onetick-py 1.177.0__py3-none-any.whl

onetick/py/core/_source/source_methods/switches.py

@@ -0,0 +1,142 @@
+from typing import TYPE_CHECKING, Tuple
+
+from onetick import py as otp
+from onetick.py.otq import otq
+
+if TYPE_CHECKING:
+    from onetick.py.core.source import Source
+
+
+def split(self: 'Source', expr, cases, default=False) -> Tuple['Source', ...]:
+    """
+    The method splits data using passed expression ``expr`` for several
+    outputs by passed ``cases``. The method is the alias for the :meth:`Source.switch`
+
+    Parameters
+    ----------
+    expr : Operation
+        column or column based expression
+    cases : list
+        list of values or :py:class:`onetick.py.range` objects to split by
+    default : bool
+        ``True`` adds the default output
+
+    Returns
+    -------
+    Outputs according to passed cases, number of outputs is number of cases plus one if ``default=True``
+
+    See also
+    --------
+    | :meth:`Source.switch`
+    | **SWITCH** OneTick event processor
+
+    Examples
+    --------
+    >>> # OTdirective: snippet-name: Source operations.split;
+    >>> data = otp.Ticks(X=[0.33, -5.1, otp.nan, 9.4])
+    >>> r1, r2, r3 = data.split(data['X'], [otp.nan, otp.range(0, 100)], default=True)
+    >>> otp.run(r1)
+                         Time   X
+    0 2003-12-01 00:00:00.002 NaN
+    >>> otp.run(r2)
+                         Time     X
+    0 2003-12-01 00:00:00.000  0.33
+    1 2003-12-01 00:00:00.003  9.40
+    >>> otp.run(r3)
+                         Time    X
+    0 2003-12-01 00:00:00.001 -5.1
+
+    See Also
+    --------
+    Source.switch
+    :py:class:`onetick.py.range`
+    """
+
+    output_num = len(cases)
+
+    # format cases
+    def to_str(v):
+        if isinstance(v, otp.utils.range):
+            return "[" + str(v.start) + "," + str(v.stop) + "]"
+        elif isinstance(v, str):
+            return '"' + v + '"'
+        elif isinstance(v, tuple):
+            return ",".join(map(to_str, list(v)))
+
+        return str(v)
+
+    cases = [f"{to_str(cases[inx])}:OUT{inx}" for inx in range(output_num)]
+
+    # create ep
+    params = dict(switch=str(expr), cases=";".join(cases))
+    if default:
+        params["default_output"] = "DEF_OUT"
+
+    switch_branch = self.copy(ep=otq.SwitchEp(**params))
+
+    # construct results
+    result = []
+
+    for inx in range(output_num):
+        res = switch_branch.copy()
+        res.node().out_pin(f"OUT{inx}")
+        res.sink(otq.Passthrough())
+
+        result.append(res)
+
+    if default:
+        res = switch_branch.copy()
+        res.node().out_pin("DEF_OUT")
+        res.sink(otq.Passthrough())
+
+        result.append(res)
+
+    return tuple(result)
+
+
+def switch(self: 'Source', expr, cases, default=False) -> Tuple['Source', ...]:
+    """
+    The method splits data using passed expression for several
+    outputs by passed cases. This method is an alias for
+    :meth:`Source.split` method.
+
+    Parameters
+    ----------
+    expr : Operation
+        column or column based expression
+    cases : list
+        list of values or :py:class:`onetick.py.range` objects to split by
+    default : bool
+        ``True`` adds the default output
+
+    Returns
+    -------
+    Outputs according to passed cases, number of outputs is number of cases plus one if ``default=True``
+
+    See also
+    --------
+    | :meth:`Source.split`
+    | **SWITCH** OneTick event processor
+
+    Examples
+    --------
+    >>> data = otp.Ticks(X=[0.33, -5.1, otp.nan, 9.4])
+    >>> r1, r2, r3 = data.switch(data['X'], [otp.nan, otp.range(0, 100)], default=True)
+    >>> otp.run(r1)
+                         Time   X
+    0 2003-12-01 00:00:00.002 NaN
+    >>> otp.run(r2)
+                         Time     X
+    0 2003-12-01 00:00:00.000  0.33
+    1 2003-12-01 00:00:00.003  9.40
+    >>> otp.run(r3)
+                         Time    X
+    0 2003-12-01 00:00:00.001 -5.1
+
+    See Also
+    --------
+    Source.split
+    :py:class:`onetick.py.range`
+    """
+
+    return self.split(expr, cases, default)

onetick/py/core/_source/source_methods/symbols.py

@@ -0,0 +1,117 @@
+from typing import TYPE_CHECKING, Optional, Union
+
+from onetick.py import types as ott
+from onetick.py.core.column_operations.base import _Operation
+from onetick.py.otq import otq
+
+from .misc import inplace_operation
+
+if TYPE_CHECKING:
+    import onetick.py as otp
+    from onetick.py.core.source import Source
+
+
+@inplace_operation
+def show_symbol_name_in_db(self: 'Source', inplace=False) -> Optional['Source']:
+    """
+    Adds the **SYMBOL_NAME_IN_DB** field to input ticks,
+    indicating the symbol name of the tick in the database.
+
+    Parameters
+    ----------
+    inplace: bool
+        The flag controls whether operation should be applied inplace or not.
+        If ``inplace=True``, then it returns nothing.
+        Otherwise method returns a new modified object.
+
+    See also
+    --------
+    **SHOW_SYMBOL_NAME_IN_DB** OneTick event processor
+
+    Returns
+    -------
+    :class:`Source` or ``None``
+
+    Examples
+    --------
+
+    For example, it can be used to display
+    the actual symbol name for the contract (e.g., **ESM23**)
+    instead of the artificial continuous name **ES_r_tdi**.
+    Notice how actual symbol name can be different for each tick,
+    e.g. in this case it is different for each month.
+
+    >>> data = otp.DataSource('TDI_FUT', tick_type='TRD')  # doctest: +SKIP
+    >>> data = data[['PRICE']]  # doctest: +SKIP
+    >>> data = data.first(bucket_interval=31, bucket_units='days')  # doctest: +SKIP
+    >>> data['SYMBOL_NAME'] = data.Symbol.name  # doctest: +SKIP
+    >>> data = data.show_symbol_name_in_db()  # doctest: +SKIP
+    >>> otp.run(data,  # doctest: +SKIP
+    ...         symbols='ES_r_tdi', symbol_date=otp.dt(2023, 3, 1),
+    ...         start=otp.dt(2023, 3, 1), end=otp.dt(2023, 5, 1))
+                         Time    PRICE SYMBOL_NAME SYMBOL_NAME_IN_DB
+    0 2023-03-01 00:00:00.549  3976.75    ES_r_tdi             ESH23
+    1 2023-04-02 18:00:00.039  4127.00    ES_r_tdi             ESM23
+    """
+    if 'SYMBOL_NAME_IN_DB' in self.schema:
+        raise ValueError("Column 'SYMBOL_NAME_IN_DB' already exists.")
+    self.sink(otq.ShowSymbolNameInDb())
+    self.schema['SYMBOL_NAME_IN_DB'] = str
+    return self
+
+
+@inplace_operation
+def modify_symbol_name(
+    self: 'Source', symbol_name: Union[str, 'otp.Operation', 'otp.Column'], inplace=False
+) -> Optional['Source']:
+    """
+    Modifies the name of the symbol that provides input ticks for this node.
+    Uses MODIFY_SYMBOL_NAME EP.
+
+    Parameters
+    ----------
+    symbol_name: str, :py:class:`~onetick.py.Column`, :py:class:`~onetick.py.Operation`
+        String or expression with new `SYMBOL_NAME` value.
+        New `SYMBOL_NAME` must not depend on ticks, if set via expression.
+    inplace: bool
+        The flag controls whether operation should be applied inplace or not.
+        If ``inplace=True``, then it returns nothing.
+        Otherwise method returns a new modified object.
+
+    See also
+    --------
+    **MODIFY_SYMBOL_NAME** OneTick event processor
+
+    Returns
+    -------
+    :class:`Source` or ``None``
+
+    Examples
+    --------
+    Replacing with static string:
+
+    >>> data = otp.DataSource('SOME_DB', symbol='S1', tick_type='TT')
+    >>> data = data.modify_symbol_name(symbol_name='S2')
+    >>> otp.run(data)
+                         Time   X
+    0 2003-12-01 00:00:00.000  -3
+    1 2003-12-01 00:00:00.001  -2
+    2 2003-12-01 00:00:00.002  -1
+
+    Replacing with expression:
+
+    >>> data = otp.DataSource('SOME_DB', symbol='S2', tick_type='TT')
+    >>> data = data.modify_symbol_name(symbol_name=data['_SYMBOL_NAME'].str.replace('2', '1'))
+    >>> otp.run(data)
+                         Time  X
+    0 2003-12-01 00:00:00.000  1
+    1 2003-12-01 00:00:00.001  2
+    2 2003-12-01 00:00:00.002  3
+
+    """
+    if not isinstance(symbol_name, (str, _Operation)):
+        raise ValueError("Unsupported symbol_name argument value type")
+
+    self.sink(otq.ModifySymbolName(symbol_name=ott.value2str(symbol_name)))
+
+    return self