onetick-py 1.169.0__py3-none-any.whl → 1.170.0__py3-none-any.whl

onetick/py/_version.py

@@ -1,2 +1,2 @@
 # This file was generated automatically. DO NOT CHANGE.
-VERSION = '1.169.0'
+VERSION = '1.170.0'

onetick/py/aggregations/functions.py

@@ -956,7 +956,7 @@ def generic(*args, **kwargs):
 
     >>> data = otp.Ticks({'A': [1, 2, 1]})
     >>> def count_values(source, value):
-    ...     values, _ = source[source['A'] == value]
+    ...     values = source.where(source['A'] == value)
     ...     return values.agg({'count': otp.agg.count()})
     >>> data = otp.agg.generic(count_values).apply(data, value=1)
     >>> otp.run(data)

onetick/py/aggregations/order_book.py

@@ -146,6 +146,8 @@ class _OrderBookAggregation(_Aggregation, ABC):
         self.max_initialization_days = max_initialization_days
         self.book_uncross_method = book_uncross_method
         self.dq_events_that_clear_book = ','.join(dq_events_that_clear_book) if dq_events_that_clear_book else None
+        self.bound_symbols = None
+
         super().__init__(_Column('TIMESTAMP'), *args, **kwargs)
 
     def _param_validation(self):
@@ -170,6 +172,19 @@ class _OrderBookAggregation(_Aggregation, ABC):
             raise TypeError(f"Aggregation `{self.NAME}` need these columns: "
                             f"BUY_SELL_FLAG, PRICE, SIZE and (UPDATE_TIME or DELETED_TIME)")
 
+    def to_ep(self, *args, **kwargs):
+        ob_ep = super().to_ep(*args, **kwargs)
+        if self.bound_symbols:
+            ob_ep = ob_ep.symbols(self.bound_symbols)
+
+        return ob_ep
+
+    def set_bound_symbols(self, bound_symbols=None):
+        if isinstance(bound_symbols, str):
+            bound_symbols = [bound_symbols]
+
+        self.bound_symbols = bound_symbols
+
 
 class ObSnapshot(_OrderBookAggregation):
     NAME = 'OB_SNAPSHOT'

onetick/py/core/_internal/_state_objects.py

@@ -165,7 +165,7 @@ class _StateBase(ABC):
            data.state_vars['VAR'] = otp.state.tick_list()
            def fun(min_value):
                t = otp.Ticks(X=[123, 234])
-               t, _ = t[t['X'] > min_value]
+               t = t.where(t['X'] > min_value)
                return t
            data = data.state_vars['VAR'].modify_from_query(fun, params={'min_value': 200})
            data = data.state_vars['VAR'].dump()
@@ -344,8 +344,9 @@ class _TickSequence(_StateBase):
     def __init__(self, name, obj_ref, default_value, scope, schema=None, **kwargs):
         if kwargs:
             raise ValueError(f"Unknown parameters for '{self.__class__.__name__}': {list(kwargs)}")
-        if default_value is not None and not isinstance(default_value, _QueryEvalWrapper):
-            raise ValueError('only otp.eval can be used as initial value for tick sequences')
+        from onetick.py.core.source import Source
+        if default_value is not None and not isinstance(default_value, (_QueryEvalWrapper, Source)):
+            raise ValueError('only otp.eval and otp.Source objects can be used as initial value for tick sequences')
         if default_value is not None and schema is not None:
             # TODO: check that the two schemas align or possibly that they are exactly the same
             pass
@@ -396,9 +397,13 @@ class _TickSequence(_StateBase):
             self._schema = None
         if not self._schema:
             if self.default_value is not None:
-                # If tick sequence is initialized from eval,
-                # then we get schema from the Source in eval.
-                self._schema = self.default_value.query.schema.copy()
+                from onetick.py.core.source import Source
+                if isinstance(self.default_value, _QueryEvalWrapper):
+                    # If tick sequence is initialized from eval,
+                    # then we get schema from the Source in eval.
+                    self._schema = self.default_value.query.schema.copy()
+                elif isinstance(self.default_value, Source):
+                    self._schema = self.default_value.schema.copy()
             else:
                 # If tick sequence is initialized as empty,
                 # then it's schema will be derived from the schema of the parent object (e.g. source)

onetick/py/core/_internal/_state_vars.py

@@ -81,7 +81,13 @@ class StateVars:
             str_type = type2str(base_type)
 
         expression = f'{str_type} {name}'
+
+        import onetick.py as otp
         if value.default_value is not None:
-            # TODO: PY-952: use to_eval_string(self._owner._tmp_otq) here if otp.eval is passed
-            expression += f' = {value2str(value.default_value)}'
+            if isinstance(value.default_value, otp.Source):
+                value_expression = otp.eval(value.default_value).to_eval_string(self._owner._tmp_otq)
+            else:
+                # TODO: PY-952: use to_eval_string(self._owner._tmp_otq) here if otp.eval is passed
+                value_expression = value2str(value.default_value)
+            expression += f' = {value_expression}'
         self._owner.sink(otq.DeclareStateVariables(variables=expression, scope=value.scope))

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

@@ -394,7 +394,7 @@ def join_with_collection(
     >>>
     >>> trd_qte = trd_qte.state_vars['LAST_QUOTE_PER_EXCHANGE'].update(where=trd_qte['TICK_TYPE'] == 'QTE',
     ...                                                                value_fields=['ASK_PRICE', 'BID_PRICE'])
-    >>> trd, _ = trd_qte[trd_qte['TICK_TYPE'] == 'TRD']
+    >>> trd = trd_qte.where(trd_qte['TICK_TYPE'] == 'TRD')
     >>> trd.drop(['ASK_PRICE', 'BID_PRICE', 'EXCHANGE'], inplace=True)
     >>> trd = trd.join_with_collection('LAST_QUOTE_PER_EXCHANGE')
     >>> otp.run(trd)[['PRICE', 'SIZE', 'EXCHANGE', 'ASK_PRICE', 'BID_PRICE']]

onetick/py/core/column_operations/accessors/str_accessor.py

@@ -227,7 +227,7 @@ class _StrAccessor(_Accessor):
 
         >>> q = otp.DataSource('US_COMP', tick_type='TRD', symbols=['SPY'])  # doctest: +SKIP
         >>> q = q[['PRICE', 'SIZE', 'COND', 'EXCHANGE']]  # doctest: +SKIP
-        >>> q, _ = q[q['COND'].str.match('^[^O6TUHILNRWZ47QMBCGPV]*$')]  # doctest: +SKIP
+        >>> q = q.where(q['COND'].str.match('^[^O6TUHILNRWZ47QMBCGPV]*$'))  # doctest: +SKIP
         >>> otp.run(q, start=otp.dt(2023, 5, 15, 9, 30), end=otp.dt(2023, 5, 15, 9, 30, 1))  # doctest: +SKIP
                                     Time    PRICE  SIZE  COND EXCHANGE
         0  2023-05-15 09:30:00.000776704  412.220   247              Z
@@ -1225,7 +1225,7 @@ class _StrAccessor(_Accessor):
         This function can be used to filter out ticks:
 
         >>> data = otp.Ticks(X=['a', 'ab', 'b_', 'b%'])
-        >>> data, _ = data[data['X'].str.like('a%')]
+        >>> data = data.where(data['X'].str.like('a%'))
         >>> otp.run(data)
                              Time   X
         0 2003-12-01 00:00:00.000   a
@@ -1335,7 +1335,7 @@ class _StrAccessor(_Accessor):
            :skipif: not is_ilike_supported()
 
            data = otp.Ticks(X=['a', 'ab', 'Ab', 'b_'])
-           data, _ = data[data['X'].str.ilike('a%')]
+           data = data.where(data['X'].str.ilike('a%'))
            df = otp.run(data)
            print(df)
 

onetick/py/core/column_operations/base.py

@@ -725,7 +725,7 @@ class Operation:
         Examples
         --------
         >>> t = otp.Ticks(A=range(4))
-        >>> t, _ = t[~(t['A'] > 1)]
+        >>> t = t.where(~(t['A'] > 1))
         >>> otp.run(t)[['A']]
            A
         0  0
@@ -741,7 +741,7 @@ class Operation:
         Examples
         --------
         >>> t = otp.Ticks(A=range(4))
-        >>> t, _ = t[(t['A'] == 1)]
+        >>> t = t.where((t['A'] == 1))
         >>> otp.run(t)[['A']]
            A
         0  1
@@ -756,7 +756,7 @@ class Operation:
         Examples
         --------
         >>> t = otp.Ticks(A=range(4))
-        >>> t, _ = t[(t['A'] != 1)]
+        >>> t = t.where((t['A'] != 1))
         >>> otp.run(t)[['A']]
            A
         0  0
@@ -773,7 +773,7 @@ class Operation:
         Examples
         --------
         >>> t = otp.Ticks(A=range(4))
-        >>> t, _ = t[(t['A'] == 1) | (t['A'] == 2)]
+        >>> t = t.where((t['A'] == 1) | (t['A'] == 2))
         >>> otp.run(t)[['A']]
            A
         0  1
@@ -789,7 +789,7 @@ class Operation:
         Examples
         --------
         >>> t = otp.Ticks(A=[1, 1], B=[1, 2])
-        >>> t, _ = t[(t['A'] == 1) & (t['B'] == 1)]
+        >>> t = t.where((t['A'] == 1) & (t['B'] == 1))
         >>> otp.run(t)[['A', 'B']]
            A  B
         0  1  1
@@ -804,7 +804,7 @@ class Operation:
         Examples
         --------
         >>> t = otp.Ticks(A=range(4))
-        >>> t, _ = t[t['A'] <= 2]
+        >>> t = t.where(t['A'] <= 2)
         >>> otp.run(t)[['A']]
            A
         0  0
@@ -821,7 +821,7 @@ class Operation:
         Examples
         --------
         >>> t = otp.Ticks(A=range(4))
-        >>> t, _ = t[t['A'] < 2]
+        >>> t = t.where(t['A'] < 2)
         >>> otp.run(t)[['A']]
            A
         0  0
@@ -837,7 +837,7 @@ class Operation:
         Examples
         --------
         >>> t = otp.Ticks(A=range(4))
-        >>> t, _ = t[t['A'] >= 2]
+        >>> t = t.where(t['A'] >= 2)
         >>> otp.run(t)[['A']]
            A
         0  2
@@ -853,7 +853,7 @@ class Operation:
         Examples
         --------
         >>> t = otp.Ticks(A=range(4))
-        >>> t, _ = t[t['A'] > 2]
+        >>> t = t.where(t['A'] > 2)
         >>> otp.run(t)[['A']]
            A
         0  3

onetick/py/core/eval_query.py

@@ -171,7 +171,7 @@ def eval(query, symbol=None, start=None, end=None,
     >>> data = otp.Ticks(X=[1, 2, 3])
     >>> # note that in this case column WHERE must be specified,
     >>> # because evaluated query returns tick with more than one field
-    >>> data, _ = data[otp.eval(get_filter, a=0, b=2)['WHERE']]
+    >>> data = data.where(otp.eval(get_filter, a=0, b=2)['WHERE'])
     >>> otp.run(data)
             Time  X
     0 2003-12-01  1
@@ -183,12 +183,12 @@ def eval(query, symbol=None, start=None, end=None,
     ...         'TICK_TYPE': ['TRD', 'QTE'],
     ...         'WHERE': ['PRICE>=1.4', 'ASK_PRICE>=1.4']
     ...     })
-    ...     res, _ = res[res['TICK_TYPE'] == tick_type]
+    ...     res = res.where(res['TICK_TYPE'] == tick_type)
     ...     return res.drop(['TICK_TYPE'])
     >>> t = otp.DataSource('US_COMP::TRD')
     >>> # note that in this case column WHERE do not need to be specified,
     >>> # because evaluated query returns tick with only one field
-    >>> t, _ = t[otp.eval(filter_by_tt, tick_type=t['_TICK_TYPE'])]
+    >>> t = t.where(otp.eval(filter_by_tt, tick_type=t['_TICK_TYPE']))
     >>> otp.run(t, start=otp.dt(2022, 3, 1), end=otp.dt(2022, 3, 2))
                          Time  PRICE  SIZE
     0 2022-03-01 00:00:00.001    1.4    10

onetick/py/sources/data_source.py

@@ -977,14 +977,7 @@ class DataSource(Source):
         src = self._table_schema(src)
         return src
 
-    def _base_ep_for_cross_symbol(
-        self, db, symbol, tick_type, identify_input_ts,
-        back_to_first_tick=0, keep_first_tick_timestamp=None,
-        presort=utils.adaptive, batch_size=None, concurrency=utils.default,
-        max_back_ticks_to_prepend=1,
-        where_clause_for_back_ticks=None,
-        symbol_date=None,
-    ):
+    def _cross_symbol_convert(self, symbol, symbol_date=None):
         tmp_otq = TmpOtq()
 
         if isinstance(symbol, _QueryEvalWrapper):
@@ -996,6 +989,18 @@ class DataSource(Source):
         elif isinstance(symbol, (Source, otq.GraphQuery)):
             symbol = Source._convert_symbol_to_string(symbol, tmp_otq, symbol_date=symbol_date)
 
+        return symbol, tmp_otq
+
+    def _base_ep_for_cross_symbol(
+        self, db, symbol, tick_type, identify_input_ts,
+        back_to_first_tick=0, keep_first_tick_timestamp=None,
+        presort=utils.adaptive, batch_size=None, concurrency=utils.default,
+        max_back_ticks_to_prepend=1,
+        where_clause_for_back_ticks=None,
+        symbol_date=None,
+    ):
+        symbol, tmp_otq = self._cross_symbol_convert(symbol, symbol_date)
+
         self.logger.info(f'symbol={symbol}')
 
         tick_type = convert_tick_type_to_str(tick_type, db)
@@ -1030,6 +1035,7 @@ class DataSource(Source):
             src.sink(
                 otq.Merge(identify_input_ts=identify_input_ts).symbols(symbol).tick_type(tick_type)
             )
+
         src._tmp_otq.merge(tmp_otq)
 
         src = self._table_schema(src)

onetick/py/sources/order_book.py

@@ -15,6 +15,7 @@ from ..aggregations.order_book import (
 from ..aggregations.functions import (
     ob_snapshot, ob_snapshot_wide, ob_snapshot_flat, ob_summary, ob_size, ob_vwap, ob_num_levels,
 )
+from .. import utils
 
 from .data_source import DataSource, DATA_SOURCE_DOC_PARAMS
 
@@ -24,17 +25,43 @@ class _ObSource(DataSource):
     OB_AGG_PARAMS: Iterable
     _PROPERTIES = DataSource._PROPERTIES + ['_ob_agg']
 
-    def __init__(self, *args, schema=None, **kwargs):
-        if self._try_default_constructor(*args, schema=schema, **kwargs):
+    def __init__(self, db=None, schema=None, **kwargs):
+        if self._try_default_constructor(schema=schema, **kwargs):
             return
 
         ob_agg_params = {
             param.name: kwargs.pop(param.name, param.default)
             for _, param in self.OB_AGG_PARAMS
         }
+
+        symbol_param = kwargs.get('symbol')
+        symbols_param = kwargs.get('symbols')
+
+        if symbol_param and symbols_param:
+            raise ValueError(
+                'You have set the `symbol` and `symbols` parameters together, it is not allowed. '
+                'Please, clarify parameters'
+            )
+
+        symbols = symbol_param if symbol_param else symbols_param
+        tmp_otq = None
+
+        # Use bound symbols only in case, if db not passed
+        use_bound_symbols = not db and symbols and symbols is not utils.adaptive
+        if use_bound_symbols:
+            symbols, tmp_otq = self._cross_symbol_convert(symbols, kwargs.get('symbol_date'))
+
+            if symbols_param:
+                del kwargs['symbols']
+
+            kwargs['symbol'] = None
+
         self._ob_agg = self.__class__.OB_AGG_FUNC(**ob_agg_params)
 
-        super().__init__(*args, schema=schema, **kwargs)
+        if use_bound_symbols:
+            self._ob_agg.set_bound_symbols(symbols)
+
+        super().__init__(db=db, schema=schema, **kwargs)
 
         ob_agg_output_schema = self._ob_agg._get_output_schema(otp.Empty())
 
@@ -43,6 +70,9 @@ class _ObSource(DataSource):
         else:
             self.schema.set(**ob_agg_output_schema)
 
+        if tmp_otq:
+            self._tmp_otq.merge(tmp_otq)
+
     def base_ep(self, *args, **kwargs):
         src = super().base_ep(*args, **kwargs)
         return self._ob_agg.apply(src)

onetick/py/sources/symbols.py

@@ -5,6 +5,8 @@ from onetick.py.otq import otq
 
 from onetick.py.core.source import Source
 from onetick.py.core.column_operations.base import Raw, OnetickParameter
+from onetick.py.core.eval_query import _QueryEvalWrapper
+from onetick.py.core._source.tmp_otq import TmpOtq
 
 from .. import types as ott
 from .. import utils
@@ -20,7 +22,7 @@ class Symbols(Source):
 
     Parameters
     ----------
-    db: str
+    db: str, :py:func:`eval query <onetick.py.eval>`
         Name of the database where to search symbols.
         By default the database used by :py:func:`otp.run <onetick.py.run>` will be inherited.
     keep_db: bool
@@ -276,9 +278,13 @@ class Symbols(Source):
             end = date.end
 
         _symbol = utils.adaptive
+        _tmp_otq = None
         if db:
             if isinstance(db, list):
                 _symbol = [f"{str(_db).split(':')[0]}::" for _db in db] # noqa
+            elif isinstance(db, _QueryEvalWrapper):
+                _tmp_otq = TmpOtq()
+                _symbol = db.to_eval_string(tmp_otq=_tmp_otq)
             else:
                 _symbol = f"{str(db).split(':')[0]}::"  # noqa
 
@@ -336,6 +342,9 @@ class Symbols(Source):
         if _find_params['symbology'] and _find_params['show_original_symbols']:
             self.schema['ORIGINAL_SYMBOL_NAME'] = str
 
+        if _tmp_otq:
+            self._tmp_otq.merge(_tmp_otq)
+
     def base_ep(self, ep_tick_type, keep_db, **params):
         src = Source(otq.FindDbSymbols(**params))
 

onetick/py/state.py

@@ -75,7 +75,7 @@ def tick_list(default_value=None, scope='query', schema=None) -> TickList:
 
     Parameters
     ----------
-    default_value: :py:func:`eval query <onetick.py.eval>`
+    default_value: :class:`otp.Source <onetick.py.Source>`, :py:func:`eval query <onetick.py.eval>`
         Evaluated query to initialize tick list from.
     scope: str
         Scope for the state variable.
@@ -85,14 +85,12 @@ def tick_list(default_value=None, scope='query', schema=None) -> TickList:
         if ``default_value`` is not passed as well, schema will contain fields of the main Source object.
 
         If schema is passed as a list, it will select only these fields from the schema of ``default_value``
-        or main Source object.
+        or main :class:`Source <onetick.py.Source>` object.
 
     Examples
     --------
-    >>> def fsq():
-    ...     return otp.Ticks(B=[1, 2, 3])
     >>> data = otp.Tick(A=1)
-    >>> data.state_vars['LIST'] = otp.state.tick_list(otp.eval(fsq))
+    >>> data.state_vars['LIST'] = otp.state.tick_list(otp.Ticks(B=[1, 2, 3]))
     >>> data = data.state_vars['LIST'].dump()
     >>> otp.run(data)[['B']]
        B
@@ -115,7 +113,7 @@ def tick_set(insertion_policy, key_fields, default_value=None, scope='query', sc
         'latest' makes the last inserted tick overwrite the one with the same keys (if existing).
     key_fields: str, list of str
         The values of the specified fields will be used as keys.
-    default_value: :py:func:`eval query <onetick.py.eval>`
+    default_value: :class:`otp.Source <onetick.py.Source>`, :py:func:`eval query <onetick.py.eval>`
         Evaluated query to initialize tick set from.
     scope: str
         Scope for the state variable.
@@ -125,14 +123,12 @@ def tick_set(insertion_policy, key_fields, default_value=None, scope='query', sc
         if ``default_value`` is not passed as well, schema will contain fields of the main Source object.
 
         If schema is passed as a list, it will select only these fields from the schema of ``default_value``
-        or main Source object.
+        or main :class:`Source <onetick.py.Source>` object.
 
     Examples
     --------
-    >>> def fsq():
-    ...     return otp.Ticks(B=[1, 1, 2, 2, 3, 3])
     >>> data = otp.Tick(A=1)
-    >>> data.state_vars['SET'] = otp.state.tick_set('oldest', 'B', otp.eval(fsq))
+    >>> data.state_vars['SET'] = otp.state.tick_set('oldest', 'B', otp.Ticks(B=[1, 1, 2, 2, 3, 3]))
     >>> data = data.state_vars['SET'].dump()
     >>> otp.run(data)[['B']]
        B
@@ -175,7 +171,7 @@ def tick_set_unordered(insertion_policy,
             may be considerably worse than that of normal tick set.
             In particular, **default value of -1 will lead to bad performance and should be avoided**
 
-    default_value: :py:func:`eval query <onetick.py.eval>`
+    default_value: :class:`otp.Source <onetick.py.Source>`, :py:func:`eval query <onetick.py.eval>`
         Evaluated query to initialize unordered tick set from.
     scope: str,
         Scope for the state variable.
@@ -186,14 +182,14 @@ def tick_set_unordered(insertion_policy,
         if ``default_value`` is not passed as well, schema will contain fields of the main Source object.
 
         If schema is passed as a list, it will select only these fields from the schema of ``default_value``
-        or main Source object.
+        or main :class:`Source <onetick.py.Source>` object.
 
     Examples
     --------
-    >>> def fsq():
-    ...     return otp.Ticks(B=[1, 1, 2, 2, 3, 3])
     >>> data = otp.Tick(A=1)
-    >>> data.state_vars['SET'] = otp.state.tick_set_unordered('oldest', 'B', otp.eval(fsq), max_distinct_keys=5)
+    >>> data.state_vars['SET'] = otp.state.tick_set_unordered('oldest', 'B',
+    ...                                                       otp.Ticks(B=[1, 1, 2, 2, 3, 3]),
+    ...                                                       max_distinct_keys=5)
     >>> data = data.state_vars['SET'].dump()
     >>> otp.run(data)[['B']]
        B
@@ -218,7 +214,7 @@ def tick_deque(default_value=None, scope='query', schema=None) -> TickDeque:
 
     Parameters
     ----------
-    default_value: :py:func:`eval query <onetick.py.eval>`
+    default_value: :class:`otp.Source <onetick.py.Source>`, :py:func:`eval query <onetick.py.eval>`
         Evaluated query to initialize tick deque from.
     scope: str
         Scope for the state variable.
@@ -228,14 +224,12 @@ def tick_deque(default_value=None, scope='query', schema=None) -> TickDeque:
         if ``default_value`` is not passed as well, schema will contain fields of the main Source object.
 
         If schema is passed as a list, it will select only these fields from the schema of ``default_value``
-        or main Source object.
+        or main :class:`Source <onetick.py.Source>` object.
 
     Examples
     --------
-    >>> def fsq():
-    ...     return otp.Ticks(B=[1, 2, 3])
     >>> data = otp.Tick(A=1)
-    >>> data.state_vars['DEQUE'] = otp.state.tick_deque(otp.eval(fsq))
+    >>> data.state_vars['DEQUE'] = otp.state.tick_deque(otp.Ticks(B=[1, 2, 3]))
     >>> data = data.state_vars['DEQUE'].dump()
     >>> otp.run(data)[['B']]
        B

{onetick_py-1.169.0.dist-info → onetick_py-1.170.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: onetick-py
-Version: 1.169.0
+Version: 1.170.0
 Summary: Python package that allows you to work with OneTick
 Author-email: solutions <solutions@onetick.com>
 License-Expression: MIT

{onetick_py-1.169.0.dist-info → onetick_py-1.170.0.dist-info}/RECORD

@@ -13,7 +13,7 @@ onetick/lib/__init__.py,sha256=Rp7CIDoA4E6LIm1f2mNvl_5b_n-0U3suA3FmBXbmKoU,114
 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=zdZ7SW0iUPpIDmQxSgO1pTQzjGJpii2JfgGOiYSxrm0,76
+onetick/py/_version.py,sha256=q9tkyCDIoC1A4hdf231eJ2gykhyFZpfpkA-kKijvrg8,76
 onetick/py/backports.py,sha256=mR00mxe7E7UgBljf-Wa93Mo6lpi-C4Op561uhPUoEt8,815
 onetick/py/cache.py,sha256=f9WwFFCTqCP3eaA4V57tNPjCBHNPzU8ZvH81IuUsBE8,12756
 onetick/py/compatibility.py,sha256=x-TXsOqPNb2gnARSDwyZba-1FE7bvuat2vrObRCSywo,30917
@@ -29,17 +29,17 @@ onetick/py/run.py,sha256=BSqRbp2061Ju8-DMiW2t2LvlsbE8qp2SC3uDaCxB_vA,37838
 onetick/py/servers.py,sha256=h6l0X55kcnpI25bZcYaBpPAAGBZjqk9mt1SQe4xZrh0,6840
 onetick/py/session.py,sha256=AqoS7BFN_Sz3JU2CAaZm0Bro8CmUy6VjmoDjwOU1wYM,49591
 onetick/py/sql.py,sha256=kJ0732bZ0OGF8x3VzcOUs38zEGsxcd1nZOSN75VKXhA,2993
-onetick/py/state.py,sha256=1fL0zgqm-mKi-1KkUc3OvqV6IstDxHEDxlHBIQI-4UM,10134
+onetick/py/state.py,sha256=giQpUUXWwuz_CL_VvxNQDaM71LAMPqeRgHfoGhS1gTk,10330
 onetick/py/types.py,sha256=OfBTkKNQ7KrNceRXNPUJ36HyA-4sMUf_9T0TSYy-5Fc,64662
 onetick/py/aggregations/__init__.py,sha256=02WnTc9ocTp34OkGyXRHY2QAZi_QjDMHClE5tvx6Gtk,736
 onetick/py/aggregations/_base.py,sha256=YQWlFYlq_QvGwTIaNGuyoU8rQsYfx-Yd-lNNq4R_o6o,25702
 onetick/py/aggregations/_docs.py,sha256=7pz6XIhRuP_1vuOYO9UfTlzl6zGD2_jwbPMfJPOX-M8,34798
 onetick/py/aggregations/compute.py,sha256=GJpR8AWlEmfNsnl-L2oJPuY5rFb6PC-VwLZnnRGtCys,11854
-onetick/py/aggregations/functions.py,sha256=crwjUb4H7-h66aSY50RwSCcR_OE4vF9mF0gVLaXiXiQ,80798
+onetick/py/aggregations/functions.py,sha256=MnjINLAxoLehgInxhY-xSI1xw8TtCGzT7APD5HdFmjE,80801
 onetick/py/aggregations/generic.py,sha256=7mWRRAPS-t-e_umQc2T3GPPuW1Pia7mKhgjaVB2sSBM,3896
 onetick/py/aggregations/high_low.py,sha256=B7_Y6KhJjIqJthK0msW0JRkTpxINpnKPuSQjQa2QyZs,2508
 onetick/py/aggregations/num_distinct.py,sha256=s-VrU92kBKnJ6LIAGq2-j-t8amnolIF2EHkEt78A7_s,2830
-onetick/py/aggregations/order_book.py,sha256=-QVtxh_VlzC0-jvZ5Lb6enQBW35Zc0O5uVLid129wc0,18657
+onetick/py/aggregations/order_book.py,sha256=RLzQk0HOG4Why7tNag3pT1GG5nBL_bBnJtID0kFr2y4,19070
 onetick/py/aggregations/other.py,sha256=wCXrb3BCUJy5e39i35V2tslp0bVR2-8Fa8E1lf45hO4,39410
 onetick/py/callback/__init__.py,sha256=lF6u1jDy0dv-2qBvonqmSaQAU7dWQAuq5FWyR5LzvLI,108
 onetick/py/callback/callback.py,sha256=i8yVsbceqhVxNTcXU2ie0-nBRyC0nS2LVDFFtqfCMlw,8618
@@ -49,7 +49,7 @@ onetick/py/core/_csv_inspector.py,sha256=tSYjaMEeyvKdY4DJEhxDLj6AIvqcW-IdioLbXKZ
 onetick/py/core/column.py,sha256=KZToU5LoAAg4xeLEeKtlI3YY_wZ6JnJktSgJIyquhVg,6679
 onetick/py/core/cut_builder.py,sha256=rj5aPJ25Dr5fsd9Dw1SO8k9kPGy0hV06anxFqBppFWk,5848
 onetick/py/core/db_constants.py,sha256=OqBbBKLECf8Bw8ylw30jc72xgCJ0gRIC-K-QkkbQ4LI,437
-onetick/py/core/eval_query.py,sha256=jgFdkpum7bsognmM5aIU2xrdiqLYV-auuW6eaSVcY0s,11519
+onetick/py/core/eval_query.py,sha256=mcsOVlQ2vNSfZ-tRUB2z1gdiMJw4MpU2fK2hW-ua3e4,11528
 onetick/py/core/lambda_object.py,sha256=ayob_2c2XYSG7vFsqp-2b9FSPD-3TFReLbx3de3tkqE,16812
 onetick/py/core/multi_output_source.py,sha256=i9mxtM3yIF30hsVZ-6XttU407VmHklCdPjNDabgB374,7769
 onetick/py/core/per_tick_script.py,sha256=thuNKR4T6v5vxADLaX4ldTAHo_Yvt5HCHGIrNMEK6z8,83237
@@ -59,8 +59,8 @@ onetick/py/core/_internal/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJW
 onetick/py/core/_internal/_manually_bound_value.py,sha256=a4JF63g9MtXsIwpDqm_PCLBH51_SaG1-T6jWV5-IJ1k,191
 onetick/py/core/_internal/_nodes_history.py,sha256=fCpJ4FWFDzM-bmi-YyCHmNYuFM-CL_lE2bXySOi-TPY,7194
 onetick/py/core/_internal/_proxy_node.py,sha256=1-UcOBBhAdzN5JHHxmMdXjbKUzaTouZLiDSMsiA0wNk,3537
-onetick/py/core/_internal/_state_objects.py,sha256=wQldQqZukN_suwhsLHCOkSXMVHyq7YmOhMo95mkixGg,90306
-onetick/py/core/_internal/_state_vars.py,sha256=ej_KBqt-QutAtmgjz_ZMS3CFJE617Oud6Z7SNybY7CQ,3242
+onetick/py/core/_internal/_state_objects.py,sha256=HcGRJgeRQKknwhr0vO4jBlk4iqC0YiwPm1fLAhdbSC4,90661
+onetick/py/core/_internal/_state_vars.py,sha256=SldGNCLl3G7roTZniH8NqfZqbLygCdRjze7Sy8jnxcc,3512
 onetick/py/core/_internal/_op_utils/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 onetick/py/core/_internal/_op_utils/every_operand.py,sha256=0mQSm92O_qZX15V2zzY_MwzCozJm5MedjK4zvQ2Gomw,265
 onetick/py/core/_internal/_op_utils/is_const.py,sha256=_8XV5gNZJMuwfd49PcJbaaeX57duMjmZSyAQzsznEgY,375
@@ -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=B7Nw3oSJIdTNvTDDHHTOMrmea5p0llQNXBEg9eoaMx0,61172
+onetick/py/core/_source/source_methods/joins.py,sha256=edLIJ-BTWbwvxga1YCzsN6NdhIwtJyZIksZawvPWCbU,61175
 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
@@ -90,7 +90,7 @@ onetick/py/core/_source/source_methods/symbols.py,sha256=MG0dgVVVJ6fD_-GJkkXEgTe
 onetick/py/core/_source/source_methods/times.py,sha256=2kbLHG-3RQM6uWmw8pBGDiAz4R83KK46Tp1smTY6SR8,27665
 onetick/py/core/_source/source_methods/writes.py,sha256=W00hAJtQ0phPv5vzS08rSj_N0-ofhih39DalpR8RntQ,42129
 onetick/py/core/column_operations/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-onetick/py/core/column_operations/base.py,sha256=UmY64uznj6JCkSNQJtdmQ7KRuoJtLAgUVAx2vUK9wn8,33176
+onetick/py/core/column_operations/base.py,sha256=ihNaKhhDFk7-v-wpXE11Wqy0WAqEGI1OC2PG4POK1mc,33203
 onetick/py/core/column_operations/_methods/__init__.py,sha256=_C5hpQG51MingtWW2N8vYzSVFpR314xIrtukBfEfPMk,207
 onetick/py/core/column_operations/_methods/_internal.py,sha256=M04DbbD9DjA3NrrbibuQPje8ylkaYnVB5Nmlwx1RvaE,878
 onetick/py/core/column_operations/_methods/conversions.py,sha256=QB8ZKJi5qlV8ydPn43nRHa3HMkaXCDV2Fkrq2gnVQ6U,7001
@@ -101,7 +101,7 @@ onetick/py/core/column_operations/accessors/_accessor.py,sha256=GJtqxDNzve6TM8ES
 onetick/py/core/column_operations/accessors/decimal_accessor.py,sha256=7B-h932PhUmUV3flAAvPpKeVR7BbaESwSPyBTkxdxoI,2930
 onetick/py/core/column_operations/accessors/dt_accessor.py,sha256=RvgIuCXs3nMXTNqJvP0Iqu7i_vUoUDgrG7QvfnrKvRs,16837
 onetick/py/core/column_operations/accessors/float_accessor.py,sha256=6di5Pw0nLwKEqnzQImzQ9ORv45xGm-uevFGCg-FZz4w,5541
-onetick/py/core/column_operations/accessors/str_accessor.py,sha256=EBncqEOx421PQvRPd3pTQInWBKN2ttpy1ltXIJI-V-U,55510
+onetick/py/core/column_operations/accessors/str_accessor.py,sha256=65WdZQWayVy8HEh7xn5M3j08AO_fTJ5vSU8CyxNmOrY,55519
 onetick/py/db/__init__.py,sha256=-TKRO0suXTR-mLAppYt-Vegu9HQn7LU_JcObXpS3N9M,61
 onetick/py/db/_inspection.py,sha256=Ir2fauWhysUcNmX_84Z66HU891eEBJXy_RIxa8TT3xc,46177
 onetick/py/db/db.py,sha256=nlkwQ0cDo2T7am4stNbbP_5NVDWD-nOIcoWYFVzr-_w,55920
@@ -118,17 +118,17 @@ onetick/py/sources/common.py,sha256=ufXf5VwPtl6jZd42p29athOSlyLdwzMjRWu6jMEMuGw,
 onetick/py/sources/csv.py,sha256=GM9SVGgoUZIp4Jouktnp5n_uBgMKjD1yuYRTP36Dpfo,28075
 onetick/py/sources/custom.py,sha256=4ySuNmY9QTrNAWwbCP2kNLVLSofxl4Y8HmHMoHZheyc,2653
 onetick/py/sources/data_file.py,sha256=wvbNN0lKM_yYjOGR7hVbbvevEcpYtWeiB0lfECRl2zc,12242
-onetick/py/sources/data_source.py,sha256=t3Jm_8Dv4cGmrPeZLv70-fCHl_HnsOZXou8Y28J8Ivo,45191
+onetick/py/sources/data_source.py,sha256=YLYeeSqZXqM14NanV7nAwC3-Z-7_sbbX6st7lxFyCJ0,45362
 onetick/py/sources/empty.py,sha256=XqSPk6iZ1iX4LLbV1aXb8I_o_YyezJJnmHgPhrR7dZ4,2830
 onetick/py/sources/odbc.py,sha256=GlimPb9XhnJxwPmPdd0JImr6E5_CV2VVdvYbbGXi4-k,14997
-onetick/py/sources/order_book.py,sha256=GQ8y-F1DuU0430mzPABAmv_u-nOtD-murGnqd1Amk0M,8207
+onetick/py/sources/order_book.py,sha256=QpO3atMT79BXEQSBlR26xDnV36oLR9J_eq_K5jyPZ0E,9153
 onetick/py/sources/parquet.py,sha256=ltxqmkx4m8QUxURI-p9SaUgYnQuyDIFpj0bCDJbnGxU,5858
 onetick/py/sources/pit.py,sha256=MdLD_XwtwPAYCRtcawfygvQM082wLO1MsrFR0gN25oo,6936
 onetick/py/sources/query.py,sha256=ENwkdAVs2CeNnzWpLlProuNG6eT7I_88BlgcHFSFEYY,18320
 onetick/py/sources/snapshots.py,sha256=-CAHisUNUFexgFoeKcAVv6gK47TGWxh6bAbsHiHDrvc,17130
 onetick/py/sources/split_query_output_by_symbol.py,sha256=5fKIZfF8FAgLjx_TiHpts8J4JtxoetF-5bEj6nsxbdI,8157
 onetick/py/sources/symbology_mapping.py,sha256=01mwI4w9yxeg2VcxJRaR72MDafjyUBZvMopJC1hhjh0,4809
-onetick/py/sources/symbols.py,sha256=gvT2f2HBmGLq02d2PMKU2quUnktGcl9m32e1cBvBryU,14839
+onetick/py/sources/symbols.py,sha256=SeJ-tzLBPDMk3OFsrUXjQ2HyxR_Oe1HkNFWzeotpVTc,15226
 onetick/py/sources/ticks.py,sha256=uBYeHgQIu_g4niatBQnbB4UKuvfnflc34HlWrcC2xn4,32492
 onetick/py/utils/__init__.py,sha256=c8YnEcQTOoU3LxZtshBbn6O-WNhyTcwkRvO2efML9k8,1329
 onetick/py/utils/acl.py,sha256=da4_rrV3pA7_9OcjvRxtZ0ofzwNxslGVbWqFUJK2rSw,2692
@@ -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-1.169.0.dist-info/licenses/LICENSE,sha256=Yhu7lKNFS0fsaN-jSattEMRtCOPueP58Eu5BPH8ZGjM,1075
-onetick_py-1.169.0.dist-info/METADATA,sha256=c-XxrQHdZvEWeDNbuMgfQ7xP2m9lvr_jp0Rf_z4UEdQ,8024
-onetick_py-1.169.0.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-onetick_py-1.169.0.dist-info/entry_points.txt,sha256=QmK_tFswIN-SQRmtnTSBEi8GvT0TVq-66IzXXZIsV3U,81
-onetick_py-1.169.0.dist-info/top_level.txt,sha256=Na1jSJmVMyYGOndaswt554QKIUwQjcYh6th2ATsmw0U,23
-onetick_py-1.169.0.dist-info/RECORD,,
+onetick_py-1.170.0.dist-info/licenses/LICENSE,sha256=Yhu7lKNFS0fsaN-jSattEMRtCOPueP58Eu5BPH8ZGjM,1075
+onetick_py-1.170.0.dist-info/METADATA,sha256=dNMjb5PlKNsSALPPCEE_0HfKBpvU1tuAQIDgodWCffo,8024
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+onetick_py-1.170.0.dist-info/RECORD,,