TableReplayer

TableReplayer is used to replay historical data with timestamps in a new, in-memory table.

Syntax

TableReplayer(start_time: InstantLike, end_time: InstantLike) -> TableReplayer

Parameters

Parameter	Type	Description
start_time	InstantLike	Historical data start time. Can be an `Instant`, `int` (nanoseconds since the Epoch), `str`, `datetime.datetime`, `numpy.datetime64`, or `pandas.Timestamp`.
end_time	InstantLike	Historical data end time. Can be an `Instant`, `int` (nanoseconds since the Epoch), `str`, `datetime.datetime`, `numpy.datetime64`, or `pandas.Timestamp`.

Returns

A TableReplayer object that can be used to replay historical data.

Methods

TableReplayer supports the following methods:

add_table - Registers a table for replaying and returns the associated replay table.
start - Starts replaying data.
shutdown - Shuts the replayer down.

Example

The following example creates some fake historical data with timestamps and then replays it.

from deephaven import new_table
from deephaven.column import datetime_col, int_col
from deephaven.replay import TableReplayer
from deephaven.time import to_j_instant

result = new_table(
    [
        datetime_col(
            "DateTime",
            [
                to_j_instant("2000-01-01T00:00:01 ET"),
                to_j_instant("2000-01-01T00:00:03 ET"),
                to_j_instant("2000-01-01T00:00:06 ET"),
            ],
        ),
        int_col("Number", [1, 3, 6]),
    ]
)

start_time = to_j_instant("2000-01-01T00:00:00 ET")
end_time = to_j_instant("2000-01-01T00:00:07 ET")

result_replayer = TableReplayer(start_time, end_time)

replayed_result = result_replayer.add_table(result, "DateTime")

result_replayer.start()

The following example replays two tables with the same replayer.

from deephaven.replay import TableReplayer
from deephaven import empty_table

source_1 = empty_table(20).update(["Timestamp = '2024-01-01T08:00:00 ET' + i * SECOND"])
source_2 = empty_table(25).update(
    ["Timestamp = '2024-01-01T08:00:00 ET' + i * (long)(0.8 * SECOND)"]
)

replayer = TableReplayer(
    start_time="2024-01-01T08:00:00 ET", end_time="2024-01-01T08:00:20 ET"
)

replayed_source_1 = replayer.add_table(table=source_1, col="Timestamp")
replayed_source_2 = replayer.add_table(table=source_2, col="Timestamp")
replayer.start()