Merge pull request #16 from sharmasourab93/indices

NSE Indices

.github/workflows/ci-format.yml

@@ -1,9 +1,10 @@
-name: Lint with Black & Format with isort and Push
+name: Run Format & Lint
+
 
 on:
   push:
     branches:
-      - '*'
+      - "*"
 
 jobs:
   format:

configs/nse.json

@@ -57,7 +57,7 @@
                         "DERIVATIVE-MASTER-LIST": "api/master-quote",
                         "DERIVATIVE-OPTION-CHAIN": "api/option-chain-equities?symbol={0}",
                         "DERIVATIVE-OPTION-INDEX": "api/option-chain-indices?symbol={0}",
-                        "DERIVATIVE-QUOTE": "api/quote-derivative?symbol={0}"
+                        "DERIVATIVE-INDEX-CHOICE": ["NIFTYNXT50", "FINNIFTY", "MIDCPNIFTY", "BANKNIFTY", "NIFTY"]
                     },
                     "EQUITY": {
                         "EQUITY-META": "api/equity-meta-info?symbol={0}",
@@ -74,6 +74,21 @@
                         "TRADING": "api/holiday-master?type=trading"
                     },
                     "INDEX": {
+                        "NSE-GENERAL-SYMBOLS": ["NIFTY 50", "NIFTY BANK", "NIFTY FINANCIAL SERVICES", "NIFTY NEXT 50", "NIFTY MIDCAP 50"],
+                        "YFIN-NSE-SYMBOLS": {
+                            "NIFTY 50": "^NSEI",
+                            "NIFTY BANK": "^NSEBANK",
+                            "NIFTY FINANCIAL SERVICES": "^NIFTY_FIN_SERVICE.NS",
+                            "NIFTY NEXT 50": "^NSMIDCP",
+                            "NIFTY MIDCAP 50": "NSEMDCP50"
+                        },
+                        "NSE-API-SYMBOLS": {
+                            "NIFTY 50": "NIFTY",
+                            "NIFTY NEXT 50": "NIFTYNXT50",
+                            "NIFTY FINANCIAL SERVICES": "FINNIFTY",
+                            "NIFTY MIDCAP 50": "MIDCPNIFTY",
+                            "NIFTY BANK": "BANKNIFTY"
+                        },
                         "EQUITY-MASTER": "api/equity-master",
                         "INDEX-NAMES": "api/index-names",
                         "INDICES": "api/allIndices",

setup.py

@@ -1,7 +1,7 @@
 from setuptools import find_packages, setup
 
 NAME = "market-generic"
-__version__ = "0.1.0"
+__version__ = "0.2.0"
 DESCRITPION = "A Generic Python Package for Stock Market Analysis and Trading"
 URL = "https://github.com/sharmasourab93/market-generic"
 AUTHOR = "Sourab S Sharma"
@@ -25,6 +25,7 @@
     long_description_content_type="text/markdown",
     url=URL,
     packages=find_packages(exclude=["tests", ".github"]),
+    package_data={"market-generic": ["configs/nse.json"]},
     setup_requires=["wheel"],
     install_requires=INSTALL_REQUIRES,
     keywords=KEYWORDS,

tests/test_nse/test_indices/test_nse_indices_config.py

@@ -0,0 +1,61 @@
+from datetime import datetime
+
+import pandas as pd
+import pytest
+
+from trade.nse.indices.nse_indices_config import INDICES, NSEIndexConfig
+from trade.nse.nse_config import DATE_FMT
+
+MARKET, COUNTRY = "NSE", "INDIA"
+DATED = datetime.today().strftime(DATE_FMT)
+
+
+@pytest.fixture
+def index_config():
+    return NSEIndexConfig(DATED, market=MARKET, country=COUNTRY)
+
+
+def test_get_fii_dii(index_config):
+    fii_dii = index_config.get_fii_dii_report()
+    assert isinstance(fii_dii, list)
+    assert len(fii_dii) > 0
+    assert all(isinstance(item, dict) for item in fii_dii)
+
+
+def test_get_all_indices(index_config):
+    indices = index_config.get_all_indices()
+    assert isinstance(indices, dict)
+    assert len(indices) > 0
+    assert all(
+        isinstance(key, str) and isinstance(value, pd.DataFrame)
+        for key, value in indices.items()
+    )
+
+
+def test_get_quote_index(index_config):
+    for index in INDICES:
+        quote = index_config.get_quote_index(index)
+        assert isinstance(quote, dict)
+        cols = ("adv-dec", "symbol", "ohlc", "dated", "status")
+        assert all(i in cols for i in quote.keys())
+        assert quote["symbol"] == index
+
+
+def test_get_quote_index_invalid_input(index_config):
+    with pytest.raises(AttributeError):
+        index_config.get_quote_index(None)
+
+
+def test_get_index_metrics(index_config):
+
+    response = index_config.get_index_metrics()
+
+    assert isinstance(response, dict)
+    assert all(i in INDICES for i in response.keys())
+
+
+def test_get_vix_history(index_config):
+    start, end = "01-05-2024", "01-06-2024"
+    response = index_config.get_vix_history(start, end)
+
+    assert isinstance(response, dict)

tests/test_nse/test_nse_config.py

@@ -1,4 +1,5 @@
 from datetime import date, datetime
+from pathlib import Path
 
 import pytest
 import requests
@@ -15,6 +16,13 @@ def nse_config():
     return NSEConfig(DATED, market=MARKET, country=COUNTRY)
 
 
+@pytest.fixture
+def nse_config_with_log_config():
+    log_path = Path(__file__).parent.parent.parent
+    log_config = dict(date_fmt=DATE_FMT, log_path=log_path, level=10)
+    return NSEConfig(DATED, market=MARKET, country=COUNTRY, log_config=log_config)
+
+
 def test_advanced_header(nse_config):
     assert isinstance(nse_config.advanced_header, dict)
 
@@ -75,3 +83,34 @@ def mock_download_data(url, headers):
 
     with pytest.raises(requests.exceptions.RequestException):
         nse_config.get_eq_bhavcopy()
+
+
+def test_if_logger_exists(nse_config):
+    does_logger_exists = hasattr(nse_config, "logger")
+    assert not does_logger_exists
+
+
+def test_if_logger_exists_after_config(nse_config_with_log_config):
+    does_logger_exists = hasattr(nse_config_with_log_config, "logger")
+    log_file_path = Path(__file__).parent.parent.parent / Path("log")
+    assert does_logger_exists
+    assert log_file_path.exists()
+
+
+def test_get_all_etfs(nse_config):
+
+    response = nse_config.get_all_etfs()
+
+    assert isinstance(response, dict)
+    assert isinstance(response["data"], list)
+    assert all(isinstance(i, dict) for i in response["data"])
+    assert len(response["data"]) > 100
+
+
+@pytest.mark.parametrize(
+    "symbol", ["NIFTY", "NIFTYNXT50", "BANKNIFTY", "RELIANCE", "SBIN"]
+)
+def test_get_option_chain(nse_config, symbol):
+    response = nse_config.get_option_chain_data(symbol)
+    assert isinstance(response, dict)
+    assert all(i in response.keys() for i in ("records", "filtered"))

tests/test_nse/test_nse_all_stocks.py → tests/test_nse/test_stocks/test_nse_all_stocks.py

@@ -1,8 +1,6 @@
-from unittest.mock import MagicMock
-
 import pytest
 
-from trade.nse.nse_all_stocks import NSE_TOP, AllNSEStocks
+from trade.nse.stocks.nse_all_stocks import AllNSEStocks
 
 
 def test_all_nse_stocks_post_init_with_symbols():

tests/test_nse/test_nse_stock.py → tests/test_nse/test_stocks/test_nse_stock.py

@@ -1,9 +1,8 @@
 from unittest.mock import MagicMock
 
-import pandas as pd
 import pytest
 
-from trade.nse.nse_stock import NSEStock
+from trade.nse.stocks.nse_stock import NSEStock
 
 
 @pytest.fixture

tests/test_option_chain/test_index_option_chain.py

@@ -0,0 +1,41 @@
+import pytest
+
+from trade.nse.indices.nse_indices_config import NSEIndexConfig
+from trade.option_chain.index_option_chain import IndexOptionChainAnalysis
+
+
+@pytest.fixture
+def index_option_chain_analysis():
+    return IndexOptionChainAnalysis(
+        symbol="NIFTY",
+        oc_data={
+            "records": {
+                "data": [
+                    {"strikePrice": 100, "CE_openInterest": 100, "PE_openInterest": 100}
+                ]
+            },
+            "filtered": {"PE": {"totOI": 100}, "CE": {"totOI": 100}},
+            "timestamp": "2022-01-01 00:00:00",
+            "expiryDates": ["2022-01-15", "2022-02-15"],
+            "strikePrices": [100, 110, 120],
+            "underlyingValue": 100,
+        },
+        strike_multiples={"NIFTY": 10},
+        Config=NSEIndexConfig,
+    )
+
+
+@pytest.mark.xfail(reason="Still not well integrated.")
+def test_index_option_chain_analysis(index_option_chain_analysis):
+    result = index_option_chain_analysis.index_option_chain_analysis(
+        symbol="NIFTY", expiry_day=15, delta=5, expiry_delta=1
+    )
+    assert isinstance(result, dict)
+    assert "symbol" in result
+    assert "Expiry" in result
+    assert "Max Put & Call OI" in result
+    assert "Support at" in result
+    assert "Resistance at" in result
+    assert "Straddle" in result
+    assert "Overall PCR" in result
+    assert "Verdict" in result

tests/test_option_chain/test_stock_option_chain.py

@@ -0,0 +1,51 @@
+# import pytest
+#
+# from trade.nse.nse_config import NSEConfig
+# from trade.option_chain.stock_option_chain import StockOptionChain
+#
+#
+# @pytest.fixture
+# def stock_option_chain():
+#     return StockOptionChain(
+#         symbol="TATASTEEL",
+#         oc_data={
+#             "records": {
+#                 "data": [
+#                     {"strikePrice": 100, "CE_openInterest": 100, "PE_openInterest": 100}
+#                 ]
+#             },
+#             "filtered": {"PE": {"totOI": 100}, "CE": {"totOI": 100}},
+#             "timestamp": "2022-01-01 00:00:00",
+#             "expiryDates": ["2022-01-15", "2022-02-15"],
+#             "strikePrices": [100, 110, 120],
+#             "underlyingValue": 100,
+#         },
+#         strike_multiples={"TATASTEEL": 10},
+#         Config=NSEConfig,
+#     )
+#
+#
+# pytest.mark.xfail(reason="Not Integrated yet.")
+# def test_get_select_stock_options_bhavcopy(stock_option_chain):
+#     result = stock_option_chain.get_select_stock_options_bhavcopy(
+#         symbol="TATASTEEL", expiry="2022-01-15"
+#     )
+#     assert isinstance(result, tuple)
+#     assert len(result) == 2
+#     assert isinstance(result[0], pd.DataFrame)
+#     assert isinstance(result[1], pd.DataFrame)
+#     assert result[0].shape[0] > 0
+#     assert result[1].shape[0] > 0
+#
+#
+# pytest.mark.xfail(reason="Not Integrated.")
+#
+#
+# def test_stock_option_chain(stock_option_chain):
+#     result = stock_option_chain.stock_option_chain(
+#         symbol="TATASTEEL", delta=5, expiry_delta=1
+#     )
+#     assert isinstance(result, dict)
+#     assert "OptionChain" in result
+#     assert "Expiry" in result
+#     assert "underlying_value" in result

tests/test_ticker/test_api_config.py

@@ -2,7 +2,7 @@
 
 import pytest
 
-from trade.ticker.api_config import APIConfig
+from trade.exchange.api_config import APIConfig
 
 
 @pytest.fixture(scope="function")

tests/test_ticker/test_exchange_data.py

@@ -6,7 +6,7 @@
 from pandas import DataFrame
 
 from trade.calendar import MarketCalendar, MarketHolidayType
-from trade.ticker import Exchange
+from trade.exchange import Exchange
 from trade.utils import LoggingType
 
 FROZEN_DATE = "2024-04-29 05:10"

tests/test_ticker/test_yf.py

@@ -1,6 +1,6 @@
 import pytest
 
-from trade.ticker.yf import YFinance
+from trade.exchange.yf import YFinance
 
 
 @pytest.fixture

trade/exchange/__init__.py

@@ -0,0 +1 @@
+from trade.exchange.market import Exchange, ExchangeArgs

trade/ticker/market.py → trade/exchange/market.py

@@ -3,8 +3,8 @@
 from typing import Callable, Dict, List, Optional, Union
 
 from trade.calendar import MarketCalendar, MarketHolidayType, MarketTimingType
-from trade.ticker.api_config import APIConfig
-from trade.ticker.yf import YFinance
+from trade.exchange.api_config import APIConfig
+from trade.exchange.yf import YFinance
 from trade.utils import DownloadTools, Logger, LoggingType
 
 

trade/nse/data_generics.py

@@ -0,0 +1,36 @@
+from typing import Literal, Optional, TypeVar
+
+from trade.option_chain.index_option_chain import IndexOptionChainAnalysis
+from trade.option_chain.stock_option_chain import StockOptionChain
+
+
+class NSEDataGeneric:
+
+    def get_option_chain_analysis(
+        self, oc_type: Literal["index", "equity"]
+    ) -> "OptionChainType":
+
+        match oc_type:
+
+            case "index":
+                return self.option_chain_result(IndexOptionChainAnalysis)
+
+            case "equity":
+                return (
+                    self.option_chain_result(StockOptionChain) if self.is_fno else None
+                )
+
+            case _:
+                raise KeyError()
+
+    def option_chain_result(self, OptionChain: type):
+
+        option_chain_data = (
+            self._nse_config.get_option_chain_data.get_option_chain_data(self.symbol)
+        )
+
+        oc_obj = OptionChain(symbol, option_chain_data, self.dated, strike_multiples)
+
+        return oc_obj.option_chain_output()
+
+    def apply_indicators(self, Indicator: type) -> None: ...