nsepython 1.1__tar.gz → 1.2__tar.gz

{nsepython-1.1 → nsepython-1.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: nsepython
-Version: 1.1
+Version: 1.2
 Summary: Python library for NSE India APIs
 Home-page: https://github.com/aeron7/nsepython
 Author: Aeron7

{nsepython-1.1 → nsepython-1.2}/nsepython/rahu.py

@@ -13,23 +13,6 @@ import re
 
 mode ='local'
 
-if(mode=='vpn'):
-    def nsefetch(payload):
-        if (("%26" in payload) or ("%20" in payload)):
-            encoded_url = payload
-        else:
-            encoded_url = urllib.parse.quote(payload, safe=':/?&=')
-        payload_var = 'curl -b cookies.txt "' + encoded_url + '"' + curl_headers + ''
-        try:
-            output = os.popen(payload_var).read()
-            output=json.loads(output)
-        except ValueError:  # includes simplejson.decoder.JSONDecodeError:
-            payload2 = "https://www.nseindia.com"
-            output2 = os.popen('curl -c cookies.txt "'+payload2+'"'+curl_headers+'').read()
-    
-            output = os.popen(payload_var).read()
-            output=json.loads(output)
-        return output
 if(mode=='local'):
     def nsefetch(payload):
         output = requests.get(payload,headers=headers).json()

{nsepython-1.1 → nsepython-1.2}/nsepython.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: nsepython
-Version: 1.1
+Version: 1.2
 Summary: Python library for NSE India APIs
 Home-page: https://github.com/aeron7/nsepython
 Author: Aeron7

{nsepython-1.1 → nsepython-1.2}/nsepython.egg-info/SOURCES.txt

@@ -3,7 +3,6 @@ README.md
 setup.py
 nsepython/__init__.py
 nsepython/rahu.py
-nsepython/rahuserver.py
 nsepython.egg-info/PKG-INFO
 nsepython.egg-info/SOURCES.txt
 nsepython.egg-info/dependency_links.txt

{nsepython-1.1 → nsepython-1.2}/setup.py

@@ -6,7 +6,7 @@ with open("README.md", "r") as fh:
 setuptools.setup(
     name = 'nsepython',
     packages=setuptools.find_packages(),
-    version = '1.1',
+    version = '1.2',
     include_package_data=True,
     description = 'Python library for NSE India APIs',
     long_description=long_description,

nsepython-1.1/nsepython/rahuserver.py

@@ -1,812 +0,0 @@
-import os,sys
-# os.chdir(os.path.dirname(os.path.abspath(__file__)))
-# sys.path.insert(1, os.path.join(sys.path[0], '..'))
-
-import requests
-import pandas as pd
-import json
-import random
-import datetime,time
-import logging
-import re
-
-
-mode ='vpn'
-
-if(mode=='vpn'):
-    def nsefetch(payload):
-        if (("%26" in payload) or ("%20" in payload)):
-            encoded_url = payload
-        else:
-            encoded_url = urllib.parse.quote(payload, safe=':/?&=')
-        payload_var = 'curl -b cookies.txt "' + encoded_url + '"' + curl_headers + ''
-        try:
-            output = os.popen(payload_var).read()
-            output=json.loads(output)
-        except ValueError:  # includes simplejson.decoder.JSONDecodeError:
-            payload2 = "https://www.nseindia.com"
-            output2 = os.popen('curl -c cookies.txt "'+payload2+'"'+curl_headers+'').read()
-    
-            output = os.popen(payload_var).read()
-            output=json.loads(output)
-        return output
-if(mode=='local'):
-    def nsefetch(payload):
-        output = requests.get(payload,headers=headers).json()
-        return output
-
-
-headers = {
-    'Connection': 'keep-alive',
-    'Cache-Control': 'max-age=0',
-    'DNT': '1',
-    'Upgrade-Insecure-Requests': '1',
-    'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/79.0.3945.79 Safari/537.36',
-    'Sec-Fetch-User': '?1',
-    'Accept': 'text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.9',
-    'Sec-Fetch-Site': 'none',
-    'Sec-Fetch-Mode': 'navigate',
-    'Accept-Encoding': 'gzip, deflate, br',
-    'Accept-Language': 'en-US,en;q=0.9,hi;q=0.8',
-}
-
-#Curl headers
-curl_headers = ''' -H "authority: beta.nseindia.com" -H "cache-control: max-age=0" -H "dnt: 1" -H "upgrade-insecure-requests: 1" -H "user-agent: Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/79.0.3945.117 Safari/537.36" -H "sec-fetch-user: ?1" -H "accept: text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.9" -H "sec-fetch-site: none" -H "sec-fetch-mode: navigate" -H "accept-encoding: gzip, deflate, br" -H "accept-language: en-US,en;q=0.9,hi;q=0.8" --compressed'''
-
-run_time=datetime.datetime.now()
-
-#Constants
-indices = ['NIFTY','FINNIFTY','BANKNIFTY']
-
-def running_status():
-    start_now=datetime.datetime.now().replace(hour=9, minute=15, second=0, microsecond=0)
-    end_now=datetime.datetime.now().replace(hour=15, minute=30, second=0, microsecond=0)
-    return start_now<datetime.datetime.now()<end_now
-
-#Getting FNO Symboles
-def fnolist():
-    # df = pd.read_csv("https://www1.nseindia.com/content/fo/fo_mktlots.csv")
-    # return [x.strip(' ') for x in df.drop(df.index[3]).iloc[:,1].to_list()]
-
-    positions = nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
-
-    nselist=['NIFTY','NIFTYIT','BANKNIFTY']
-
-    i=0
-    for x in range(i, len(positions['data'])):
-        nselist=nselist+[positions['data'][x]['symbol']]
-
-    return nselist
-
-def nsesymbolpurify(symbol):
-    symbol = symbol.replace('&','%26') #URL Parse for Stocks Like M&M Finance
-    return symbol
-
-def nse_optionchain_scrapper(symbol):
-    symbol = nsesymbolpurify(symbol)
-    if any(x in symbol for x in indices):
-        payload = nsefetch('https://www.nseindia.com/api/option-chain-indices?symbol='+symbol)
-    else:
-        payload = nsefetch('https://www.nseindia.com/api/option-chain-equities?symbol='+symbol)
-    return payload
-
-
-def oi_chain_builder(symbol,expiry="latest",oi_mode="full"):
-
-    payload = nse_optionchain_scrapper(symbol)
-
-    if(oi_mode=='compact'):
-        col_names = ['CALLS_OI','CALLS_Chng in OI','CALLS_Volume','CALLS_IV','CALLS_LTP','CALLS_Net Chng','Strike Price','PUTS_OI','PUTS_Chng in OI','PUTS_Volume','PUTS_IV','PUTS_LTP','PUTS_Net Chng']
-    if(oi_mode=='full'):
-        col_names = ['CALLS_Chart','CALLS_OI','CALLS_Chng in OI','CALLS_Volume','CALLS_IV','CALLS_LTP','CALLS_Net Chng','CALLS_Bid Qty','CALLS_Bid Price','CALLS_Ask Price','CALLS_Ask Qty','Strike Price','PUTS_Bid Qty','PUTS_Bid Price','PUTS_Ask Price','PUTS_Ask Qty','PUTS_Net Chng','PUTS_LTP','PUTS_IV','PUTS_Volume','PUTS_Chng in OI','PUTS_OI','PUTS_Chart']
-    oi_data = pd.DataFrame(columns = col_names)
-
-    #oi_row = {'CALLS_OI':0, 'CALLS_Chng in OI':0, 'CALLS_Volume':0, 'CALLS_IV':0, 'CALLS_LTP':0, 'CALLS_Net Chng':0, 'Strike Price':0, 'PUTS_OI':0, 'PUTS_Chng in OI':0, 'PUTS_Volume':0, 'PUTS_IV':0, 'PUTS_LTP':0, 'PUTS_Net Chng':0}
-    oi_row = {'CALLS_OI':0, 'CALLS_Chng in OI':0, 'CALLS_Volume':0, 'CALLS_IV':0, 'CALLS_LTP':0, 'CALLS_Net Chng':0, 'CALLS_Bid Qty':0,'CALLS_Bid Price':0,'CALLS_Ask Price':0,'CALLS_Ask Qty':0,'Strike Price':0, 'PUTS_OI':0, 'PUTS_Chng in OI':0, 'PUTS_Volume':0, 'PUTS_IV':0, 'PUTS_LTP':0, 'PUTS_Net Chng':0,'PUTS_Bid Qty':0,'PUTS_Bid Price':0,'PUTS_Ask Price':0,'PUTS_Ask Qty':0}
-    if(expiry=="latest"):
-        expiry = payload['records']['expiryDates'][0]
-    m=0
-    for m in range(len(payload['records']['data'])):
-        if(payload['records']['data'][m]['expiryDate']==expiry):
-            if(1>0):
-                try:
-                    oi_row['CALLS_OI']=payload['records']['data'][m]['CE']['openInterest']
-                    oi_row['CALLS_Chng in OI']=payload['records']['data'][m]['CE']['changeinOpenInterest']
-                    oi_row['CALLS_Volume']=payload['records']['data'][m]['CE']['totalTradedVolume']
-                    oi_row['CALLS_IV']=payload['records']['data'][m]['CE']['impliedVolatility']
-                    oi_row['CALLS_LTP']=payload['records']['data'][m]['CE']['lastPrice']
-                    oi_row['CALLS_Net Chng']=payload['records']['data'][m]['CE']['change']
-                    if(oi_mode=='full'):
-                        oi_row['CALLS_Bid Qty']=payload['records']['data'][m]['CE']['bidQty']
-                        oi_row['CALLS_Bid Price']=payload['records']['data'][m]['CE']['bidprice']
-                        oi_row['CALLS_Ask Price']=payload['records']['data'][m]['CE']['askPrice']
-                        oi_row['CALLS_Ask Qty']=payload['records']['data'][m]['CE']['askQty']
-                except KeyError:
-                    oi_row['CALLS_OI'], oi_row['CALLS_Chng in OI'], oi_row['CALLS_Volume'], oi_row['CALLS_IV'], oi_row['CALLS_LTP'],oi_row['CALLS_Net Chng']=0,0,0,0,0,0
-                    if(oi_mode=='full'):
-                        oi_row['CALLS_Bid Qty'],oi_row['CALLS_Bid Price'],oi_row['CALLS_Ask Price'],oi_row['CALLS_Ask Qty']=0,0,0,0
-                    pass
-
-                oi_row['Strike Price']=payload['records']['data'][m]['strikePrice']
-
-                try:
-                    oi_row['PUTS_OI']=payload['records']['data'][m]['PE']['openInterest']
-                    oi_row['PUTS_Chng in OI']=payload['records']['data'][m]['PE']['changeinOpenInterest']
-                    oi_row['PUTS_Volume']=payload['records']['data'][m]['PE']['totalTradedVolume']
-                    oi_row['PUTS_IV']=payload['records']['data'][m]['PE']['impliedVolatility']
-                    oi_row['PUTS_LTP']=payload['records']['data'][m]['PE']['lastPrice']
-                    oi_row['PUTS_Net Chng']=payload['records']['data'][m]['PE']['change']
-                    if(oi_mode=='full'):
-                        oi_row['PUTS_Bid Qty']=payload['records']['data'][m]['PE']['bidQty']
-                        oi_row['PUTS_Bid Price']=payload['records']['data'][m]['PE']['bidprice']
-                        oi_row['PUTS_Ask Price']=payload['records']['data'][m]['PE']['askPrice']
-                        oi_row['PUTS_Ask Qty']=payload['records']['data'][m]['PE']['askQty']
-                except KeyError:
-                    oi_row['PUTS_OI'], oi_row['PUTS_Chng in OI'], oi_row['PUTS_Volume'], oi_row['PUTS_IV'], oi_row['PUTS_LTP'],oi_row['PUTS_Net Chng']=0,0,0,0,0,0
-                    if(oi_mode=='full'):
-                        oi_row['PUTS_Bid Qty'],oi_row['PUTS_Bid Price'],oi_row['PUTS_Ask Price'],oi_row['PUTS_Ask Qty']=0,0,0,0
-            else:
-                logging.info(m)
-
-            if(oi_mode=='full'):
-                oi_row['CALLS_Chart'],oi_row['PUTS_Chart']=0,0
-            #oi_data = oi_data.append(oi_row, ignore_index=True)
-            #oi_data = pd.concat([oi_data, oi_row], ignore_index=True)
-            oi_data = pd.concat([oi_data, pd.DataFrame([oi_row])], ignore_index=True)
-
-
-
-            oi_data['time_stamp']=payload['records']['timestamp']
-    return oi_data,float(payload['records']['underlyingValue']),payload['records']['timestamp']
-
-
-def nse_quote(symbol,section=""):
-    #https://forum.unofficed.com/t/nsetools-get-quote-is-not-fetching-delivery-data-and-delivery-can-you-include-this-as-part-of-feature-request/1115/4    
-    symbol = nsesymbolpurify(symbol)
-
-    if(section==""):
-        if any(x in symbol for x in fnolist()):
-            payload = nsefetch('https://www.nseindia.com/api/quote-derivative?symbol='+symbol)
-        else:
-            payload = nsefetch('https://www.nseindia.com/api/quote-equity?symbol='+symbol)
-        return payload
-    
-    if(section!=""):
-        payload = nsefetch('https://www.nseindia.com/api/quote-equity?symbol='+symbol+'&section='+section)            
-        return payload
-
-
-def nse_expirydetails(payload,i=0):
-    currentExpiry = payload['records']['expiryDates'][i]
-    currentExpiry = datetime.datetime.strptime(currentExpiry,'%d-%b-%Y').date()  # converting json datetime to alice datetime
-    date_today = run_time.strftime('%Y-%m-%d')  # required to remove hh:mm:ss
-    date_today = datetime.datetime.strptime(date_today,'%Y-%m-%d').date()
-    dte = (currentExpiry - date_today).days
-    return currentExpiry,dte
-
-def pcr(payload,inp='0'):
-    ce_oi = 0
-    pe_oi = 0
-    for i in payload['records']['data']:
-        if i['expiryDate'] == payload['records']['expiryDates'][inp]:
-            try:
-                ce_oi += i['CE']['openInterest']
-                pe_oi += i['PE']['openInterest']
-            except KeyError:
-                pass
-    return pe_oi / ce_oi
-
-def nse_quote_ltp(symbol,expiryDate="latest",optionType="-",strikePrice=0):
-  payload = nse_quote(symbol)
-  #https://stackoverflow.com/questions/7961363/removing-duplicates-in-lists
-  #https://stackoverflow.com/questions/19199984/sort-a-list-in-python
-
-  #BankNIFTY and NIFTY has weekly options. Using this Jugaad which has primary base of assumption that Reliance will not step out of FNO.
-  #forum.unofficed.com/t/unable-to-find-nse-quote-meta-api/702/4
-  if((symbol in indices) and (optionType=="Fut")):
-    dates = expiry_list("RELIANCE","list")
-    if(expiryDate=="latest"): expiryDate=dates[0]
-    if(expiryDate=="next"): expiryDate=dates[1]
-
-  if(expiryDate=="latest") or (expiryDate=="next"):
-    dates=list(set((payload["expiryDates"])))
-    dates.sort(key = lambda date: datetime.datetime.strptime(date, '%d-%b-%Y'))
-    if(expiryDate=="latest"): expiryDate=dates[0]
-    if(expiryDate=="next"): expiryDate=dates[1]
-
-  meta = "Options"
-  if(optionType=="Fut"): meta = "Futures"
-  if(optionType=="PE"):optionType="Put"
-  if(optionType=="CE"):optionType="Call"
-
-  if(optionType!="-"):
-      for i in payload['stocks']:
-        if meta in i['metadata']['instrumentType']:
-          #print(i['metadata'])
-          if(optionType=="Fut"):
-              if(i['metadata']['expiryDate']==expiryDate):
-                lastPrice = i['metadata']['lastPrice']
-
-          if((optionType=="Put")or(optionType=="Call")):
-              if (i['metadata']["expiryDate"]==expiryDate):
-                if (i['metadata']["optionType"]==optionType):
-                  if (i['metadata']["strikePrice"]==strikePrice):
-                    #print(i['metadata'])
-                    lastPrice = i['metadata']['lastPrice']
-
-  if(optionType=="-"):
-      lastPrice = payload['underlyingValue']
-
-  return lastPrice
-
-# print(nse_quote_ltp("RELIANCE"))
-# print(nse_quote_ltp("RELIANCE","latest","Fut"))
-# print(nse_quote_ltp("RELIANCE","next","Fut"))
-# print(nse_quote_ltp("BANKNIFTY","latest","PE",32000))
-# print(nse_quote_ltp("BANKNIFTY","next","PE",32000))
-# print(nse_quote_ltp("BANKNIFTY","10-Jun-2021","PE",32000))
-# print(nse_quote_ltp("BANKNIFTY","17-Jun-2021","PE",32000))
-# print(nse_quote_ltp("RELIANCE","latest","PE",2300))
-# print(nse_quote_ltp("RELIANCE","next","PE",2300))
-
-def nse_quote_meta(symbol,expiryDate="latest",optionType="-",strikePrice=0):
-  payload = nse_quote(symbol)
-  #https://stackoverflow.com/questions/7961363/removing-duplicates-in-lists
-  #https://stackoverflow.com/questions/19199984/sort-a-list-in-python
-
-  #BankNIFTY and NIFTY has weekly options. Using this Jugaad which has primary base of assumption that Reliance will not step out of FNO.
-  #forum.unofficed.com/t/unable-to-find-nse-quote-meta-api/702/4
-  if((symbol in indices) and (optionType=="Fut")):
-    dates = expiry_list("RELIANCE","list")
-    if(expiryDate=="latest"): expiryDate=dates[0]
-    if(expiryDate=="next"): expiryDate=dates[1]
-
-  if(expiryDate=="latest") or (expiryDate=="next"):
-    dates=list(set((payload["expiryDates"])))
-    dates.sort(key = lambda date: datetime.datetime.strptime(date, '%d-%b-%Y'))
-    if(expiryDate=="latest"): expiryDate=dates[0]
-    if(expiryDate=="next"): expiryDate=dates[1]
-
-  meta = "Options"
-  if(optionType=="Fut"): meta = "Futures"
-  if(optionType=="PE"):optionType="Put"
-  if(optionType=="CE"):optionType="Call"
-
-  if(optionType!="-"):
-      for i in payload['stocks']:
-        if meta in i['metadata']['instrumentType']:
-          #print(i['metadata'])
-          if(optionType=="Fut"):
-              if(i['metadata']['expiryDate']==expiryDate):
-                metadata = i['metadata']
-
-          if((optionType=="Put")or(optionType=="Call")):
-              if (i['metadata']["expiryDate"]==expiryDate):
-                if (i['metadata']["optionType"]==optionType):
-                  if (i['metadata']["strikePrice"]==strikePrice):
-                    #print(i['metadata'])
-                    metadata = i['metadata']
-
-  if(optionType=="-"):
-      metadata = i['metadata']
-
-  return metadata
-
-def nse_optionchain_ltp(payload,strikePrice,optionType,inp=0,intent=""):
-    expiryDate=payload['records']['expiryDates'][inp]
-    for x in range(len(payload['records']['data'])):
-      if((payload['records']['data'][x]['strikePrice']==strikePrice) & (payload['records']['data'][x]['expiryDate']==expiryDate)):
-          if(intent==""): return payload['records']['data'][x][optionType]['lastPrice']
-          if(intent=="sell"): return payload['records']['data'][x][optionType]['bidprice']
-          if(intent=="buy"): return payload['records']['data'][x][optionType]['askPrice']
-
-def nse_eq(symbol):
-    symbol = nsesymbolpurify(symbol)
-    try:
-        payload = nsefetch('https://www.nseindia.com/api/quote-equity?symbol='+symbol)
-        try:
-            if(payload['error']=={}):
-                print("Please use nse_fno() function to reduce latency.")
-                payload = nsefetch('https://www.nseindia.com/api/quote-derivative?symbol='+symbol)
-        except:
-            pass
-    except KeyError:
-        print("Getting Error While Fetching.")
-    return payload
-
-
-def nse_fno(symbol):
-    symbol = nsesymbolpurify(symbol)
-    try:
-        payload = nsefetch('https://www.nseindia.com/api/quote-derivative?symbol='+symbol)
-        try:
-            if(payload['error']=={}):
-                print("Please use nse_eq() function to reduce latency.")
-                payload = nsefetch('https://www.nseindia.com/api/quote-equity?symbol='+symbol)
-        except KeyError:
-            pass
-    except KeyError:
-        print("Getting Error While Fetching.")
-    return payload
-
-def quote_equity(symbol):
-    return nse_eq(symbol)
-
-def quote_derivative(symbol):
-    return nse_fno(symbol)
-
-def option_chain(symbol):
-    return nse_optionchain_scrapper(symbol)
-
-def nse_holidays(type="trading"):
-    if(type=="clearing"):
-        payload = nsefetch('https://www.nseindia.com/api/holiday-master?type=clearing')
-    if(type=="trading"):
-        payload = nsefetch('https://www.nseindia.com/api/holiday-master?type=trading')
-    return payload
-
-def holiday_master(type="trading"):
-    return nse_holidays(type)
-
-def nse_results(index="equities",period="Quarterly"):
-    if(index=="equities") or (index=="debt") or (index=="sme"):
-        if(period=="Quarterly") or (period=="Annual")or (period=="Half-Yearly")or (period=="Others"):
-            payload = nsefetch('https://www.nseindia.com/api/corporates-financial-results?index='+index+'&period='+period)
-            return pd.json_normalize(payload)
-        else:
-            print("Give Correct Period Input")
-    else:
-        print("Give Correct Index Input")
-
-def nse_events():
-    output = nsefetch('https://www.nseindia.com/api/event-calendar')
-    return pd.json_normalize(output)
-
-def nse_past_results(symbol):
-    symbol = nsesymbolpurify(symbol)
-    return nsefetch('https://www.nseindia.com/api/results-comparision?symbol='+symbol)
-
-def expiry_list(symbol,type="list"):
-    logging.info("Getting Expiry List of: "+ symbol)
-
-    if(type!="list"):
-        payload = nse_optionchain_scrapper(symbol)
-        payload = pd.DataFrame({'Date':payload['records']['expiryDates']})
-        return payload
-
-    if(type=="list"):
-        payload = nse_quote(symbol)
-        dates=list(set((payload["expiryDates"])))
-        dates.sort(key = lambda date: datetime.datetime.strptime(date, '%d-%b-%Y'))
-        return dates
-
-
-def nse_custom_function_secfno(symbol,attribute="lastPrice"):
-    positions = nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
-    endp = len(positions['data'])
-    for x in range(0, endp):
-        if(positions['data'][x]['symbol']==symbol.upper()):
-            return positions['data'][x][attribute]
-
-def nse_blockdeal():
-    payload = nsefetch('https://nseindia.com/api/block-deal')
-    return payload
-
-def nse_marketStatus():
-    payload = nsefetch('https://nseindia.com/api/marketStatus')
-    return payload
-
-def nse_circular(mode="latest"):
-    if(mode=="latest"):
-        payload = nsefetch('https://nseindia.com/api/latest-circular')
-    else:
-        payload = nsefetch('https://www.nseindia.com/api/circulars')
-    return payload
-
-def nse_fiidii(mode="pandas"):
-    try:
-        if(mode=="pandas"):
-            return pd.DataFrame(nsefetch('https://www.nseindia.com/api/fiidiiTradeReact'))
-        else:
-            return nsefetch('https://www.nseindia.com/api/fiidiiTradeReact')
-    except:
-        logger.info("Pandas is not working for some reason.")
-        return nsefetch('https://www.nseindia.com/api/fiidiiTradeReact')
-
-def nsetools_get_quote(symbol):
-    payload = nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
-    for m in range(len(payload['data'])):
-        if(payload['data'][m]['symbol']==symbol.upper()):
-            return payload['data'][m]
-
-
-def nse_index():
-    payload = nsefetch('https://iislliveblob.niftyindices.com/jsonfiles/LiveIndicesWatch.json')
-    payload = pd.DataFrame(payload["data"])
-    return payload
-
-def nse_get_index_list():
-    payload = nsefetch('https://iislliveblob.niftyindices.com/jsonfiles/LiveIndicesWatch.json')
-    payload = pd.DataFrame(payload["data"])
-    return payload["indexName"].tolist()
-
-def nse_get_index_quote(index):
-    payload = nsefetch('https://iislliveblob.niftyindices.com/jsonfiles/LiveIndicesWatch.json')
-    for m in range(len(payload['data'])):
-        if(payload['data'][m]["indexName"] == index.upper()):
-            return payload['data'][m]
-
-def nse_get_advances_declines(mode="pandas"):
-    try:
-        if(mode=="pandas"):
-            positions = nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
-            return pd.DataFrame(positions['data'])
-        else:
-            return nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
-    except:
-        logger.info("Pandas is not working for some reason.")
-        return nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
-
-def nse_get_top_losers():
-    positions = nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
-    df = pd.DataFrame(positions['data'])
-    df = df.sort_values(by="pChange")
-    return df.head(5)
-
-def nse_get_top_gainers():
-    positions = nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
-    df = pd.DataFrame(positions['data'])
-    df = df.sort_values(by="pChange" , ascending = False)
-    return df.head(5)
-
-def nse_get_fno_lot_sizes(symbol="all",mode="list"):
-    url="https://archives.nseindia.com/content/fo/fo_mktlots.csv"
-
-    if(mode=="list"):
-        s=requests.get(url).text
-        res_dict = {}
-        for line in s.split('\n'):
-          if line != '' and re.search(',', line) and (line.casefold().find('symbol') == -1):
-              (code, name) = [x.strip() for x in line.split(',')[1:3]]
-              res_dict[code] = int(name)
-        if(symbol=="all"):
-            return res_dict
-        if(symbol!=""):
-            return res_dict[symbol.upper()]
-
-    if(mode=="pandas"):
-        payload = pd.read_csv(url)
-        if(symbol=="all"):
-            return payload
-        else:
-            payload = payload[(payload.iloc[:, 1] == symbol.upper())]
-            return payload
-
-def whoistheboss():
-    return "subhash"
-
-def indiavix():
-    payload = nsefetch("https://www.nseindia.com/api/allIndices")
-    for x in range(0, len(payload["data"])):
-        if(payload["data"][x]["index"]=="INDIA VIX"):
-            return payload["data"][x]["last"]
-
-def index_info(index):
-    payload = nsefetch("https://www.nseindia.com/api/allIndices")
-    for x in range(0, len(payload["data"])):
-        if(payload["data"][x]["index"]==index):
-            return payload["data"][x]
-
-import math
-from scipy.stats import norm
-
-def black_scholes_dexter(S0,X,t,σ="",r=10,q=0.0,td=365):
-
-  if(σ==""):σ =indiavix()
-
-  S0,X,σ,r,q,t = float(S0),float(X),float(σ/100),float(r/100),float(q/100),float(t/td)
-  #https://unofficed.com/black-scholes-model-options-calculator-google-sheet/
-
-  d1 = (math.log(S0/X)+(r-q+0.5*σ**2)*t)/(σ*math.sqrt(t))
-  #stackoverflow.com/questions/34258537/python-typeerror-unsupported-operand-types-for-float-and-int
-
-  #stackoverflow.com/questions/809362/how-to-calculate-cumulative-normal-distribution
-  Nd1 = (math.exp((-d1**2)/2))/math.sqrt(2*math.pi)
-  d2 = d1-σ*math.sqrt(t)
-  Nd2 = norm.cdf(d2)
-  call_theta =(-((S0*σ*math.exp(-q*t))/(2*math.sqrt(t))*(1/(math.sqrt(2*math.pi)))*math.exp(-(d1*d1)/2))-(r*X*math.exp(-r*t)*norm.cdf(d2))+(q*math.exp(-q*t)*S0*norm.cdf(d1)))/td
-  put_theta =(-((S0*σ*math.exp(-q*t))/(2*math.sqrt(t))*(1/(math.sqrt(2*math.pi)))*math.exp(-(d1*d1)/2))+(r*X*math.exp(-r*t)*norm.cdf(-d2))-(q*math.exp(-q*t)*S0*norm.cdf(-d1)))/td
-  call_premium =math.exp(-q*t)*S0*norm.cdf(d1)-X*math.exp(-r*t)*norm.cdf(d1-σ*math.sqrt(t))
-  put_premium =X*math.exp(-r*t)*norm.cdf(-d2)-math.exp(-q*t)*S0*norm.cdf(-d1)
-  call_delta =math.exp(-q*t)*norm.cdf(d1)
-  put_delta =math.exp(-q*t)*(norm.cdf(d1)-1)
-  gamma =(math.exp(-r*t)/(S0*σ*math.sqrt(t)))*(1/(math.sqrt(2*math.pi)))*math.exp(-(d1*d1)/2)
-  vega = ((1/100)*S0*math.exp(-r*t)*math.sqrt(t))*(1/(math.sqrt(2*math.pi))*math.exp(-(d1*d1)/2))
-  call_rho =(1/100)*X*t*math.exp(-r*t)*norm.cdf(d2)
-  put_rho =(-1/100)*X*t*math.exp(-r*t)*norm.cdf(-d2)
-
-  return call_theta,put_theta,call_premium,put_premium,call_delta,put_delta,gamma,vega,call_rho,put_rho
-
-def equity_history_virgin(symbol,series,start_date,end_date):
-    #url="https://www.nseindia.com/api/historical/cm/equity?symbol="+symbol+"&series=[%22"+series+"%22]&from="+str(start_date)+"&to="+str(end_date)+""
-    url = 'https://www.nseindia.com/api/historical/cm/equity?symbol=' + symbol + '&series=["' + series + '"]&from=' + start_date + '&to=' + end_date
-
-    payload = nsefetch(url)
-    return pd.DataFrame.from_records(payload["data"])
-
-# You shall see beautiful use the logger function.
-def equity_history(symbol,series,start_date,end_date):
-    #We are getting the input in text. So it is being converted to Datetime object from String.
-    start_date = datetime.datetime.strptime(start_date, "%d-%m-%Y")
-    end_date = datetime.datetime.strptime(end_date, "%d-%m-%Y")
-    logging.info("Starting Date: "+str(start_date))
-    logging.info("Ending Date: "+str(end_date))
-
-    #We are calculating the difference between the days
-    diff = end_date-start_date
-    logging.info("Total Number of Days: "+str(diff.days))
-    logging.info("Total FOR Loops in the program: "+str(int(diff.days/40)))
-    logging.info("Remainder Loop: " + str(diff.days-(int(diff.days/40)*40)))
-
-
-    total=pd.DataFrame()
-    for i in range (0,int(diff.days/40)):
-
-        temp_date = (start_date+datetime.timedelta(days=(40))).strftime("%d-%m-%Y")
-        start_date = datetime.datetime.strftime(start_date, "%d-%m-%Y")
-
-        logging.info("Loop = "+str(i))
-        logging.info("====")
-        logging.info("Starting Date: "+str(start_date))
-        logging.info("Ending Date: "+str(temp_date))
-        logging.info("====")
-
-        #total=total.append(equity_history_virgin(symbol,series,start_date,temp_date))
-        #total=total.concat(equity_history_virgin(symbol,series,start_date,temp_date))
-        total = pd.concat([total, equity_history_virgin(symbol, series, start_date, temp_date)])
-
-
-        logging.info("Length of the Table: "+ str(len(total)))
-
-        #Preparation for the next loop
-        start_date = datetime.datetime.strptime(temp_date, "%d-%m-%Y")
-
-
-    start_date = datetime.datetime.strftime(start_date, "%d-%m-%Y")
-    end_date = datetime.datetime.strftime(end_date, "%d-%m-%Y")
-
-    logging.info("End Loop")
-    logging.info("====")
-    logging.info("Starting Date: "+str(start_date))
-    logging.info("Ending Date: "+str(end_date))
-    logging.info("====")
-
-    #total=total.append(equity_history_virgin(symbol,series,start_date,end_date))
-    #total=total.concat(equity_history_virgin(symbol,series,start_date,end_date))
-    total = pd.concat([total, equity_history_virgin(symbol, series, start_date, end_date)])
-
-
-    logging.info("Finale")
-    logging.info("Length of the Total Dataset: "+ str(len(total)))
-    payload = total.iloc[::-1].reset_index(drop=True)
-    return payload
-
-def derivative_history_virgin(symbol,start_date,end_date,instrumentType,expiry_date,strikePrice="",optionType=""):
-
-    instrumentType = instrumentType.lower()
-
-    if(instrumentType=="options"):
-        if("NIFTY" in symbol): instrumentType="FUTSTK"
-        instrumentType="OPTSTK"
-    if(instrumentType=="futures"):
-        if("NIFTY" in symbol): instrumentType="OPTIDX"
-        instrumentType="FUTIDX"
-
-    if(((instrumentType=="OPTIDX")or (instrumentType=="OPTSTK")) and (expiry_date!="")):
-        strikePrice = "%.2f" % strikePrice
-        strikePrice = str(strikePrice)
-
-    nsefetch_url = "https://www.nseindia.com/api/historical/fo/derivatives?&from="+str(start_date)+"&to="+str(end_date)+"&optionType="+optionType+"&strikePrice="+strikePrice+"&expiryDate="+expiry_date+"&instrumentType="+instrumentType+"&symbol="+symbol+""
-    payload = nsefetch(nsefetch_url)
-    logging.info(nsefetch_url)
-    logging.info(payload)
-    return pd.DataFrame.from_records(payload["data"])
-
-def derivative_history(symbol,start_date,end_date,instrumentType,expiry_date,strikePrice="",optionType=""):
-    #We are getting the input in text. So it is being converted to Datetime object from String.
-    start_date = datetime.datetime.strptime(start_date, "%d-%m-%Y")
-    end_date = datetime.datetime.strptime(end_date, "%d-%m-%Y")
-    logging.info("Starting Date: "+str(start_date))
-    logging.info("Ending Date: "+str(end_date))
-
-    #We are calculating the difference between the days
-    diff = end_date-start_date
-    logging.info("Total Number of Days: "+str(diff.days))
-    logging.info("Total FOR Loops in the program: "+str(int(diff.days/40)))
-    logging.info("Remainder Loop: " + str(diff.days-(int(diff.days/40)*40)))
-
-
-    total=pd.DataFrame()
-    for i in range (0,int(diff.days/40)):
-
-        temp_date = (start_date+datetime.timedelta(days=(40))).strftime("%d-%m-%Y")
-        start_date = datetime.datetime.strftime(start_date, "%d-%m-%Y")
-
-        logging.info("Loop = "+str(i))
-        logging.info("====")
-        logging.info("Starting Date: "+str(start_date))
-        logging.info("Ending Date: "+str(temp_date))
-        logging.info("====")
-
-        #total=total.append(derivative_history_virgin(symbol,start_date,temp_date,instrumentType,expiry_date,strikePrice,optionType))
-        #total=total.concat([total, derivative_history_virgin(symbol,start_date,temp_date,instrumentType,expiry_date,strikePrice,optionType)])
-        total = pd.concat([total, derivative_history_virgin(symbol, start_date, temp_date, instrumentType, expiry_date, strikePrice, optionType)])
-
-
-        logging.info("Length of the Table: "+ str(len(total)))
-
-        #Preparation for the next loop
-        start_date = datetime.datetime.strptime(temp_date, "%d-%m-%Y")
-
-
-    start_date = datetime.datetime.strftime(start_date, "%d-%m-%Y")
-    end_date = datetime.datetime.strftime(end_date, "%d-%m-%Y")
-
-    logging.info("End Loop")
-    logging.info("====")
-    logging.info("Starting Date: "+str(start_date))
-    logging.info("Ending Date: "+str(end_date))
-    logging.info("====")
-
-    #total=total.append(derivative_history_virgin(symbol,start_date,end_date,instrumentType,expiry_date,strikePrice,optionType))
-    #total = total.concat([total, derivative_history_virgin(symbol,start_date,end_date,instrumentType,expiry_date,strikePrice,optionType)])
-    total = pd.concat([total, derivative_history_virgin(symbol, start_date, end_date, instrumentType, expiry_date, strikePrice, optionType)])
-
-
-
-    logging.info("Finale")
-    logging.info("Length of the Total Dataset: "+ str(len(total)))
-    payload = total.iloc[::-1].reset_index(drop=True)
-    return payload
-
-
-def expiry_history(symbol,start_date="",end_date=""):
-    if(end_date==""):end_date=end_date
-    nsefetch_url = "https://www.nseindia.com/api/historical/fo/derivatives/meta?&from="+start_date+"&to="+end_date+"&symbol="+symbol+""
-    payload = nsefetch(nsefetch_url)
-    return payload['data'][2]
-
-# # Nifty Indicies Site
-
-niftyindices_headers = {
-    'Connection': 'keep-alive',
-    'sec-ch-ua': '" Not;A Brand";v="99", "Google Chrome";v="91", "Chromium";v="91"',
-    'Accept': 'application/json, text/javascript, */*; q=0.01',
-    'DNT': '1',
-    'X-Requested-With': 'XMLHttpRequest',
-    'sec-ch-ua-mobile': '?0',
-    'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/91.0.4472.77 Safari/537.36',
-    'Content-Type': 'application/json; charset=UTF-8',
-    'Origin': 'https://niftyindices.com',
-    'Sec-Fetch-Site': 'same-origin',
-    'Sec-Fetch-Mode': 'cors',
-    'Sec-Fetch-Dest': 'empty',
-    'Referer': 'https://niftyindices.com/reports/historical-data',
-    'Accept-Language': 'en-US,en;q=0.9,hi;q=0.8',
-}
-
-def index_history(symbol,start_date,end_date):
-    data = "{'name':'"+symbol+"','startDate':'"+start_date+"','endDate':'"+end_date+"'}"
-    payload = requests.post('https://niftyindices.com/Backpage.aspx/getHistoricaldatatabletoString', headers=niftyindices_headers,  data=data).json()
-    payload = json.loads(payload["d"])
-    payload=pd.DataFrame.from_records(payload)
-    return payload
-
-def index_pe_pb_div(symbol,start_date,end_date):
-    data = "{'name':'"+symbol+"','startDate':'"+start_date+"','endDate':'"+end_date+"'}"
-    payload = requests.post('https://niftyindices.com/Backpage.aspx/getpepbHistoricaldataDBtoString', headers=niftyindices_headers,  data=data).json()
-    payload = json.loads(payload["d"])
-    payload=pd.DataFrame.from_records(payload)
-    return payload
-
-def index_total_returns(symbol,start_date,end_date):
-    data = "{'name':'"+symbol+"','startDate':'"+start_date+"','endDate':'"+end_date+"'}"
-    payload = requests.post('https://niftyindices.com/Backpage.aspx/getTotalReturnIndexString', headers=niftyindices_headers,  data=data).json()
-    payload = json.loads(payload["d"])
-    payload=pd.DataFrame.from_records(payload)
-    return payload
-
-def get_bhavcopy(date):
-    date = date.replace("-","")
-    payload=pd.read_csv("https://archives.nseindia.com/products/content/sec_bhavdata_full_"+date+".csv")
-    return payload
-
-def get_bulkdeals():
-    payload=pd.read_csv("https://archives.nseindia.com/content/equities/bulk.csv")
-    return payload
-
-def get_blockdeals():
-    payload=pd.read_csv("https://archives.nseindia.com/content/equities/block.csv")
-    return payload
-
-#Request from subhash
-## https://unofficed.com/how-to-find-the-beta-of-indian-stocks-using-python/
-def get_beta_df_maker(symbol,days):
-    if("NIFTY" in symbol):
-        end_date = datetime.datetime.now().strftime("%d-%b-%Y")
-        end_date = str(end_date)
-
-        start_date = (datetime.datetime.now()- datetime.timedelta(days=days)).strftime("%d-%b-%Y")
-        start_date = str(start_date)
-
-        df2=index_history(symbol,start_date,end_date)
-        df2["daily_change"]=df2["CLOSE"].astype(float).pct_change()
-        df2=df2[['HistoricalDate','daily_change']]
-        df2 = df2.iloc[1: , :]
-        return df2
-    else:
-        end_date = datetime.datetime.now().strftime("%d-%m-%Y")
-        end_date = str(end_date)
-
-        start_date = (datetime.datetime.now()- datetime.timedelta(days=days)).strftime("%d-%m-%Y")
-        start_date = str(start_date)
-
-        df = equity_history(symbol,"EQ",start_date,end_date)
-
-        df["daily_change"]=df["CH_CLOSING_PRICE"].pct_change()
-        df=df[['CH_TIMESTAMP','daily_change']]
-        df = df.iloc[1: , :] #thispointer.com/drop-first-row-of-pandas-dataframe-3-ways/
-        return df
-
-def getbeta(symbol,days=365,symbol2="NIFTY 50"):
-    return get_beta(symbol,days,symbol2)
-
-def get_beta(symbol,days=365,symbol2="NIFTY 50"):
-    #Default is 248 days. (Input of Subhash)
-    df = get_beta_df_maker(symbol,days)
-    df2 = get_beta_df_maker(symbol2,days)
-
-    x=df["daily_change"].tolist()
-    y=df2["daily_change"].tolist()
-    #stackoverflow.com/questions/42670055/is-there-any-better-way-to-calculate-the-covariance-of-two-lists-than-this
-    mean_x = sum(x) / len(x)
-    mean_y = sum(y) / len(y)
-    covariance = sum((a - mean_x) * (b - mean_y) for (a,b) in zip(x,y)) / len(x)
-
-    mean = sum(y) / len(y)
-    variance = sum((i - mean) ** 2 for i in y) / len(y)
-
-    beta = covariance/variance
-    return round(beta,3)
-
-def nse_preopen(key="NIFTY",type="pandas"):
-    payload = nsefetch("https://www.nseindia.com/api/market-data-pre-open?key="+key+"")
-    if(type=="pandas"):
-        payload = pd.DataFrame(payload['data'])
-        payload  = pd.json_normalize(payload['metadata'])
-        return payload
-    else:
-        return payload
-
-#By Avinash https://forum.unofficed.com/t/nsepython-documentation/376/102?u=dexter
-def nse_preopen_movers(key="FO",filter=1.5):
-    preOpen_gainer=nse_preopen(key)
-    return preOpen_gainer[preOpen_gainer['pChange'] >1.5],preOpen_gainer[preOpen_gainer['pChange'] <-1.5]
-
-# type = "securities"
-# type = "etf"
-# type = "sme"
-#
-# sort = "volume"
-# sort = "value"
-
-def nse_most_active(type="securities",sort="value"):
-    payload = nsefetch("https://www.nseindia.com/api/live-analysis-most-active-"+type+"?index="+sort+"")
-    payload = pd.DataFrame(payload["data"])
-    return payload
-
-
-def nse_eq_symbols():
-    #https://forum.unofficed.com/t/feature-request-stocklist-api/1073/11
-    eq_list_pd = pd.read_csv('https://archives.nseindia.com/content/equities/EQUITY_L.csv')
-    return eq_list_pd['SYMBOL'].tolist()