onetick-py 1.163.0__py3-none-any.whl → 1.164.0__py3-none-any.whl

onetick/py/core/lambda_object.py

@@ -253,7 +253,7 @@ class _EmulateObject(_EmulateInputObject):
 
     def __setattr__(self, key, value):
         if key in self.__class__.__dict__:
-            return super().__setattr__(key, value)
+            super().__setattr__(key, value)
         if key not in self.__dict__ or key in _EmulateObject.NEW_VALUES:
             _EmulateObject.NEW_VALUES[key].append(value)
         if key not in self.__dict__:
@@ -381,8 +381,7 @@ class _EmulateObject(_EmulateInputObject):
 
 def _validate_lambda(lambda_f):
     if not (isinstance(lambda_f, types.LambdaType) and lambda_f.__name__ == '<lambda>'
-            or isinstance(lambda_f, types.FunctionType)
-            or isinstance(lambda_f, types.MethodType)):
+            or isinstance(lambda_f, (types.FunctionType, types.MethodType))):
         raise ValueError("It is expected to get a function, method or lambda,"
                          f" but got '{lambda_f}' of type '{type(lambda_f)}'")
 

onetick/py/core/per_tick_script.py

@@ -329,7 +329,7 @@ class Expression:
     @property
     def is_dynamic_tick(self) -> bool:
         try:
-            return type(self.value) is _DynamicTick
+            return isinstance(self.value, _DynamicTick)
         except ValueError:
             return False
 
@@ -585,7 +585,7 @@ class ExpressionParser:
             value = self.fun.emulator if self.fun.emulator is not None else expr.id
             return Expression(value)
 
-        if type(expr.ctx) is not ast.Load:
+        if not isinstance(expr.ctx, ast.Load):
             # local variable, left-hand side
             return Expression(LocalVariable(expr.id))
 
@@ -603,6 +603,7 @@ class ExpressionParser:
             # parameter of the per-tick script function
             return Expression(_Operation(op_str=expr.id, dtype=self.fun.args_annotations[expr.id]))
 
+        # pylint: disable-next=eval-used
         value = eval(expr.id, self.fun.closure_vars.globals, self.fun.closure_vars.nonlocals)  # type: ignore[arg-type]
         return Expression(value)
 
@@ -632,7 +633,7 @@ class ExpressionParser:
         val = self.expression(expr.value)
         item = self.expression(expr.slice)
 
-        if type(expr.ctx) is ast.Load:
+        if isinstance(expr.ctx, ast.Load):
             v = val.value[item.value]
             return Expression(v)
 
@@ -657,7 +658,7 @@ class ExpressionParser:
         val = self.expression(expr.value)
         attr = expr.attr
 
-        if type(expr.ctx) is ast.Load:
+        if isinstance(expr.ctx, ast.Load):
             v = getattr(val.value, attr)
             return Expression(v)
 
@@ -1007,7 +1008,7 @@ class CaseExpressionParser(ExpressionParser):
         def get_if_expr(first, second):
             if isinstance(expr.op, ast.Or):
                 return ast.IfExp(test=first, body=first, orelse=second)
-            if isinstance(expr.op, ast.And):
+            else:
                 return ast.IfExp(test=first, body=second, orelse=first)
 
         first = None

onetick/py/core/query_inspector.py

@@ -101,7 +101,7 @@ def get_query_info(otq_path, query_name="", inspected_graphs=None):
                     stack_info = res.group(1)
             return ep_name, stack_info
 
-    graph = defaultdict(lambda: Node())
+    graph = defaultdict(Node)
 
     if not os.path.exists(otq_path):
         raise FileNotFoundError(f'otq "{otq_path}" is not found')
@@ -176,7 +176,7 @@ def get_query_info(otq_path, query_name="", inspected_graphs=None):
                             graph[num].PARAMETERS[inner_param_name] = inner_param_value
                             continue
 
-                        if param == "SOURCE" or param == "SINK":
+                        if param in ("SOURCE", "SINK"):
                             sources = []
 
                             for v in value.split():
@@ -199,8 +199,6 @@ def get_query_info(otq_path, query_name="", inspected_graphs=None):
                         else:
                             setattr(graph[num], param, value)
 
-        # with
-
         if not found:
             raise QueryNotFoundError(f'Query "{query_name}" is not found in the {otq_path}')
 
@@ -233,6 +231,8 @@ def get_query_info(otq_path, query_name="", inspected_graphs=None):
                         address = node.PARAMETERS["OTQ_NODE"]
                     elif hasattr(node, "PH_PATH"):
                         address = node.PH_PATH
+                    else:
+                        raise ValueError("Can't get NESTED_OTQ address")
 
                     node.EP = "NESTED_OTQ " + address
 
@@ -263,7 +263,7 @@ def get_query_info(otq_path, query_name="", inspected_graphs=None):
 
         def _search_for_bound_sink(self, root, bound_symbol_info):
             if root in bound_symbol_info:
-                return bound_symbol_info[root]
+                return
 
             if not is_commented_out(self.nodes[root]):
                 # A commented node cannot have its own bound symbols, but can have a bound sink
@@ -419,7 +419,7 @@ def add_pins(otq_path, query_name, specification):
                 if res:
                     for inx, v in enumerate(specification):
                         node, pin_flag, pin_name = v
-                        if node.NUM == num:
+                        if node.NUM == num:  # noqa
                             if pin_flag is None:
                                 continue
                             node_name = "NODE_" + str(num)
@@ -432,7 +432,6 @@ def add_pins(otq_path, query_name, specification):
 
                             # don't use this specification item anymore
                             specification[inx] = (node, None, None)
-    # with
 
     with open(otq_path, "w") as fout:
         fout.write(out.getvalue())

onetick/py/core/source.py

@@ -362,9 +362,9 @@ class Source:
                 raise KeyError(f'Column name {name} is not in the schema. Please, check that this column '
                                'is in the schema or add it using the .schema property')
 
-            if name == 0 or name == 1:
+            if name in (0, 1):
                 raise ValueError(f"constant {name} are not supported for indexing for now, please use otp.Empty")
-            if type(name) in (int, float):
+            if isinstance(name, (int, float)):
                 raise ValueError("integer indexes are not supported")
             self.__dict__[name] = _Column(name, dtype, self)
         else:
@@ -775,6 +775,7 @@ class Source:
             )
 
             return mqt_ep
+        return None
 
     def _set_date_range_and_symbols(self, symbols=None, start=None, end=None):
         # will modify self
@@ -1208,7 +1209,7 @@ class Source:
         if not (
             issubclass(type(ep), otq.graph_components.EpBase)
             or issubclass(type(ep), otq.graph_components.EpBase.PinnedEp)
-            or type(ep) is tuple
+            or isinstance(ep, tuple)
         ):
             raise TypeError("sinking is allowed only for EpBase instances")
 
@@ -1217,7 +1218,7 @@ class Source:
         else:
             obj = self.copy()
 
-        if type(ep) is tuple:
+        if isinstance(ep, tuple):
             # for already existed EP fetched from _ProxyNode
             obj.__node.sink(out_pin, *ep)
         else:
@@ -1244,11 +1245,11 @@ class Source:
         if not (
             issubclass(type(ep), otq.graph_components.EpBase)
             or issubclass(type(ep), otq.graph_components.EpBase.PinnedEp)
-            or type(ep) is tuple
+            or isinstance(ep, tuple)
         ):
             raise TypeError("sourcing is allowed only for EpBase instances")
 
-        if type(ep) is tuple:
+        if isinstance(ep, tuple):
             # for already existed EP fetched from _ProxyNode
             return self.__node.source(in_pin, *ep)
         else:
@@ -1259,11 +1260,11 @@ class Source:
         if not (
             issubclass(type(ep), otq.graph_components.EpBase)
             or issubclass(type(ep), otq.graph_components.EpBase.PinnedEp)
-            or type(ep) is tuple
+            or isinstance(ep, tuple)
         ):
             raise TypeError("sourcing is allowed only for EpBase instances")
 
-        if type(ep) is tuple:
+        if isinstance(ep, tuple):
             # for already existed EP fetched from _ProxyNode
             return self.__node.source_by_key(to_key, *ep)
         else:
@@ -1590,6 +1591,7 @@ class Source:
         write,
         write_parquet,
         save_snapshot,
+        write_text,
     )
     from ._source.source_methods.renames import (  # type: ignore[misc]
         _add_prefix_and_suffix,
@@ -1632,6 +1634,7 @@ class Source:
     from ._source.source_methods.misc import (  # type: ignore[misc]
         pause,
         insert_tick,
+        insert_at_end,
         transpose,
         cache,
         pnl_realized,

onetick/py/db/_inspection.py

@@ -278,9 +278,8 @@ class DB:
             tz_gmt = gettz('GMT')
             for inx in range(len(result)):
                 start_date = result['START_DATE'][inx]
-                if start_date < 0:
-                    # On Windows datetime.fromtimestamp throws an OSError for negative values
-                    start_date = 0
+                # On Windows datetime.fromtimestamp throws an OSError for negative values
+                start_date = max(start_date, 0)
                 start = datetime.fromtimestamp(start_date / 1000, tz=tz_gmt)
                 start = start.replace(tzinfo=None)
                 try:
@@ -376,8 +375,7 @@ class DB:
             # future is not loaded yet
             if locator_start > today:
                 continue
-            if locator_end > today:
-                locator_end = today
+            locator_end = min(locator_end, today)
 
             if respect_acl:
                 try:
@@ -627,7 +625,7 @@ class DB:
                            context=self.context)
 
         result = get_schema(use_cache=True)
-        if not len(result):
+        if result.empty:
             # in case cache settings in database are bad (e.g. BEXRTS-1220)
             result = get_schema(use_cache=False)
 
@@ -719,8 +717,6 @@ class DB:
         >>> us_comp_db.symbols(date=otp.dt(2022, 3, 1), tick_type='TRD', pattern='^AAP.*')
         ['AAP', 'AAPL']
         """
-        import onetick.py as otp
-
         if date is None:
             date = self.last_date
         if timezone is None:

onetick/py/db/db.py

@@ -182,7 +182,7 @@ class _DB:
     def _format_params(params):
         res = {}
         for key, value in params.items():
-            if isinstance(value, dt.datetime):
+            if hasattr(value, 'strftime'):
                 res[key] = value.strftime("%Y%m%d%H%M%S")
             else:
                 res[key] = str(value)
@@ -280,6 +280,8 @@ class _DB:
         # because before there was no ability to get written ticks
         if kwargs.get('propagate'):
             return res
+        else:
+            return None
 
     @property
     def properties(self):
@@ -724,105 +726,6 @@ class DB(_DB):
         return self._format_params(feed)
 
 
-"""
-Keep here as example of custom databases that can be defined in client code
-
-
-P_CME = DB(
-    name="P_CME",
-    db_properties={
-        "symbology": "CTA",
-        "archive_compression_type": constants.compression_type.NATIVE_PLUS_GZIP,
-        "tick_search_max_boundary_offset_sec": 1800,
-        "tick_timestamp_type": "NANOS",
-    },
-    db_locations=[
-        {
-            "access_method": constants.access_method.SOCKET,
-            "location": "192.168.5.63:50025",
-            "start_time": datetime(year=2008, month=9, day=1),
-            "end_time": constants.DEFAULT_END_DATE,
-        }
-    ],
-)
-
-MS127 = DB(
-    name="MS127",
-    db_properties={
-        "symbology": "MSGR",
-        "ref_data_db": "REF_DATA_MS127",
-        "archive_compression_type": constants.compression_type.NATIVE_PLUS_GZIP,
-        "ignore_previous_day_corrections_on_reload": "yes",
-    },
-    db_locations=[
-        {
-            "access_method": constants.access_method.SOCKET,
-            "location": "192.168.5.63:50025",
-            "start_time": datetime(year=2010, month=12, day=31),
-            "end_time": constants.DEFAULT_END_DATE,
-        }
-    ],
-)
-
-MS44 = DB(
-    name="MS44",
-    db_properties={
-        "symbology": "MSGR",
-        "ref_data_db": "REF_DATA_MS44",
-        "archive_compression_type": constants.compression_type.NATIVE_PLUS_GZIP,
-        "ignore_previous_day_corrections_on_reload": "yes",
-    },
-    db_locations=[
-        {
-            "access_method": constants.access_method.SOCKET,
-            "location": "192.168.5.63:50025",
-            "start_time": datetime(year=2010, month=12, day=31),
-            "end_time": constants.DEFAULT_END_DATE,
-        }
-    ],
-)
-
-TAQ_NBBO = DB(
-    name="TAQ_NBBO",
-    db_properties={
-        "symbology": "BZX",
-        "price_not_key": True,
-        "memory_data_max_life_hours": 30,
-        "memory_db_dir": "/onetick-tickdata-com/STORAGE_GATEWAY/DEEP_HISTORY/US_TED/NBBO/shmem",
-        "mmap_db_compression_type": constants.compression_type.NATIVE_PLUS_GZIP,
-    },
-    db_locations=[
-        {
-            "access_method": constants.access_method.FILE,
-            "location": "/onetick-tickdata-com/STORAGE_GATEWAY/DEEP_HISTORY/US_TED/NBBO/",
-            "start_time": datetime(year=2001, month=1, day=1),
-            "end_time": constants.DEFAULT_END_DATE,
-        }
-    ],
-)
-
-
-US_COMP = DB(
-    name="US_COMP",
-    db_properties={
-        "symbology": "BZX",
-        "price_not_key": True,
-        "memory_data_max_life_hours": 30,
-        "memory_db_dir": "/onetick-tickdata-com/STORAGE_GATEWAY/DEEP_HISTORY/US_TED/TAQ/shmem",
-        "mmap_db_compression_type": constants.compression_type.NATIVE_PLUS_GZIP,
-    },
-    db_locations=[
-        {
-            "access_method": constants.access_method.FILE,
-            "location": "/onetick-tickdata-com/STORAGE_GATEWAY/DEEP_HISTORY/US_TED/TAQ/",
-            "start_time": datetime(year=2003, month=10, day=1),
-            "end_time": constants.DEFAULT_END_DATE,
-        }
-    ],
-)
-"""
-
-
 class RefDB(DB):
     """ Creates reference database object.
 
@@ -1414,6 +1317,7 @@ class RefDB(DB):
             },
             stdout=subprocess.PIPE,
             stderr=subprocess.PIPE,
+            check=False,
         )
         return p.stdout, p.stderr
 

onetick/py/docs/docstring_parser.py

@@ -8,7 +8,7 @@ from textwrap import dedent
 class Docstring:
 
     def __init__(self, doc: str):
-        if type(doc) is list:
+        if isinstance(doc, list):
             doc = '\n'.join(doc)
         self.doc = doc
         self.indentation = ' ' * (len(doc.lstrip('\n')) - len(doc.lstrip()))

onetick/py/functions.py

@@ -572,6 +572,7 @@ def _add_node_name_prefix_to_columns_in_operation(op, src):
                 raise ValueError('You set to use name for column prefix, but name is empty')
             name = f'{src.node_name()}.{column.name}'
             return Column(name, column.dtype, column.obj_ref, precision=getattr(column, "_precision", None))
+        return None
 
     return op._replace_parameters(fun)
 

onetick/py/license.py

@@ -71,6 +71,8 @@ class Custom(_LicenseBase):
     Custom license path
     """
 
+    # it is not useless
+    # pylint: disable=useless-parent-delegation
     def __init__(self, file, directory=None):
         """
         Parameters

onetick/py/math.py

@@ -10,7 +10,7 @@ class _MaxOperator(_Operation):
         super().__init__(dtype=get_type_by_objects(objs))
 
         def _str_max(l_val, r_val):
-            if type(r_val) is list:
+            if isinstance(r_val, list):
                 if len(r_val) > 1:
                     r_val = _str_max(r_val[0], r_val[1:])
                 else:
@@ -55,7 +55,7 @@ class _MinOperator(_Operation):
         super().__init__(dtype=get_type_by_objects(objs))
 
         def _str_min(l_val, r_val):
-            if type(r_val) is list:
+            if isinstance(r_val, list):
                 if len(r_val) > 1:
                     r_val = _str_min(r_val[0], r_val[1:])
                 else:

onetick/py/otq.py

@@ -10,7 +10,6 @@ import os
 import tempfile
 import warnings
 import onetick.py as otp
-from onetick.py import configuration
 
 
 class OneTickLib:
@@ -33,7 +32,7 @@ class OneTickLib:
         pass
 
 
-if os.getenv("OTP_SKIP_OTQ_VALIDATION", False):
+if os.getenv("OTP_SKIP_OTQ_VALIDATION"):
     import onetick_stubs as otq  # noqa: F401
     import pyomd  # noqa: F401
 

onetick/py/run.py

@@ -494,7 +494,7 @@ def run(query: Union[Callable, Dict, otp.Source, otp.MultiOutputSource,  # NOSON
         query = otp.MultiOutputSource(query)
 
     params_saved_to_otq = {}
-    if isinstance(query, otp.Source) or isinstance(query, otp.MultiOutputSource):
+    if isinstance(query, (otp.Source, otp.MultiOutputSource)):
         start = None if start is utils.adaptive else start
         end = None if end is utils.adaptive else end
         params_saved_to_otq = dict(
@@ -660,9 +660,9 @@ def _form_dict_from_list(data_list, output_structure):
         d = defaultdict(list)
         for node, df in lst:
             d[node].append(df)
-        for node in d.keys():  # noqa
-            if len(d[node]) == 1:
-                d[node] = d[node][0]
+        for node, node_list in d.items():
+            if len(node_list) == 1:
+                d[node] = node_list[0]
         if len(d) == 1:
             d = list(d.values())[0]
         else:  # converting defaultdict to regular dict
@@ -671,7 +671,7 @@ def _form_dict_from_list(data_list, output_structure):
 
     def get_dataframe(data):
         if output_structure == 'df':
-            return pd.DataFrame({col_name: col_value for col_name, col_value in data})
+            return pd.DataFrame(dict(data))
         else:
             import polars
             if isinstance(data, polars.DataFrame):
@@ -749,7 +749,7 @@ def _process_empty_results(result, query_schema, output_structure):
         (field, np.array([], dtype=otp.types.type2np(dtype)))
         for field, dtype in {**query_schema, 'Time': otp.nsectime}.items()
     ]
-    if type(result) is otq.SymbolNumpyResultMap:
+    if isinstance(result, otq.SymbolNumpyResultMap):
         empty_data = dict(schema)
     else:
         empty_data = schema
@@ -758,7 +758,7 @@ def _process_empty_results(result, query_schema, output_structure):
         import polars
         empty_data = polars.DataFrame(dict(schema))
 
-    if type(result) is otq.SymbolNumpyResultMap:
+    if isinstance(result, otq.SymbolNumpyResultMap):
         for result_item in result.get_dict().values():
             for node_name, symbol_result in result_item.items():
                 if len(symbol_result[0]) == 0:
@@ -814,6 +814,7 @@ def _get_start_end(start, end, timezone):
 
     # `isinstance(obj, datetime.date)` is not correct because
     # isinstance(<datetime.datetime object>, datetime.date) = True
+    # pylint: disable=unidiomatic-typecheck
     if type(start) is datetime.date:
         start = datetime.datetime(start.year, start.month, start.day)
     if type(end) is datetime.date:

onetick/py/servers.py

@@ -1,4 +1,4 @@
-from typing import Optional, Union, List
+from typing import Optional, Union
 
 
 class RemoteTS:
@@ -96,7 +96,7 @@ class RemoteTS:
         return self.__str__()
 
     def __str__(self):
-        if isinstance(self._host, FaultTolerance) or isinstance(self._host, LoadBalancing):
+        if isinstance(self._host, (FaultTolerance, LoadBalancing)):
             return str(self._host)
         url = f'{self._host}:{self._port}'
         if self._protocol:

onetick/py/session.py

@@ -16,7 +16,7 @@ from . import utils
 from . import license as _license
 from . import db as _db
 from . import servers as _servers
-from .configuration import config
+from . import configuration
 from .db._inspection import databases as _databases
 
 
@@ -320,6 +320,7 @@ class ACL(_FileHandler):
     def reload(self, db=None):
         if self._session_ref is not None:
             return utils.reload_config(db, config_type='ACCESS_LIST')
+        return None
 
     def _read_dbs(self):
         get_db = GetAll()
@@ -433,6 +434,7 @@ class Locator(_FileHandler):
     def reload(self, db_=None):
         if self._session_ref is not None:
             return utils.reload_config(db_, config_type='LOCATOR')
+        return None
 
     def _apply_actions(self, actions, print_writer=False):
         writer = PrintWriter() if print_writer else FileWriter(self.path)
@@ -1300,11 +1302,11 @@ class TestSession(Session):
         ``DEMO_L1`` is the database defined in the default locator generated by onetick.py
         and it is also a name of the database commonly used in the OneTick ecosystem, academy courses, etc.
         """
-        config['tz'] = 'EST5EDT'
-        config['default_db'] = 'DEMO_L1'
-        config['default_symbol'] = 'AAPL'
-        config['default_start_time'] = datetime(2003, 12, 1, 0, 0, 0)
-        config['default_end_time'] = datetime(2003, 12, 4, 0, 0, 0)
+        configuration.config['tz'] = 'EST5EDT'
+        configuration.config['default_db'] = 'DEMO_L1'
+        configuration.config['default_symbol'] = 'AAPL'
+        configuration.config['default_start_time'] = datetime(2003, 12, 1, 0, 0, 0)
+        configuration.config['default_end_time'] = datetime(2003, 12, 4, 0, 0, 0)
         super().__init__(*args, **kwargs)
 
 

onetick/py/sources/common.py

@@ -17,25 +17,27 @@ AdaptiveDBType = Union[str, OnetickParameter, _SymbolParamColumn, Type[utils.ada
 
 
 def get_start_end_by_date(date):
-    if isinstance(date, ott.datetime) or isinstance(date, ott.date):
+    if isinstance(date, (ott.datetime, ott.date)):
         start = date.start
         end = date.end
-    if isinstance(date, dt.datetime) or isinstance(date, dt.date):
+    elif isinstance(date, (dt.datetime, dt.date)):
         start = dt.datetime(date.year, date.month, date.day)
         end = start + dt.timedelta(days=1, milliseconds=-1)
+    else:
+        raise ValueError(f"Unsupported value of parameter 'date': {type(date)}")
     return start, end
 
 
 def convert_tick_type_to_str(
     tick_type: Optional[AdaptiveTickType],
     db: Optional[AdaptiveDBType] = None,
-):
+) -> Optional[str]:
     if not isinstance(db, list) and not isinstance(db, (OnetickParameter, _SymbolParamColumn)):
         if tick_type is utils.adaptive:
             tick_type = 'ANY'
 
         if isinstance(tick_type, type) or tick_type is None:
-            return
+            return None
 
     if db is utils.adaptive_to_default or db is utils.adaptive:
         # if default database is not set, tick type will be set without it