onetick-py 1.181.0__py3-none-any.whl → 1.182.0__py3-none-any.whl

onetick/py/_version.py

@@ -1,2 +1,2 @@
 # This file was generated automatically. DO NOT CHANGE.
-VERSION = '1.181.0'
+VERSION = '1.182.0'

onetick/py/core/_source/source_methods/fields.py

@@ -285,6 +285,7 @@ def _update_field(self: 'Source', field, value):
             are_ints_not_time(field.dtype, value_dtype) and
             not issubclass(field.dtype, bool) and not issubclass(value_dtype, bool) and
             value_dtype is not field.dtype
+            and not isinstance(field, _StateColumn)
         ):
             # case for converting values between int based types, like long or byte
             convert_to_type = value_dtype
@@ -298,6 +299,9 @@ def _update_field(self: 'Source', field, value):
                 field._dtype = value_dtype
                 type_changes = True
 
+    if isinstance(field, _StateColumn) and (convert_to_type is not None or type_changes):
+        raise ValueError(f"The type of the state variable {field.name} can't be changed")
+
     # for aliases, TIMESTAMP ~ Time as an example
     key = str(field)
 

onetick/py/core/_source/source_methods/filters.py

@@ -1000,3 +1000,65 @@ def character_present(
     ))
 
     return self
+
+
+def primary_exch(self: 'Source', discard_on_match: bool = False) -> Tuple['Source', 'Source']:
+    """
+    Propagates the tick if its exchange is the PRIMARY exchange of the security. The primary exchange information
+    is supplied through the Reference Database. It expects the security level symbol (IBM, not IBM.N) and works
+    by looking for a field called ``EXCHANGE`` and filtering out ticks where the field does not match
+    the primary exchange for the security.
+
+    .. note::
+        This EP may not work correctly with OneTick Cloud databases, due to differences
+        in format of exchange names in RefDB and in tick data.
+
+    Parameters
+    ----------
+    discard_on_match: bool
+        When set to ``True`` only ticks from non-primary exchange are propagated,
+        otherwise ticks from primary exchange are propagated.
+
+    See also
+    --------
+    **PRIMARY_EXCH** OneTick event processor
+
+    Returns
+    -------
+    Two :class:`Source` for each of if-else branches
+
+    Examples
+    --------
+
+    Get ticks from primary exchange:
+
+    >>> src = otp.DataSource('SOME_DB', tick_type='TRD', symbols='AAA', date=otp.date(2003, 12, 1))  # doctest: +SKIP
+    >>> src, _ = src.primary_exch()  # doctest: +SKIP
+    >>> otp.run(src, symbol_date=otp.date(2003, 12, 1))  # doctest: +SKIP
+                         Time  PRICE  SIZE EXCHANGE
+    0 2003-12-01 00:00:00.001   26.5   150        B
+    1 2003-12-01 00:00:00.002   25.7    20        B
+
+    Get all ticks, but mark ticks from primary exchange in column ``T``:
+
+    >>> src = otp.DataSource('SOME_DB', tick_type='TRD', symbols='AAA', date=otp.date(2003, 12, 1))  # doctest: +SKIP
+    >>> primary, other = src.primary_exch()  # doctest: +SKIP
+    >>> primary['T'] = 1  # doctest: +SKIP
+    >>> other['T'] = 0  # doctest: +SKIP
+    >>> data = otp.merge([primary, other])  # doctest: +SKIP
+    >>> otp.run(src, symbol_date=otp.date(2003, 12, 1))  # doctest: +SKIP
+                         Time  PRICE  SIZE EXCHANGE  T
+    0 2003-12-01 00:00:00.000   25.2   100        A  0
+    1 2003-12-01 00:00:00.001   26.5   150        B  1
+    2 2003-12-01 00:00:00.002   25.7    20        B  1
+    3 2003-12-01 00:00:00.003   24.8    40        A  0
+    """
+    source = self.copy(ep=otq.PrimaryExch(discard_on_match=discard_on_match))
+
+    if_source = source.copy()
+    if_source.node().out_pin("IF")
+
+    else_source = source.copy()
+    else_source.node().out_pin("ELSE")
+
+    return if_source, else_source

onetick/py/core/source.py

@@ -1689,6 +1689,7 @@ class Source:
         time_filter,
         skip_bad_tick,
         character_present,
+        primary_exch,
     )
     from ._source.source_methods.drops import (  # type: ignore[misc]
         drop,

onetick/py/utils/render.py

@@ -163,6 +163,7 @@ class Node:
     params: dict = field(default_factory=dict)
     sinks: List[str] = field(default_factory=list)
     symbols: list = field(default_factory=list)
+    name: Optional[str] = field(default=None)
 
 
 @dataclass
@@ -776,6 +777,8 @@ def read_otq(path: str, parse_eval_from_params: bool = False) -> Optional[Graph]
                     _save_dependency(security[0], current_query)
                 elif node_param == "TICK_TYPE":
                     current_query.nodes[node_id].tick_type = value
+                elif node_param == "NAME":
+                    current_query.nodes[node_id].name = value
                 else:
                     _save_param(current_query.nodes[node_id].config, node_param, value)
 
@@ -944,6 +947,9 @@ def build_node(graphs: GraphStorage, node: Node, config: Config):
     if node.tick_type:
         table.cell([node.tick_type])
 
+    if node.name:
+        table.cell([f"<I>{node.name}</I>"])
+
     if config.render_debug_info:
         table.cell([node.id])
 

{onetick_py-1.181.0.dist-info → onetick_py-1.182.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: onetick-py
-Version: 1.181.0
+Version: 1.182.0
 Summary: Python package that allows you to work with OneTick
 Author-email: solutions <solutions@onetick.com>
 License-Expression: MIT

{onetick_py-1.181.0.dist-info → onetick_py-1.182.0.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=JVXbKakzScRnwpJVEkerJkX-UAX7Surdp4PCImvvieA,11183
 onetick/py/_stack_info.py,sha256=PHZOkW_fK7Fbl4YEj5CaYK9L6vh4j-bUU7_cSYOWZ30,2546
-onetick/py/_version.py,sha256=KPe2n8_FyAx3CQNqxYW8bByjpQ2hxgq0dEW2GSpxhPM,76
+onetick/py/_version.py,sha256=6duBuEKq7UU6QULm1owR251o9fbS3vwJM7vn-lYoaoY,76
 onetick/py/backports.py,sha256=mR00mxe7E7UgBljf-Wa93Mo6lpi-C4Op561uhPUoEt8,815
 onetick/py/cache.py,sha256=BBZg8n0AGjZzZapg4752LkSZdX5C6DGf7vU9sAStv6A,12798
 onetick/py/compatibility.py,sha256=rBLoszCoSZrl9SnBYiPzWuoudZwhOP6d4exshy3BJTw,34530
@@ -54,7 +54,7 @@ onetick/py/core/lambda_object.py,sha256=ayob_2c2XYSG7vFsqp-2b9FSPD-3TFReLbx3de3t
 onetick/py/core/multi_output_source.py,sha256=f3dXr9kwmED77oWDFVr9cn44aYiJxC81loq2pX4u50Q,8766
 onetick/py/core/per_tick_script.py,sha256=I3pfidriS1TrFPc3DAABt91GKMgby9P_8KBatiFQx6U,83322
 onetick/py/core/query_inspector.py,sha256=Jwnw7qUVvjvaT63mQ5PkUSy8x36knoxWrNll3aXuLZw,16440
-onetick/py/core/source.py,sha256=HUQ7dBQqt3omg60ekZLxvPDEtm4e53PwTj8PY40kew4,65815
+onetick/py/core/source.py,sha256=duFut5tYCzsTHPXwLGzQGwpRF_h4d83cqfWdWYIJlR0,65837
 onetick/py/core/_internal/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 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
@@ -77,8 +77,8 @@ onetick/py/core/_source/source_methods/columns.py,sha256=JJNr0Wqf8B9igLVoCNtFeNE
 onetick/py/core/_source/source_methods/data_quality.py,sha256=iz8e-60se-rNH72k5fRxX3cm3ahfbBZ7R7E46Be5zhs,9343
 onetick/py/core/_source/source_methods/debugs.py,sha256=Hq08HYjF2sEZQAcBlwNMVKpu0muCWNIYEhmPqbKkSZw,10176
 onetick/py/core/_source/source_methods/drops.py,sha256=3ZXfQWXsl0-ZLHdp6D-wTu2saqCYHZ-Gn777aMRSRp0,4403
-onetick/py/core/_source/source_methods/fields.py,sha256=bPCViMBCBHatoC3TUcGyyLT5em2ObUyNKTr4uE3XlmA,23165
-onetick/py/core/_source/source_methods/filters.py,sha256=WuSnK-tQsP3fL2bqVfMZpbpPgk_LG4L8lrYULSSGoKE,33930
+onetick/py/core/_source/source_methods/fields.py,sha256=10_4HlRJOEMmuHsEOzM71MZ8wx8ppndQQNieLlNKf0E,23398
+onetick/py/core/_source/source_methods/filters.py,sha256=l2nazixNNH_0zjmE4Il90ZX0scPn7pmIbjOKnjZkEfo,36400
 onetick/py/core/_source/source_methods/joins.py,sha256=gHUjCXjfHHn64R2fC4Aceq2W74yncE0GEhgtZX7LfMo,62484
 onetick/py/core/_source/source_methods/merges.py,sha256=vhU640pAUklzJh1J_yFZ7O-vFjbmSWg7jHPo0o0NXj8,24486
 onetick/py/core/_source/source_methods/misc.py,sha256=qK4Z0guEJaLr2CCvpRA2zvilUEsRd7dEjtVp9hI6jc8,61547
@@ -141,15 +141,15 @@ onetick/py/utils/helpers.py,sha256=XY2PaMUSzFNIpiuiAY_gPQ0TnYTmfoPAGNAFh_6aB14,2
 onetick/py/utils/locator.py,sha256=YUOXU0yh0ZZZOJpJniAq9WNn0_u3X_M5q2tEwt1cp_4,2887
 onetick/py/utils/perf.py,sha256=g0r-9YUc2mx9Lj4PjG6Fk1keO3m9nC3t2cpHx3M-AeQ,19299
 onetick/py/utils/query.py,sha256=b60JmfJDx3mpP74rTQC3qnlCb6t4fYFEauVaH9ulwL8,1330
-onetick/py/utils/render.py,sha256=wTSUqkzrzrFeGQgeU5hEt1ckfW2i1hQjiEX1apUHAzs,44910
+onetick/py/utils/render.py,sha256=WCWkbcPfUBr9AFT3Rg4A--Xd7fZjIZMQbTWX71d_znE,45124
 onetick/py/utils/render_cli.py,sha256=Np4omSvGwVhqnKSPII5Raz_t1chFF980oTDdyEJE0aQ,3006
 onetick/py/utils/script.py,sha256=Y8NujEo2_5QaP6KDnLKJiKQ7SmMjw8_dv8sYL9rHDCE,11184
 onetick/py/utils/temp.py,sha256=j-BC155dE46k0zfKTTs26KTF0CK6WA1hO2GD54iunyM,17380
 onetick/py/utils/types.py,sha256=7u9s9uN1jlkgud8_TSLy6iFzQFBtKJ0v3yamgOVitrs,3747
 onetick/py/utils/tz.py,sha256=sYUKigaORonp7Xa6x806xVYJ69lYJHd6NrLxQHB5AZo,2878
-onetick_py-1.181.0.dist-info/licenses/LICENSE,sha256=Yhu7lKNFS0fsaN-jSattEMRtCOPueP58Eu5BPH8ZGjM,1075
-onetick_py-1.181.0.dist-info/METADATA,sha256=tSv9emqWMVLCrzjysnWd9H5yyZYCZXmbepOMwwpmbGc,7290
-onetick_py-1.181.0.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-onetick_py-1.181.0.dist-info/entry_points.txt,sha256=bafJo_C7lPHz5pAdlIryLzxAlJ8F-We5cC7psdwcx4Q,131
-onetick_py-1.181.0.dist-info/top_level.txt,sha256=Na1jSJmVMyYGOndaswt554QKIUwQjcYh6th2ATsmw0U,23
-onetick_py-1.181.0.dist-info/RECORD,,
+onetick_py-1.182.0.dist-info/licenses/LICENSE,sha256=Yhu7lKNFS0fsaN-jSattEMRtCOPueP58Eu5BPH8ZGjM,1075
+onetick_py-1.182.0.dist-info/METADATA,sha256=WDHkCg3Xu1RmZFMZygSdREaz8_ZGqRAhbg_OuV36cOI,7290
+onetick_py-1.182.0.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+onetick_py-1.182.0.dist-info/entry_points.txt,sha256=bafJo_C7lPHz5pAdlIryLzxAlJ8F-We5cC7psdwcx4Q,131
+onetick_py-1.182.0.dist-info/top_level.txt,sha256=Na1jSJmVMyYGOndaswt554QKIUwQjcYh6th2ATsmw0U,23
+onetick_py-1.182.0.dist-info/RECORD,,