deephaven.updateby

This module supports building various operations for use with the update-by Table operation.

class BadDataBehavior(value)[source]

Bases: enum.Enum

An Enum defining ways to handle invalid data during update-by operations.

POISON = io.deephaven.api.updateby.BadDataBehavior(objectRef=0x467d8b8)

Allow the bad data to poison the result. This is only valid for use with NaN

RESET = io.deephaven.api.updateby.BadDataBehavior(objectRef=0x467d8a8)

Reset the state for the bucket to None when invalid data is encountered

SKIP = io.deephaven.api.updateby.BadDataBehavior(objectRef=0x467d8b0)

Skip and do not process the invalid data without changing state

THROW = io.deephaven.api.updateby.BadDataBehavior(objectRef=0x467d8a0)

Throw an exception and abort processing when bad data is encountered

class MathContext(value)[source]

Bases: enum.Enum

An Enum for predefined precision and rounding settings in numeric calculation.

DECIMAL128 = java.math.MathContext(objectRef=0x467d8e8)

a precision setting matching the IEEE 754R Decimal128 format, 34 digits, rounding is half-even

DECIMAL32 = java.math.MathContext(objectRef=0x467d8d8)

a precision setting matching the IEEE 754R Decimal32 format, 7 digits, rounding is half-even

DECIMAL64 = java.math.MathContext(objectRef=0x467d8e0)

a precision setting matching the IEEE 754R Decimal64 format, 16 digits, rounding is half-even

UNLIMITED = java.math.MathContext(objectRef=0x467d8d0)

unlimited precision arithmetic, rounding is half-up

class OperationControl(on_null=<BadDataBehavior.SKIP: io.deephaven.api.updateby.BadDataBehavior(objectRef=0x467d8b0)>, on_nan=<BadDataBehavior.SKIP: io.deephaven.api.updateby.BadDataBehavior(objectRef=0x467d8b0)>, on_null_time=<BadDataBehavior.SKIP: io.deephaven.api.updateby.BadDataBehavior(objectRef=0x467d8b0)>, on_negative_deltatime=<BadDataBehavior.THROW: io.deephaven.api.updateby.BadDataBehavior(objectRef=0x467d8a0)>, on_zero_deltatime=<BadDataBehavior.SKIP: io.deephaven.api.updateby.BadDataBehavior(objectRef=0x467d8b0)>, big_value_context=<MathContext.DECIMAL128: java.math.MathContext(objectRef=0x467d8e8)>)[source]

Bases: deephaven._wrapper.JObjectWrapper

A OperationControl represents control parameters for performing operations with the table UpdateByOperation.

j_object_type

alias of io.deephaven.api.updateby.OperationControl

class UpdateByOperation(j_updateby_op)[source]

Bases: deephaven._wrapper.JObjectWrapper

A UpdateByOperation represents an operator for the Table update-by operation.

j_object_type

alias of io.deephaven.api.updateby.UpdateByOperation

cum_max(cols)[source]

Creates a cumulative maximum UpdateByOperation for the supplied column names.

Parameters

cols (Union[str, List[str]]) – the column(s) to be operated on, can include expressions to rename the output, i.e. “new_col = col”; when empty, update_by performs the cumulative maximum operation on all the applicable columns.

Return type

UpdateByOperation

Returns

an UpdateByOperation

Raises

DHError

cum_min(cols)[source]

Creates a cumulative minimum UpdateByOperation for the supplied column names.

Parameters

cols (Union[str, List[str]]) – the column(s) to be operated on, can include expressions to rename the output, i.e. “new_col = col”; when empty, update_by perform the cumulative minimum operation on all the applicable columns.

Return type

UpdateByOperation

Returns

an UpdateByOperation

Raises

DHError

cum_prod(cols)[source]

Creates a cumulative product UpdateByOperation for the supplied column names.

Parameters

cols (Union[str, List[str]]) – the column(s) to be operated on, can include expressions to rename the output, i.e. “new_col = col”; when empty, update_by performing the cumulative product operation on all the applicable columns.

Return type

UpdateByOperation

Returns

an UpdateByOperation

Raises

DHError

cum_sum(cols)[source]

Creates a cumulative sum UpdateByOperation for the supplied column names.

Parameters

cols (Union[str, List[str]]) – the column(s) to be operated on, can include expressions to rename the output, i.e. “new_col = col”; when empty, update_by performs the cumulative sum operation on all the applicable columns.

Return type

UpdateByOperation

Returns

an UpdateByOperation

Raises

DHError

ema_tick_decay(time_scale_ticks, cols, op_control=None)[source]

Creates an EMA (exponential moving average) UpdateByOperation for the supplied column names, using ticks as the decay unit.

The formula used is

a = e^(-1 / time_scale_ticks) ema_next = a * ema_last + (1 - a) * value

Parameters
  • time_scale_ticks (int) – the decay rate in ticks

  • cols (Union[str, List[str]]) – the column(s) to be operated on, can be renaming expressions, i.e. “new_col = col”

  • op_control (OperationControl) – defines how special cases should behave, when None, the default OperationControl settings as specified in __init__() will be used

Return type

UpdateByOperation

Returns

an UpdateByOperation

Raises

DHError

ema_time_decay(ts_col, time_scale, cols, op_control=None)[source]

Creates an EMA(exponential moving average) UpdateByOperation for the supplied column names, using time as the decay unit.

The formula used is

a = e^(-dt / time_scale_nanos) ema_next = a * ema_last + (1 - a) * value

Args:

ts_col (str): the column in the source table to use for timestamps

time_scale (Union[int, str]): the decay rate, can be expressed as an integer in nanoseconds or a time

interval string, e.g. “00:00:00.001”

cols (Union[str, List[str]]): the column(s) to be operated on, can be renaming expressions, i.e. “new_col = col” op_control (OperationControl): defines how special cases should behave, when None, the default OperationControl

settings as specified in __init__() will be used

Return type

UpdateByOperation

Returns

an UpdateByOperation

Raises

DHError

forward_fill(cols)[source]

Creates a forward fill UpdateByOperation for the supplied column names. Null values in the columns are replaced by the last known non-null values. This operation is forward only.

Parameters

cols (Union[str, List[str]]) – the column(s) to be operated on, can include expressions to rename the output, i.e. “new_col = col”; when empty, update_by perform the forward fill operation on all columns.

Return type

UpdateByOperation

Returns

an UpdateByOperation

Raises

DHError