:
+            warnings.warn(
+                'Using PYTHONPATH to specify the location of OneTick python libraries is deprecated.'
+                ' Starting from OneTick build 20230711 onetick-py is also distributed as the part of the build,'
+                ' and it will override onetick-py you may have installed from pip.'
+                ' Use MAIN_ONE_TICK_DIR instead.'
+            )
+
+    try:
+        from .. import __search_main_one_tick_dir
+        main_one_tick_dirs = __search_main_one_tick_dir()
+    except ImportError:
+        # this exception will be raised if PYTHONPATH was used to specify the location of OneTick libraries
+        # and onetick-py doesn't exist in the specified OneTick or have older version than these lines
+        main_one_tick_dirs = None
+
+    if _otq_import_ex is None:
+        return
+
+    # webapi is installed to pip and OTP_WEBAPI=1, we don't need to raise any exception
+    try:
+        import onetick.query_webapi
+        __webapi__ = True
+        return
+    except ImportError:
+        print('onetick.query_webapi is not available')
+
+    if type(_otq_import_ex) is ImportError:
+        raise ImportError(
+            'The above exception is probably raised '
+            'because your python version is unsupported in this OneTick build'
+        ) from _otq_import_ex
+
+    # numpy directory is not needed on the latest onetick versions
+    # so checking it only if we couldn't import library
+    missed_paths = missed_required or missed_optional
+
+    if missed_paths or not main_one_tick_dirs:
+
+        if not missed_paths:
+            missed_paths = [ot_bin_path, ot_python_path, ot_numpy_path]
+
+        missed_paths = ', '.join(
+            "'" + os.path.join("<path-to-OneTick-dist>", p) + "'"
+            for p in missed_paths
+        )
+        if __webapi__:
+            raise ImportError(
+                "Environment variable OTP_WEBAPI is set, but we can't import onetick.query_webapi.\n"
+                "because we can't find it and related libraries.\n"
+                "Please, make sure you installed it with pip.\n"
+                "If you want to use OneTick distributed version\n"
+                f", make sure that directories {missed_paths} exist and:\n"
+                "- either those directories are specified in PYTHONPATH,\n"
+                "- or <path-to-OneTick-dist> directory is specified in MAIN_ONE_TICK_DIR (recommended)."
+            )
+
+        raise ImportError(
+            "We can't import onetick.query, because we can't find it and related libraries.\n"
+            f"Please, make sure that directories {missed_paths} exist and:\n"
+            "- either those directories are specified in PYTHONPATH,\n"
+            "- or <path-to-OneTick-dist> directory is specified in MAIN_ONE_TICK_DIR (recommended)."
+        ) from _otq_import_ex
+
+    raise _otq_import_ex
+
+
+def __get_missed_paths(env, *paths, found_callback=None):
+    import os
+    from pathlib import Path
+
+    missed_paths = []
+    env = env or ''
+    global_python_path = env.split(os.pathsep)
+    for p in paths:
+        match = False
+        for gb in global_python_path:
+            if Path(gb).match(f"*/{p}"):
+                match = True
+                if found_callback:
+                    found_callback(gb, p)
+                break
+        if not match:
+            missed_paths.append(p)
+    return missed_paths
+
+
+def __set_onetick_path_variables():
+    import os
+    global __webapi__
+    if __webapi__ or os.getenv("OTP_SKIP_OTQ_VALIDATION", False):
+        return
+    import warnings
+    import onetick.query as otq
+    from pathlib import Path
+
+    onetick_query_init = Path(otq.__file__)
+
+    global __main_one_tick_dir__, __one_tick_bin_dir__, __one_tick_python_dir__
+    __one_tick_python_dir__ = str(onetick_query_init.parents[2])
+    __one_tick_bin_dir__ = str(onetick_query_init.parents[3])
+    __main_one_tick_dir__ = str(onetick_query_init.parents[4])
+
+    if os.name == 'nt' and __one_tick_bin_dir__ not in os.environ.get('PATH', '').split(os.pathsep):
+        warnings.warn(
+            f'OneTick {__one_tick_bin_dir__} is not specified in PATH environment variable.'
+            ' Some functionality, e.g. using per-tick script, may be unavailable in this case.'
+        )
+
+
+__validate_onetick_query_integration()
+__set_onetick_path_variables()
+
+# -------------------------------------------- #
+
+from ._stack_info import _modify_stack_info_in_onetick_query
+_modify_stack_info_in_onetick_query()
+
+# -------------------------------------------- #
+
+from onetick.py import functions, aggregations
+from onetick.py.functions import (
+    concat, join, join_by_time, apply_query, apply, cut, qcut, merge, coalesce, corp_actions, format,
+    join_with_aggregated_window
+)
+from onetick.py.types import (
+    msectime, nsectime, string, nan, inf, datetime, date, dt, varstring,
+    _int as int, uint, long, ulong, byte, short, decimal,
+    Year, Quarter, Month, Week, Day, Hour, Minute, Second, Milli, Nano,
+    default_by_type, timedelta,
+)
+from onetick.py.sources import (Tick, TTicks, Ticks, Orders, Trades, NBBO, Quotes, Query, CSV, ReadCache, ReadParquet,
+                                Custom, query, Symbols, Empty, DataSource, LocalCSVTicks, SymbologyMapping,
+                                ObSnapshot, ObSnapshotWide, ObSnapshotFlat, ObSummary, ObSize, ObVwap, ObNumLevels,
+                                by_symbol, ODBC, SplitQueryOutputBySymbol, DataFile, PointInTime,
+                                ReadSnapshot, ShowSnapshotList, FindSnapshotSymbols)
+from onetick.py.utils import adaptive, range, perf
+from onetick.py.core.eval_query import eval
+from onetick.py.session import Session, TestSession, Config, Locator, HTTPSession
+from onetick.py.servers import RemoteTS, LoadBalancing, FaultTolerance
+from onetick.py.db import DB, RefDB
+from onetick.py.db._inspection import databases, derived_databases
+from onetick.py.cache import create_cache, delete_cache, modify_cache_config
+from onetick.py import state
+from onetick.py.core.source import Source, MetaFields
+from onetick.py.core.multi_output_source import MultiOutputSource
+from onetick.py.core.eval_query import eval  # noqa: it is ok to redefine built-in function
+from onetick.py.core.per_tick_script import (
+    # TODO: wanna access per_tick_script classes as otp.script.static and so on
+    Static as static,
+    TickDescriptorFields as tick_descriptor_fields,
+    tick_list_tick,
+    tick_set_tick,
+    tick_deque_tick,
+    dynamic_tick,
+)
+from onetick.py.callback import CallbackBase
+from onetick.py.sql import SqlQuery
+from onetick.py.run import run
+from onetick.py.math import rand, now
+from onetick.py.misc import bit_and, bit_or, bit_at, bit_xor, bit_not, hash_code, get_symbology_mapping
+from onetick.py.core.column import Column
+from onetick.py.core.column_operations.base import Operation, Expr as expr, Raw as raw, OnetickParameter as param
+from onetick.py.core.per_tick_script import remote, Once, once, logf, throw_exception
+from onetick.py.configuration import config
+from onetick.py import oqd
+from onetick.py.otq import otli
+OneTickLib = otli.OneTickLib
+
+try:
+    from pandas import date_range
+except Exception:
+    pass
+
+meta_fields = MetaFields()
+
+
+def __getattr__(name):
+    # actually, these values are not evaluated on module loading anymore,
+    # so they can be used without fear
+    # but let's raise deprecation warning anyway
+    # to encourage users to use otp.config only
+    defaults = dict(
+        # lambdas are needed in case some config values are not set,
+        # so we don't raise exception on getting any attribute
+        DEFAULT_START_TIME=lambda: config.default_start_time,
+        DEFAULT_END_TIME=lambda: config.default_end_time,
+        DEFAULT_TZ=lambda: config.tz,
+        DEFAULT_SYMBOL=lambda: config.default_symbol,
+        DEFAULT_DB=lambda: config.default_db,
+        DEFAULT_DB_SYMBOL=lambda: config.default_db_symbol,
+    )
+    if name in defaults:
+        import warnings
+        warnings.warn(
+            f'Using otp.{name} is deprecated, use otp.config.* properties instead.',
+            FutureWarning
+        )
+        return defaults[name]()
+    raise AttributeError(f"module '{__name__}' has no attribute '{name}'")
+
+
+# aliases
+funcs = functions  # type: ignore  # noqa
+agg = aggregations  # type: ignore  # noqa
+
+
+# set pandas default pandas options to show all columns
+import pandas as _pd
+
+_pd.set_option("display.max_columns", None)
+_pd.set_option("display.expand_frame_repr", False)
+_pd.set_option("max_colwidth", None)
+
+
+from onetick.py.otq import otq as _otq
+try:
+    __build__ = str(_otq.OneTickLib.get_build_number())
+except AttributeError:
+    __build__ = 'webapi'
+
+# initialize logger module and import public api
+from .log import get_logger
+
+del (_version,
+     _otq,
+     _pd,
+     _modify_stack_info_in_onetick_query,
+     otli)

onetick/py/_stack_info.py

@@ -0,0 +1,89 @@
+import os
+import traceback
+from typing import List
+
+from .configuration import config
+
+
+# dictionary to save traceback lines
+_TRACE_LINES = {}
+# dictionary to save traceback tuples
+_TRACE_TUPLES = {}
+
+
+def _get_id_with_traceback(tb_list: List[str]) -> str:
+    """
+    Save traceback in some memory-efficient way
+    and return unique id of the traceback.
+    """
+    trace_list = []
+    for line in tb_list:
+        if line not in _TRACE_LINES:
+            # using the same string objects for different tracebacks
+            _TRACE_LINES[line] = line
+        trace_list.append(_TRACE_LINES[line])
+
+    trace_tuple = tuple(trace_list)
+    trace_hash = str(hash(trace_tuple))
+    if trace_hash not in _TRACE_TUPLES:
+        # using the same tuple objects for different tracebacks
+        _TRACE_TUPLES[trace_hash] = trace_tuple
+    return trace_hash
+
+
+def _get_traceback_with_id(trace_hash: str) -> str:
+    """
+    Get our custom saved traceback from dictionary by hash.
+    """
+    return ''.join(_TRACE_TUPLES[trace_hash])
+
+
+def _modify_stack_info_in_onetick_query():
+    """
+    Change stack_info parameter in all OneTick's event processors.
+    Save full traceback instead of filename + line number.
+    """
+
+    def modify_init(cls):
+        old_init = cls.__init__
+
+        def new_init(self, *args, **kwargs):
+            old_init(self, *args, **kwargs)
+            if config.show_stack_info and hasattr(self, 'stack_info'):
+                self.stack_info = _get_id_with_traceback(traceback.format_stack()[:-1])
+
+        cls.__init__ = new_init
+
+    from onetick.py.otq import otq
+    eps_classes = (
+        cls for cls in otq.__dict__.values()
+        if isinstance(cls, type) and issubclass(cls, otq.EpBase) and cls is not otq.EpBase
+    )
+    for ep_cls in eps_classes:
+        modify_init(ep_cls)
+
+
+def _add_stack_info_to_exception(exc):
+    """
+    Find stack_info parameter in OneTick exception message.
+    Get stack trace and append it to the passed exception.
+    """
+    if not config.show_stack_info:
+        return exc
+
+    _, _, location_details = str(exc).partition('Problem location details:')
+    stack_info_uuid = None
+    for block in location_details.strip().split(','):
+        name, _, value = block.partition('=')
+        if name == 'stack_info':
+            stack_info_uuid = value
+            break
+
+    if not stack_info_uuid:
+        return exc
+
+    stack_info = _get_traceback_with_id(stack_info_uuid)
+
+    if exc.args:
+        exc.args = (exc.args[0] + os.linesep + stack_info, *exc.args[1:])
+    return exc

onetick/py/_version.py

@@ -0,0 +1,2 @@
+# This file was generated automatically. DO NOT CHANGE.
+VERSION = '1.162.2'

onetick/py/aggregations/__init__.py

@@ -0,0 +1,11 @@
+from .functions import (compute, max, min, high_tick, low_tick, high_time, low_time, first, last, first_time, last_time,
+                        count, vwap, first_tick, last_tick, distinct, sum, average, mean, stddev, tw_average, median,
+                        ob_num_levels, ob_size, ob_snapshot, ob_snapshot_wide, ob_snapshot_flat, ob_summary, ob_vwap,
+                        generic, correlation, option_price, ranking, variance, percentile, find_value_for_percentile,
+                        exp_w_average, exp_tw_average, standardized_moment, portfolio_price, multi_portfolio_price,
+                        return_ep, implied_vol, linear_regression)
+
+try:
+    from .num_distinct import num_distinct
+except ImportError:
+    pass