quantplay 1.2.96__tar.gz → 1.2.97__tar.gz

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (102) hide show
  1. {quantplay-1.2.96 → quantplay-1.2.97}/PKG-INFO +1 -1
  2. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/broker/xts.py +2 -4
  3. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/services/tradelens.py +1 -2
  4. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay.egg-info/PKG-INFO +1 -1
  5. {quantplay-1.2.96 → quantplay-1.2.97}/setup.py +1 -1
  6. {quantplay-1.2.96 → quantplay-1.2.97}/README.md +0 -0
  7. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/__init__.py +0 -0
  8. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/backtest/__init__.py +0 -0
  9. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/backtest/backtest_trades.py +0 -0
  10. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/broker/__init__.py +0 -0
  11. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/broker/angelone.py +0 -0
  12. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/broker/broker_client.py +0 -0
  13. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/broker/client.py +0 -0
  14. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/broker/finvasia_utils/__init__.py +0 -0
  15. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/broker/finvasia_utils/shoonya.py +0 -0
  16. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/broker/generics/__init__.py +0 -0
  17. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/broker/generics/broker.py +0 -0
  18. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/broker/iifl.py +0 -0
  19. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/broker/iifl_xts.py +0 -0
  20. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/broker/kite_utils.py +0 -0
  21. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/broker/motilal.py +0 -0
  22. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/broker/shoonya.py +0 -0
  23. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/broker/symphony.py +0 -0
  24. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/broker/xts_utils/Connect.py +0 -0
  25. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/broker/xts_utils/Exception.py +0 -0
  26. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/broker/xts_utils/InteractiveSocketClient.py +0 -0
  27. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/broker/xts_utils/MarketDataSocketClient.py +0 -0
  28. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/broker/xts_utils/__init__.py +0 -0
  29. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/broker/zerodha.py +0 -0
  30. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/brokerage/__init__.py +0 -0
  31. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/brokerage/angelone/__init__.py +0 -0
  32. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/brokerage/angelone/angel_broker.py +0 -0
  33. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/brokerage/generics/__init__.py +0 -0
  34. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/brokerage/generics/broker.py +0 -0
  35. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/brokerage/zerodha/ZBroker.py +0 -0
  36. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/brokerage/zerodha/__init__.py +0 -0
  37. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/config/__init__.py +0 -0
  38. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/config/qplay_config.py +0 -0
  39. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/create_sample_data.py +0 -0
  40. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/data_modify_script.py +0 -0
  41. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/date_fix.py +0 -0
  42. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/exception/__init__.py +0 -0
  43. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/exception/exceptions.py +0 -0
  44. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/executor/__init__.py +0 -0
  45. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/executor/strategy_executor.py +0 -0
  46. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/indicators/Indicator.py +0 -0
  47. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/indicators/__init__.py +0 -0
  48. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/indicators/atr.py +0 -0
  49. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/model/__init__.py +0 -0
  50. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/model/exchange/__init__.py +0 -0
  51. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/model/exchange/instrument.py +0 -0
  52. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/model/exchange/order.py +0 -0
  53. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/model/exchange/tick.py +0 -0
  54. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/model/strategy/__init__.py +0 -0
  55. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/model/strategy/strategy_response.py +0 -0
  56. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/oms/__init__.py +0 -0
  57. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/order_execution/__init__.py +0 -0
  58. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/order_execution/execution_algorithm.py +0 -0
  59. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/order_execution/mean_price.py +0 -0
  60. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/reporting/__init__.py +0 -0
  61. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/reporting/strategy_report.py +0 -0
  62. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/reporting/visuals.py +0 -0
  63. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/service.py +0 -0
  64. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/services/__init__.py +0 -0
  65. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/services/market.py +0 -0
  66. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/strategies/__init__.py +0 -0
  67. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/strategies/equities/__init__.py +0 -0
  68. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/strategies/equities/intraday/__init__.py +0 -0
  69. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/strategies/equities/overnight/__init__.py +0 -0
  70. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/strategies/futures/__init__.py +0 -0
  71. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/strategies/futures/overnight/__init__.py +0 -0
  72. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/strategies/options/__init__.py +0 -0
  73. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/strategies/options/intraday/__init__.py +0 -0
  74. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/strategies/options/intraday/ladder.py +0 -0
  75. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/strategies/options/intraday/musk.py +0 -0
  76. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/strategies/options/intraday/short_straddle.py +0 -0
  77. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/strategy/__init__.py +0 -0
  78. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/strategy/base.py +0 -0
  79. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/strategy_run.py +0 -0
  80. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/utils/__init__.py +0 -0
  81. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/utils/config_util.py +0 -0
  82. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/utils/constant.py +0 -0
  83. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/utils/data_utils.py +0 -0
  84. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/utils/exchange.py +0 -0
  85. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/utils/number_utils.py +0 -0
  86. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/utils/pickle_utils.py +0 -0
  87. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/utils/selenium_utils.py +0 -0
  88. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay/utils/transaction_utils.py +0 -0
  89. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay.egg-info/SOURCES.txt +0 -0
  90. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay.egg-info/dependency_links.txt +0 -0
  91. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay.egg-info/requires.txt +0 -0
  92. {quantplay-1.2.96 → quantplay-1.2.97}/quantplay.egg-info/top_level.txt +0 -0
  93. {quantplay-1.2.96 → quantplay-1.2.97}/setup.cfg +0 -0
  94. {quantplay-1.2.96 → quantplay-1.2.97}/test/__init__.py +0 -0
  95. {quantplay-1.2.96 → quantplay-1.2.97}/test/broker/__init__.py +0 -0
  96. {quantplay-1.2.96 → quantplay-1.2.97}/test/broker/finvasia.py +0 -0
  97. {quantplay-1.2.96 → quantplay-1.2.97}/test/executor/__init__.py +0 -0
  98. {quantplay-1.2.96 → quantplay-1.2.97}/test/executor/strategy_executor.py +0 -0
  99. {quantplay-1.2.96 → quantplay-1.2.97}/test/strategy/__init__.py +0 -0
  100. {quantplay-1.2.96 → quantplay-1.2.97}/test/strategy/base.py +0 -0
  101. {quantplay-1.2.96 → quantplay-1.2.97}/test/strategy/sample_strategy.py +0 -0
  102. {quantplay-1.2.96 → quantplay-1.2.97}/test/test_motilal.py +0 -0
{quantplay-1.2.96 → quantplay-1.2.97}/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.1
2
2
  Name: quantplay
3
- Version: 1.2.96
3
+ Version: 1.2.97
4
4
  Summary: This python package will be stored in AWS CodeArtifact
5
5
  Home-page:
6
6
  Author:
{quantplay-1.2.96 → quantplay-1.2.97}/quantplay/broker/xts.py RENAMED
@@ -106,12 +106,10 @@ class XTS(Broker):
106
106
 
107
107
  self.symbol_data["{}:{}".format(exchange, tradingsymbol)] = instrument
108
108
 
109
-
110
109
  PickleUtils.save_data(self.symbol_data, "xts_instruments")
111
110
  Constants.logger.info("[LOADING_INSTRUMENTS] loading data from server")
112
111
  self.initialize_broker_symbol_map()
113
112
 
114
-
115
113
  def login(self):
116
114
  response_interact = self.wrapper.interactive_login()
117
115
  self.wrapper.marketdata_login()
@@ -521,8 +519,8 @@ class XTS(Broker):
521
519
  new_ord = {}
522
520
 
523
521
  try:
524
- new_ord["placed_by"] = order["LoginID"]
525
- new_ord["tag"] = order["LoginID"]
522
+ new_ord["placed_by"] = order["ClientID"]
523
+ new_ord["tag"] = order["ClientID"]
526
524
  new_ord["order_id"] = order["AppOrderID"]
527
525
  new_ord["exchange_order_id"] = order["ExchangeOrderID"]
528
526
  new_ord["exchange"] = order["ExchangeSegment"]
{quantplay-1.2.96 → quantplay-1.2.97}/quantplay/services/tradelens.py RENAMED
@@ -210,8 +210,7 @@ class TradeLens:
210
210
  try:
211
211
  alpha_bucket_name = "{}_bucket".format(alpha_name)
212
212
 
213
- day_candles.loc[:,
214
- 'liquidity'] = day_candles.volume*day_candles.close
213
+ day_candles.loc[:, 'liquidity'] = day_candles.volume*day_candles.close
215
214
 
216
215
 
217
216
  day_candles.loc[:, 'liquidity_20'] = day_candles.groupby('symbol')['liquidity'].transform(
{quantplay-1.2.96 → quantplay-1.2.97}/quantplay.egg-info/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.1
2
2
  Name: quantplay
3
- Version: 1.2.96
3
+ Version: 1.2.97
4
4
  Summary: This python package will be stored in AWS CodeArtifact
5
5
  Home-page:
6
6
  Author:
{quantplay-1.2.96 → quantplay-1.2.97}/setup.py RENAMED
@@ -21,7 +21,7 @@ requirements = [
21
21
  setup(
22
22
  name="quantplay",
23
23
  long_description=Path("README.md").read_text(),
24
- version="1.2.96",
24
+ version="1.2.97",
25
25
  setup_requires=["pytest-runner"],
26
26
  install_requires=requirements,
27
27
  tests_require=[],
{quantplay-1.2.96 → quantplay-1.2.97}/README.md RENAMED
File without changes
{quantplay-1.2.96 → quantplay-1.2.97}/setup.cfg RENAMED
File without changes
{quantplay-1.2.96 → quantplay-1.2.97}/test/__init__.py RENAMED
File without changes