onetick-py 1.177.0__py3-none-any.whl

onetick/py/core/column_operations/accessors/decimal_accessor.py

@@ -0,0 +1,104 @@
+from onetick.py import types as ott
+from onetick.py.core.column_operations.accessors._accessor import _Accessor
+from onetick.py.core.column_operations.base import _Operation
+
+
+class _DecimalAccessor(_Accessor):
+    """
+    Accessor for decimal functions
+
+    >>> data = otp.Ticks(X=[otp.decimal(1.1), otp.decimal(1.2)])
+    >>> data["Y"] = data["X"].decimal.<function_name>()   # doctest: +SKIP
+    """
+
+    def str(self, precision=8):
+        """
+        Converts decimal to str.
+
+        Parameters
+        ----------
+        precision: Operation or int
+            Number of digits after floating point.
+
+        Returns
+        -------
+        result: Operation
+            String representation of decimal value.
+
+        Examples
+        --------
+
+        >>> data = otp.Ticks(X=[otp.decimal(1), otp.decimal(2.17), otp.decimal(10.31861), otp.decimal(3.141593)])
+        >>> data['X'] = data['X'].decimal.str(precision=3)
+        >>> data = otp.run(data)
+        >>> data['X']
+        0    1.000
+        1    2.170
+        2    10.319
+        3    3.142
+        Name: X, dtype: object
+        """
+        def formatter(column, _precision):
+            column = ott.value2str(column)
+            _precision = ott.value2str(_precision)
+
+            return f'decimal_to_string({column}, {_precision})'
+
+        return _DecimalAccessor.Formatter(
+            op_params=[self._base_column, precision],
+            dtype=str,
+            formatter=formatter,
+        )
+
+    def cmp(self, other, eps):
+        """
+        Compare two decimal values according to ``eps`` relative difference.
+
+        This function returns 0 if column = other, 1 if column > other, and -1 if column < other.
+        Two numbers are considered to be equal if both of them are NaN or
+        ``abs(column - other) / (abs(column) + abs(other)) < eps``.
+        In other words, ``eps`` represents a relative difference (percentage) between the two numbers,
+        not an absolute difference.
+
+        Parameters
+        ----------
+        other: Operation or decimal
+            column or value to compare with
+        eps: Operation or decimal
+            column or value with relative difference
+
+        Returns
+        -------
+        result: Operation
+            0 if column == other, 1 if column > other, and -1 if column < other.
+
+        Examples
+        --------
+
+        >>> data = otp.Ticks(
+        ...     X=[otp.decimal(1), otp.decimal(2.17), otp.decimal(10.31841), otp.decimal(3.141593), otp.decimal(6)],
+        ...     OTHER=[otp.decimal(1.01), otp.decimal(2.1), otp.decimal(10.32841), otp.decimal(3.14), otp.decimal(5)],
+        ...     EPS=[0, 1, 0.1, 0.001, 0.001]
+        ... )
+        >>> data['X'] = data['X'].decimal.cmp(data['OTHER'], data['EPS'])
+        >>> data = otp.run(data)
+        >>> data['X']
+        0   -1.0
+        1    0.0
+        2    0.0
+        3    0.0
+        4    1.0
+        Name: X, dtype: float64
+        """
+
+        def formatter(column, _other, _eps):
+            column = ott.value2str(column)
+            _other = ott.value2str(_other)
+            _eps = ott.value2str(_eps)
+            return f'decimal_compare({column}, {_other}, {_eps})'
+
+        return _DecimalAccessor.Formatter(
+            op_params=[self._base_column, other, eps],
+            dtype=ott.decimal,
+            formatter=formatter,
+        )

onetick/py/core/column_operations/accessors/dt_accessor.py

@@ -0,0 +1,537 @@
+from typing import Union
+
+from onetick.py import configuration, utils
+from onetick.py import types as ott
+from onetick.py.core.column_operations.accessors._accessor import _Accessor
+from onetick.py.backports import Literal
+from onetick.py.types import datetime, value2str
+from onetick.py.docs.utils import docstring, param_doc
+from onetick.py.core.column import _Column
+from onetick.py.core.column_operations.base import _Operation
+
+
+_timezone_doc = param_doc(
+    name='timezone',
+    str_annotation='str | Operation | Column',
+    desc="""
+    Name of the timezone, an operation or a column with it.
+    By default, the timezone of the query will be used.
+    """,
+    annotation=Union[str, _Operation, _Column]
+)
+
+
+class _DtAccessor(_Accessor):
+
+    """
+    Accessor for datetime functions
+
+    >>> data = otp.Ticks(X=[otp.dt(2019, 1, 1, 1, 1, 1), otp.dt(2019, 2, 2, 2, 2, 2)])
+    >>> data["Y"] = data["X"].dt.<function_name>()  # doctest: +SKIP
+    """
+
+    @docstring(parameters=[_timezone_doc], add_self=True)
+    def strftime(self, format='%Y/%m/%d %H:%M:%S.%J', timezone=None):
+        """
+        Converts the number of nanoseconds (datetime) since 1970/01/01 GMT into
+        the string specified by ``format`` for a specified ``timezone``.
+
+        Parameters
+        ----------
+        format: str
+            The format might contain any characters, but the following combinations of
+            characters have special meanings
+
+            %Y - Year (4 digits)
+
+            %y - Year (2 digits)
+
+            %m - Month (2 digits)
+
+            %d - Day of month (2 digits)
+
+            %H - Hours (2 digits, 24-hour format)
+
+            %I - Hours (2 digits, 12-hour format)
+
+            %M - Minutes (2 digits)
+
+            %S - Seconds (2 digits)
+
+            %q - Milliseconds (3 digits)
+
+            %J - Nanoseconds (9 digits)
+
+            %p - AM/PM (2 characters)
+
+            %% - % character
+
+        Examples
+        --------
+        >>> t = otp.Ticks(A=[otp.dt(2019, 1, 1, 1, 1, 1), otp.dt(2019, 2, 2, 2, 2, 2)])
+        >>> t['B'] = t['A'].dt.strftime('%d.%m.%Y')
+        >>> otp.run(t)[['A', 'B']]
+                            A           B
+        0 2019-01-01 01:01:01  01.01.2019
+        1 2019-02-02 02:02:02  02.02.2019
+        """
+        if timezone is utils.default:
+            timezone = configuration.config.tz
+
+        def formatter(column, _format, _timezone):
+            column = ott.value2str(column)
+            _timezone, _format = self._preprocess_tz_and_format(_timezone, _format)
+            return f'nsectime_format({_format},{column},{_timezone})'
+
+        return _DtAccessor.Formatter(
+            op_params=[self._base_column, format, timezone],
+            dtype=str,
+            formatter=formatter,
+        )
+
+    def date(self):
+        """
+        Return a new :py:class:`onetick.py.nsectime` type operation filled with date only.
+
+        Examples
+        --------
+        >>> data = otp.Ticks(X=[otp.dt(2019, 1, 1, 1, 1, 1), otp.dt(2019, 2, 2, 2, 2, 2)])
+        >>> data["X"] = data["X"].dt.date()     # OTdirective: snippet-name: timestamp operations.date;
+        >>> df = otp.run(data, timezone="GMT")
+        >>> df["X"]
+        0   2019-01-01
+        1   2019-02-02
+        Name: X, dtype: datetime64[ns]
+        """
+        format_str = "%Y%m%d"
+        return self.strftime(format_str, None).str.to_datetime(format_str, None)
+
+    @docstring(parameters=[_timezone_doc], add_self=True)
+    def day_of_week(
+        self, start_index: Union[int, _Operation] = 1, start_day: Literal['monday', 'sunday'] = 'monday', timezone=None,
+    ):
+        """
+        Return the day of the week.
+
+        Assuming the week starts on ``start_day``, which is denoted by ``start_index``.
+        Default: Monday - 1, ..., Sunday - 7; set according to ISO8601
+
+        Parameters
+        ----------
+        start_index: int or Operation
+            Sunday index.
+        start_day: 'monday' or 'sunday'
+            Day that will be denoted with ``start_index``
+
+        Examples
+        --------
+        >>> data = otp.Ticks(X=[otp.dt(2022, 5, i) for i in range(10, 17)])
+        >>> data['DAY_OF_WEEK'] = data['X'].dt.day_of_week()
+        >>> otp.run(data)[['X', 'DAY_OF_WEEK']]
+                   X  DAY_OF_WEEK
+        0 2022-05-10            2
+        1 2022-05-11            3
+        2 2022-05-12            4
+        3 2022-05-13            5
+        4 2022-05-14            6
+        5 2022-05-15            7
+        6 2022-05-16            1
+        """
+
+        if start_day not in ['monday', 'sunday']:
+            raise ValueError(f"'start_day' parameter ({start_day}) not in ['monday', 'sunday']")
+
+        def formatter(column, _start_index, _start_day, _timezone):
+            column = ott.value2str(column)
+            _start_index = ott.value2str(_start_index)
+            _timezone, _ = self._preprocess_tz_and_format(_timezone, '')
+            format_ = f'day_of_week({column},{_timezone})'
+            if _start_day == 'monday':
+                # CASE should be uppercased because it can be used in per-tick script
+                format_ = f'CASE({format_}, 0, 7, {format_})-1'
+            format_ += f'+{_start_index}'
+            return format_
+
+        return _DtAccessor.Formatter(
+            op_params=[self._base_column, start_index, start_day, timezone],
+            dtype=int,
+            formatter=formatter,
+        )
+
+    @docstring(parameters=[_timezone_doc], add_self=True)
+    def day_name(self, timezone=None):
+        """
+        Returns the name of the weekday.
+
+        Examples
+        --------
+        >>> data = otp.Ticks(X=[otp.dt(2022, 5, i) for i in range(10, 17)])
+        >>> data['DAY_NAME'] = data['X'].dt.day_name()
+        >>> otp.run(data)[['X', 'DAY_NAME']]
+                   X   DAY_NAME
+        0 2022-05-10    Tuesday
+        1 2022-05-11  Wednesday
+        2 2022-05-12   Thursday
+        3 2022-05-13     Friday
+        4 2022-05-14   Saturday
+        5 2022-05-15     Sunday
+        6 2022-05-16     Monday
+        """
+        def formatter(column, _timezone):
+            column = ott.value2str(column)
+            _timezone, _ = self._preprocess_tz_and_format(_timezone, '')
+            return f'DAYNAME({column},{_timezone})'
+
+        return _DtAccessor.Formatter(
+            op_params=[self._base_column, timezone],
+            dtype=str,
+            formatter=formatter,
+        )
+
+    @docstring(parameters=[_timezone_doc], add_self=True)
+    def day_of_month(self, timezone=None):
+        """
+        Return the day of the month.
+
+        Examples
+        --------
+        >>> data = otp.Ticks(X=[otp.dt(2022, 5, i) for i in range(10, 17)])
+        >>> data['DAY_OF_MONTH'] = data['X'].dt.day_of_month()
+        >>> otp.run(data)[['X', 'DAY_OF_MONTH']]
+                   X  DAY_OF_MONTH
+        0 2022-05-10            10
+        1 2022-05-11            11
+        2 2022-05-12            12
+        3 2022-05-13            13
+        4 2022-05-14            14
+        5 2022-05-15            15
+        6 2022-05-16            16
+        """
+        def formatter(column, _timezone):
+            column = ott.value2str(column)
+            _timezone, _ = self._preprocess_tz_and_format(_timezone, '')
+            return f'DAYOFMONTH({column},{_timezone})'
+
+        return _DtAccessor.Formatter(
+            op_params=[self._base_column, timezone],
+            dtype=int,
+            formatter=formatter,
+        )
+
+    @docstring(parameters=[_timezone_doc], add_self=True)
+    def day_of_year(self, timezone=None):
+        """
+        Return the day of the year.
+
+        Examples
+        --------
+        >>> data = otp.Ticks(X=[otp.dt(2022, 5, i) for i in range(10, 17)])
+        >>> data['DAY_OF_YEAR'] = data['X'].dt.day_of_year()
+        >>> otp.run(data)[['X', 'DAY_OF_YEAR']]
+                   X  DAY_OF_YEAR
+        0 2022-05-10          130
+        1 2022-05-11          131
+        2 2022-05-12          132
+        3 2022-05-13          133
+        4 2022-05-14          134
+        5 2022-05-15          135
+        6 2022-05-16          136
+        """
+        def formatter(column, _timezone):
+            column = ott.value2str(column)
+            _timezone, _ = self._preprocess_tz_and_format(_timezone, '')
+            return f'DAYOFYEAR({column},{_timezone})'
+
+        return _DtAccessor.Formatter(
+            op_params=[self._base_column, timezone],
+            dtype=int,
+            formatter=formatter,
+        )
+
+    @docstring(parameters=[_timezone_doc], add_self=True)
+    def hour(self, timezone=None):
+        """
+        Return the hour.
+
+        Examples
+        --------
+        >>> data = otp.Ticks(X=[otp.dt(2022, 5, 1, i, 0, 6) for i in range(10, 17)])
+        >>> data['HOUR'] = data['X'].dt.hour()
+        >>> otp.run(data)[['X', 'HOUR']]
+                            X  HOUR
+        0 2022-05-01 10:00:06    10
+        1 2022-05-01 11:00:06    11
+        2 2022-05-01 12:00:06    12
+        3 2022-05-01 13:00:06    13
+        4 2022-05-01 14:00:06    14
+        5 2022-05-01 15:00:06    15
+        6 2022-05-01 16:00:06    16
+        """
+        def formatter(column, _timezone):
+            column = ott.value2str(column)
+            _timezone, _ = self._preprocess_tz_and_format(_timezone, '')
+            return f'HOUR({column},{_timezone})'
+
+        return _DtAccessor.Formatter(
+            op_params=[self._base_column, timezone],
+            dtype=int,
+            formatter=formatter,
+        )
+
+    @docstring(parameters=[_timezone_doc], add_self=True)
+    def minute(self, timezone=None):
+        """
+        Return the minute.
+
+
+        Examples
+        --------
+        >>> data = otp.Ticks(X=[otp.dt(2022, 5, 1, 15, i, 6) for i in range(10, 17)])
+        >>> data['MINUTE'] = data['X'].dt.minute()
+        >>> otp.run(data)[['X', 'MINUTE']]
+                            X  MINUTE
+        0 2022-05-01 15:10:06      10
+        1 2022-05-01 15:11:06      11
+        2 2022-05-01 15:12:06      12
+        3 2022-05-01 15:13:06      13
+        4 2022-05-01 15:14:06      14
+        5 2022-05-01 15:15:06      15
+        6 2022-05-01 15:16:06      16
+        """
+        def formatter(column, _timezone):
+            column = ott.value2str(column)
+            _timezone, _ = self._preprocess_tz_and_format(_timezone, '')
+            return f'MINUTE({column},{_timezone})'
+
+        return _DtAccessor.Formatter(
+            op_params=[self._base_column, timezone],
+            dtype=int,
+            formatter=formatter,
+        )
+
+    @docstring(parameters=[_timezone_doc], add_self=True)
+    def second(self, timezone=None):
+        """
+        Return the second.
+
+        Examples
+        --------
+        >>> data = otp.Ticks(X=[otp.dt(2022, 5, 1, 15, 11, i) for i in range(10, 17)])
+        >>> data['SECOND'] = data['X'].dt.second()
+        >>> otp.run(data)[['X', 'SECOND']]
+                            X  SECOND
+        0 2022-05-01 15:11:10      10
+        1 2022-05-01 15:11:11      11
+        2 2022-05-01 15:11:12      12
+        3 2022-05-01 15:11:13      13
+        4 2022-05-01 15:11:14      14
+        5 2022-05-01 15:11:15      15
+        6 2022-05-01 15:11:16      16
+        """
+        def formatter(column, _timezone):
+            column = ott.value2str(column)
+            _timezone, _ = self._preprocess_tz_and_format(_timezone, '')
+            return f'SECOND({column},{_timezone})'
+
+        return _DtAccessor.Formatter(
+            op_params=[self._base_column, timezone],
+            dtype=int,
+            formatter=formatter,
+        )
+
+    @docstring(parameters=[_timezone_doc], add_self=True)
+    def month(self, timezone=None):
+        """
+        Return the month.
+
+        Examples
+        --------
+        >>> data = otp.Ticks(X=[otp.dt(2022, i, 1) for i in range(3, 11)])
+        >>> data['MONTH'] = data['X'].dt.month()
+        >>> otp.run(data)[['X', 'MONTH']]
+                   X  MONTH
+        0 2022-03-01      3
+        1 2022-04-01      4
+        2 2022-05-01      5
+        3 2022-06-01      6
+        4 2022-07-01      7
+        5 2022-08-01      8
+        6 2022-09-01      9
+        7 2022-10-01     10
+        """
+        def formatter(column, _timezone):
+            column = ott.value2str(column)
+            _timezone, _ = self._preprocess_tz_and_format(_timezone, '')
+            return f'MONTH({column},{_timezone})'
+
+        return _DtAccessor.Formatter(
+            op_params=[self._base_column, timezone],
+            dtype=int,
+            formatter=formatter,
+        )
+
+    @docstring(parameters=[_timezone_doc], add_self=True)
+    def month_name(self, timezone=None):
+        """
+        Return name of the month.
+
+        Examples
+        --------
+        >>> data = otp.Ticks(X=[otp.dt(2022, i, 1) for i in range(3, 11)])
+        >>> data['MONTH_NAME'] = data['X'].dt.month_name()
+        >>> otp.run(data)[['X', 'MONTH_NAME']]
+                   X MONTH_NAME
+        0 2022-03-01        Mar
+        1 2022-04-01        Apr
+        2 2022-05-01        May
+        3 2022-06-01        Jun
+        4 2022-07-01        Jul
+        5 2022-08-01        Aug
+        6 2022-09-01        Sep
+        7 2022-10-01        Oct
+        """
+        def formatter(column, _timezone):
+            column = ott.value2str(column)
+            _timezone, _ = self._preprocess_tz_and_format(_timezone, '')
+            return f'MONTHNAME({column},{_timezone})'
+
+        return _DtAccessor.Formatter(
+            op_params=[self._base_column, timezone],
+            dtype=str,
+            formatter=formatter,
+        )
+
+    @docstring(parameters=[_timezone_doc], add_self=True)
+    def quarter(self, timezone=None):
+        """
+        Return the quarter.
+
+        Examples
+        --------
+        >>> data = otp.Ticks(X=[otp.dt(2022, i, 1) for i in range(3, 11)])
+        >>> data['QUARTER'] = data['X'].dt.quarter()
+        >>> otp.run(data)[['X', 'QUARTER']]
+                   X  QUARTER
+        0 2022-03-01        1
+        1 2022-04-01        2
+        2 2022-05-01        2
+        3 2022-06-01        2
+        4 2022-07-01        3
+        5 2022-08-01        3
+        6 2022-09-01        3
+        7 2022-10-01        4
+        """
+        def formatter(column, _timezone):
+            column = ott.value2str(column)
+            _timezone, _ = self._preprocess_tz_and_format(_timezone, '')
+            return f'QUARTER({column},{_timezone})'
+
+        return _DtAccessor.Formatter(
+            op_params=[self._base_column, timezone],
+            dtype=int,
+            formatter=formatter,
+        )
+
+    @docstring(parameters=[_timezone_doc], add_self=True)
+    def year(self, timezone=None):
+        """
+        Return the year.
+
+        Examples
+        --------
+        >>> data = otp.Ticks(X=[otp.dt(2020 + i, 3, 1) for i in range(3, 11)])
+        >>> data['YEAR'] = data['X'].dt.year()
+        >>> otp.run(data)[['X', 'YEAR']]
+                   X  YEAR
+        0 2023-03-01  2023
+        1 2024-03-01  2024
+        2 2025-03-01  2025
+        3 2026-03-01  2026
+        4 2027-03-01  2027
+        5 2028-03-01  2028
+        6 2029-03-01  2029
+        7 2030-03-01  2030
+        """
+        def formatter(column, _timezone):
+            column = ott.value2str(column)
+            _timezone, _ = self._preprocess_tz_and_format(_timezone, '')
+            return f'YEAR({column},{_timezone})'
+
+        return _DtAccessor.Formatter(
+            op_params=[self._base_column, timezone],
+            dtype=int,
+            formatter=formatter,
+        )
+
+    @docstring(parameters=[_timezone_doc], add_self=True)
+    def date_trunc(self,
+                   date_part: Literal['year', 'quarter', 'month', 'week', 'day', 'hour', 'minute', 'second',
+                                      'millisecond', 'nanosecond'],
+                   timezone=None):
+        """
+        Truncates to the specified precision.
+
+        Parameters
+        ----------
+        date_part: str | Operation | Column
+            Precision to truncate datetime to. Possible values are 'year', 'quarter', 'month', 'week', 'day', 'hour',
+            'minute', 'second', 'millisecond' and 'nanosecond'.
+            Notice that beginning of week is considered to be Sunday.
+
+        Examples
+        --------
+        >>> data = otp.Ticks(X=[otp.dt(2020, 11, 11, 5, 4, 13, 101737, 879)] * 7,
+        ...                  DATE_PART=['year', 'day', 'hour', 'minute', 'second', 'millisecond', 'nanosecond'])
+        >>> data['TRUNCATED_X'] = data['X'].dt.date_trunc(data['DATE_PART'])
+        >>> otp.run(data)[['X', 'TRUNCATED_X', 'DATE_PART']]
+                                      X                   TRUNCATED_X    DATE_PART
+        0 2020-11-11 05:04:13.101737879 2020-01-01 00:00:00.000000000         year
+        1 2020-11-11 05:04:13.101737879 2020-11-11 00:00:00.000000000          day
+        2 2020-11-11 05:04:13.101737879 2020-11-11 05:00:00.000000000         hour
+        3 2020-11-11 05:04:13.101737879 2020-11-11 05:04:00.000000000       minute
+        4 2020-11-11 05:04:13.101737879 2020-11-11 05:04:13.000000000       second
+        5 2020-11-11 05:04:13.101737879 2020-11-11 05:04:13.101000000  millisecond
+        6 2020-11-11 05:04:13.101737879 2020-11-11 05:04:13.101737879   nanosecond
+        """
+        def formatter(column, _date_part, _timezone):
+            column = ott.value2str(column)
+            _timezone, _ = self._preprocess_tz_and_format(_timezone, '')
+            _date_part = value2str(_date_part)
+            return f'DATE_TRUNC({_date_part},{column},{_timezone})'
+
+        return _DtAccessor.Formatter(
+            op_params=[self._base_column, date_part, timezone],
+            dtype=datetime,
+            formatter=formatter,
+        )
+
+    @docstring(parameters=[_timezone_doc], add_self=True)
+    def week(self, timezone=None):
+        """
+        Returns the week.
+
+        Examples
+        --------
+        >>> data = otp.Ticks(X=[otp.dt(2020, i, 1) for i in range(3, 11)])
+        >>> data['WEEK'] = data['X'].dt.week()
+        >>> otp.run(data)[['X', 'WEEK']]
+                   X  WEEK
+        0 2020-03-01    10
+        1 2020-04-01    14
+        2 2020-05-01    18
+        3 2020-06-01    23
+        4 2020-07-01    27
+        5 2020-08-01    31
+        6 2020-09-01    36
+        7 2020-10-01    40
+        """
+        def formatter(column, _timezone):
+            column = ott.value2str(column)
+            _timezone, _ = self._preprocess_tz_and_format(_timezone, '')
+            return f'WEEK({column},{_timezone})'
+
+        return _DtAccessor.Formatter(
+            op_params=[self._base_column, timezone],
+            dtype=int,
+            formatter=formatter,
+        )