quantplay 1.2.64__tar.gz → 1.2.65__tar.gz

{quantplay-1.2.64 → quantplay-1.2.65}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 1.2.64
+Version: 1.2.65
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-1.2.64 → quantplay-1.2.65}/quantplay/broker/xts.py

@@ -47,7 +47,7 @@ class XTS(Broker):
             Constants.logger.info("[LOADING_INSTRUMENTS] loading data from cache")
         except Exception as e:
             instruments = pd.read_csv(
-                "https://quantplay-public-data.s3.ap-south-1.amazonaws.com/instruments.csv"
+                "https://quantplay-public-data.s3.ap-south-1.amazonaws.com/symbol_data/instruments.csv"
             )
             instruments = instruments.to_dict("records")
             self.symbol_data = {}
@@ -72,6 +72,12 @@ class XTS(Broker):
         api_response = self.wrapper.get_balance(self.ClientID)
 
         if not api_response:
+            return {
+                "pnl": 0,
+                "margin_used": 0,
+                "margin_available": 0,
+            }
+
             raise Exception(
                 "[XTS_ERROR]: Balance API available for retail API users only, dealers can watch the same on dealer terminal"
             )
@@ -106,7 +112,7 @@ class XTS(Broker):
         if len(orders) == 0:
             return pd.DataFrame(columns=self.orders_column_list)
 
-        orders.loc[:, 'tradingsymbol'] = orders.TradingSymbol
+        orders.loc[:, "tradingsymbol"] = orders.TradingSymbol
         orders = pd.merge(
             orders,
             positions[["tradingsymbol", "ltp"]],
@@ -130,14 +136,16 @@ class XTS(Broker):
                 "CumulativeQuantity": "filled_quantity",
                 "LeavesQuantity": "pending_quantity",
                 "ProductType": "product",
-                "OrderStopPrice" : "trigger_price",
+                "OrderStopPrice": "trigger_price",
                 "OrderUniqueIdentifier": "tag",
             },
             inplace=True,
         )
 
         orders.loc[:, "filled_quantity"] = orders.filled_quantity.astype(float)
-        orders.loc[:, "average_price"] = np.where(orders.average_price == '', 0, orders.average_price)
+        orders.loc[:, "average_price"] = np.where(
+            orders.average_price == "", 0, orders.average_price
+        )
         orders.loc[:, "average_price"] = orders.average_price.astype(float)
         orders.loc[:, "order_id"] = orders.order_id.astype(str)
 
@@ -154,13 +162,16 @@ class XTS(Broker):
             ["NSECM", "NSEFO"], ["NSE", "NFO"]
         )
         orders.loc[:, "status"] = orders.status.replace(
-            ["Rejected", "Cancelled", "Filled", "New"], ["REJECTED", "CANCELLED", "COMPLETE", "OPEN"]
+            ["Rejected", "Cancelled", "Filled", "New"],
+            ["REJECTED", "CANCELLED", "COMPLETE", "OPEN"],
         )
         orders.loc[:, "order_type"] = orders.order_type.replace(
             ["Limit", "StopLimit", "Market"], ["LIMIT", "TRIGGER PENDING", "MARKET"]
         )
 
-        orders = orders[self.orders_column_list + ["price", "trigger_price", "order_type"]]
+        orders = orders[
+            self.orders_column_list + ["price", "trigger_price", "order_type"]
+        ]
 
         if tag:
             orders = orders[orders.tag == tag]
@@ -188,8 +199,8 @@ class XTS(Broker):
                 "OpenBuyQuantity": "buy_quantity",
                 "OpenSellQuantity": "sell_quantity",
                 "Quantity": "quantity",
-                "SumOfTradedQuantityAndPriceBuy" : "buy_value",
-                "SumOfTradedQuantityAndPriceSell" : "sell_value",
+                "SumOfTradedQuantityAndPriceBuy": "buy_value",
+                "SumOfTradedQuantityAndPriceSell": "sell_value",
                 "ProductType": "product",
             },
             inplace=True,
@@ -204,7 +215,9 @@ class XTS(Broker):
             ["NSECM", "NSEFO"], ["NSE", "NFO"]
         )
 
-        positions.loc[:, "exchange_symbol"] = positions["exchange"]+ ":" + positions["ExchangeInstrumentId"]
+        positions.loc[:, "exchange_symbol"] = (
+            positions["exchange"] + ":" + positions["ExchangeInstrumentId"]
+        )
 
         symbols = positions.exchange_symbol.unique().tolist()
         symbol_ltps = self.get_ltps(symbols)
@@ -212,13 +225,15 @@ class XTS(Broker):
         positions.loc[:, "ltp"] = positions.ExchangeInstrumentId.apply(
             lambda x: symbol_ltps[int(x)]
         )
-        positions.loc[:, "pnl"] = positions.sell_value.astype(float) - positions.buy_value.astype(float)
+        positions.loc[:, "pnl"] = positions.sell_value.astype(
+            float
+        ) - positions.buy_value.astype(float)
         positions.loc[:, "pnl"] += positions.quantity.astype(float) * positions.ltp
-        positions.loc[:, 'quantity'] = positions.quantity.astype(int)
-        positions.loc[:, 'buy_quantity'] = positions.buy_quantity.astype(int)
-        positions.loc[:, 'sell_quantity'] = positions.sell_quantity.astype(int)
+        positions.loc[:, "quantity"] = positions.quantity.astype(int)
+        positions.loc[:, "buy_quantity"] = positions.buy_quantity.astype(int)
+        positions.loc[:, "sell_quantity"] = positions.sell_quantity.astype(int)
 
-        positions.loc[:, 'option_type'] = None
+        positions.loc[:, "option_type"] = None
 
         return positions[self.positions_column_list]
 
@@ -343,7 +358,7 @@ class XTS(Broker):
         order_data = orders[orders.order_id == str(order_id)]
         if len(order_data) == 0:
             raise InvalidArgumentException(f"Order [{order_id}] not found")
-        order_data = order_data.to_dict('records')[0]
+        order_data = order_data.to_dict("records")[0]
 
         tag = order_data["tag"]
 
@@ -384,7 +399,7 @@ class XTS(Broker):
         order_data = orders[orders.order_id == order_id]
         if len(order_data) == 0:
             raise InvalidArgumentException(f"Order [{order_id}] not found")
-        order_data = order_data.to_dict('records')[0]
+        order_data = order_data.to_dict("records")[0]
 
         price = price or order_data["price"]
         trigger_price = trigger_price or order_data["trigger_price"]

{quantplay-1.2.64 → quantplay-1.2.65}/quantplay.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 1.2.64
+Version: 1.2.65
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-1.2.64 → quantplay-1.2.65}/setup.py

@@ -21,7 +21,7 @@ requirements = [
 setup(
     name="quantplay",
     long_description=Path("README.md").read_text(),
-    version="1.2.64",
+    version="1.2.65",
     setup_requires=["pytest-runner"],
     install_requires=requirements,
     tests_require=[],