Onetick Py

https://docs.pip.distribution.sol.onetick.com/static/
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### OneTick Python Documentation Examples

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Adds an example of using ISN with OHLCV in the Getting Started Guides and includes a link to a video tutorial in the documentation.

```APIDOC
Documentation Content:
  - Added an example of using ISN with OHLCV in Getting Started Guides.
  - Link to the video tutorial in the documentation.
```

--------------------------------

### OneTick Python API - Installation and Configuration

Source: https://docs.pip.distribution.sol.onetick.com/static/getting_started/use_cases/realized_profit

This section covers the installation procedures for OneTick Python integration, including WebAPI setup and configuration parameters for the OneTick system.

```APIDOC
Installation:
  - onetick-py with local OneTick binaries: Guide for setting up the Python client when OneTick binaries are installed locally.
  - WebAPI with on-prem OneTick server: Instructions for connecting the Python client to an on-premise OneTick server via its WebAPI.

Configuration:
  - Configuration parameters: Details on various configuration settings that control OneTick's behavior, resource usage, and data handling.
  - Logging: Information on configuring logging levels and destinations for monitoring and debugging OneTick operations.
```

--------------------------------

### onetick-py Client Installation

Source: https://docs.pip.distribution.sol.onetick.com/static/installation/webapi_onprem

Instructions for installing the onetick-py package with the 'webapi' extra, enabling client-side interaction with the OneTick WebAPI. This section refers to external documentation for detailed installation steps and examples.

```python
# Follow the steps described in the [Installation with pip](webapi.html#default-installation) section to install the `onetick-py` package with the `[webapi]` extra.
# This page also contains useful examples to get started with the `onetick-py` package.
```

--------------------------------

### Start Ray Server

Source: https://docs.pip.distribution.sol.onetick.com/static/ray/ray_server_guide

Starts the Ray server process. It requires specifying the IP address for the dashboard host and the node. The command prints the server address needed for client connections and exposes the Ray dashboard on port 8265.

```bash
ray start --head --dashboard-host=<your_server_ip> --node-ip-address=<your_server_ip>
```

--------------------------------

### Install onetick-py from Local Wheel Files

Source: https://docs.pip.distribution.sol.onetick.com/static/installation/webapi

Installs the `onetick-py` package using previously downloaded wheel files. The `--no-index` flag prevents pip from searching the internet, and `--find-links` points to the local directory containing the wheels.

```shell
pip install -U --no-index --find-links=/path/to/wheel/files "onetick-py[webapi]"
```

--------------------------------

### Download onetick-py Wheel Files for Offline Installation

Source: https://docs.pip.distribution.sol.onetick.com/static/installation/webapi

Downloads the necessary wheel files for `onetick-py` from the distribution index. This allows for installation on machines without internet access.

```shell
pip download -d /path/to/wheel/files "onetick-py[webapi]" --index-url https://USERNAME:PASSWORD@pip.distribution.sol.onetick.com/simple/
```

--------------------------------

### Install Ray Server

Source: https://docs.pip.distribution.sol.onetick.com/static/ray/ray_server_guide

Installs the Ray library with default components and a specific Redis version. This command should be run within your OneTick virtual environment if applicable.

```bash
pip install "ray[default]==2.3.1" "redis>4.0" protobuf==3.20.1
```

```bash
pip install "ray[default]==2.9.0"
```

--------------------------------

### Python Documentation Examples

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Added documentation with examples about changing contexts, providing practical guidance on context management within the library.

```Python
# Example of changing contexts
# import otp
# otp.set_context('new_context')
# print(otp.get_context())
```

--------------------------------

### Add more docs for schema_policy and examples in otp.DataSource

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Expanded documentation for the `schema_policy` parameter and included additional examples for the `otp.DataSource` class.

```documentation
Documentation for otp.DataSource schema_policy and examples enhanced.
```

--------------------------------

### Runnable Code for US Equities Data Fetching

Source: https://docs.pip.distribution.sol.onetick.com/static/installation/webapi

Demonstrates how to initialize and use the `onetick-py` library to fetch and process trade and quote data for US equities. It includes setting up authentication, configuring OneTick parameters, defining data sources, and running queries.

```python
# Initialize WebAPI mode for onetick-py
import os
os.environ['OTP_WEBAPI'] = '1'

# Import and configure onetick-py
import onetick.py as otp
otp.config.tz = 'EST5EDT'
otp.config.default_db = 'NYSE_TAQ'
otp.config.default_symbol = 'DUMMY'

# Set authentication for Cloud Server (replace USERNAME and PASSWORD with provided)
otp.config.http_address = 'https://data.onetick.com:443'
otp.config.http_username = '<FILL IN>'
otp.config.http_password = '<FILL IN>'

sym = 'AAPL'
start = otp.dt(2024, 7, 26, 10,)
end = start + otp.Minute(1)

# Get trades
trades = otp.DataSource('NYSE_TAQ', tick_type='TRD')
print(otp.run(trades, start=start, end=end, symbols=sym))

# Join trades with quotes
quotes = otp.DataSource(db='TAQ_NBBO', tick_type='NBBO')

joined = otp.join_by_time([trades, quotes])

res = otp.run(joined,
            symbols=[sym],
            start=start,
            end=end)

print(res)
```

--------------------------------

### Install onetick-py with pip

Source: https://docs.pip.distribution.sol.onetick.com/static/installation/webapi

Installs the `onetick-py` package with webapi support using pip. Requires authentication credentials provided by OneMarketData. The `-U` flag ensures the latest version is installed or upgraded.

```shell
pip install -U --index-url https://USERNAME:PASSWORD@pip.distribution.sol.onetick.com/simple/ "onetick-py[webapi]"
```

--------------------------------

### Install onetick-py with Ray Support

Source: https://docs.pip.distribution.sol.onetick.com/static/ray/ray_installation

Installs the onetick-py package with Ray support, specifying the index URL with credentials and the onetick-py version. It also sets an environment variable to skip OTQ validation. Notes that commands are for Linux and may require adjustments for Windows.

```shell
pip install -U --index-url https://USERNAME:PASSWORD@pip.distribution.sol.onetick.com/simple/ onetick-query-stubs[ray23] onetick-py==OTP_VERSION
export OTP_SKIP_OTQ_VALIDATION=1
```

--------------------------------

### Setting Environment Variables for onetick-py Configuration

Source: https://docs.pip.distribution.sol.onetick.com/static/getting_started/root

These commands set environment variables required for configuring the onetick-py library. They specify the default database, symbol, start time, end time, and timezone. The syntax differs between Linux/macOS (using 'export') and Windows (using 'set').

```bash
export OTP_DEFAULT_DB="DEMO_L1"
export OTP_DEFAULT_SYMBOL="AAPL"
export OTP_DEFAULT_START_TIME="2003/12/01 00:00:00"
export OTP_DEFAULT_END_TIME="2003/12/04 00:00:00"
export OTP_DEFAULT_TZ="EST5EDT"

```

```batch
set OTP_DEFAULT_DB=DEMO_L1
set OTP_DEFAULT_SYMBOL=AAPL
set OTP_DEFAULT_START_TIME=2003/12/01 00:00:00
set OTP_DEFAULT_END_TIME=2003/12/04 00:00:00
set OTP_DEFAULT_TZ=EST5EDT

```

--------------------------------

### Python: Runnable code for futures

Source: https://docs.pip.distribution.sol.onetick.com/static/installation/webapi

This Python code demonstrates how to use the onetick-py library to fetch and process financial data. It covers initializing the library, configuring connection details and authentication for the OneTick Cloud Server, defining data sources for trades and quotes, and joining them by time. The example shows how to retrieve data for a specific symbol and time range, printing the results to the console.

```python
# Initialize WebAPI mode for onetick-py
import os
os.environ['OTP_WEBAPI'] = '1'

# Import and configure onetick-py
import onetick.py as otp

otp.config.tz = 'America/Chicago'
otp.config.default_db = 'CME'
otp.config.default_symbol = 'DUMMY'

# Set authentication for Cloud Server (replace USERNAME and PASSWORD with provided)
otp.config.http_address = 'https://data.onetick.com:443'
otp.config.http_username = '<FILL IN>'
otp.config.http_password = '<FILL IN>'

sym = r'NG\N22'
start = otp.dt(2022, 6, 6, 10,)
еnd = start + otp.Minute(100)

# Get trades
trades = otp.DataSource('CME', tick_type='TRD')
print(otp.run(trades, start=start, end=еnd, symbols=sym))

# Join trades with quotes
quotes = otp.DataSource(db='CME', tick_type='QTE')

joined = otp.join_by_time([trades, quotes])

res = otp.run(joined,
            symbols=[sym],
            start=start,
            end=еnd)

print(res)

```

--------------------------------

### OneTick Remote OTP with Ray

Source: https://docs.pip.distribution.sol.onetick.com/static/getting_started/use_cases/realized_profit

This section details how to set up and use Ray for remote OneTick processing (OTP), covering installation, usage examples, and troubleshooting.

```APIDOC
Ray client installation:
  - Instructions for installing the Ray client library to enable remote execution.

Ray server installation:
  - Guide for setting up and configuring the Ray server for distributed computing.

Ray usage examples:
  - Practical examples demonstrating how to run OneTick tasks remotely using Ray, including data processing and analytics.

Troubleshooting:
  - Common issues encountered when using Ray with OneTick and their solutions.
```

--------------------------------

### Onetick.py with Ray Remote Execution Example

Source: https://docs.pip.distribution.sol.onetick.com/static/ray/ray_examples

An example showcasing the integration of onetick.py with Ray for distributed computing. It defines a remote function `match_condition` and a main remote function `quicktest` that processes data using `otp.DataSource` and `otp.run`. It includes setup, execution, and shutdown of a Ray instance.

```python
import ray
import onetick.py as otp

@otp.remote
def match_condition(row):
   if row['COND'].str.contains('O'):
       return 1
   if row['COND'].str.contains('6') == True:
       return 1
   if row['COND'].str.contains('9') == True:
       return 1
   else:
       return 0

@ray.remote(max_retries=1)
def quicktest(start, end, symbol):
    ds_trd = otp.DataSource(db='NYSE_TAQ', tick_type='TRD', start=start, end=end)
    ds_trd.schema['COND'] = str
    ds_trd['OC_TRD'] = ds_trd.apply(match_condition)
    return otp.run(ds_trd, symbol=[symbol])

start = otp.dt(2022, 8, 25, 9, 29)
end = otp.dt(2022, 8, 25, 16, 30)
symbol = 'BAC'

# Initialize Ray
ray.init()

# Execute the remote function and get the result
result = ray.get(quicktest.remote(start, end, symbol))
print(result)

# Shutdown Ray
ray.shutdown()
```

--------------------------------

### Improve documentation and add examples for otp.Symbols

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Enhanced documentation and added practical examples for the `otp.Symbols` module to improve user understanding and usage.

```documentation
Documentation and examples for otp.Symbols improved.
```

--------------------------------

### Install onetick-py with pip via Proxy

Source: https://docs.pip.distribution.sol.onetick.com/static/installation/webapi

Installs the `onetick-py` package with webapi support using pip, specifying a proxy server for external access. Replace proxy details with your actual credentials and server information.

```shell
pip install --index-url https://USERNAME:PASSWORD@pip.distribution.sol.onetick.com/simple/ --proxy https://user_name:password@proxyname:port "onetick-py[webapi]"
```

--------------------------------

### Install onetick-py with Strict Dependencies

Source: https://docs.pip.distribution.sol.onetick.com/static/installation/webapi

Installs the `onetick-py` package with strictly defined versions of `numpy` and `pandas`. This is recommended for the most tested and stable combination of dependencies.

```shell
pip install -U --index-url https://USERNAME:PASSWORD@pip.distribution.sol.onetick.com/simple/ "onetick-py[strict,webapi]"
```

--------------------------------

### API Documentation for Run and Join With Query

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Provides additional examples for `otp.run` and `otp.Source.join_with_query`, focusing on the query end time parameter.

```APIDOC
otp.run:
  Examples:
    - Added more examples about query end time.

otp.Source.join_with_query:
  Parameters:
    - query_end_time: Examples added for its usage.
  Examples:
    - Added more examples about query end time.
```

--------------------------------

### Install Packages from requirements.txt

Source: https://docs.pip.distribution.sol.onetick.com/static/installation/onprem

Installs all packages and their specified versions listed in a requirements.txt file using pip. This is the standard method for managing project dependencies.

```bash
pip install -r requirements.txt
```

--------------------------------

### Fix examples and indentation in otp.Source aggregation docstrings

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Corrected formatting issues, including examples and indentation, within the docstrings for aggregation methods in `otp.Source`.

```documentation
Docstring fixes for otp.Source aggregation methods.
```

--------------------------------

### onetick-query-stubs Installation Command

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Modified the `onetick-query-stubs` installation command to include extras with Ray version specification.

```python
# pip install onetick-query-stubs[ray]
```

--------------------------------

### Activate Python Virtual Environment (Linux/macOS)

Source: https://docs.pip.distribution.sol.onetick.com/static/installation/webapi

Creates and activates a Python virtual environment using the built-in `venv` module. This is a recommended practice for managing Python package dependencies.

```shell
python3 -m venv venv && source venv/bin/activate
```

--------------------------------

### Activate Python Virtual Environment (Windows)

Source: https://docs.pip.distribution.sol.onetick.com/static/installation/webapi

Creates and activates a Python virtual environment using the built-in `venv` module. This is a recommended practice for managing Python package dependencies.

```shell
python -m venv venv
venv\Scripts\activate
```

--------------------------------

### otp.DataSource Parameter Documentation Update

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Updated documentation for `otp.DataSource` regarding the `start` and `end` times, and `symbols` parameters.

```python
# Documentation updated for otp.DataSource parameters: start, end, symbols
```

--------------------------------

### Add example skipping doctest on Windows

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Includes an example demonstrating how to skip doctests when running on Windows. This is useful for managing platform-specific test behavior.

```python
Added example with skipping doctest on Windows
```

--------------------------------

### Install onetick-py with Strict Dependencies

Source: https://docs.pip.distribution.sol.onetick.com/static/installation/onprem

Installs the onetick-py package along with strictly tested versions of its dependencies from a private index. This command requires authentication credentials and is recommended for the most stable environment.

```bash
pip install -U --index-url https://USERNAME:PASSWORD@pip.distribution.sol.onetick.com/simple/ onetick-py[strict]
```

--------------------------------

### API: `otp.run()` arguments

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Documentation for the `start` and `end` arguments of the `otp.run()` function. It clarifies how these arguments handle timezone information for accurate execution timing.

```APIDOC
otp.run(start, end, ...)
  - start: The starting point for execution. Accepts timezone-aware datetime objects.
  - end: The ending point for execution. Accepts timezone-aware datetime objects.
  - Timezone handling: Both `otp.dt` and `datetime.datetime` objects with timezone information are respected.
```

--------------------------------

### Install onetick-py from Local Wheels

Source: https://docs.pip.distribution.sol.onetick.com/static/installation/onprem

Installs the onetick-py package using previously downloaded wheel files from a local directory. This method bypasses network access to the package index and is used after performing a `pip download`.

```bash
pip install -U --no-index --find-links=/path/to/wheel/files onetick-py
```

--------------------------------

### Add otp.query Enhancements

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Includes improvements and documentation for the `otp.query` module. Specifically, it adds more documentation and examples for `otp.query` and fixes parsing of string parameters with quotes.

```python
Added more docs and examples to `otp.query`
```

```python
`otp.query`: fixed parsing string parameters with quotes
```

--------------------------------

### Set Ray Instance Address

Source: https://docs.pip.distribution.sol.onetick.com/static/ray/ray_installation

Sets the RAY_ADDRESS environment variable to the URL of the Ray instance. This simplifies Ray initialization for remote execution of onetick.py code.

```shell
export RAY_ADDRESS="ray://<URL>:10001"
```

--------------------------------

### API Documentation for Aggregation over Operation

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Includes documentation and examples for aggregating data over `Operation`, providing clearer usage guidelines.

```APIDOC
otp.Source.agg:
  Description: Supports aggregation over Operation.
  Examples: Added examples for aggregating over Operation.
```

--------------------------------

### Change: Configuration for getting_started docs

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Adjusts the configuration settings related to the `getting_started` documentation to improve its presentation or content.

```APIDOC
Version: 1.56.2
Change Type: Changed
Description: Setting configuration for `getting_started` docs.
```

--------------------------------

### Install pyarrow for macOS

Source: https://docs.pip.distribution.sol.onetick.com/static/installation/webapi

Installs a specific version of the `pyarrow` library, which is required for macOS installations of `onetick-py`. This ensures compatibility with the package.

```shell
pip install "pyarrow<16"
```

--------------------------------

### Using onetick.query with onetick.py

Source: https://docs.pip.distribution.sol.onetick.com/static/concepts/start_end

This guide explains how to effectively use the `onetick.query` module in conjunction with the `onetick.py` library. It covers the integration patterns for submitting queries and retrieving results from the OneTick system using Python.

```APIDOC
Using onetick.query with onetick.py:

Purpose:
  - To leverage the `onetick.query` module for constructing and executing OneTick queries programmatically via Python.
  - Enables seamless interaction with the OneTick database for data retrieval and analysis.

Key Components:
  - `onetick.query`: Module for building query expressions.
  - `onetick.py`: Python API for connecting to and interacting with OneTick.

Workflow:
1. Establish a connection to the OneTick server using `onetick.py`.
2. Construct OneTick query expressions using the `onetick.query` syntax.
3. Execute the constructed query via the established connection.
4. Process the returned results, which are typically OneTick data structures or Python-native types.

Example Snippet (Conceptual):
```python
import onetick.py as ot
import onetick.query as q

# Establish connection
conn = ot.connect('host', 12345, 'user', 'password')

# Define query using onetick.query
# Example: Select price from a table where timestamp is within a range
query_expr = q.table('trades').select(q.col('price')).where(q.col('timestamp') > 1678886400)

# Execute query
results = conn.execute(query_expr)

# Process results
for row in results:
    print(row)

# Close connection
conn.close()
```

Best Practices:
  - Use `onetick.query` for building complex queries to ensure correctness and readability.
  - Handle connection management and error conditions robustly.
  - Optimize queries for performance, especially in high-frequency scenarios.
```

--------------------------------

### Unset PYTHONPATH Environment Variable

Source: https://docs.pip.distribution.sol.onetick.com/static/installation/webapi

Removes the `PYTHONPATH` environment variable. This is crucial when a local OneTick installation might conflict with the remote `onetick-py` package, ensuring the correct Python environment is used.

```shell
# On Windows (PowerShell):
echo $env:PYTHONPATH
$env:PYTHONPATH=''

# On Linux/macOS:
unset PYTHONPATH
```

--------------------------------

### Enable gRPC Debugging

Source: https://docs.pip.distribution.sol.onetick.com/static/ray/ray_troubleshooting

Run the gRPC connection test script with `GRPC_TRACE=all` and `GRPC_VERBOSITY=debug` environment variables to capture detailed logs. This output is essential for advanced troubleshooting by the technical team.

```bash
GRPC_TRACE=all GRPC_VERBOSITY=debug python test-grpc.py > log.txt
```

--------------------------------

### Initialize Temporary Database with Source Data

Source: https://docs.pip.distribution.sol.onetick.com/static/getting_started/session

Shows how to initialize a temporary database with existing data, potentially from a Pandas dataframe, by passing a Source object to the otp.DB constructor.

```python
data = otp.Ticks(A=[1, 2, 3])
db = otp.DB('DB_NAME', data)
session.use(db)
```

--------------------------------

### Initialize and Run ObSnapshot

Source: https://docs.pip.distribution.sol.onetick.com/static/getting_started/order_book_analytics

Demonstrates how to initialize an ObSnapshot object with specific database and tick type parameters, and then execute it with symbols and time range. This is a foundational step for data retrieval.

```python
prl = otp.ObSnapshot(db='CME', tick_type='PRL_FULL', max_levels=10)
otp.run(prl, symbols='NQ\H23', start=s, end=s)
```

--------------------------------

### Read Default Session Configuration

Source: https://docs.pip.distribution.sol.onetick.com/static/getting_started/session

Demonstrates creating a default OTP session and printing its configuration file content, which includes database locator paths and access control settings.

```Python
>>> session = otp.Session()
>>> with open(session.config.path) as r:
...     print(r.read())
ONE_TICK_CONFIG.ALLOW_ENV_VARS=Yes
...
ACCESS_CONTROL_FILE="/tmp/test_onetick/run_20250127_160920_16360/beige-malkoha.acl"
DB_LOCATOR.DEFAULT="/tmp/test_onetick/run_20250127_160920_16360/lurking-frigatebird.locator"
...
```

--------------------------------

### Python Testing with OneTick

Source: https://docs.pip.distribution.sol.onetick.com/static/concepts/calc_graph

This section covers the testing framework and procedures for projects utilizing OneTick. It includes prerequisites for setting up tests, a guide to writing the first test case, and an overview of available plugin features for enhanced testing capabilities.

```APIDOC
Testing and debugging:

- Prerequisites:
  Description: Lists the necessary software, configurations, and dependencies required before starting to write or run tests.

- Your first test:
  Description: A step-by-step guide to creating and executing a basic test case to verify OneTick functionality.

- Plugin features:
  Description: Describes additional features and tools available through plugins that can extend testing capabilities, such as data mocking or specialized assertion methods.
```

--------------------------------

### Database Singleton Pattern Change

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Illustrates the change from database instances to singletons. Previously, predefined databases were instantiated, but now they are accessed directly as singletons, simplifying usage.

```python
Before: onetick.py.db.NYSE_TAQ()
After: onetick.py.db.NYSE_TAQ
```

--------------------------------

### Install onetick-py-test Package

Source: https://docs.pip.distribution.sol.onetick.com/static/testing/prereqs

Installs the onetick-py-test package, which includes pytest and necessary dependencies, using pip. It specifies a custom index URL for the distribution.

```shell
pip install -U --index-url https://USERNAME:PASSWORD@pip.distribution.sol.onetick.com/simple/ onetick-py-test
```

--------------------------------

### Changed and added more docs for otp.DB

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

The documentation for the `otp.DB` class has been expanded and improved.

```documentation
Documentation for otp.DB updated.
```

--------------------------------

### Install onetick-py using pip

Source: https://docs.pip.distribution.sol.onetick.com/static/installation/onprem

Installs or upgrades the onetick-py package from a private pip repository using provided username and password. Requires Python 3.8-3.11.

```bash
pip install -U --index-url https://USERNAME:PASSWORD@pip.distribution.sol.onetick.com/simple/ onetick-py
```

--------------------------------

### Get Windowed Ask Bid Prices with Python

Source: https://docs.pip.distribution.sol.onetick.com/static/getting_started/use_cases/bestex/window_ask_bid

Demonstrates finding windowed ask and bid prices for order ticks using `onetick.py`. It loads order and quote data, defines time windows, aggregates prices, and joins the sources based on time proximity. Requires the `onetick.py` library and access to specified databases.

```Python
import onetick.py as otp

# Define your symbols, orders, and quotes database
symbol = 'TSLA'
orders_db = 'ORDERS_DB'
quotes_db = 'NYSE_TAQ'
date = otp.dt(2022, 3, 2)

# Define the time window parameters
window_before = 5.0  # seconds before the order
window_after = 7.0   # seconds after the order

# Load orders and quotes data
orders = otp.DataSource(orders_db, tick_type='ORDER', symbol=symbol)
quotes = otp.DataSource(quotes_db, tick_type='QTE', symbol=symbol)

def get_window_ask_bid(orders: otp.Source, quotes: otp.Source, window_before: float, window_after: float) -> otp.Source:
    # Aggregate ask and bid prices over the window
    quotes = quotes.agg({'WINDOW_ASK': otp.agg.max('ASK_PRICE'),
                         'WINDOW_BID': otp.agg.min('BID_PRICE')})

    # Define the start and end of the window
    window_start = orders['Time'] - otp.Nano(int(window_before * 1e9))
    window_end = orders['Time'] + otp.Nano(int(window_after * 1e9))

    # Join orders with the aggregated quotes based on the time window
    return orders.join_with_query(quotes,
                                  start=window_start,
                                  end=window_end)

# Apply the function to get windowed ask and bid prices
windowed_ask_bid = get_window_ask_bid(orders, quotes, window_before, window_after)

# Run the query for the specified date
df = otp.run(windowed_ask_bid, date=date)

```

--------------------------------

### Update requirements.dev.txt for Faster Installation

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

The `requirements.dev.txt` file has been updated with strict versions of sub-dependencies. This change aims to shorten the installation time for development environments.

```text
# requirements.dev.txt
# ...
# dependency-a==1.2.3
# dependency-b==4.5.6
# ...
```

--------------------------------

### Configure Existing Database with Properties and Locations

Source: https://docs.pip.distribution.sol.onetick.com/static/getting_started/session

Provides an example of configuring an existing database with specific properties like symbology and tick timestamp type, along with detailed location information including access method and time range.

```python
from datetime import datetime
import otp.core.db_constants.access_method

db = otp.DB(
    'TEST_DB',
    db_properties={
        'symbology': 'SYM',
        'tick_timestamp_type': 'NANOS',
    },
    db_locations=[{
        'access_method': otp.core.db_constants.access_method.FILE,
        'location': '/path/to/test_db/',
        'start_time': datetime(year=2003, month=1, day=1),
        'end_time': datetime(year=2023, month=1, day=1),
    }],
)
```

--------------------------------

### Documentation Generation with Sphinx

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Added a description of how to generate markdown documentation using Sphinx.

```python
# Documentation on generating markdown with Sphinx
```

--------------------------------

### Add benchmark_comparisons section

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Introduces a new `benchmark_comparisons` section to the project's reporting or documentation. This section includes comparisons of 'option_price' values against online benchmarks.

```python
`benchmark_comparisons` section with ‘option_price’ values comparison to online benchmark
```

--------------------------------

### Fix .map() method docs example

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Adds an example to the documentation for the `.map()` method, demonstrating its usage with unmapped values as defaults. This improves clarity on handling missing or unmapped data.

```python
add example with using unmapped values as default to `.map()` method docs
```

--------------------------------

### Get Available OneTick Databases

Source: https://docs.pip.distribution.sol.onetick.com/static/getting_started/data_retrieval

Demonstrates how to retrieve a list of available OneTick databases. It shows the initialization of datetime objects and then calls the `otp.databases()` function to get the list, displaying the first five entries.

```python
import onetick.py as otp

s = otp.dt(2023, 5, 15, 9, 30)
e = otp.dt(2023, 5, 15, 9, 30, 1)

# we can retrieve the list of databases available
dbs = otp.databases()
list(dbs)[:5]
```

--------------------------------

### List Databases in Default Context

Source: https://docs.pip.distribution.sol.onetick.com/static/getting_started/session

Uses the otp.databases() function without arguments to list available databases within the 'DEFAULT' context.

```Python
>>> otp.databases()
{'A': <onetick.py.db._inspection.DB at 0x7f520daa4160>,
 'COMMON': <onetick.py.db._inspection.DB at 0x7f520daa4280>,
 'DEMO_L1': <onetick.py.db._inspection.DB at 0x7f520daa4400>}
```

--------------------------------

### OneTick Python Distribution

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Addresses issues with the `onetick-py` distribution by adding missing per-tick script files. Also notes the availability of `pip install onetick-py[strict]` for installing with strict dependencies.

```python
added missing per-tick script files to `onetick-py` distribution
`pip install onetick-py[strict]` is now available for installing onetick-py with strict dependencies
```

--------------------------------

### Pytest Location Fixtures

Source: https://docs.pip.distribution.sol.onetick.com/static/testing/features

Provides fixtures for accessing test directories. `cur_dir` gets the current test directory, `par_dir` gets the parent directory, and `keep_generated_dir` returns the path for generated files when the `keep-generated` flag is used.

```APIDOC
cur_dir
  - gets the absolute path to the folder with the test.
```

```APIDOC
par_dir
  - gets the absolute path to the parent folder of the test.
```

```APIDOC
keep_generated_dir
  - returns the absolute path to the folder were the test will be saved if the `keep-generated` flag is specified.
```

--------------------------------

### API: `otp.db._inspection.DB.show_config()`

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Provides details on the `show_config()` method within the `otp.db._inspection.DB` class. This method is used to display the current configuration of the database connection or instance.

```APIDOC
otp.db._inspection.DB.show_config()
  - Retrieves and displays the current configuration settings for the database connection.
  - Returns: A dictionary or string representing the database configuration.
  - Usage: Useful for debugging and understanding the active database settings.
```

--------------------------------

### Initialize Trades Data with OneTick

Source: https://docs.pip.distribution.sol.onetick.com/static/getting_started/use_cases/realized_profit

Initializes a OneTick Ticks object with sample trade data, including side, price, and size. The `otp.run()` function is then called to process this initial data.

```python
import onetick.py as otp

trades = otp.Ticks(
    SIDE=['B', 'B', 'B', 'S', 'S', 'S', 'S', 'S', 'B', 'B', 'S'],
    PRICE=[1.0, 2.0, 3.0, 2.5, 4.0, 5.0, 6.0, 7.0, 3.0, 4.0, 1.0],
    SIZE=[700, 20, 570, 600, 100, 100, 100, 100, 150, 10, 100],
)

otp.run(trades)
```

--------------------------------

### Fix custom start and end times in order book sources

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Corrects an issue related to custom start and end times when using order book sources. This ensures accurate data retrieval based on specified time ranges.

```python
Fixed custom start and end times in order book sources
```

--------------------------------

### Set Query Interval During Execution

Source: https://docs.pip.distribution.sol.onetick.com/static/concepts/start_end

Demonstrates how to specify the query interval (start and end times) when executing a query using `otp.run`. This interval applies to all data sources within the query that do not have their own interval defined. The `otp.dt` function is used to create datetime objects for the start and end parameters.

```python
trades = otp.DataSource(db='NYSE_TAQ', tick_type='TRD', symbols='AAPL')
otp.run(trades, start=otp.dt(2022, 3, 1), end=otp.dt(2022, 3, 2))
```

```python
trades = otp.DataSource(db='NYSE_TAQ', tick_type='TRD', symbols='AAPL')
quotes = otp.DataSource(db='NYSE_TAQ', tick_type='QTE', symbols='AAPL')

res = otp.join([trades, quotes])otp.run(res, start=otp.dt(2022, 3, 1), end=otp.dt(2022, 3, 2))
```

--------------------------------

### Stop Ray Server

Source: https://docs.pip.distribution.sol.onetick.com/static/ray/ray_server_guide

Stops the currently running Ray server process.

```bash
ray stop
```

--------------------------------

### Get Available Tick Types

Source: https://docs.pip.distribution.sol.onetick.com/static/getting_started/data_inspection

Retrieves the different tick types available for a given database. This is done using the `DB.tick_types()` method.

```Python
>>> otp.databases()['DEMO_L1'].tick_types()
['QTE', 'TRD']
```

--------------------------------

### Load Existing Database with Custom Locations

Source: https://docs.pip.distribution.sol.onetick.com/static/getting_started/session

Demonstrates adding an existing database to the locator by specifying its location. This involves providing a list of dictionaries with 'location' and other access parameters.

```python
db = otp.DB('NYSE_TAQ', db_locations=[{'location': '/home/user/data/NYSE_TAQ'}])
session.use(db)
```

--------------------------------

### Implement Tick Source with TickGenerator (Basic)

Source: https://docs.pip.distribution.sol.onetick.com/static/concepts/use_onetick_query

Demonstrates creating a basic tick source using otq.TickGenerator. It initializes a source with a simple field definition and shows how to access its schema, which is initially empty.

```python
data = otp.Source(otq.TickGenerator(fields='long A = 1'))
data.schema
```

--------------------------------

### Update documentation for bucket_units parameter

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Documentation has been updated to provide more details and examples for the `bucket_units` parameter used in aggregations.

```documentation
Documentation for otp.agg.bucket_units parameter updated.
```

--------------------------------

### Python .str.contains() Documentation

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Improved documentation of the .str.contains() function in Python, offering clearer explanations and usage examples.

```Python
# Example of .str.contains() usage
# series.str.contains('pattern')
# Documentation improved for clarity.
```

--------------------------------

### Create and Close OneTick Session

Source: https://docs.pip.distribution.sol.onetick.com/static/getting_started/session

Demonstrates the basic creation of an otp.Session object and its manual closure. This is the fundamental way to interact with OneTick.

```python
session = otp.Session()
# make required queries
session.close()
```

--------------------------------

### Fixed Join With Query Parameters

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Corrects the logic for `start` and `end` parameters in `otp.Source.join_with_query` when `datetime` objects are used.

```python
otp.Source.join_with_query
```

--------------------------------

### Improve: Docs for otp.config and Configuration

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Enhances the documentation for the `otp.config` module and the `Configuration` pages, providing clearer guidance for users.

```APIDOC
Version: 1.57.1
Change Type: Changed
Description: Improving docs for `otp.config` and `Configuration` pages.
```

--------------------------------

### Run Query in Specific Context

Source: https://docs.pip.distribution.sol.onetick.com/static/getting_started/session

Demonstrates executing a query using otp.run() on a DataSource, explicitly specifying the 'OTHER' context to access databases defined in that namespace.

```Python
>>> data = otp.DataSource('B', tick_type='TT', symbols='S', schema_policy='manual')
>>> print(otp.run(data, context='OTHER'))
        Time  B
0 2003-12-01  2
```

--------------------------------

### Improve otp.run() version warnings

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Enhances warnings in otp.run() regarding OneTick build versions to display both installed and required versions.

```python
otp.run()
```

--------------------------------

### API: `otp.SqlQuery`

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Documentation for the `otp.SqlQuery` class, used for defining and executing SQL queries within the OneTick environment. It allows programmatic interaction with SQL data sources.

```APIDOC
class otp.SqlQuery(sql_query: str, ...)
  - sql_query: The SQL statement to be executed.
  - Methods:
    - execute(): Executes the SQL query and returns results.
  - Usage: Facilitates data retrieval and manipulation using SQL syntax within OneTick.
```

--------------------------------

### Pytest Session Fixtures (Scopes)

Source: https://docs.pip.distribution.sol.onetick.com/static/testing/features

Manages `otp.Session` instances with different scopes (function, class, module) for testing. Provides examples for each scope and explains their lifecycle.

```APIDOC
f_session (function scope)
  - The `function` scope session. A session instance is created before a test and destroyed after.
  Example:
  ```python
  def test_1(f_session):
      # `f_session` points to a new instance of the otp.Session
      ...
  def test_2(f_session):
      # here `f_session` is a new instance
      ...
  ```
```

```APIDOC
c_session (class scope)
  - The `class` scope session. Example:
  ```python
  class TestSomething:
      def test_1(self, c_session):
          # `c_session` is created for this class on the first occurance
          ...
      def test_2(self, c_session):
          # the `c_session` instance is the same as in test `test_1`
  class TestSomethingElse:
      def test_1(self, c_session):
          # here the `c_session` is a new instance because it is a test
          # of another test class
          ...
  ```
  The `f_session` fixture in classes creates a new instance for every test.
```

```APIDOC
m_session (module scope)
  - The `module` scope session; it is created on the first usage and destroyed only when all tests in the test file are executed.
```

--------------------------------

### Get Available Dates for a Database

Source: https://docs.pip.distribution.sol.onetick.com/static/getting_started/data_inspection

Fetches the dates for which data is available within a specific database. This uses the `DB.dates()` method on a database object obtained from `otp.databases()`.

```Python
>>> otp.databases()['SOME_DB'].dates()
[datetime.date(2003, 12, 1), datetime.date(2003, 12, 2)]
```

--------------------------------

### OneTick Initialization and Exception Handling

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Updates related to the OneTick initialization process and error reporting. Uses the 'onetick-init' project for correct file usage and improves exception messages and warnings.

```APIDOC
OneTick Initialization:
  - Uses 'onetick-init' project for correct 'onetick/__init__.py' file.

Error Handling:
  - Improved OneTick import exception message and warnings logic.
```

--------------------------------

### otp.run Warning for Unset Times

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

The `otp.run` function will now issue a warning if the start or end time is not set and no default value is available.

```python
# otp.run(...) will warn if start/end times are missing
```

--------------------------------

### Python Data Mapping and Execution

Source: https://docs.pip.distribution.sol.onetick.com/static/getting_started/symbologies

This snippet demonstrates data preparation and execution using Python. It involves creating a DataFrame, selecting specific columns, and then calling an `otp.run` function with the prepared data and date range. Dependencies include libraries for data manipulation (like pandas) and the `otp` library.

```Python
mapping = pd.DataFrame({
                           'SYMBOL_NAME'         : 'FIGI',
                           'ORIGINAL_SYMBOL_NAME': 'DB_SYMBOL'
})

mapping = mapping[['FIGI', 'BTKR', 'DB_SYMBOL']]

# Assuming 'otp' is an imported library and 's', 'e' are defined start and end dates
# otp.run(mapping, start=s, end=e)
```

--------------------------------

### OneTick Python Default Documentation

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Changes the default documentation page, potentially affecting how users access API references and guides.

```APIDOC
Default Documentation Page:
  - Default documentation page changed.
```

--------------------------------

### API Documentation for Add Prefix and Suffix

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Provides corrected documentation for the `otp.Source.add_prefix` and `otp.Source.add_suffix` methods.

```APIDOC
otp.Source.add_prefix:
  Description: Adds a prefix to source identifiers.
  Fix: Documentation for otp.Source.add_prefix has been fixed.

otp.Source.add_suffix:
  Description: Adds a suffix to source identifiers.
  Fix: Documentation for otp.Source.add_suffix has been fixed.
```

--------------------------------

### API: OneTick WebAPI Configuration

Source: https://docs.pip.distribution.sol.onetick.com/static/changelog

Documentation for configuring the OneTick WebAPI for on-premise servers. This section likely details parameters and settings related to WebAPI operation and integration.

```APIDOC
WebAPI Configuration:
  - Enables or disables the WebAPI service.
  - Specifies listening address and port.
  - Configures security settings (e.g., authentication, SSL).
  - Manages request timeouts and buffer sizes.
  - Related to `onetick.query_webapi` installation.
```

--------------------------------

### Pytest Fixture Override Example

Source: https://docs.pip.distribution.sol.onetick.com/static/testing/features

Demonstrates how to override a default pytest fixture, such as `default_tz`, to customize test environments. The `f_session` fixture automatically picks up the overridden value.

```python
@pytest.fixture
def default_tz():
   return 'GMT'

def test_something(f_session):
    # f_session picks up the `default_tz` value on initialization
    ...
```
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