Converting Legacy scripts to Core+ Scripts Cheat Sheet

Data access methods (both Groovy and Python)

Empty .where() clauses

In an Enterprise Legacy worker, a .where() method applied to an uncoalesced table (e.g., the return from db.t before filtering by a partitioning column) would coalesce the table. Alternatively, the table could explicitly be realized with the .coalsece() method. In Community, you must use the .coalesce() method instead of .where().

Time handling

The Deephaven Community time library is very different from the Enterprise Library, having been thoroughly modernized as described in this blog post.

In particular, Enterprise queries that used currentDateNy() must use today(), business calendars are entirely re-written, and the syntax of periods as input to time_table have changed.

To get the current date, you must use the today() function, which takes an optional time zone. You can use a full time zone name like America/New_York or the shortcut ET for Eastern time. The equivalent function to currentDateNy() is either today(timeZone(`America/New_York`)) or today(timeZone(`ET`)), as in the following example:

quotes = db.liveTable("Market", "EqQuote").where("Date=today(timeZone(`ET`))")

quotes = db.live_table("Market", "EqQuote").where("Date=today(timeZone(`ET`))")

When the time zone is omitted, the today() function uses the value of the user.timezone property.

The common Legacy idiom lastBusinessDateNy() to get yesterday's data has been replaced by functions on the BusinessCalendar class. First, you must retrieve the calendar with the calendar() function, which on a default Core+ installation returns the USNYSE business calendar. To verify your default business calendar, you can run the following command:

println(io.deephaven.time.calendar.Calendars.calendar().name())

import deephaven.calendar
print(deephaven.calendar.calendar().name())

You can specify an alternative business calendar name as an argument to the calendar() function. For filtering Date partitions, you may either use the minusBusinessDays method and pass today() as a String argument or use the pastBusinessDate method and convert the resulting java.time.LocalDate to a String.

As a shortcut, you can elide calendar() for the default calendar.

The following six examples all retrieve yesterday's data:

quotes = db.historicalTable("Market", "EqQuote").where("Date=minusBusinessDays(today(), 1)")
quotes2 = db.historicalTable("Market", "EqQuote").where("Date=pastBusinessDate(1).toString()")
quotes3 = db.historicalTable("Market", "EqQuote").where("Date=calendar().minusBusinessDays(today(), 1)")
quotes4 = db.historicalTable("Market", "EqQuote").where("Date=calendar().pastBusinessDate(1).toString()")
quotes5 = db.historicalTable("Market", "EqQuote").where("Date=calendar(`USNYSE`).minusBusinessDays(today(), 1)")
quotes6 = db.historicalTable("Market", "EqQuote").where("Date=calendar(`USNYSE`).pastBusinessDate(1).toString()")

quotes = db.historical_table("Market", "EqQuote").where("Date=minusBusinessDays(today(), 1)")
quotes2 = db.historical_table("Market", "EqQuote").where("Date=pastBusinessDate(1).toString()")
quotes3 = db.historical_table("Market", "EqQuote").where("Date=calendar().minusBusinessDays(today(), 1)")
quotes4 = db.historical_table("Market", "EqQuote").where("Date=calendar().pastBusinessDate(1).toString()")
quotes5 = db.historical_table("Market", "EqQuote").where("Date=calendar(`USNYSE`).minusBusinessDays(today(), 1)")
quotes6 = db.historical_table("Market", "EqQuote").where("Date=calendar(`USNYSE`).pastBusinessDate(1).toString()")

For time tables, you must use the new Period syntax. For example:

fiveSeconds = timeTable("PT5s")
oneHour = timeTable("PT1h")

from deephaven import time_table

five_seconds = time_table("PT5s")
one_hour = time_table("PT1h")

Python-only summary of changes

• Method names are now snake_case. For example, lastBy becomes last_by.

• Aggregation names (previously ComboAggregateFactory) have changed, as detailed below. For example, AggLast becomes agg.last.

• In instances of more than one parameter, arguments may take array lists instead of multiple strings; e.g., t.update(["Update Statement 1", "Update Statement 2", ...]). These are marked in the "Python method renames" table below. For comparison:

  • In an Enterprise script, AggTypes will be comma-separated: source.by(AggCombo(AggType("Col1"), AggType("Col2 = NewCol1")), "Key1" , "Key2").

  • In Core, this becomes an agg_list within arrays:

    agg_list=[
       agg.first(cols=["Col1 = NewCol1"]),
       agg.last(cols=["Col2 = NewCol2"]),
    ]
    
    source.agg_by(agg_list, by=["GroupingColumns..."])
    

Python import translation

Python method renames

Internal tooling