quantplay 1.3.76__tar.gz → 1.3.77__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.
- {quantplay-1.3.76 → quantplay-1.3.77}/PKG-INFO +1 -1
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/broker/aliceblue.py +7 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/broker/generics/broker.py +3 -1
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/broker/motilal.py +1 -1
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/broker/shoonya.py +1 -1
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay.egg-info/PKG-INFO +1 -1
- {quantplay-1.3.76 → quantplay-1.3.77}/setup.py +1 -1
- {quantplay-1.3.76 → quantplay-1.3.77}/README.md +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/backtest/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/backtest/backtest_trades.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/broker/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/broker/angelone.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/broker/broker_client.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/broker/client.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/broker/finvasia_utils/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/broker/finvasia_utils/shoonya.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/broker/generics/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/broker/iifl.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/broker/iifl_xts.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/broker/kite_utils.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/broker/symphony.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/broker/xts.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/broker/xts_utils/Connect.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/broker/xts_utils/Exception.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/broker/xts_utils/InteractiveSocketClient.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/broker/xts_utils/MarketDataSocketClient.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/broker/xts_utils/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/broker/zerodha.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/brokerage/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/brokerage/angelone/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/brokerage/angelone/angel_broker.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/brokerage/generics/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/brokerage/generics/broker.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/brokerage/zerodha/ZBroker.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/brokerage/zerodha/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/config/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/config/qplay_config.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/create_sample_data.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/data_modify_script.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/date_fix.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/exception/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/exception/exceptions.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/executor/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/executor/strategy_executor.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/indicators/Indicator.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/indicators/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/indicators/atr.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/model/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/model/exchange/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/model/exchange/instrument.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/model/exchange/order.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/model/exchange/tick.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/model/strategy/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/model/strategy/strategy_response.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/oms/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/order_execution/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/order_execution/execution_algorithm.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/order_execution/mean_price.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/reporting/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/reporting/strategy_report.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/reporting/visuals.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/service.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/services/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/services/market.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/services/tradelens.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/strategies/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/strategies/equities/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/strategies/equities/intraday/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/strategies/equities/overnight/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/strategies/futures/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/strategies/futures/overnight/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/strategies/options/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/strategies/options/intraday/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/strategies/options/intraday/ladder.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/strategies/options/intraday/musk.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/strategies/options/intraday/short_straddle.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/strategy/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/strategy/base.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/strategy_run.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/utils/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/utils/config_util.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/utils/constant.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/utils/data_utils.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/utils/exchange.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/utils/number_utils.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/utils/pickle_utils.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/utils/selenium_utils.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/utils/transaction_utils.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/wrapper/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/wrapper/aws/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay/wrapper/aws/s3.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay.egg-info/SOURCES.txt +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay.egg-info/dependency_links.txt +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay.egg-info/requires.txt +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/quantplay.egg-info/top_level.txt +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/setup.cfg +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/test/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/test/broker/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/test/broker/finvasia.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/test/executor/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/test/executor/strategy_executor.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/test/strategy/__init__.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/test/strategy/base.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/test/strategy/sample_strategy.py +0 -0
- {quantplay-1.3.76 → quantplay-1.3.77}/test/test_motilal.py +0 -0
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@@ -39,6 +39,7 @@ class Aliceblue(Broker):
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if "sessionID" not in response or response["sessionID"] is None:
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raise InvalidArgumentException(f"Invalid API Key {api_key}")
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self.user_id = self.alice.user_id
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self.load_instrument()
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def set_client(self, serialized_client):
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self.alice = pickle.loads(codecs.decode(serialized_client.encode(), "base64"))
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@@ -173,6 +174,12 @@ class Aliceblue(Broker):
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"Product {} not supported for trading".format(product)
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)
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def get_symbol(self, symbol, exchange=None):
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if exchange == "NSE":
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if "-EQ" not in symbol:
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return f"{symbol}-EQ"
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return symbol
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def place_order(
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self,
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tradingsymbol=None,
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Output : broker symbol
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"""
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def get_symbol(self, symbol):
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def get_symbol(self, symbol, exchange=None):
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return symbol
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"""
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return product
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def get_lot_size(self, exchange, tradingsymbol):
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tradingsymbol = self.get_symbol(tradingsymbol, exchange=exchange)
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exchange = self.get_exchange(exchange)
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try:
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return int(
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self.symbol_data["{}:{}".format(exchange, tradingsymbol)]["lot_size"]
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PickleUtils.save_data(self.symbol_data, "motilal_instruments")
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def get_symbol(self, symbol):
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def get_symbol(self, symbol, exchange=None):
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return symbol
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return self.quantplay_symbol_map[symbol]
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self.initialize_broker_symbol_map()
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def get_symbol(self, symbol):
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def get_symbol(self, symbol, exchange=None):
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return symbol
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return self.quantplay_symbol_map[symbol]
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{quantplay-1.3.76 → quantplay-1.3.77}/quantplay/strategies/options/intraday/short_straddle.py
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