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ticking_crypto_milliseconds byte casting #2113

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merged 2 commits into from
Mar 22, 2022
Merged

ticking_crypto_milliseconds byte casting #2113

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2bbb877
byte casting
hythloda Mar 22, 2022
5b54c62
v2 specific funct
hythloda Mar 22, 2022
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20 changes: 16 additions & 4 deletions Integrations/python/deephaven/tutorials/crypto_trades.py
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Original file line number Diff line number Diff line change
Expand Up @@ -26,16 +26,28 @@ def ct_distributor(cnt):
if n <= 0:
return int(i)


def ticking_crypto_milliseconds(interval: int):
from deephaven.TableTools import timeTable
from deephaven.DateTimeUtils import currentTime, minus
t = timeTable(minus(currentTime(), 1800000000000), '00:00:00.' + str(interval * 1000).zfill(6)).update(
'Id=(int)random.randint(12000000,1100000000)', 'B=random.randint(0,1)', 'C=random.randint(0,50)',
'D= ((int) (random.randint(0,100))/100.0 - 0.5) * 20000.0', 'Instrument=ct_symbols[((int)ct_distributor(ct_x))-1]',
'Size=(((int) random.randint(1, 100)) / ((int) random.randint(1, 100)))',
'Price=(double)ct_pricer(Instrument, D)', 'Exchange = ct_exchanges[(int)C%ct_y]',
'D= ((int)(byte) (random.randint(0,100))/100.0 - 0.5) * 20000.0', 'Instrument=ct_symbols[((int)(byte)ct_distributor(ct_x))-1]',
'Size=(((int)(byte) random.randint(1, 100)) / ((int)(byte) random.randint(1, 100)))',
'Price=(double)ct_pricer(Instrument, D)', 'Exchange = ct_exchanges[(int)(byte)C%ct_y]',
'Date = formatDate(Timestamp, TZ_NY)') \
.dropColumns('B', 'C', 'D') \
.moveColumnsUp('Date', 'Timestamp', 'Id', 'Instrument', 'Exchange', 'Price', 'Size')
return t

def ticking_crypto_milliseconds_v2(interval: int):
from deephaven2 import time_table
from deephaven.DateTimeUtils import currentTime, minus
t = time_table('00:00:00.' + str(interval * 1000).zfill(6),minus(currentTime(), 1800000000000)).update(formulas = [
'Id=(int)random.randint(12000000,1100000000)', 'B=random.randint(0,1)', 'C=random.randint(0,50)',
'D= ((int)(byte) (random.randint(0,100))/100.0 - 0.5) * 20000.0', 'Instrument=ct_symbols[((int)(byte)ct_distributor(ct_x))-1]',
'Size=(((int)(byte) random.randint(1, 100)) / ((int)(byte) random.randint(1, 100)))',
'Price=(double)ct_pricer(Instrument, D)', 'Exchange = ct_exchanges[(int)(byte)C%ct_y]',
'Date = formatDate(Timestamp, TZ_NY)']) \
.drop_columns(cols = ['B', 'C', 'D']) \
.move_columns_up(cols = ['Date', 'Timestamp', 'Id', 'Instrument', 'Exchange', 'Price', 'Size'])
return t