finmiti 0.0.1__tar.gz

finmiti-0.0.1/PKG-INFO

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+Metadata-Version: 2.4
+Name: finmiti
+Version: 0.0.1
+Summary: Persnal project for stock market data analysis
+Author-email: Darshan Rathod <darshan.rathod1994@gmail.com>
+Maintainer-email: Darshan Rathod <darshan.rathod1994@gmail.com>
+License: MIT
+Project-URL: Homepage, https://dev-ddr.github.io/finmiti/
+Project-URL: Repository, https://github.com/dev-ddr/finmiti
+Project-URL: Issues, https://github.com/dev-ddr/finmiti/issues
+Keywords: finance,stock-market,quant,research,personal
+Classifier: Development Status :: 4 - Beta
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Operating System :: OS Independent
+Requires-Python: >=3.12
+Description-Content-Type: text/markdown
+Requires-Dist: numpy==2.3.5
+Requires-Dist: pandas==2.3.3
+Requires-Dist: pyyaml==6.0.3
+Requires-Dist: duckdb==1.4.2
+Requires-Dist: pyarrow==22.0.0
+Requires-Dist: py5paisa==0.7.21.2
+Requires-Dist: pydantic
+Provides-Extra: dev
+Requires-Dist: pytest; extra == "dev"
+Requires-Dist: ruff; extra == "dev"
+Requires-Dist: jupyter; extra == "dev"
+Requires-Dist: notebook; extra == "dev"
+Requires-Dist: sphinx; extra == "dev"
+Requires-Dist: mkdocs; extra == "dev"
+Requires-Dist: mkdocs-material; extra == "dev"
+Requires-Dist: mkdocstrings[python]; extra == "dev"
+Requires-Dist: nbconvert; extra == "dev"
+Requires-Dist: matplotlib; extra == "dev"
+Requires-Dist: plotly; extra == "dev"
+
+# Finmiti
+
+**This project is developed for my personal use.** I am developing this to keep the documentation, architecture and pipeline consistent so that I can focus more on developing strategies instead of developing pipelines.
+
+Visit [Finmiti](https://dev-ddr.github.io/finmetry/) guide for further steps.
+
+> This project is solely developed for my personal use. I am publishing this only to keep myself updated and to remove the headache of setting up the framework again and again.
+
+---
+
+**Finmiti is a research-first quantitative trading framework** designed to keep
+strategy logic, execution logic, and accounting logic strictly separated.
+
+It exists to eliminate repeated reinvention of trading pipelines, so you can
+focus on **researching strategies**, not rebuilding infrastructure.
+
+
+## What Finmiti Is (and Is Not)
+
+Finmiti is:
+
+- a framework for systematic trading research
+- equally suited for backtesting and live trading
+- opinionated by design
+- built around explicit, auditable abstractions
+
+Finmiti is **not**:
+
+- a strategy library
+- a signal generator
+- a black-box trading system
+
+If you want flexibility at the cost of correctness, this framework will feel restrictive.
+That restriction is intentional.
+
+
+## The Core Trading Loop
+
+Every strategy in finmiti follows the same explicit loop:
+
+```text
+Market Data → Strategy → Orders → Portfolio → Execution → Accounting
+````
+
+Each stage is implemented as a **separate module** with strict responsibilities.
+
+This guarantees that:
+
+* strategies remain stateless
+* execution assumptions are explicit
+* accounting is consistent
+* backtests can be trusted
+* live trading reuses the same abstractions
+
+## Major Modules
+
+Finmiti is organized into the following conceptual modules:
+
+### [Client Handling](https://dev-ddr.github.io/finmetry/concepts/client_handling_module/)
+
+Handles interaction with external systems such as broker APIs and live data feeds.
+Keeps the rest of the framework broker-agnostic.
+
+### [Stocks](https://dev-ddr.github.io/finmetry/concepts/stocks_handling_module/)
+
+Manages symbols, historical data, and OHLCV storage.
+Acts as the foundation for all market data access.
+
+### [Strategy](https://dev-ddr.github.io/finmetry/concepts/strategy_handling_module/)
+
+Consumes immutable market snapshots and emits **order intent only**.
+Strategies never manage cash, positions, or execution details.
+
+### [Orders](https://dev-ddr.github.io/finmetry/concepts/order/)
+
+Orders are the contract between strategy, portfolio, and execution.
+They represent intent, not outcome.
+
+### [Executioners](https://dev-ddr.github.io/finmetry/concepts/executioners/)
+
+Simulate (or connect to) market reality:
+slippage, brokerage, partial fills, or live execution.
+
+### [Portfolio](https://dev-ddr.github.io/finmetry/concepts/portfolio_handling_module/)
+
+The single source of truth for positions, cash, and PnL.
+All state mutation happens here.
+
+### [Backtesting](https://dev-ddr.github.io/finmetry/concepts/backtesting_handling_module/)
+
+Pure orchestration.
+Iterates over time and wires everything together without adding logic.
+
+## Final Note
+
+> I have built this for my personal use in mind.
+
+
+
+

finmiti-0.0.1/README.md

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+# Finmiti
+
+**This project is developed for my personal use.** I am developing this to keep the documentation, architecture and pipeline consistent so that I can focus more on developing strategies instead of developing pipelines.
+
+Visit [Finmiti](https://dev-ddr.github.io/finmetry/) guide for further steps.
+
+> This project is solely developed for my personal use. I am publishing this only to keep myself updated and to remove the headache of setting up the framework again and again.
+
+---
+
+**Finmiti is a research-first quantitative trading framework** designed to keep
+strategy logic, execution logic, and accounting logic strictly separated.
+
+It exists to eliminate repeated reinvention of trading pipelines, so you can
+focus on **researching strategies**, not rebuilding infrastructure.
+
+
+## What Finmiti Is (and Is Not)
+
+Finmiti is:
+
+- a framework for systematic trading research
+- equally suited for backtesting and live trading
+- opinionated by design
+- built around explicit, auditable abstractions
+
+Finmiti is **not**:
+
+- a strategy library
+- a signal generator
+- a black-box trading system
+
+If you want flexibility at the cost of correctness, this framework will feel restrictive.
+That restriction is intentional.
+
+
+## The Core Trading Loop
+
+Every strategy in finmiti follows the same explicit loop:
+
+```text
+Market Data → Strategy → Orders → Portfolio → Execution → Accounting
+````
+
+Each stage is implemented as a **separate module** with strict responsibilities.
+
+This guarantees that:
+
+* strategies remain stateless
+* execution assumptions are explicit
+* accounting is consistent
+* backtests can be trusted
+* live trading reuses the same abstractions
+
+## Major Modules
+
+Finmiti is organized into the following conceptual modules:
+
+### [Client Handling](https://dev-ddr.github.io/finmetry/concepts/client_handling_module/)
+
+Handles interaction with external systems such as broker APIs and live data feeds.
+Keeps the rest of the framework broker-agnostic.
+
+### [Stocks](https://dev-ddr.github.io/finmetry/concepts/stocks_handling_module/)
+
+Manages symbols, historical data, and OHLCV storage.
+Acts as the foundation for all market data access.
+
+### [Strategy](https://dev-ddr.github.io/finmetry/concepts/strategy_handling_module/)
+
+Consumes immutable market snapshots and emits **order intent only**.
+Strategies never manage cash, positions, or execution details.
+
+### [Orders](https://dev-ddr.github.io/finmetry/concepts/order/)
+
+Orders are the contract between strategy, portfolio, and execution.
+They represent intent, not outcome.
+
+### [Executioners](https://dev-ddr.github.io/finmetry/concepts/executioners/)
+
+Simulate (or connect to) market reality:
+slippage, brokerage, partial fills, or live execution.
+
+### [Portfolio](https://dev-ddr.github.io/finmetry/concepts/portfolio_handling_module/)
+
+The single source of truth for positions, cash, and PnL.
+All state mutation happens here.
+
+### [Backtesting](https://dev-ddr.github.io/finmetry/concepts/backtesting_handling_module/)
+
+Pure orchestration.
+Iterates over time and wires everything together without adding logic.
+
+## Final Note
+
+> I have built this for my personal use in mind.
+
+
+
+

finmiti-0.0.1/pyproject.toml

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+[build-system]
+requires = ["setuptools>=68", "wheel"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "finmiti"
+version = "0.0.1"
+description = "Persnal project for stock market data analysis"
+readme = "README.md"
+requires-python = ">=3.12"
+
+authors = [
+  { name = "Darshan Rathod", email = "darshan.rathod1994@gmail.com" }
+]
+
+maintainers = [
+  { name = "Darshan Rathod", email = "darshan.rathod1994@gmail.com" }
+]
+
+license = { text = "MIT" }
+
+keywords = ["finance", "stock-market", "quant", "research", "personal"]
+
+classifiers = [
+  "Development Status :: 4 - Beta",
+  "Programming Language :: Python :: 3.12",
+  "Operating System :: OS Independent",
+]
+
+dependencies = [
+  "numpy==2.3.5",
+  "pandas==2.3.3",
+  "pyyaml==6.0.3",
+  "duckdb==1.4.2",
+  "pyarrow==22.0.0",
+  "py5paisa==0.7.21.2",
+  "pydantic",
+]
+
+[project.optional-dependencies]
+# dev = ["pytest", "pytest-cov", "ruff", "jupyter", "notebook"]
+# docs = ["sphinx", "mkdocs", "nbconvert"]
+# viz = ["matplotlib", "plotly"]
+dev = [
+"pytest", "ruff", "jupyter", "notebook", 
+"sphinx", "mkdocs", "mkdocs-material", "mkdocstrings[python]", "nbconvert", 
+"matplotlib", "plotly"
+]
+
+[project.urls]
+Homepage = "https://dev-ddr.github.io/finmiti/"
+Repository = "https://github.com/dev-ddr/finmiti"
+Issues = "https://github.com/dev-ddr/finmiti/issues"
+
+
+[tool.setuptools]
+package-dir = {"" = "src"}
+
+# This is crucial for telling setuptools where your actual source code is.
+# It tells setuptools to find packages within the 'src' directory.
+[tool.setuptools.packages.find]
+where = ["src"]
+exclude = ["tests*", "legacy*", "experimental*"]
+
+
+[tool.ruff]
+line-length = 310
+select = ["E", "F", "I"]  # Errors, pyflakes, imports
+ignore = ["E501"]  # Disable long-line check (black handles it)
+src = ["src"]
+
+[tool.ruff.format]
+quote-style = "double"
+

finmiti-0.0.1/setup.cfg

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+[egg_info]
+tag_build = 
+tag_date = 0
+

finmiti-0.0.1/src/finmiti/__init__.py

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+from importlib.metadata import version
+__version__ = version("finmetry")
+
+
+from . import clients
+from .stocks_handler import Stock, StockDict
+from . import constants
+from .strategy_handler import StrategyBase, StgDataLoader
+from .portfolio_handler import Portfolio, Account
+from .backtest_handler import Backtester
+
+from .utils import *

finmiti-0.0.1/src/finmiti/backtest_handler/__init__.py

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+
+from .base import Backtester

finmiti-0.0.1/src/finmiti/backtest_handler/base.py

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+from ..portfolio_handler import Portfolio
+from ..executioners import ExecutionModel
+from ..strategy_handler import StgDataLoader, StrategyBase
+
+class Backtester:
+    def __init__(self, data_loader: StgDataLoader, strategy: StrategyBase, portfolio: Portfolio):
+        self.data_loader = data_loader
+        self.strategy = strategy
+        self.portfolio = portfolio
+
+    def run(self):
+        for market_data in self.data_loader:
+            entry_orders = self.strategy(market_data)
+            exit_orders = self.portfolio.get_exit_orders(market_data)
+            ### keeping exit_orders first to avoid cash going negative
+            all_orders = exit_orders + entry_orders
+            for order in all_orders:
+                self.portfolio.on_order(order)
+            self.portfolio.mark_to_market(market_data)

finmiti-0.0.1/src/finmiti/clients/__init__.py

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+
+from . import client_5paisa

finmiti-0.0.1/src/finmiti/clients/client_5paisa.py

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+"""
+This module contains the objects related to 5paisa client
+
+@author: Rathod Darshan
+"""
+
+import py5paisa as p5
+import pandas as pd
+import datetime as dtm
+from typing import Union, TypedDict
+
+from ..stocks_handler import Stock, StockDict
+
+from ..constants import INTERVAL
+
+
+class ScripMaster:
+    """ScripMaster contains all the scipts of 5paisa client.
+
+    To get the name and symbol of any script, this class needs to be accessed. This class just filters the data from single .csv.
+    """
+
+    def __init__(self, filepath: str = None) -> None:
+        """Initializes the ScripMaster class.
+
+        Loads the .csv file into data attribute.
+
+        Parameters
+        ----------
+        filepath : str, optional
+            filepath to .csv file. If filepath is given then it reads the file, else it will download the file. by default None
+        """
+        if filepath is not None:
+            self.data = pd.read_pickle(filepath)
+        else:
+            self.data = pd.read_csv("https://images.5paisa.com/website/scripmaster-csv-format.csv")
+
+        self.data["Expiry"] = pd.to_datetime(self.data["Expiry"], format="%Y-%m-%d %H:%M:%S")
+        self.data["Name"] = self.data["Name"].apply(str.upper)
+        self.data["Symbol"] = self.data["Name"]
+
+    def __repr__(self):
+        return f"scrip master data"
+
+    def __call__(self):
+        return self.data
+
+    def save(self, filepath: str) -> None:
+        """saves the scrip master data
+
+        Parameters
+        ----------
+        filepath : str
+            filepath with filename with .pkl extention
+
+        Returns
+        -------
+        _type_
+            None
+        """
+        return self.data.to_pickle(filepath)
+
+    def get_scrip(self, stock: Stock) -> pd.DataFrame:
+        """returns the scrips of the stock
+
+        Parameters
+        ----------
+        stock : Stock
+            a stock object
+
+        Returns
+        -------
+        pd.DataFrame
+            Scrip data of a given stock
+        """
+        try:
+            return stock.scrip
+        except:
+            pass
+        d1 = self.data
+        f1 = (d1["Exch"] == stock.exchange) & (d1["ExchType"] == stock.exchange_type) & (d1["Symbol"] == stock.symbol)
+        f2 = (d1["Series"] == "EQ") | (d1["Series"] == "XX")
+        d2 = d1[f1 & f2]
+        if d2.empty:
+            raise ValueError(f"No Scrip found for {stock.symbol} in scrip_master")
+        d2 = d2.set_index("Name")
+        ### setting the scrip to stock object
+        stock.scrip = d2
+        return d2
+
+
+class Client5paisaCred(TypedDict):
+    APP_NAME: str
+    APP_SOURCE: str
+    USER_ID: str
+    PASSWORD: str
+    USER_KEY: str
+    ENCRYPTION_KEY: str
+
+
+class Client5paisa(p5.FivePaisaClient):
+    def __init__(self, totp: str, mpin: str, client_code: str, cred: Client5paisaCred, scrip_master: ScripMaster = None, **kwargs):
+        super().__init__(cred=cred)
+        self.get_totp_session(client_code, f"{totp}", mpin)
+
+        print("downloading the scrip-master")
+
+        self.scrip_master = ScripMaster() if scrip_master is None else scrip_master
+        return
+
+    def download_historical_data(
+        self,
+        stock: Stock,
+        interval: INTERVAL = INTERVAL.one_day,
+        start: Union[str, dtm.datetime] = "2023-01-01",
+        end: Union[str, dtm.datetime] = "2023-03-30",
+    ) -> pd.DataFrame:
+        """Downloads the historical data and saves it to local drive or in Stock.data variable.
+
+        Parameters
+        ----------
+        stock : Stock
+            Stock object
+        interval : str, optional
+            time interval of data. it should be within [1m,5m,10m,15m,30m,60m,1d], by default "1d"
+        start : Union[str, dtm.datetime], optional
+            start date of the data. The data for this date will be downloaded, by default "2023-01-01"
+        end : Union[str, dtm.datetime], optional
+            end date of the data. The data for this date will be downloaded, by default "2023-03-30"
+
+        Returns
+        ----------
+        pd.DataFrame
+            A dataframe containing a historical data.
+
+        """
+        # scrip = self.scrip_master.get_scrip(stock)
+
+        # if isinstance(start, dtm.datetime):
+        #     start = start.strftime("%Y-%m-%d")
+        # if isinstance(end, dtm.datetime):
+        #     end = end.strftime("%Y-%m-%d")
+
+        # df = self.historical_data(stock.exchange, stock.exchange_type, scrip.loc[stock.symbol, "Scripcode"], interval.value, start, end)
+        # df.columns = ["Datetime", "Open", "High", "Low", "Close", "Volume"]
+        # df["Datetime"] = pd.to_datetime(df["Datetime"])
+        # df = df.set_index("Datetime")
+
+        # return df
+
+        scrip = self.scrip_master.get_scrip(stock)
+        if isinstance(start, str):
+            start_dt = dtm.datetime.strptime(start, "%Y-%m-%d")
+        else:
+            start_dt = start
+
+        if isinstance(end, str):
+            end_dt = dtm.datetime.strptime(end, "%Y-%m-%d")
+        else:
+            end_dt = end
+
+        def _fetch_chunk(s: dtm.datetime, e: dtm.datetime) -> pd.DataFrame:
+            df = self.historical_data(stock.exchange, stock.exchange_type, scrip.loc[stock.symbol, "Scripcode"], interval.value, s.strftime("%Y-%m-%d"), e.strftime("%Y-%m-%d"))
+            if df is None or df.empty:
+                return pd.DataFrame()
+            df.columns = ["Datetime", "Open", "High", "Low", "Close", "Volume"]
+            df["Datetime"] = pd.to_datetime(df["Datetime"])
+            return df.set_index("Datetime")
+
+        dfs = []
+        curr_start = start_dt
+
+        while curr_start < end_dt:
+            curr_end = min(curr_start + dtm.timedelta(days=90), end_dt)
+            chunk = _fetch_chunk(curr_start, curr_end)
+            if not chunk.empty:
+                dfs.append(chunk)
+
+            curr_start = curr_end
+
+        if not dfs:
+            return pd.DataFrame()
+
+        df = pd.concat(dfs).sort_index()
+        df = df.loc[~df.index.duplicated(keep="first")]
+
+        return df
+
+    def get_market_depth(self, stockdict: Union[list[Stock], StockDict]) -> pd.DataFrame:
+        """Gets the market depth for given list of Stocks
+
+        Parameters
+        ----------
+        StockDict : list[Stock]|StockDict
+            list of Stock class instances or StockDict type object.
+
+        Returns
+        -------
+        _pd.DataFrame
+            Live Market Depth for all the Stocks in list.
+        """
+        scrips = pd.concat(self.scrip_master.get_scrip(stock) for stock in stockdict)
+        a = scrips.rename(columns={"Exch": "Exchange", "ExchType": "ExchangeType"})[["Exchange", "ExchangeType", "Symbol"]].to_dict(orient="records")
+        d1 = pd.DataFrame(self.fetch_market_depth_by_symbol(a)["Data"])
+
+        d1.set_index("ScripCode", inplace=True)
+        d1["Datetime"] = dtm.datetime.now()
+        scrips.set_index("Scripcode", inplace=True)
+        d1["Symbol"] = scrips["Symbol"]
+        d1.set_index("Symbol", inplace=True)
+        d1.rename(columns={"Close": "PrevClose"}, inplace=True)
+        d1.rename(columns={"LastTradedPrice": "Close"}, inplace=True)
+        return d1
+
+    def update_stock_histdata0_to_ltp(self, stockdict: Union[list[Stock], StockDict]) -> None:
+        """Updates the market depth to stock.hist_data0 attribute
+
+        Parameters
+        ----------
+        StockDict : list[Stock]|StockDict
+            list of Stock class instances or StockDict type object.
+
+        Returns
+        -------
+        None
+        """
+        d1 = self.get_market_depth(stockdict)
+        d1 = d1[["Datetime", "Open", "High", "Low", "Close", "Volume"]]
+        d1["Datetime"] = d1["Datetime"].dt.normalize()
+        ### Convert datatypes of specific columns
+        float_cols = ["Open", "High", "Low", "Close"]
+        d1[float_cols] = d1[float_cols].astype(float)
+        d1["Volume"] = d1["Volume"].astype(int)
+
+        for s1 in stockdict:
+            try:
+                d = d1.loc[s1.symbol]
+                s1.hist_data0.loc[d.Datetime] = d
+            except:
+                print(f"Error in {s1.symbol}")
+                continue
+        return