onetick-py 1.181.0__tar.gz → 1.182.0__tar.gz

{onetick_py-1.181.0/src/onetick_py.egg-info → onetick_py-1.182.0}/PKG-INFO

@@ -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 → onetick_py-1.182.0}/src/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-1.181.0 → onetick_py-1.182.0}/src/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-1.181.0 → onetick_py-1.182.0}/src/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-1.181.0 → onetick_py-1.182.0}/src/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-1.181.0 → onetick_py-1.182.0}/src/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 → onetick_py-1.182.0/src/onetick_py.egg-info}/PKG-INFO

@@ -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