onetick-py 1.162.2__py3-none-any.whl

onetick/py/types.py

@@ -0,0 +1,2056 @@
+import ctypes
+import functools
+import inspect
+import os
+import warnings
+from typing import Optional, Type, Union
+from packaging.version import parse as parse_version
+
+import pandas as pd
+import numpy as np
+from datetime import date as _date
+from datetime import datetime as _datetime
+
+from pandas.tseries import offsets
+
+import onetick.py as otp
+from onetick.py.otq import otq, pyomd
+from onetick.py.compatibility import has_timezone_parameter
+from onetick.py.core._internal._op_utils.every_operand import every_operand
+from onetick.py.utils import get_tzfile_by_name, get_timezone_from_datetime
+from onetick.py.docs.utils import is_windows
+
+# --------------------------------------------------------------- #
+# TYPES IMPLEMENTATION
+# --------------------------------------------------------------- #
+
+
+class OTPBaseTimeStamp(type):
+    pass
+
+
+class _nsectime(OTPBaseTimeStamp):
+    def __str__(cls):
+        return "nsectime"
+
+
+class nsectime(int, metaclass=_nsectime):
+    """
+    OneTick data type representing datetime with nanoseconds precision.
+    Can be used to specify otp.Source column type when converting columns or creating new ones.
+    Note that this constructor creates datetime value in GMT timezone
+    and doesn't take into account the timezone with which the query is executed.
+
+    Examples
+    --------
+    >>> t = otp.Tick(A=0)
+    >>> t['A'] = t['A'].apply(otp.nsectime)
+    >>> t['B'] = otp.nsectime(24 * 60 * 60 * 1000 * 1000 * 1000 + 2)
+    >>> t.schema
+    {'A': <class 'onetick.py.types.nsectime'>, 'B': <class 'onetick.py.types.nsectime'>}
+    >>> otp.run(t)
+            Time                   A                             B
+    0 2003-12-01 1969-12-31 19:00:00 1970-01-01 19:00:00.000000002
+    """
+    def __str__(self):
+        return super().__repr__()
+
+    def __repr__(self):
+        return f'{self.__class__.__name__}({self})'
+
+
+class _msectime(OTPBaseTimeStamp):
+    def __str__(cls):
+        return "msectime"
+
+
+class msectime(int, metaclass=_msectime):
+    """
+    OneTick data type representing datetime with milliseconds precision.
+    Can be used to specify otp.Source column type when converting columns or creating new ones.
+    Note that this constructor creates datetime value in GMT timezone
+    and doesn't take into account the timezone with which the query is executed.
+
+    Examples
+    --------
+    >>> t = otp.Tick(A=1)
+    >>> t = t.table(A=otp.msectime)
+    >>> t['B'] = otp.msectime(2)
+    >>> t.schema
+    {'A': <class 'onetick.py.types.msectime'>, 'B': <class 'onetick.py.types.msectime'>}
+    >>> otp.run(t)
+            Time                       A                       B
+    0 2003-12-01 1969-12-31 19:00:00.001 1969-12-31 19:00:00.002
+    """
+    def __str__(self):
+        return super().__repr__()
+
+    def __repr__(self):
+        return f'{self.__class__.__name__}({self})'
+
+
+class OTPBaseTimeOffset:
+    datepart = "'invalid'"  # that is just base class for other dateparts
+    n = 0
+    delta = pd.Timedelta(seconds=0)
+
+    def get_offset(self):
+        return self.n, self.datepart[1:-1]
+
+
+class ExpressionDefinedTimeOffset(OTPBaseTimeOffset):
+    def __init__(self, datepart, n):
+        self.datepart = datepart
+        self.n = n
+
+        from onetick.py.core.column_operations.base import _Operation
+
+        def proxy_wrap(attr):
+            def f(self, *args, **kwargs):
+                return getattr(self.n, attr)(*args, **kwargs)
+            return f
+
+        for attr, value in inspect.getmembers(_Operation, callable):
+            if attr in {'__class__', '__init__', '__new__', '__init_subclass__', '__dir__',
+                        '__getattribute__', '__getattr__', '__delattr__', '__setattr__',
+                        '__subclasshook__', '__sizeof__', '__str__', '__repr__'}:
+                continue
+            setattr(ExpressionDefinedTimeOffset, attr, proxy_wrap(attr))
+
+
+# ---------------------------- #
+# Implement datepart units
+
+def _construct_dpf(dp_class, str_repr=None, **dp_class_params):
+    """ construct a datepart factory """
+
+    if str_repr is None:
+        str_repr = dp_class.__name__.lower()
+
+    class _DatePartCls(dp_class, OTPBaseTimeOffset):
+        datepart = f"'{str_repr}'"
+
+    def _factory(n):
+        from onetick.py.core.column_operations._methods.methods import is_arithmetical
+        from onetick.py.core.column import _Column
+
+        if isinstance(n, int):
+            if dp_class_params:
+                return _DatePartCls(**dp_class_params) * n
+            return _DatePartCls(n)
+        if is_arithmetical(n):
+            n = _process_datediff(n)
+            return ExpressionDefinedTimeOffset(_DatePartCls.datepart, n)
+        if isinstance(n, _Column):
+            return ExpressionDefinedTimeOffset(_DatePartCls.datepart, n)
+        raise ValueError("Unknown type was passed as arg, integer constant or column or expression is expected here")
+
+    def _process_datediff(n):
+
+        n_time_operand = _get_n_time_operand(n)
+        if n_time_operand:
+            # check if otp.Hour(date1 - date2) is called, return a number of hours between two days in such ways
+            from onetick.py.core.column_operations._methods.methods import sub, _wrap_object
+            from onetick.py.core.column_operations.base import _Operation
+            from onetick.py.core.column import _LagOperator
+
+            available_types = (_Operation, _LagOperator)
+            if (getattr(n, "_op_func", sub) and len(n._op_params) == 2
+                    and isinstance(n._op_params[0], available_types) and isinstance(n._op_params[1], available_types)):
+                def _datediff(*args):
+                    args = ', '.join(map(_wrap_object, args))
+                    return f'DATEDIFF({_DatePartCls.datepart}, {args}, _TIMEZONE)', int
+                return _Operation(_datediff, [n._op_params[1], n._op_params[0]])
+            else:
+                raise ValueError(
+                    "Date arithmetic operations (except date2-date1, which calculate an amount of "
+                    "periods between two dates) are not accepted in TimeOffset constructor"
+                )
+        return n
+
+    def _get_n_time_operand(n):
+        from onetick.py.core.column_operations._methods.op_types import are_time
+
+        result = 0
+        for op in every_operand(n):
+            if are_time(get_object_type(op)):
+                result += 1
+        return result
+
+    return _factory
+
+
+def _construct_float_dpf(dp_class, dp_float_class, power, str_repr=None, float_str_repr=None, **dp_class_params):
+    def _factory(n):
+        if isinstance(n, float):
+            return _construct_dpf(dp_float_class, float_str_repr, **dp_class_params)(int(n * (10 ** power)))
+        else:
+            return _construct_dpf(dp_class, str_repr, **dp_class_params)(n)
+
+    return _factory
+
+
+_add_examples_to_docs = functools.partial(
+    """
+    Object representing {0}'s datetime offset.
+
+    Can be added to or subtracted from:
+
+    * :py:class:`otp.datetime <onetick.py.datetime>` objects
+    * :py:class:`Source <onetick.py.Source>` columns of datetime type
+
+    Parameters
+    ----------
+    n: int, :class:`~onetick.py.Column`, :class:`~onetick.py.Operation`{additional_types}
+        Offset integer value or column of :class:`~onetick.py.Source`.
+        The only :class:`~onetick.py.Operation` supported is
+        subtracting one datetime column from another. See example below.{additional_notes}
+
+    Examples
+    --------
+    {1}
+    """.format, additional_types="", additional_notes="",
+)
+
+_float_dpf_types = ", float"
+_float_dpf_notes = """
+        Offset could be ``float`` to pass a fractional time unit value."""
+
+
+Year = _construct_dpf(offsets.DateOffset, "year", years=1)
+Year.__doc__ = _add_examples_to_docs('year', """
+    Add to or subtract from :py:class:`otp.datetime <onetick.py.datetime>` object:
+
+    >>> otp.datetime(2012, 12, 12, 12) + otp.Year(1)
+    2013-12-12 12:00:00
+    >>> otp.datetime(2012, 12, 12, 12) - otp.Year(1)
+    2011-12-12 12:00:00
+
+    Use offset in columns:
+
+    >>> t = otp.Tick(A=1)
+    >>> t['T'] = otp.datetime(2012, 12, 12, 12)
+    >>> t['T'] += otp.Year(t['A'])
+    >>> otp.run(t)
+            Time                   T  A
+    0 2003-12-01 2013-12-12 12:00:00  1
+
+    Use it to calculate difference between two dates:
+
+    >>> t = otp.Tick(A=otp.dt(2022, 1, 1), B=otp.dt(2023, 1, 1))
+    >>> t['DIFF'] = otp.Year(t['B'] - t['A'])
+    >>> otp.run(t)
+            Time           A           B  DIFF
+    0 2003-12-01  2022-01-01  2023-01-01     1
+""")
+
+Quarter = _construct_dpf(offsets.DateOffset, "quarter", months=3)
+Quarter.__doc__ = _add_examples_to_docs('quarter', """
+    Add to or subtract from :py:class:`otp.datetime <onetick.py.datetime>` object:
+
+    >>> otp.datetime(2012, 12, 12, 12) + otp.Quarter(1)
+    2013-03-12 12:00:00
+    >>> otp.datetime(2012, 12, 12, 12) - otp.Quarter(1)
+    2012-09-12 12:00:00
+
+    Use offset in columns:
+
+    >>> t = otp.Tick(A=1)
+    >>> t['T'] = otp.datetime(2012, 12, 12, 12, tz='GMT')
+    >>> t['T'] += otp.Quarter(t['A'])
+    >>> otp.run(t, start=otp.datetime(2003, 12, 2), end=otp.datetime(2003, 12, 3), timezone='GMT')
+            Time                   T  A
+    0 2003-12-02 2013-03-12 12:00:00  1
+
+    Use it to calculate difference between two dates:
+
+    >>> t = otp.Tick(A=otp.dt(2022, 1, 1), B=otp.dt(2023, 1, 1))
+    >>> t['DIFF'] = otp.Quarter(t['B'] - t['A'])
+    >>> otp.run(t)
+            Time           A           B  DIFF
+    0 2003-12-01  2022-01-01  2023-01-01     4
+""")
+
+Month = _construct_dpf(offsets.DateOffset, "month", months=1)
+Month.__doc__ = _add_examples_to_docs('month', """
+    Add to or subtract from :py:class:`otp.datetime <onetick.py.datetime>` object:
+
+    >>> otp.datetime(2012, 12, 12, 12) + otp.Month(1)
+    2013-01-12 12:00:00
+    >>> otp.datetime(2012, 12, 12, 12) - otp.Month(1)
+    2012-11-12 12:00:00
+
+    Use offset in columns:
+
+    >>> t = otp.Tick(A=1)
+    >>> t['T'] = otp.datetime(2012, 12, 12, 12)
+    >>> t['T'] += otp.Month(t['A'])
+    >>> otp.run(t)
+            Time                   T  A
+    0 2003-12-01 2013-01-12 12:00:00  1
+
+    Use it to calculate difference between two dates:
+
+    >>> t = otp.Tick(A=otp.dt(2022, 1, 1), B=otp.dt(2023, 1, 1))
+    >>> t['DIFF'] = otp.Month(t['B'] - t['A'])
+    >>> otp.run(t)
+            Time           A           B  DIFF
+    0 2003-12-01  2022-01-01  2023-01-01    12
+""")
+
+Week = _construct_dpf(offsets.Week)
+Week.__doc__ = _add_examples_to_docs('week', """
+    Add to or subtract from :py:class:`otp.datetime <onetick.py.datetime>` object:
+
+    >>> otp.datetime(2012, 12, 12, 12) + otp.Week(1)
+    2012-12-19 12:00:00
+    >>> otp.datetime(2012, 12, 12, 12) - otp.Week(1)
+    2012-12-05 12:00:00
+
+    Use offset in columns:
+
+    >>> t = otp.Tick(A=1)
+    >>> t['T'] = otp.datetime(2012, 12, 12, 12)
+    >>> t['T'] += otp.Week(t['A'])
+    >>> otp.run(t)
+            Time                   T  A
+    0 2003-12-01 2012-12-19 12:00:00  1
+
+    Use it to calculate difference between two dates:
+
+    >>> t = otp.Tick(A=otp.dt(2022, 1, 1), B=otp.dt(2023, 1, 1))
+    >>> t['DIFF'] = otp.Week(t['B'] - t['A'])
+    >>> otp.run(t)
+            Time           A           B  DIFF
+    0 2003-12-01  2022-01-01  2023-01-01    53
+""")
+
+Day = _construct_dpf(offsets.Day)
+Day.__doc__ = _add_examples_to_docs('day', """
+    Add to or subtract from :py:class:`otp.datetime <onetick.py.datetime>` object:
+
+    >>> otp.datetime(2012, 12, 12, 12) + otp.Day(1)
+    2012-12-13 12:00:00
+    >>> otp.datetime(2012, 12, 12, 12) - otp.Day(1)
+    2012-12-11 12:00:00
+
+    Use offset in columns:
+
+    >>> t = otp.Tick(A=1)
+    >>> t['T'] = otp.datetime(2012, 12, 12, 12)
+    >>> t['T'] += otp.Day(t['A'])
+    >>> otp.run(t)
+            Time                   T  A
+    0 2003-12-01 2012-12-13 12:00:00  1
+
+    Use it to calculate difference between two dates:
+
+    >>> t = otp.Tick(A=otp.dt(2022, 1, 1), B=otp.dt(2023, 1, 1))
+    >>> t['DIFF'] = otp.Day(t['B'] - t['A'])
+    >>> otp.run(t)
+            Time           A           B  DIFF
+    0 2003-12-01  2022-01-01  2023-01-01   365
+""")
+
+Hour = _construct_dpf(offsets.Hour)
+Hour.__doc__ = _add_examples_to_docs('hour', """
+    Add to or subtract from :py:class:`otp.datetime <onetick.py.datetime>` object:
+
+    >>> otp.datetime(2012, 12, 12, 12) + otp.Hour(1)
+    2012-12-12 13:00:00
+    >>> otp.datetime(2012, 12, 12, 12) - otp.Hour(1)
+    2012-12-12 11:00:00
+
+    Use offset in columns:
+
+    >>> t = otp.Tick(A=1)
+    >>> t['T'] = otp.datetime(2012, 12, 12, 12)
+    >>> t['T'] += otp.Hour(t['A'])
+    >>> otp.run(t)
+            Time                   T  A
+    0 2003-12-01 2012-12-12 13:00:00  1
+
+    Use it to calculate difference between two dates:
+
+    >>> t = otp.Tick(A=otp.dt(2022, 1, 1), B=otp.dt(2022, 1, 2))
+    >>> t['DIFF'] = otp.Hour(t['B'] - t['A'])
+    >>> otp.run(t)
+            Time           A           B  DIFF
+    0 2003-12-01  2022-01-01  2022-01-02    24
+""")
+
+Minute = _construct_dpf(offsets.Minute)
+Minute.__doc__ = _add_examples_to_docs('minute', """
+    Add to or subtract from :py:class:`otp.datetime <onetick.py.datetime>` object:
+
+    >>> otp.datetime(2012, 12, 12, 12) + otp.Minute(1)
+    2012-12-12 12:01:00
+    >>> otp.datetime(2012, 12, 12, 12) - otp.Minute(1)
+    2012-12-12 11:59:00
+
+    Use offset in columns:
+
+    >>> t = otp.Tick(A=1)
+    >>> t['T'] = otp.datetime(2012, 12, 12, 12)
+    >>> t['T'] += otp.Minute(t['A'])
+    >>> otp.run(t)
+            Time                   T  A
+    0 2003-12-01 2012-12-12 12:01:00  1
+
+    Use it to calculate difference between two dates:
+
+    >>> t = otp.Tick(A=otp.dt(2022, 1, 1), B=otp.dt(2022, 1, 1, 1))
+    >>> t['DIFF'] = otp.Minute(t['B'] - t['A'])
+    >>> otp.run(t)
+            Time           A                    B  DIFF
+    0 2003-12-01  2022-01-01  2022-01-01 01:00:00    60
+""")
+
+Second = _construct_float_dpf(offsets.Second, offsets.Nano, 9, None, "nanosecond")
+Second.__doc__ = _add_examples_to_docs('second', """
+    Add to or subtract from :py:class:`otp.datetime <onetick.py.datetime>` object:
+
+    >>> otp.datetime(2012, 12, 12, 12) + otp.Second(1)
+    2012-12-12 12:00:01
+    >>> otp.datetime(2012, 12, 12, 12) - otp.Second(1)
+    2012-12-12 11:59:59
+
+    Using ``float`` value to pass nanoseconds:
+
+    >>> otp.datetime(2012, 12, 12, 12) + otp.Second(1.000000123)
+    2012-12-12 12:00:01.000000123
+
+    Use offset in columns:
+
+    >>> t = otp.Tick(A=1)
+    >>> t['T'] = otp.datetime(2012, 12, 12, 12)
+    >>> t['T'] += otp.Second(t['A'])
+    >>> otp.run(t)
+            Time                   T  A
+    0 2003-12-01 2012-12-12 12:00:01  1
+
+    Use it to calculate difference between two dates:
+
+    >>> t = otp.Tick(A=otp.dt(2022, 1, 1), B=otp.dt(2022, 1, 1, 0, 1))
+    >>> t['DIFF'] = otp.Second(t['B'] - t['A'])
+    >>> otp.run(t)
+            Time           A                    B  DIFF
+    0 2003-12-01  2022-01-01  2022-01-01 00:01:00    60
+""", additional_types=_float_dpf_types, additional_notes=_float_dpf_notes)
+
+Milli = _construct_float_dpf(offsets.Milli, offsets.Nano, 6, "millisecond", "nanosecond")
+Milli.__doc__ = _add_examples_to_docs('millisecond', """
+    Add to or subtract from :py:class:`otp.datetime <onetick.py.datetime>` object:
+
+    >>> otp.datetime(2012, 12, 12, 12) + otp.Milli(1)
+    2012-12-12 12:00:00.001000
+    >>> otp.datetime(2012, 12, 12, 12) - otp.Milli(1)
+    2012-12-12 11:59:59.999000
+
+    Using ``float`` value to pass nanoseconds:
+
+    >>> otp.datetime(2012, 12, 12, 12) + otp.Milli(1.000123)
+    2012-12-12 12:00:00.001000123
+
+    Use offset in columns:
+
+    >>> t = otp.Tick(A=1)
+    >>> t['T'] = otp.datetime(2012, 12, 12, 12)
+    >>> t['T'] += otp.Milli(t['A'])
+    >>> otp.run(t)
+            Time                       T  A
+    0 2003-12-01 2012-12-12 12:00:00.001  1
+
+    Use it to calculate difference between two dates:
+
+    >>> t = otp.Tick(A=otp.dt(2022, 1, 1), B=otp.dt(2022, 1, 1, 0, 0, 1))
+    >>> t['DIFF'] = otp.Milli(t['B'] - t['A'])
+    >>> otp.run(t)
+            Time           A                    B  DIFF
+    0 2003-12-01  2022-01-01  2022-01-01 00:00:01  1000
+""", additional_types=_float_dpf_types, additional_notes=_float_dpf_notes)
+
+# microseconds are not supported yet
+
+Nano = _construct_dpf(offsets.Nano, "nanosecond")
+Nano.__doc__ = _add_examples_to_docs('nanosecond', """
+    Add to or subtract from :py:class:`otp.datetime <onetick.py.datetime>` object:
+
+    >>> otp.datetime(2012, 12, 12, 12) + otp.Nano(1)
+    2012-12-12 12:00:00.000000001
+    >>> otp.datetime(2012, 12, 12, 12) - otp.Nano(1)
+    2012-12-12 11:59:59.999999999
+
+    Use offset in columns:
+
+    >>> t = otp.Tick(A=1)
+    >>> t['T'] = otp.datetime(2012, 12, 12, 12)
+    >>> t['T'] += otp.Nano(t['A'])
+    >>> otp.run(t)
+            Time                             T  A
+    0 2003-12-01 2012-12-12 12:00:00.000000001  1
+
+    Use it to calculate difference between two dates:
+
+    >>> t = otp.Tick(A=otp.dt(2022, 1, 1), B=otp.dt(2022, 1, 1, 0, 0, 1))
+    >>> t['DIFF'] = otp.Nano(t['B'] - t['A'])
+    >>> otp.run(t)
+            Time           A                    B        DIFF
+    0 2003-12-01  2022-01-01  2022-01-01 00:00:01  1000000000
+""")
+
+# ---------------------------- #
+
+
+class _inner_string(type):
+    def __str__(cls):
+        if cls.length is Ellipsis:
+            return "varstring"
+        if cls.length:
+            return f"string[{cls.length}]"
+        else:
+            return "string"
+
+    def __repr__(cls):
+        return str(cls)
+
+    # We have ot use functools.cache, because 'class' in python is an object,
+    # and _inner_str for the same item is different for every call,
+    # but we want to make str[1024] be equal to another str[1024]
+    @functools.lru_cache(maxsize=None)  # noqa: W1518
+    def __getitem__(cls, item):
+
+        if (type(item) is not int or item < 1) and item is not Ellipsis:
+            raise TypeError("It is not allowed to have non numeric index")
+
+        class _inner_str(string):  # type: ignore[misc]
+            length = item
+
+            def __len__(self):
+                return self.__class__.length
+
+        return _inner_str
+
+
+class string(str, metaclass=_inner_string):  # type: ignore[misc]
+    """
+    OneTick data type representing string with length and varstring.
+    To set string length use ``__getitem__``.
+    If the length is not set then the :py:attr:`~DEFAULT_LENGTH` length is used by default.
+    In this case using ``otp.string`` is the same as using ``str``.
+    If the length is set to Ellipse it represents varstring. Varstring is used for returning variably sized strings.
+
+    Note
+    ----
+    If you try to set value with length x to string[y] and x > y, value will be truncated to y length.
+
+    Attributes
+    ----------
+    DEFAULT_LENGTH: int
+        default length of the string when the length is not specified
+
+    Examples
+    --------
+
+    Adding new fields with :class:`otp.string <string>` type:
+
+    >>> t = otp.Tick(A=otp.string[32]('HELLO'))
+    >>> t['B'] = otp.string[128]('WORLD')
+    >>> t.schema
+    {'A': string[32], 'B': string[128]}
+    >>> otp.run(t)
+            Time      A      B
+    0 2003-12-01  HELLO  WORLD
+
+    Note that class :class:`otp.string <string>` is a child of python's ``str`` class,
+    so every object passed to constructor is converted to string.
+    So it may not work as expected in some cases, e.g. when passing :class:`~onetick.py.Operation` objects
+    (because their string representation is the name of the column or OneTick expression).
+    In this case it's better to use direct type conversion to get :class:`otp.string <string>` object:
+
+    >>> t = otp.Tick(X=otp.string[256](t['_SYMBOL_NAME']))
+    >>> t['Y'] = t['_SYMBOL_NAME'].astype(otp.string[256])
+    >>> t.schema
+    {'X': string[256], 'Y': string[256]}
+    >>> otp.run(t, symbols='AAAA')
+            Time             X     Y
+    0 2003-12-01  _SYMBOL_NAME  AAAA
+
+    Setting the type of the existing field:
+
+    >>> # OTdirective: skip-snippet:;
+    >>> t = otp.Tick(A='a')
+    >>> t = t.table(A=otp.string[10])
+    >>> t.schema
+    {'A': string[10]}
+
+    Example of truncation column value to set string length.
+
+    >>> # OTdirective: skip-snippet:;
+    >>> t['A'] *= 100
+    >>> t['B'] = t['A'].str.len()
+    >>> otp.run(t)
+            Time           A   B
+    0 2003-12-01  aaaaaaaaaa  10
+
+    Example of string with default length.
+
+    >>> t = otp.Tick(A='a')
+    >>> t['A'] *= 100
+    >>> t['B'] = t['A'].str.len()
+    >>> otp.run(t)
+            Time                                                                 A   B
+    0 2003-12-01  aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa  64
+
+    Setting Ellipsis as length represents varstring.
+
+    >>> t = otp.Tick(A='a')
+    >>> t = t.table(A=otp.string[...])
+    >>> t.schema
+    {'A': varstring}
+
+    Varstring length is multiplied.
+
+    >>> t['A'] *= 65
+    >>> t['B'] = t['A'].str.len()
+    >>> otp.run(t)
+            Time                                                                  A   B
+    0 2003-12-01  aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa  65
+
+    `otp.varstring` is a shortcut:
+
+    >>> t = otp.Tick(A='a')
+    >>> t = t.table(A=otp.varstring)
+    >>> t.schema
+    {'A': varstring}
+    """
+
+    DEFAULT_LENGTH = 64
+    length = None
+
+    def __repr__(self):
+        return f'{self.__class__}({super().__repr__()})'
+
+
+varstring = string[...]  # type: ignore[type-arg,misc]
+
+
+class _nan_base(type):
+    def __str__(cls):
+        return "double"
+
+
+class _nan(float, metaclass=_nan_base):
+    """
+    Object that represents NaN (not a number) float value.
+    Can be used anywhere where float value is expected.
+
+    Examples
+    --------
+    >>> t = otp.Ticks({'A': [1.1, 2.2, otp.nan]})
+    >>> t['B'] = otp.nan
+    >>> t['C'] = t['A'] / 0
+    >>> t['D'] = t['A'] + otp.nan
+    >>> otp.run(t)
+                         Time    A   B    C   D
+    0 2003-12-01 00:00:00.000  1.1 NaN  inf NaN
+    1 2003-12-01 00:00:00.001  2.2 NaN  inf NaN
+    2 2003-12-01 00:00:00.002  NaN NaN  NaN NaN
+    """
+
+    __name__ = 'nan'
+
+    def __str__(self):
+        return "NAN()"
+
+    def __repr__(self):
+        return 'nan'
+
+
+nan = _nan()
+
+
+class _inf(float, metaclass=_nan_base):
+    """
+    Object that represents infinity value.
+    Can be used anywhere where float value is expected.
+
+    Examples
+    --------
+    >>> t = otp.Ticks({'A': [1.1, 2.2, otp.inf]})
+    >>> t['B'] = otp.inf
+    >>> t['C'] = t['A'] / 0
+    >>> t['D'] = t['A'] - otp.inf
+    >>> otp.run(t)
+                         Time    A    B    C    D
+    0 2003-12-01 00:00:00.000  1.1  inf  inf -inf
+    1 2003-12-01 00:00:00.001  2.2  inf  inf -inf
+    2 2003-12-01 00:00:00.002  inf  inf  inf  NaN
+    """
+
+    __name__ = 'inf'
+
+    def __init__(self):
+        self._sign = ""  # empty string or '-' for negative infinity
+
+    def __str__(self):
+        return f"{self._sign}INFINITY()"
+
+    def __repr__(self):
+        return f'{self._sign}inf'
+
+    def __neg__(self):
+        result = _inf()
+        result._sign = "" if self._sign else "-"
+        return result
+
+
+inf = _inf()
+
+
+class _decimal_str(type):
+    def __str__(cls):
+        return 'decimal'
+
+
+class decimal(float, metaclass=_decimal_str):
+    """
+    Object that represents decimal OneTick value.
+    Decimal is 128 bit base 10 floating point number.
+
+    Examples
+    --------
+    >>> t = otp.Ticks({'A': [otp.decimal(1), otp.decimal(2)]})
+    >>> t['B'] = otp.decimal(1.23456789)
+    >>> t['C'] = t['A'] / 0
+    >>> t['D'] = t['A'] + otp.nan
+    >>> otp.run(t)
+                         Time    A         B    C    D
+    0 2003-12-01 00:00:00.000  1.0  1.234568  inf  NaN
+    1 2003-12-01 00:00:00.001  2.0  1.234568  inf  NaN
+    """
+    def __wrap(self, res):
+        # if parent class doesn't support some operation, it returns NotImplemented and so do we
+        # In other case we wrap float result with our decimal class
+        if isinstance(res, type(NotImplemented)):
+            return NotImplemented
+        return self.__class__(res)
+
+    def __add__(self, other):
+        return self.__wrap(super().__add__(other))
+
+    def __radd__(self, other):
+        return self.__wrap(super().__radd__(other))
+
+    def __sub__(self, other):
+        return self.__wrap(super().__sub__(other))
+
+    def __rsub__(self, other):
+        return self.__wrap(super().__rsub__(other))
+
+    def __mul__(self, other):
+        return self.__wrap(super().__mul__(other))
+
+    def __rmul__(self, other):
+        return self.__wrap(super().__rmul__(other))
+
+    def __truediv__(self, other):
+        return self.__wrap(super().__truediv__(other))
+
+    def __rtruediv__(self, other):
+        return self.__wrap(super().__rtruediv__(other))
+
+    def __str__(self):
+        return super().__repr__()
+
+    def __repr__(self):
+        return f"{self.__class__.__name__}({self})"
+
+# --------------------------------------------------------------- #
+# AUXILIARY FUNCTIONS
+# --------------------------------------------------------------- #
+
+
+def is_type_basic(dtype):
+    return dtype in (
+        int,
+        float,
+        str,
+        byte,
+        short,
+        uint,
+        ulong,
+        _int,
+        long,
+        nsectime,
+        msectime,
+        decimal,
+    ) or issubclass(dtype, string)
+
+
+# TODO: PY-632: unify these functions with others
+def get_source_base_type(value):
+    if inspect.isclass(value):
+        value_type = value
+        if not is_type_basic(value_type):
+            warnings.warn('Setting schema with complex types is deprecated,'
+                          ' use basic type instead', FutureWarning, stacklevel=2)
+    else:
+        warnings.warn('Setting schema with instance of the class is deprecated,'
+                      ' use type instead', FutureWarning, stacklevel=2)
+        value_type = type(value)
+        # convert string to custom string if necessary
+        if value_type is str and len(value) > string.DEFAULT_LENGTH:
+            value_type = string[len(value)]
+
+    if issubclass(value_type, bool):
+        value_type = float
+
+    if is_time_type(value_type):
+        value_type = nsectime
+
+    # check valid value type
+    if get_base_type(value_type) not in [int, float, str, bool]:
+        raise TypeError(f'Type "{repr(value_type)}" is not supported.')
+
+    if not is_type_basic(value_type):
+        raise TypeError(f"Type {repr(value_type)} can't be set in schema.")
+    return value_type
+
+
+def is_type_supported(dtype):
+    return get_base_type(dtype) in [int, float, str, bool] or issubclass(dtype, (datetime, date))
+
+
+def get_base_type(obj):
+    if issubclass(obj, str):
+        return str
+    elif issubclass(obj, bool):
+        return bool
+    elif issubclass(obj, int):
+        return int
+    elif issubclass(obj, float):
+        return float
+
+    return type(None)
+
+
+def get_object_type(obj):
+    if isinstance(obj, (_nan, _inf)):
+        return float
+    if isinstance(obj, Type):
+        return obj
+    if hasattr(obj, 'dtype'):
+        dtype = obj.dtype
+        if isinstance(dtype, np.dtype):
+            return dtype.type
+        return dtype
+    if is_time_type(obj):
+        return nsectime
+    if type(obj) is int and obj > long.MAX:
+        # by default we use python's int (onetick's long) for numbers
+        # in case the number is too big, let's use onetick's ulong
+        return ulong
+    return type(obj)
+
+
+def get_type_by_objects(objs):
+    """
+    Helper that calculates the widest type of the list passed objects.
+    Used to determine type by returned values.
+    """
+
+    # collect types
+    types = set()
+    for v in objs:
+        t = get_object_type(v)
+        if issubclass(t, str):
+            t = str
+        types.add(t)
+
+    # does not allow to mix string and numeric types
+    dtype = None
+    if str in types and (float in types or int in types or bool in types or nsectime in types or msectime in types):
+        raise TypeError("It is not allowed to return values of string type and numeric type in one function.")
+
+    # if there is only one value there, then
+    # use it as is
+    if len(types) == 1:
+        dtype = next(iter(types))
+        if dtype is bool:
+            return dtype
+
+    # process numeric types: the most generic is float
+    if int in types:
+        dtype = int
+    if bool in types:
+        dtype = float
+    # None is equal to otp.nan
+    if float in types or type(None) in types:
+        dtype = float
+
+    # process string types, taking into account OneTick long strings
+    if str in types:
+        max_len = string.DEFAULT_LENGTH
+        for v in objs:
+            t = get_object_type(v)
+            if issubclass(t, string):
+                if t.length is Ellipsis or max_len is Ellipsis:
+                    max_len = Ellipsis
+                else:
+                    max_len = max(t.length, max_len)
+            elif isinstance(v, str):
+                max_len = max(len(v), max_len)
+
+        if max_len == string.DEFAULT_LENGTH:
+            dtype = str
+        else:
+            dtype = string[max_len]  # pylint: disable=E1136
+
+    # process msectime and nsectime
+    if dtype is float and (msectime in types or nsectime in types):
+        raise TypeError("It is not allowed to return value of time type and float type in one function.")
+
+    if msectime in types:
+        dtype = msectime
+    if nsectime in types:
+        dtype = nsectime
+
+    # we assume the None value has float default value, ie NaN
+    if type(None) is dtype:
+        dtype = float
+
+    return dtype
+
+
+# ------------------- #
+# extend datetime
+
+
+class AbstractTime:
+    def __init__(self):
+        self.ts: pd.Timestamp
+
+    @property
+    def year(self):
+        return self.ts.year
+
+    @property
+    def month(self):
+        return self.ts.month
+
+    @property
+    def day(self):
+        return self.ts.day
+
+    def date(self):
+        return _date(self.year, self.month, self.day)
+
+    @property
+    def start(self):
+        return pd.Timestamp(self.year, self.month, self.day)
+
+    @property
+    def end(self):
+        return pd.Timestamp(next_day(self.start))
+
+    def strftime(self, fmt):
+        return self.ts.strftime(fmt)
+
+    @property
+    def value(self):
+        return self.ts.value
+
+    def timestamp(self):
+        return self.ts.timestamp()
+
+    def __eq__(self, other):
+        other = getattr(other, "ts", other)
+        return self.ts == other
+
+    def __hash__(self):
+        return hash(self.ts)
+
+    def __gt__(self, other):
+        other = getattr(other, "ts", other)
+        return self.ts > other
+
+    def __ge__(self, other):
+        other = getattr(other, "ts", other)
+        return self.ts >= other
+
+    def __lt__(self, other):
+        other = getattr(other, "ts", other)
+        return self.ts < other
+
+    def __le__(self, other):
+        other = getattr(other, "ts", other)
+        return self.ts <= other
+
+
+class datetime(AbstractTime):
+    """
+    Class :py:class:`otp.datetime <onetick.py.datetime>` is used for representing date with time in onetick-py.
+    It can be used both when specifying start and end time for queries and
+    in column operations with :py:class:`onetick.py.Source`.
+    :ref:`Datetime offset objects <datetime_offsets>` (e.g. `otp.Nano`, `otp.Day`)
+    can be added to or subtracted from `otp.datetime` object.
+
+    Note
+    ----
+    Class :py:class:`otp.datetime <onetick.py.datetime>` share many methods
+    that classes :pandas:`pandas.Timestamp` and :py:class:`datetime.datetime` have,
+    but these objects are not fully interchangeable.
+    Class :py:class:`otp.datetime <onetick.py.datetime>` should work in all onetick-py methods and classes,
+    other classes should work too if documented,
+    and may even work when not documented, but the users should not count on it.
+
+    Parameters
+    ----------
+    first_arg: int, str, :py:class:`otp.datetime <onetick.py.datetime>`, :py:class:`otp.date <onetick.py.date>`\
+                :pandas:`pandas.Timestamp`, :py:class:`datetime.datetime`
+        If `month`, `day` and other parts of date are specified,
+        first argument will be considered as year.
+        Otherwise, first argument will be converted to :py:class:`otp.datetime <onetick.py.datetime>`.
+    month: int
+        Number between 1 and 12.
+    day: int
+        Number between 1 and 31.
+    hour: int, default=0
+        Number between 0 and 23.
+    minute: int, default=0
+        Number between 0 and 59.
+    second: int, default=0
+        Number between 0 and 59.
+    microsecond: int, default=0
+        Number between 0 and 999999.
+    nanosecond: int, default=0
+        Number between 0 and 999.
+    tzinfo: :py:class:`datetime.tzinfo`
+        Timezone object.
+    tz: str
+        Timezone name.
+
+    Examples
+    --------
+
+    Initialization by :py:class:`datetime.datetime` class from standard library:
+
+    >>> otp.datetime(datetime.datetime(2019, 1, 1, 1))
+    2019-01-01 01:00:00
+
+    Initialization by :pandas:`pandas.Timestamp` class:
+
+    >>> otp.datetime(pd.Timestamp(2019, 1, 1, 1))
+    2019-01-01 01:00:00
+
+    Initialization by int timestamp:
+
+    >>> otp.datetime(1234567890)
+    1970-01-01 00:00:01.234567890
+
+    Initialization by params with nanoseconds:
+
+    >>> otp.datetime(2019, 1, 1, 1, 2, 3, 4, 5)
+    2019-01-01 01:02:03.000004005
+
+    Initialization by string:
+
+    >>> otp.datetime('2019/01/01 1:02')
+    2019-01-01 01:02:00
+
+    `otp.dt` is the alias for `otp.datetime`:
+
+    >>> otp.dt(2019, 1, 1)
+    2019-01-01 00:00:00
+
+    See also
+    --------
+    :ref:`Datetime offset objects <datetime_guide>`.
+    """
+    def __init__(
+        self,
+        first_arg,
+        month=None,
+        day=None,
+        hour=None,
+        minute=None,
+        second=None,
+        microsecond=None,
+        nanosecond=None,
+        *,
+        tzinfo=None,
+        tz=None,
+    ):  # TODO: python 3.8 change first_arg to positional only arg
+        tz, tzinfo = self._process_timezones_args(tz, tzinfo)
+
+        if not any([month, day, hour, minute, second, microsecond, nanosecond]):
+            result = self._create_from_one_arg(first_arg, tz, tzinfo)
+        else:
+            result = self._create_from_several_arg(first_arg, month, day, hour, minute, second, microsecond, nanosecond,
+                                                   tzinfo)
+        self.ts = result
+
+    def _process_timezones_args(self, tz, tzinfo):
+        if tz is not None:
+            if tzinfo is None:
+                tzinfo = get_tzfile_by_name(tz)  # pandas is broken https://github.com/pandas-dev/pandas/issues/31929
+                tz = None
+            else:
+                raise ValueError(
+                    "tzinfo and tz params are mutually exclusive parameters, "
+                    "they can't be specified both at the same time"
+                )
+        return tz, tzinfo
+
+    def _create_from_several_arg(self, first_arg, month, day, hour, minute, second, microsecond, nanosecond, tzinfo):
+        if nanosecond is not None and not (0 <= nanosecond <= 999):
+            raise ValueError(
+                "Nanosecond parameter should be between 0 and 999. "
+                "Please use microsecond parameter or otp.Nano object."
+            )
+        if parse_version(pd.__version__) >= parse_version("2.0.0"):
+            result = pd.Timestamp(
+                first_arg, month, day, hour or 0, minute or 0, second or 0, microsecond or 0,
+                nanosecond=nanosecond or 0,
+            ).replace(tzinfo=tzinfo)
+        else:
+            result = pd.Timestamp(
+                first_arg, month, day, hour or 0, minute or 0, second or 0, microsecond or 0, nanosecond or 0,
+            ).replace(tzinfo=tzinfo)
+        return result
+
+    def _create_from_one_arg(self, first_arg, tz, tzinfo):
+        arg_tz = getattr(first_arg, "tz", None)
+        arg_tzinfo = getattr(first_arg, "tzinfo", None)
+        if tz and arg_tz and arg_tz != tz or tzinfo and arg_tzinfo and arg_tzinfo != tzinfo:
+            raise ValueError(
+                "You've specified the timezone for the object, which already has it. "
+                "It is recommended to swap the current timezone to desired by method of this object "
+                "and then create otp.datetime object."
+            )
+        if isinstance(first_arg, (datetime, date)):
+            first_arg = first_arg.ts
+        result = pd.Timestamp(first_arg, tzinfo=tzinfo, tz=tz)
+        return result
+
+    @property
+    def start(self):
+        return super().start.replace(tzinfo=self.tzinfo)
+
+    @property
+    def end(self):
+        return super().end.replace(tzinfo=self.tzinfo)
+
+    def replace(self, **kwargs):
+        """
+        Replace parts of `otp.datetime` object.
+
+        Parameters
+        ----------
+        year: int, optional
+        month: int, optional
+        day: int, optional
+        hour: int, optional
+        minute: int, optional
+        second: int, optional
+        microsecond: int, optional
+        nanosecond: int, optional
+        tzinfo: tz-convertible, optional
+
+        Returns
+        -------
+        result: :py:class:`otp.datetime <onetick.py.datetime>`
+            Timestamp with fields replaced.
+
+        Examples
+        --------
+        >>> ts = otp.datetime(2022, 2, 24, 3, 15, 54, 999, 1)
+        >>> ts
+        2022-02-24 03:15:54.000999001
+        >>> ts.replace(year=2000, month=2, day=2, hour=2, minute=2, second=2, microsecond=2, nanosecond=2)
+        2000-02-02 02:02:02.000002002
+        """
+        return datetime(self.ts.replace(**kwargs))
+
+    @property
+    def tz(self):
+        return self.ts.tz
+
+    @property
+    def tzinfo(self):
+        return self.ts.tzinfo
+
+    @property
+    def hour(self):
+        return self.ts.hour
+
+    @property
+    def minute(self):
+        return self.ts.minute
+
+    @property
+    def second(self):
+        return self.ts.second
+
+    @property
+    def microsecond(self):
+        return self.ts.microsecond
+
+    @property
+    def nanosecond(self):
+        return self.ts.nanosecond
+
+    @staticmethod
+    def now(tz=None):
+        """
+        Will return :py:class:`otp.datetime <onetick.py.datetime>` object
+        with timestamp at the moment of calling this function.
+        Not to be confused with function :func:`otp.now <onetick.py.now>` which can only add column
+        with current timestamp to the :py:class:`otp.Source <onetick.py.Source>` when running the query.
+
+        Parameters
+        ----------
+        tz : str or timezone object, default None
+            Timezone to localize to.
+        """
+        return datetime(pd.Timestamp.now(tz))
+
+    def __add__(self, other):
+        """
+        Add :ref:`datetime offset <datetime_offsets>` to otp.datetime.
+
+        Parameters
+        ----------
+        other: :ref:`datetime offset <datetime_offsets>`, :py:class:`otp.datetime <onetick.py.datetime>`
+            object to add
+
+        Returns
+        -------
+        result: :py:class:`otp.datetime <onetick.py.datetime>`, :pandas:`pandas.Timedelta`
+            return :py:class:`otp.datetime <onetick.py.datetime>`
+            if otp.Nano or another :ref:`datetime offset <datetime_offsets>` object was passed as an argument,
+            or :pandas:`pandas.Timedelta` object if :py:class:`otp.datetime <onetick.py.datetime>`
+            was passed as an argument.
+
+        Examples
+        --------
+        >>> otp.datetime(2022, 2, 24) + otp.Nano(1)
+        2022-02-24 00:00:00.000000001
+        """
+        self._error_on_int_param(other, "+")
+        return datetime(self.ts + other)
+
+    def __sub__(self, other):
+        """
+        Subtract :ref:`datetime offset <datetime_offsets>` from otp.datetime.
+
+        Parameters
+        ----------
+        other: :ref:`datetime offset <datetime_offsets>`, :py:class:`otp.datetime <onetick.py.datetime>`
+            object to subtract
+
+        Returns
+        -------
+        result: :py:class:`otp.datetime <onetick.py.datetime>`, :pandas:`pandas.Timedelta`
+            return datetime if otp.Nano or another :ref:`datetime offset <datetime_offsets>`
+            object was passed as an argument,
+            or :pandas:`pandas.Timedelta` object if :py:class:`otp.datetime <onetick.py.datetime>`
+            was passed as an argument.
+
+        Examples
+        --------
+        >>> otp.datetime(2022, 2, 24) - otp.Nano(1)
+        2022-02-23 23:59:59.999999999
+        """
+        self._error_on_int_param(other, "-")
+        other = getattr(other, "ts", other)
+        result = self.ts - other
+        # do not convert to datetime in case timedelta is returned (arg is date)
+        result = datetime(result) if isinstance(result, pd.Timestamp) else result
+        return result
+
+    def _error_on_int_param(self, other, op):
+        if type(other) is int:
+            raise TypeError(f"unsupported operand type(s) for {op}: 'otp.datetime' and 'int'")
+
+    def __str__(self):
+        return str(self.ts)
+
+    def __repr__(self):
+        return str(self.ts)
+
+    def tz_localize(self, tz):
+        """
+        Localize tz-naive datetime object to a given timezone
+
+        Parameters
+        ----------
+        tz: str or tzinfo
+            timezone to localize datetime object into
+
+        Returns
+        -------
+        result: :py:class:`otp.datetime <onetick.py.datetime>`
+            localized datetime object
+
+        Examples
+        --------
+        >>> d = otp.datetime(2021, 6, 3)
+        >>> d.tz_localize("EST5EDT")
+        2021-06-03 00:00:00-04:00
+        """
+        return datetime(self.ts.tz_localize(tz))
+
+    def tz_convert(self, tz):
+        """
+        Convert tz-aware datetime object to another timezone
+
+        Parameters
+        ----------
+        tz: str or tzinfo
+            timezone to convert datetime object into
+
+        Returns
+        -------
+        result: :py:class:`otp.datetime <onetick.py.datetime>`
+            converted datetime object
+
+        Examples
+        --------
+        >>> d = otp.datetime(2021, 6, 3, tz="EST5EDT")
+        >>> d.tz_convert("Europe/Moscow")
+        2021-06-03 07:00:00+03:00
+        """
+        return datetime(self.ts.tz_convert(tz))
+
+    def to_operation(self, timezone=None):
+        """
+        Convert :py:class:`otp.datetime <onetick.py.datetime>` object to
+        :py:class:`otp.Operation <onetick.py.Operation>`
+
+        Parameters
+        ----------
+        timezone: Operation
+            Can be used to specify timezone as an Operation.
+
+        Examples
+        --------
+        >>> t = otp.Ticks(TZ=['EST5EDT', 'GMT'])
+        >>> t['DT'] = otp.dt(2022, 1, 1).to_operation(timezone=t['TZ'])
+        >>> otp.run(t, timezone='GMT')[['TZ', 'DT']]
+                TZ                  DT
+        0  EST5EDT 2022-01-01 05:00:00
+        1      GMT 2022-01-01 00:00:00
+        """
+        return otp.Operation(op_str=otp.types.datetime2expr(self, timezone=timezone), dtype=otp.nsectime)
+
+
+dt = datetime
+
+
+class date(datetime):
+    """
+    Class ``date`` is used for representing date in onetick-py.
+    It can be used both when specifying start and end time for queries and
+    in column operations with :py:class:`onetick.py.Source`.
+
+    Note
+    ----
+    Class :py:class:`otp.date <onetick.py.date>` share many methods
+    that classes :pandas:`pandas.Timestamp` and :py:class:`datetime.date` have,
+    but these objects are not fully interchangeable.
+    Class :py:class:`otp.date <onetick.py.date>` should work in all onetick-py methods and classes,
+    other classes should work too if documented,
+    and may even work when not documented, but the users should not count on it.
+
+    Parameters
+    ----------
+    first_arg: int, str, :py:class:`otp.datetime <onetick.py.datetime>`, :py:class:`otp.date <onetick.py.date>`\
+                :pandas:`pandas.Timestamp`, :py:class:`datetime.datetime`, :py:class:`datetime.date`
+        If `month` and `day` arguments are specified, first argument will be considered as year.
+        Otherwise, first argument will be converted to otp.date.
+    month: int
+        Number between 1 and 12.
+    day: int
+        Number between 1 and 31.
+
+    Examples
+    --------
+    :ref:`Datetime guide <datetime_guide>`.
+    """
+
+    def __init__(self, first_arg: Union[int, str, _date, _datetime, pd.Timestamp, AbstractTime],
+                 month=None, day=None):
+        if month is None and day is None:
+            if isinstance(first_arg, AbstractTime):
+                first_arg = first_arg.ts
+            elif isinstance(first_arg, (int, str)):
+                first_arg = pd.Timestamp(first_arg)
+            if isinstance(first_arg, (_datetime, pd.Timestamp, datetime)):
+                first_arg = first_arg.date()
+            self.ts = pd.Timestamp(first_arg)  # remove hour, minutes and so on
+        elif all((month, day)):
+            self.ts = pd.Timestamp(first_arg, month, day)
+        else:
+            raise ValueError("Please specify three integers (year, month, day) "
+                             "or object or create date from (string, int timestamp, "
+                             "pandas.Timestamp, otp.datetime, otp.date, "
+                             "datetime.datetime, datetime.date)")
+
+    def __str__(self):
+        return self.ts.strftime("%Y-%m-%d")
+
+    def __repr__(self):
+        return self.ts.strftime("%Y-%m-%d")
+
+    def to_str(self, format="%Y%m%d"):
+        """
+        Convert date to string, by default it will be in YYYYMMDD format.
+
+        Parameters
+        ----------
+        format: str
+            strftime format of string to convert to.
+        Returns
+        -------
+        result: str
+        """
+        return self.ts.strftime(format)
+
+
+class _integer_meta(type):
+    def __str__(cls):
+        return getattr(cls, '_NAME', cls.__name__)
+
+    @property
+    def TYPE_SIZE(cls):
+        return 8 * ctypes.sizeof(cls._CTYPE)
+
+    @property
+    def MIN(cls):
+        if cls._UNSIGNED:
+            return 0
+        else:
+            return -(2 ** (cls.TYPE_SIZE - 1))
+
+    @property
+    def MAX(cls):
+        if cls._UNSIGNED:
+            return (2 ** cls.TYPE_SIZE) - 1
+        else:
+            return (2 ** (cls.TYPE_SIZE - 1)) - 1
+
+
+class _integer(int, metaclass=_integer_meta):
+    def __new__(cls, value, *args, **kwargs):
+        if not cls.MIN <= value <= cls.MAX:
+            raise ValueError(f"{cls.__name__} values must be between {cls.MIN} and {cls.MAX}")
+        return super().__new__(cls, value, *args, **kwargs)
+
+    def __get_result(self, value):
+        if isinstance(value, int):
+            return self.__class__(self._CTYPE(value).value)
+        return value
+
+    def __add__(self, other):
+        return self.__get_result(
+            super().__add__(other)
+        )
+
+    def __radd__(self, other):
+        return self.__get_result(
+            super().__radd__(other)
+        )
+
+    def __sub__(self, other):
+        return self.__get_result(
+            super().__sub__(other)
+        )
+
+    def __rsub__(self, other):
+        return self.__get_result(
+            super().__rsub__(other)
+        )
+
+    def __mul__(self, other):
+        return self.__get_result(
+            super().__mul__(other)
+        )
+
+    def __rmul__(self, other):
+        return self.__get_result(
+            super().__rmul__(other)
+        )
+
+    def __truediv__(self, other):
+        return self.__get_result(
+            super().__truediv__(other)
+        )
+
+    def __rtruediv__(self, other):
+        return self.__get_result(
+            super().__rtruediv__(other)
+        )
+
+    def __str__(self):
+        return super().__repr__()
+
+    def __repr__(self):
+        return f"{self.__class__.__name__}({self})"
+
+
+class long(_integer):
+    """
+    OneTick data type representing signed long integer.
+
+    The size of the type is not specified and may vary across different systems.
+    Most commonly it's a 8-byte type with allowed values from -2**63 to 2**63 - 1.
+
+    Note that the value is checked to be valid in constructor,
+    but no overflow checking is done when arithmetic operations are performed.
+
+    Examples
+    --------
+    >>> t = otp.Tick(A=otp.long(1))
+    >>> t['B'] = otp.long(1) + 1
+    >>> t.schema
+    {'A': <class 'onetick.py.types.long'>, 'B': <class 'onetick.py.types.long'>}
+    """
+    _CTYPE = ctypes.c_long
+    _UNSIGNED = False
+
+
+class ulong(_integer):
+    """
+    OneTick data type representing unsigned long integer.
+
+    The size of the type is not specified and may vary across different systems.
+    Most commonly it's a 8-byte type with allowed values from 0 to 2**64 - 1.
+
+    Note that the value is checked to be valid in constructor,
+    but no overflow checking is done when arithmetic operations are performed.
+
+    Examples
+    --------
+    >>> t = otp.Tick(A=otp.ulong(1))
+    >>> t['B'] = otp.ulong(1) + 1
+    >>> t.schema
+    {'A': <class 'onetick.py.types.ulong'>, 'B': <class 'onetick.py.types.ulong'>}
+
+    Note that arithmetic operations may result in overflow.
+    Here we get 2**64 - 1 instead of -1.
+
+    .. testcode::
+       :skipif: is_windows()
+
+       t = otp.Tick(A=otp.ulong(0) - 1)
+       df = otp.run(t)
+       print(df)
+
+    .. testoutput::
+
+               Time                     A
+       0 2003-12-01  18446744073709551615
+    """
+    _CTYPE = ctypes.c_ulong
+    _UNSIGNED = True
+
+
+class _int(_integer):
+    """
+    OneTick data type representing signed integer.
+
+    The size of the type is not specified and may vary across different systems.
+    Most commonly it's a 4-byte type with allowed values from -2**31 to 2**31 - 1.
+
+    Note that the value is checked to be valid in constructor,
+    but no overflow checking is done when arithmetic operations are performed.
+
+    Examples
+    --------
+    >>> t = otp.Tick(A=otp.int(1))
+    >>> t['B'] = otp.int(1) + 1
+    >>> t.schema
+    {'A': <class 'onetick.py.types._int'>, 'B': <class 'onetick.py.types._int'>}
+    """
+    _CTYPE = ctypes.c_int
+    _UNSIGNED = False
+    _NAME = 'int'
+
+
+class uint(_integer):
+    """
+    OneTick data type representing unsigned integer.
+
+    The size of the type is not specified and may vary across different systems.
+    Most commonly it's a 4-byte type with allowed values from 0 to 2**32 - 1.
+
+    Note that the value is checked to be valid in constructor,
+    but no overflow checking is done when arithmetic operations are performed.
+
+    Examples
+    --------
+    >>> t = otp.Tick(A=otp.uint(1))
+    >>> t['B'] = otp.uint(1) + 1
+    >>> t.schema
+    {'A': <class 'onetick.py.types.uint'>, 'B': <class 'onetick.py.types.uint'>}
+
+    Note that arithmetic operations may result in overflow.
+    Here we get 2**32 - 1 instead of -1.
+
+    .. testcode::
+       :skipif: is_windows()
+
+       t = otp.Tick(A=otp.uint(0) - 1)
+       df = otp.run(t)
+       print(df)
+
+    .. testoutput::
+
+               Time           A
+       0 2003-12-01  4294967295
+    """
+    _CTYPE = ctypes.c_uint
+    _UNSIGNED = True
+
+
+class byte(_integer):
+    """
+    OneTick data type representing byte integer.
+
+    The size of the type is not specified and may vary across different systems.
+    Most commonly it's a 1-byte type with allowed values from -128 to 127.
+
+    Note that the value is checked to be valid in constructor,
+    but no overflow checking is done when arithmetic operations are performed.
+
+    Examples
+    --------
+    >>> t = otp.Tick(A=otp.byte(1))
+    >>> t['B'] = otp.byte(1) + 1
+    >>> t.schema
+    {'A': <class 'onetick.py.types.byte'>, 'B': <class 'onetick.py.types.byte'>}
+
+    Note that arithmetic operations may result in overflow.
+    Here we get 127 instead of -129.
+
+    >>> t = otp.Tick(A=otp.byte(-128) - 1)
+    >>> otp.run(t)
+            Time    A
+    0 2003-12-01  127
+    """
+    _CTYPE = ctypes.c_byte
+    _UNSIGNED = False
+
+
+class short(_integer):
+    """
+    OneTick data type representing short integer.
+
+    The size of the type is not specified and may vary across different systems.
+    Most commonly it's a 2-byte type with allowed values from -32768 to 32767.
+
+    Note that the value is checked to be valid in constructor,
+    but no overflow checking is done when arithmetic operations are performed.
+
+    Examples
+    --------
+    >>> t = otp.Tick(A=otp.short(1))
+    >>> t['B'] = otp.short(1) + 1
+    >>> t.schema
+    {'A': <class 'onetick.py.types.short'>, 'B': <class 'onetick.py.types.short'>}
+
+    Note that arithmetic operations may result in overflow.
+    Here we get 32767 instead of -32769.
+
+    >>> t = otp.Tick(A=otp.short(-32768) - 1)
+    >>> otp.run(t)
+            Time      A
+    0 2003-12-01  32767
+    """
+    _CTYPE = ctypes.c_short
+    _UNSIGNED = False
+
+
+# ------------------- #
+def type2str(t):
+    if t is int:
+        return "long"
+    if t is str:
+        return "string"
+    if t is float:
+        return "double"
+    if t is None:
+        return ''
+    return str(t)
+
+
+def str2type(type_name: str):
+    """
+    Converts OneTick type by its name into Python/OTP domain type.
+
+    Parameters
+    ----------
+    type_name: str
+        name of type from CSV or OneTick DB
+
+    Returns
+    -------
+    class:
+        Python/OTP type representing OneTick type
+    """
+    if type_name == "time32":
+        return int
+    if type_name == "long":
+        # otp.long can be used too, but we use int for backward compatibility
+        return int
+    if type_name == "int":
+        return _int
+    if type_name == "byte":
+        return byte
+    if type_name == "short":
+        return short
+    if type_name == "uint":
+        return uint
+    if type_name == "ulong":
+        return ulong
+    elif type_name in ["double", "float"]:
+        return float
+    elif type_name == "decimal":
+        return decimal
+    elif type_name == "msectime":
+        return msectime
+    elif type_name == "nsectime":
+        return nsectime
+    elif type_name in ["string", "matrix", f"string[{string.DEFAULT_LENGTH}]"]:
+        return str
+    elif type_name == "varstring":
+        return varstring
+    elif type_name.find("string") != -1:
+        length = int(type_name[type_name.find("[") + 1:type_name.find("]")])
+        return string[length]
+    return None
+
+
+def type2np(t):
+    if issubclass(t, str):
+        if issubclass(t, otp.string) and type(t.length) is int:
+            return '<U' + str(t.length)
+        return '<U64'
+    elif issubclass(t, bool):
+        return 'boolean'
+    elif issubclass(t, nsectime):
+        return 'datetime64[ns]'
+    elif issubclass(t, msectime):
+        return 'datetime64[ms]'
+    elif issubclass(t, datetime):
+        return 'datetime64[ns]'
+    elif issubclass(t, byte):
+        if otq.webapi:
+            return 'int8'
+        return 'int32'
+    elif issubclass(t, short):
+        if otq.webapi:
+            return 'int16'
+        return 'int32'
+    elif issubclass(t, uint):
+        return 'uint32'
+    elif issubclass(t, ulong):
+        return 'uint64'
+    elif issubclass(t, _int):
+        return 'int32'
+    elif issubclass(t, long):
+        return 'int64'
+    elif issubclass(t, int):
+        return 'int64'
+    elif issubclass(t, float):
+        return 'float64'
+    elif issubclass(t, decimal):
+        return 'float64'
+    else:
+        return np.dtype(t)
+
+
+# TODO: move this union of types to some common place
+def datetime2expr(
+    dt: Union[_datetime, _date, pd.Timestamp, date, datetime],
+    timezone: Optional[str] = None,
+    timezone_naive: Optional[str] = None,
+) -> str:
+    """
+    Convert python datetime values to OneTick string representation.
+    If `dt` is timezone-aware then timezone will be taken from `dt` value.
+    If `dt` is timezone-naive then timezone specified with otp.config['tz'] or otp.run() will be used.
+
+    Parameters
+    ----------
+    dt
+        date or datetime value
+    timezone: str or Operation
+        This timezone will be used unconditionally.
+    timezone_naive: str or Operation
+        This timezone will be used if `dt` is timezone-naive.
+    """
+    dt_str = _format_datetime(dt, '%Y-%m-%d %H:%M:%S.%f', add_nano_suffix=True)
+    if timezone is None:
+        timezone = get_timezone_from_datetime(dt)
+    if timezone is None:
+        timezone = timezone_naive
+    if not isinstance(timezone, otp.Operation):
+        timezone = f'"{timezone}"' if timezone else '_TIMEZONE'
+    return f'PARSE_NSECTIME("%Y-%m-%d %H:%M:%S.%J", "{dt_str}", {str(timezone)})'
+
+
+def datetime2timeval(dt: Union[_datetime, _date, pd.Timestamp, date, datetime], timezone: str = 'GMT'):
+    """
+    Get nanosecond-precision pyomd.timeval_t
+    from different datetime types supported by onetick-py.
+
+    If ``dt`` is timezone-aware, then its timezone will be used.
+    If ``dt`` is timezone-naive , then it will be localized to ``timezone`` parameter (GMT by default).
+    """
+    dt_str = _format_datetime(dt, '%Y-%m-%d %H:%M:%S.%f', add_nano_suffix=True)
+    tz_str = get_timezone_from_datetime(dt)
+    if tz_str:
+        # use timezone from the object
+        return pyomd.TimeParser('%Y-%m-%d %H:%M:%S.%J', tz_str).parse_time(dt_str)
+    else:
+        # localize to the timezone specified in fucntion parameter
+        return pyomd.TimeParser('%Y-%m-%d %H:%M:%S.%J', timezone).parse_time(dt_str)
+
+
+def _format_datetime(dt, fmt, add_nano_suffix=True):
+    dt_str = dt.strftime(fmt)
+    if add_nano_suffix:
+        if isinstance(dt, (pd.Timestamp, datetime)):
+            dt_str += f'{dt.nanosecond:03}'[-3:]
+        else:
+            dt_str += '000'
+    return dt_str
+
+
+def value2str(v):
+    """
+    Converts a python value from the `v` parameter into OneTick format.
+    """
+    if issubclass(type(v), str):
+        # there is no escape, so replacing double quotes with concatenation with it
+        return '"' + str(v).replace('"', '''"+'"'+"''') + '"'
+
+    if isinstance(v, (float, decimal)) and not (isinstance(v, (_inf, _nan))):
+        # PY-286: support science notation
+        s = str(v)
+        if "e" in s:
+            s = f"{v:.20f}".rstrip("0")
+        if s == "nan":
+            return str(nan)
+        if isinstance(v, decimal):
+            return f'DECIMAL({s})'
+        return s
+
+    if is_time_type(v):
+        return datetime2expr(v)
+
+    if isinstance(v, nsectime):
+        # we do not need the same for msectime because it works as is
+        if int(v) == 0 or int(v) > 15e12:  # it is 2445/5/1
+            return f'NSECTIME({v})'
+        # This branch is for backward compatibility. Originally here was a bug that
+        # allowed to pass only milliseconds as a value into the otp.nsectime constructor.
+        # Obviously we expect there only nanoseconds, and the built-in NSECTIME works only
+        # with nanoseconds.
+        warnings.warn('It seems that you are using number of milliseconds as nanoseconds. ', stacklevel=2)
+
+    return str(v)
+
+
+# TODO: maybe can be removed, it is used only in tests now
+def time2nsectime(time, timezone=None):
+    """
+    Converts complex time types to nsectime timestamp.
+
+    Parameters
+    ----------
+    time: :py:class:`datetime.datetime`, :py:class:`datetime.date`,\
+            :py:class:`otp.datetime <onetick.py.datetime>`, :py:class:`otp.date <onetick.py.date>`, pandas.Timestamp
+        time to convert
+    timezone:
+        convert timezone before nsectime calculation
+
+    Returns
+    -------
+    result: int
+        number of nanoseconds since epoch
+    """
+    if isinstance(time, (_datetime, _date)):
+        time = pd.Timestamp(time)
+    elif isinstance(time, date):
+        time = datetime(time)
+    if timezone:
+        if not has_timezone_parameter():  # accommodating legacy behavior prior to 20220327-3 weekly build
+            time = time.replace(tzinfo=None)
+        else:
+            if time.tzinfo is None:
+                time = time.tz_localize(timezone)
+            else:
+                # timezone conversion doesn't change the offset from epoch, only string representation,
+                # so time.value (the number of nanoseconds) will stay the same
+                # this line can be deleted
+                time = time.tz_convert(timezone)
+    return time.value
+
+
+def is_time_type(time):
+    """ Returns true if argument is subclass of any time type
+
+    Checks if pass type is time type, currently checks for otp.date, otp.datetime,
+    pd.Timestamp, datetime.date, datetime.datetime
+
+    Parameters
+    ----------
+    time:
+        object or type of the object
+
+    Returns
+    -------
+    result: bool
+        Return true if argument is time type
+
+    Examples
+    --------
+
+    >>> is_time_type(datetime.datetime)  # OTdirective: skip-example: ;
+    True
+    >>> is_time_type(type(5))   # OTdirective: skip-example: ;
+    False
+    >>> is_time_type(datetime.datetime(2019, 1, 1))  # OTdirective: snippet-name: types.is time;
+    True
+    """
+    time = time if inspect.isclass(time) else type(time)
+    # do not check for datetime.datetime and pd.Timestamp, because they are in the same hierarchy
+    # datetime.date -> datetime.datetime -> pd.Timestamp, where `->` means base class
+    return issubclass(time, (_date, datetime, date))
+
+
+def next_day(dt: Union[_date, _datetime, date, datetime, pd.Timestamp]) -> _datetime:
+    """
+    Return next day of `dt` as datetime.datetime.
+    """
+    updated_dt = dt + Day(1)
+
+    # If we switch ts on timezone transition time, ts changes its timezone offset
+    if hasattr(dt, "tzinfo") and updated_dt.tzinfo != dt.tzinfo:
+        dt_offset = dt.tzinfo.utcoffset(dt)
+        updated_dt_offset = updated_dt.tzinfo.utcoffset(updated_dt)
+
+        tz_diff = dt_offset - updated_dt_offset
+        updated_dt += tz_diff
+
+    updated_date = updated_dt.date()
+
+    return _datetime(updated_date.year, updated_date.month, updated_date.day)
+
+
+def default_by_type(dtype):
+    """
+    Get default value by OneTick type.
+
+    Parameters
+    ----------
+    dtype:
+        one of onetick-py base types
+
+    Examples
+    --------
+    >>> otp.default_by_type(float)
+    nan
+    >>> otp.default_by_type(otp.decimal)
+    decimal(0.0)
+    >>> otp.default_by_type(int)
+    0
+    >>> otp.default_by_type(otp.ulong)
+    ulong(0)
+    >>> otp.default_by_type(otp.uint)
+    uint(0)
+    >>> otp.default_by_type(otp.short)
+    short(0)
+    >>> otp.default_by_type(otp.byte)
+    byte(0)
+    >>> otp.default_by_type(otp.nsectime)
+    nsectime(0)
+    >>> otp.default_by_type(otp.msectime)
+    msectime(0)
+    >>> otp.default_by_type(str)
+    ''
+    >>> otp.default_by_type(otp.string)
+    string('')
+    >>> otp.default_by_type(otp.string[123])
+    string[123]('')
+    >>> otp.default_by_type(otp.varstring)
+    varstring('')
+    """
+    # TODO: think if we want to treat bool as basic onetick type
+    if dtype is bool:
+        return 0
+    if not is_type_basic(dtype):
+        raise TypeError(f"Can't get default value for type: {dtype}")
+    if issubclass(dtype, int):
+        return dtype(0)
+    if dtype is otp.decimal:
+        return otp.decimal(0)
+    if issubclass(dtype, float):
+        return nan
+    if issubclass(dtype, str):
+        return dtype('')
+    if issubclass(dtype, nsectime) or issubclass(dtype, msectime):
+        return dtype(0)
+
+
+class timedelta(pd.Timedelta):
+    """
+    The object representing the delta between timestamps.
+
+    Parameters
+    ----------
+    value: :py:class:`otp.timedelta <onetick.py.timedelta>`, :pandas:`pandas.Timedelta`,\
+           :py:class:`datetime.timedelta`, str, or int
+        Initialize this object from other types of objects.
+    kwargs:
+        Dictionary of offset names and their values.
+        Available offset names:
+        *weeks*, *days*, *hours*, *minutes*, *seconds*,
+        *milliseconds*, *microseconds*, *nanoseconds*.
+
+    Examples
+    --------
+
+    Create :py:class:`otp.timedelta <onetick.py.timedelta>` from key-value arguments:
+
+    >>> otp.timedelta(weeks=1, days=1, hours=1, minutes=1, seconds=1, milliseconds=1, microseconds=1, nanoseconds=1)
+    timedelta('8 days 01:01:01.001001001')
+
+    Create :py:class:`otp.timedelta <onetick.py.timedelta>` from different types of objects:
+
+    >>> otp.timedelta(datetime.timedelta(days=2, hours=3))
+    timedelta('2 days 03:00:00')
+
+    >>> otp.timedelta('20 days 13:02:01.999777666')
+    timedelta('20 days 13:02:01.999777666')
+
+    Adding :py:class:`otp.timedelta <onetick.py.timedelta>` object to :py:class:`otp.datetime <onetick.py.datetime>`:
+
+    >>> otp.datetime(2022, 1, 1, 1, 2, 3) + otp.timedelta(days=1, hours=1, minutes=1, seconds=1)
+    2022-01-02 02:03:04
+
+    Adding :py:class:`otp.timedelta <onetick.py.timedelta>` object to :py:class:`otp.date <onetick.py.date>`:
+
+    >>> otp.date(2022, 1, 1) + otp.timedelta(weeks=1, nanoseconds=1)
+    2022-01-08 00:00:00.000000001
+    """
+
+    def __repr__(self):
+        return super().__repr__().lower()
+
+    def _get_offset(self):
+        return self.value, 'nanosecond'