onetick-py 1.166.0__py3-none-any.whl → 1.168.0__py3-none-any.whl

onetick/lib/instance.py

@@ -5,7 +5,7 @@ import gc
 import inspect
 from enum import Enum
 
-if os.getenv("OTP_WEBAPI"):
+if os.getenv('OTP_WEBAPI', default='').lower() not in ('0', 'false', 'no', ''):
     import onetick.query_webapi as otq
 
     class OneTickLibMock:

onetick/py/__init__.py

@@ -2,7 +2,7 @@
 import os
 from . import _version
 __version__ = _version.VERSION
-__webapi__: bool = bool(os.getenv("OTP_WEBAPI"))
+__webapi__: bool = os.getenv('OTP_WEBAPI', default='').lower() not in ('0', 'false', 'no', '')
 
 
 def __validate_onetick_query_integration():  # noqa
@@ -77,7 +77,8 @@ def __validate_onetick_query_integration():  # noqa
     if _otq_import_ex is None:
         return
 
-    # webapi is installed to pip and OTP_WEBAPI=1, we don't need to raise any exception
+    # PY-1033: if we can't import onetick.query, but can import onetick.query_webapi
+    # then we can just use it and don't need to raise any exception (even if OTP_WEBAPI is not set)
     try:
         import onetick.query_webapi
         __webapi__ = True

onetick/py/_version.py

@@ -1,2 +1,2 @@
 # This file was generated automatically. DO NOT CHANGE.
-VERSION = '1.166.0'
+VERSION = '1.168.0'

onetick/py/compatibility.py

@@ -758,3 +758,12 @@ def is_include_market_order_ticks_supported(**kwargs):
     return _is_min_build_or_version(1.25, 20241229055942,
                                     20240812120000, min_update_number=2,
                                     **kwargs)
+
+
+def is_join_with_query_symbol_time_otq_supported():
+    # 20241209: Fixed 0034770: hours/minutes/seconds part of otq parameter _SYMBOL_TIME, expressed in
+    # milliseconds since 1970/01/01 00:00:00 GMT, is ignored
+    # 20250219: Implemented 0035092: passing otq param _SYMBOL_TIME should be just like setting symbol_date
+    # to the equivalent value, except in YYYYMMDDhhmmss format
+    return _is_min_build_or_version(None, None,
+                                    20250227120000)

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

@@ -14,6 +14,7 @@ from onetick.py.core.eval_query import prepare_params
 from onetick.py.otq import otq
 from onetick.py.compatibility import (
     is_supported_point_in_time,
+    is_join_with_query_symbol_time_otq_supported,
     is_join_with_snapshot_snapshot_fields_parameter_supported,
 )
 
@@ -72,6 +73,19 @@ def _columns_to_params_for_joins(columns, query_params=False):
             else:
                 raise ValueError('Parameter symbol_time has to be a datetime value!')
 
+        elif key == '_SYMBOL_TIME' and query_params:
+            # hack to support passing _SYMBOL_TIME to called query as a parameter
+            if dtype is otp.nsectime:
+                convert_rule += get_msecs_expression(ott.value2str(value))
+            elif dtype is str:
+                ns = f'PARSE_NSECTIME("%Y%m%d%H%M%S", {ott.value2str(value)}, _TIMEZONE)'
+                convert_rule += get_msecs_expression(ns)
+            elif dtype is otp.msectime:
+                # for backward compatibility
+                convert_rule += get_msecs_expression(value)
+            else:
+                raise ValueError('Parameter symbol_time has to be a datetime value!')
+
         elif dtype is str:
             if are_strings(getattr(value, "dtype", None)):
                 convert_rule += str(value)
@@ -80,17 +94,7 @@ def _columns_to_params_for_joins(columns, query_params=False):
         elif dtype is otp.msectime:
             convert_rule += get_msecs_expression(value)
         elif dtype is otp.nsectime:
-            if key == '_SYMBOL_TIME' and query_params:
-                # hack to support passing _SYMBOL_TIME to called query as a parameter
-                warnings.warn(
-                    'Query parameter _SYMBOL_TIME passed to join_with_query! '
-                    'This is deprecated. Please use a dedicated `symbol_time` parameter of the '
-                    'join_with_query function',
-                    FutureWarning,
-                    stacklevel=3,
-                )
-                convert_rule += get_msecs_expression(value)
-            elif query_params:
+            if query_params:
                 # this can be used for query params but cannot be used for symbol params
                 # overall it's better
                 convert_rule += "'NSECTIME('+tostring(NSECTIME_TO_LONG(" + str(value) + "))+')'"
@@ -672,10 +676,10 @@ def join_with_query(
     Function object as query is also supported (Note it will be executed only once in python's code):
 
     >>> def func(symbol):
-    ...    d = otp.Ticks(TYPE=["six"])
-    ...    d = d.update(dict(TYPE="three"), where=(symbol.name == "3"))  # symbol is always converted to string
-    ...    d["TYPE"] = symbol['PREF'] + d["TYPE"] + symbol['POST']
-    ...    return d
+    ...     d = otp.Ticks(TYPE=["six"])
+    ...     d = d.update(dict(TYPE="three"), where=(symbol.name == "3"))  # symbol is always converted to string
+    ...     d["TYPE"] = symbol['PREF'] + d["TYPE"] + symbol['POST']
+    ...     return d
     >>> # OTdirective: snippet-name: Special functions.join with query.with a function
     >>> data = otp.Ticks(A=[1, 2], B=[2, 4])
     >>> res = data.join_with_query(func, how='inner', symbol=(data['A'] + data['B'], dict(PREF="_", POST="$")))
@@ -689,9 +693,9 @@ def join_with_query(
     accessible through the "symbol" object:
 
     >>> def func(symbol):
-    ...    d = otp.Ticks(TYPE=["six"])
-    ...    d["TYPE"] = symbol['PREF'] + d["TYPE"] + symbol['POST']
-    ...    return d
+    ...     d = otp.Ticks(TYPE=["six"])
+    ...     d["TYPE"] = symbol['PREF'] + d["TYPE"] + symbol['POST']
+    ...     return d
     >>> # OTdirective: snippet-name: 'Source' operations.join with query.source as symbol;
     >>> data = otp.Ticks(A=[1, 2], B=[2, 4], PREF=["_", "$"], POST=["$", "_"])
     >>> res = data.join_with_query(func, how='inner', symbol=data)
@@ -834,22 +838,20 @@ def join_with_query(
             'object (dict or Source), or a tuple containing both'
         )
 
-    # adding symbol time
     if '_PARAM_SYMBOL_TIME' in converted_symbol_param_columns.keys():
         warnings.warn(
             '"_PARAM_SYMBOL_TIME" explicitly passed among join_with_query symbol parameters! '
-            'This is deprecated - please use symbol_time parameter instead. '
-            'If you specify symbol_time parameter, it will override the explicitly passed value',
+            'This is deprecated - please use symbol_time parameter instead.',
+            FutureWarning,
+            stacklevel=2,
+        )
+    if '_SYMBOL_TIME' in params.keys():
+        warnings.warn(
+            'Query parameter "_SYMBOL_TIME" passed to join_with_query! '
+            'This is deprecated. Please use a dedicated `symbol_time` parameter.',
             FutureWarning,
             stacklevel=2,
         )
-    if symbol_time is not None:
-        if ott.get_object_type(symbol_time) is not otp.nsectime and ott.get_object_type(symbol_time) is not str:
-            raise ValueError(
-                f'Parameter of type {ott.get_object_type(symbol_time)} passed as symbol_time! '
-                'This parameter only supports datetime values or strings'
-            )
-        converted_symbol_param_columns['_PARAM_SYMBOL_TIME'] = symbol_time
 
     # prepare temporary file
     # ------------------------------------ #
@@ -875,6 +877,19 @@ def join_with_query(
     if not sub_source._is_unbound_required():
         sub_source += otp.Empty()
 
+    # adding symbol time
+    if symbol_time is not None:
+        if ott.get_object_type(symbol_time) is not otp.nsectime and ott.get_object_type(symbol_time) is not str:
+            raise ValueError(
+                f'Parameter of type {ott.get_object_type(symbol_time)} passed as symbol_time! '
+                'This parameter only supports datetime values or strings'
+            )
+        if is_join_with_query_symbol_time_otq_supported():
+            params = params.copy()
+            params['_SYMBOL_TIME'] = symbol_time
+        else:
+            converted_symbol_param_columns['_PARAM_SYMBOL_TIME'] = symbol_time
+
     params_str = _columns_to_params_for_joins(params, query_params=True)
     symbol_params_str = _columns_to_params_for_joins(converted_symbol_param_columns)
 

{onetick_py-1.166.0.dist-info → onetick_py-1.168.0.dist-info}/METADATA

@@ -1,11 +1,12 @@
 Metadata-Version: 2.4
 Name: onetick-py
-Version: 1.166.0
+Version: 1.168.0
 Summary: Python package that allows you to work with OneTick
 Author-email: solutions <solutions@onetick.com>
 License-Expression: MIT
 Project-URL: Documentation, https://docs.pip.distribution.sol.onetick.com
-Project-URL: OneTick, https://onetick.com/
+Project-URL: OneTick, https://onetick.com
+Project-URL: GitHub, https://github.com/onemarketdata/onetick-py
 Classifier: Topic :: Database :: Front-Ends
 Classifier: Topic :: Scientific/Engineering
 Classifier: Programming Language :: Python :: 3.9

{onetick_py-1.166.0.dist-info → onetick_py-1.168.0.dist-info}/RECORD

@@ -10,13 +10,13 @@ onetick/doc_utilities/napoleon.py,sha256=CE2r7xJ2Oz_MHDbMQx5hOE6JxkRPXQE55QE4bq3
 onetick/doc_utilities/ot_doctest.py,sha256=AWF-rXyF3BqYSYcxIuImUC1ezbkqxrmaG6DsHexW1e4,4101
 onetick/doc_utilities/snippets.py,sha256=q1mergoBMGxiVOnuWuKIKTMOOJ7O_EWp4SKIesK8piM,8930
 onetick/lib/__init__.py,sha256=Rp7CIDoA4E6LIm1f2mNvl_5b_n-0U3suA3FmBXbmKoU,114
-onetick/lib/instance.py,sha256=Fn3yoowjBtImAhR6n-f-Ti5J1q-RdDI-EGLpZvNwTi4,4773
-onetick/py/__init__.py,sha256=j2WBnhu01i8VdOYkn9BGc-7JeAqXQoCFjVfXFZCSz-4,10950
+onetick/lib/instance.py,sha256=3FJB8PWs2ap-EGb6DzsnLRL2meTMUViTdy343m6tHvM,4825
+onetick/py/__init__.py,sha256=Kxqcimy3N2m0j7fKtLcJkUEzK8aVc1KadJBb4BMB7qI,11093
 onetick/py/_stack_info.py,sha256=PHZOkW_fK7Fbl4YEj5CaYK9L6vh4j-bUU7_cSYOWZ30,2546
-onetick/py/_version.py,sha256=T7ZvgZ7oLmgBxuEhhoUnyBO9HmAIkrC8X-53r0gdo00,76
+onetick/py/_version.py,sha256=ez2JjayGNBgEc5sdZ8WODcct19IhBk97v6qaJmd1SIA,76
 onetick/py/backports.py,sha256=mR00mxe7E7UgBljf-Wa93Mo6lpi-C4Op561uhPUoEt8,815
 onetick/py/cache.py,sha256=f9WwFFCTqCP3eaA4V57tNPjCBHNPzU8ZvH81IuUsBE8,12756
-onetick/py/compatibility.py,sha256=99UHDi58IZSLl9XcWjJTZerAsHGp_zV6zqfwRl2yDTY,30068
+onetick/py/compatibility.py,sha256=G6L1HYvSrn0K5fFN0w3DQqaXoUJjmTTfDny2m7MXxdo,30556
 onetick/py/configuration.py,sha256=Cb_tH3F2vKMF27mFtd5TwXxhUA5Axmxp2TR3OKFfmQ0,27497
 onetick/py/functions.py,sha256=LyLQ7NTNFzKfkR3A5RazS3tOtVqORe1BPrg6B4AAuLM,97689
 onetick/py/license.py,sha256=50dsFrE-NKsPOdkAoyxHr44bH8DzFCr_6TabX0JH6tQ,6140
@@ -79,7 +79,7 @@ onetick/py/core/_source/source_methods/debugs.py,sha256=Hq08HYjF2sEZQAcBlwNMVKpu
 onetick/py/core/_source/source_methods/drops.py,sha256=3ZXfQWXsl0-ZLHdp6D-wTu2saqCYHZ-Gn777aMRSRp0,4403
 onetick/py/core/_source/source_methods/fields.py,sha256=6GozvRornClXfEu6oY9-JpN3gOceewB6OJweRR7x2Zw,22740
 onetick/py/core/_source/source_methods/filters.py,sha256=WuSnK-tQsP3fL2bqVfMZpbpPgk_LG4L8lrYULSSGoKE,33930
-onetick/py/core/_source/source_methods/joins.py,sha256=Tozh9PxFpnnYfZNQ-dggzAV-PrbTeEZ2G-afSac8KJ0,60638
+onetick/py/core/_source/source_methods/joins.py,sha256=B7Nw3oSJIdTNvTDDHHTOMrmea5p0llQNXBEg9eoaMx0,61172
 onetick/py/core/_source/source_methods/merges.py,sha256=efk-R4WOjB2pcAIGWPsZsDzYuitADztH5xtRWTBfutk,23115
 onetick/py/core/_source/source_methods/misc.py,sha256=Y6H-fJEVlTYNjiDVO9phVI-A9IaGzBSV-11GuoX4ZU4,57012
 onetick/py/core/_source/source_methods/pandases.py,sha256=BbvIlw6ipqC2dOiKSyyZ5jhAtE4ZtdL30OZXV_e_FuE,3670
@@ -144,9 +144,9 @@ onetick/py/utils/script.py,sha256=Y8NujEo2_5QaP6KDnLKJiKQ7SmMjw8_dv8sYL9rHDCE,11
 onetick/py/utils/temp.py,sha256=j-BC155dE46k0zfKTTs26KTF0CK6WA1hO2GD54iunyM,17380
 onetick/py/utils/types.py,sha256=_tYf66r9JVgjtiCJfxIxrg_BQEjHkjlnck_i86dBYEY,3606
 onetick/py/utils/tz.py,sha256=QXclESLGU8YXysUT9DXkcBqLWWO47Bb_tanFUzYpPZI,2800
-onetick_py-1.166.0.dist-info/licenses/LICENSE,sha256=Yhu7lKNFS0fsaN-jSattEMRtCOPueP58Eu5BPH8ZGjM,1075
-onetick_py-1.166.0.dist-info/METADATA,sha256=9XNNTuV5nIuI__DkAo55-tf9ffox-brTrXioDP7_DIA,7960
-onetick_py-1.166.0.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-onetick_py-1.166.0.dist-info/entry_points.txt,sha256=QmK_tFswIN-SQRmtnTSBEi8GvT0TVq-66IzXXZIsV3U,81
-onetick_py-1.166.0.dist-info/top_level.txt,sha256=Na1jSJmVMyYGOndaswt554QKIUwQjcYh6th2ATsmw0U,23
-onetick_py-1.166.0.dist-info/RECORD,,
+onetick_py-1.168.0.dist-info/licenses/LICENSE,sha256=Yhu7lKNFS0fsaN-jSattEMRtCOPueP58Eu5BPH8ZGjM,1075
+onetick_py-1.168.0.dist-info/METADATA,sha256=H4m68NHPxufzDpqpF57CLSwzWSOOxtnWgdJTH0MC1yg,8024
+onetick_py-1.168.0.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+onetick_py-1.168.0.dist-info/entry_points.txt,sha256=QmK_tFswIN-SQRmtnTSBEi8GvT0TVq-66IzXXZIsV3U,81
+onetick_py-1.168.0.dist-info/top_level.txt,sha256=Na1jSJmVMyYGOndaswt554QKIUwQjcYh6th2ATsmw0U,23
+onetick_py-1.168.0.dist-info/RECORD,,