quantplay 1.3.7__tar.gz → 1.3.8__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-1.3.7 → quantplay-1.3.8}/PKG-INFO +1 -1
  2. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/broker/motilal.py +4 -1
  3. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/broker/zerodha.py +2 -4
  4. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay.egg-info/PKG-INFO +1 -1
  5. {quantplay-1.3.7 → quantplay-1.3.8}/setup.py +1 -1
  6. {quantplay-1.3.7 → quantplay-1.3.8}/README.md +0 -0
  7. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/__init__.py +0 -0
  8. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/backtest/__init__.py +0 -0
  9. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/backtest/backtest_trades.py +0 -0
  10. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/broker/__init__.py +0 -0
  11. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/broker/angelone.py +0 -0
  12. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/broker/broker_client.py +0 -0
  13. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/broker/client.py +0 -0
  14. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/broker/finvasia_utils/__init__.py +0 -0
  15. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/broker/finvasia_utils/shoonya.py +0 -0
  16. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/broker/generics/__init__.py +0 -0
  17. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/broker/generics/broker.py +0 -0
  18. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/broker/iifl.py +0 -0
  19. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/broker/iifl_xts.py +0 -0
  20. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/broker/kite_utils.py +0 -0
  21. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/broker/shoonya.py +0 -0
  22. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/broker/symphony.py +0 -0
  23. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/broker/xts.py +0 -0
  24. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/broker/xts_utils/Connect.py +0 -0
  25. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/broker/xts_utils/Exception.py +0 -0
  26. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/broker/xts_utils/InteractiveSocketClient.py +0 -0
  27. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/broker/xts_utils/MarketDataSocketClient.py +0 -0
  28. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/broker/xts_utils/__init__.py +0 -0
  29. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/brokerage/__init__.py +0 -0
  30. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/brokerage/angelone/__init__.py +0 -0
  31. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/brokerage/angelone/angel_broker.py +0 -0
  32. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/brokerage/generics/__init__.py +0 -0
  33. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/brokerage/generics/broker.py +0 -0
  34. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/brokerage/zerodha/ZBroker.py +0 -0
  35. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/brokerage/zerodha/__init__.py +0 -0
  36. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/config/__init__.py +0 -0
  37. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/config/qplay_config.py +0 -0
  38. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/create_sample_data.py +0 -0
  39. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/data_modify_script.py +0 -0
  40. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/date_fix.py +0 -0
  41. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/exception/__init__.py +0 -0
  42. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/exception/exceptions.py +0 -0
  43. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/executor/__init__.py +0 -0
  44. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/executor/strategy_executor.py +0 -0
  45. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/indicators/Indicator.py +0 -0
  46. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/indicators/__init__.py +0 -0
  47. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/indicators/atr.py +0 -0
  48. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/model/__init__.py +0 -0
  49. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/model/exchange/__init__.py +0 -0
  50. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/model/exchange/instrument.py +0 -0
  51. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/model/exchange/order.py +0 -0
  52. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/model/exchange/tick.py +0 -0
  53. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/model/strategy/__init__.py +0 -0
  54. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/model/strategy/strategy_response.py +0 -0
  55. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/oms/__init__.py +0 -0
  56. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/order_execution/__init__.py +0 -0
  57. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/order_execution/execution_algorithm.py +0 -0
  58. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/order_execution/mean_price.py +0 -0
  59. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/reporting/__init__.py +0 -0
  60. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/reporting/strategy_report.py +0 -0
  61. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/reporting/visuals.py +0 -0
  62. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/service.py +0 -0
  63. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/services/__init__.py +0 -0
  64. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/services/market.py +0 -0
  65. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/services/tradelens.py +0 -0
  66. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/strategies/__init__.py +0 -0
  67. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/strategies/equities/__init__.py +0 -0
  68. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/strategies/equities/intraday/__init__.py +0 -0
  69. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/strategies/equities/overnight/__init__.py +0 -0
  70. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/strategies/futures/__init__.py +0 -0
  71. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/strategies/futures/overnight/__init__.py +0 -0
  72. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/strategies/options/__init__.py +0 -0
  73. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/strategies/options/intraday/__init__.py +0 -0
  74. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/strategies/options/intraday/ladder.py +0 -0
  75. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/strategies/options/intraday/musk.py +0 -0
  76. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/strategies/options/intraday/short_straddle.py +0 -0
  77. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/strategy/__init__.py +0 -0
  78. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/strategy/base.py +0 -0
  79. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/strategy_run.py +0 -0
  80. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/utils/__init__.py +0 -0
  81. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/utils/config_util.py +0 -0
  82. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/utils/constant.py +0 -0
  83. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/utils/data_utils.py +0 -0
  84. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/utils/exchange.py +0 -0
  85. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/utils/number_utils.py +0 -0
  86. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/utils/pickle_utils.py +0 -0
  87. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/utils/selenium_utils.py +0 -0
  88. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay/utils/transaction_utils.py +0 -0
  89. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay.egg-info/SOURCES.txt +0 -0
  90. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay.egg-info/dependency_links.txt +0 -0
  91. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay.egg-info/requires.txt +0 -0
  92. {quantplay-1.3.7 → quantplay-1.3.8}/quantplay.egg-info/top_level.txt +0 -0
  93. {quantplay-1.3.7 → quantplay-1.3.8}/setup.cfg +0 -0
  94. {quantplay-1.3.7 → quantplay-1.3.8}/test/__init__.py +0 -0
  95. {quantplay-1.3.7 → quantplay-1.3.8}/test/broker/__init__.py +0 -0
  96. {quantplay-1.3.7 → quantplay-1.3.8}/test/broker/finvasia.py +0 -0
  97. {quantplay-1.3.7 → quantplay-1.3.8}/test/executor/__init__.py +0 -0
  98. {quantplay-1.3.7 → quantplay-1.3.8}/test/executor/strategy_executor.py +0 -0
  99. {quantplay-1.3.7 → quantplay-1.3.8}/test/strategy/__init__.py +0 -0
  100. {quantplay-1.3.7 → quantplay-1.3.8}/test/strategy/base.py +0 -0
  101. {quantplay-1.3.7 → quantplay-1.3.8}/test/strategy/sample_strategy.py +0 -0
  102. {quantplay-1.3.7 → quantplay-1.3.8}/test/test_motilal.py +0 -0
@@ -1,6 +1,6 @@
1
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  Metadata-Version: 2.1
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  Name: quantplay
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- Version: 1.3.7
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+ Version: 1.3.8
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  Summary: This python package will be stored in AWS CodeArtifact
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  Home-page:
6
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  Author:
@@ -20,6 +20,7 @@ import _thread as thread
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  import copy
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  import threading
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  from quantplay.utils.pickle_utils import PickleUtils
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+ from quantplay.exception.exceptions import QuantplayOrderPlacementException
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24
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  class Motilal(Broker):
@@ -502,8 +503,10 @@ class Motilal(Broker):
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  response = requests.post(self.place_order_url, headers=self.headers, data=json.dumps(data)).json()
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  Constants.logger.info("[PLACE_ORDER_RESPONSE] {} input {}".format(response, json.dumps(data)))
504
505
  if response['status'] == "ERROR":
505
- raise Exception(response['message'])
506
+ raise QuantplayOrderPlacementException(response['message'])
506
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  return response['uniqueorderid']
508
+ except QuantplayOrderPlacementException as e:
509
+ raise e
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510
  except Exception as e:
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  exception_message = "Order placement failed with error [{}]".format(str(e))
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  print(exception_message)
@@ -5,7 +5,6 @@ import numpy as np
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  import time
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  from retrying import retry
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  from quantplay.utils.constant import Constants, timeit
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- from quantplay.exception.exceptions import InvalidArgumentException
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  from quantplay.broker.generics.broker import Broker
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  from quantplay.config.qplay_config import QplayConfig
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  from kiteconnect import KiteConnect
@@ -15,7 +14,7 @@ import math
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  from quantplay.utils.number_utils import NumberUtils
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  import random
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  from kiteconnect import KiteTicker
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- from quantplay.exception.exceptions import InvalidArgumentException
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+ from quantplay.exception.exceptions import InvalidArgumentException, QuantplayOrderPlacementException
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  from quantplay.utils.pickle_utils import PickleUtils
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21
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@@ -227,8 +226,7 @@ class Zerodha(Broker):
227
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  tag=tag)
228
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  return order_id
229
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  except Exception as e:
230
- exception_message = "Order placement failed with error [{}]".format(str(e))
231
- print(exception_message)
229
+ raise QuantplayOrderPlacementException(str(e))
232
230
 
233
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  def square_off_all(self, dry_run=True, strike=None, sleep_time=0.1):
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232
  positions = self.get_positions()['net']
@@ -1,6 +1,6 @@
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1
  Metadata-Version: 2.1
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2
  Name: quantplay
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- Version: 1.3.7
3
+ Version: 1.3.8
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4
  Summary: This python package will be stored in AWS CodeArtifact
5
5
  Home-page:
6
6
  Author:
@@ -21,7 +21,7 @@ requirements = [
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  setup(
22
22
  name="quantplay",
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  long_description=Path("README.md").read_text(),
24
- version="1.3.7",
24
+ version="1.3.8",
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  setup_requires=["pytest-runner"],
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  install_requires=requirements,
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  tests_require=[],
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