quantplay 2.0.10__tar.gz → 2.0.12__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-2.0.10 → quantplay-2.0.12}/PKG-INFO +1 -1
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/noren.py +9 -5
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay.egg-info/PKG-INFO +1 -1
- {quantplay-2.0.10 → quantplay-2.0.12}/setup.py +1 -1
- {quantplay-2.0.10 → quantplay-2.0.12}/README.md +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/pyproject.toml +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/aliceblue.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/angelone.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/auto_login/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/auto_login/aliceblue.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/finvasia_utils/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/finvasia_utils/fa_noren.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/five_paisa.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/flattrade.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/ft_utils/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/ft_utils/flattrade_utils.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/ft_utils/ft_noren.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/generics/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/generics/broker.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/iifl_xts.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/kite_utils.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/motilal.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/shoonya.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/uplink/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/uplink/uplink_utils.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/upstox.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/xts.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/xts_utils/Connect.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/xts_utils/Exception.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/xts_utils/InteractiveSocketClient.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/xts_utils/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/broker/zerodha.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/exception/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/exception/exceptions.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/model/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/model/broker/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/model/broker/generics.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/py.typed +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/strategies/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/strategies/equities/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/strategies/equities/intraday/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/strategies/equities/overnight/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/strategies/futures/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/strategies/futures/overnight/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/strategies/options/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/strategies/options/intraday/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/strategies/options/intraday/ladder.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/strategies/options/intraday/musk.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/strategies/options/intraday/short_straddle.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/utils/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/utils/constant.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/utils/exchange.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/utils/number_utils.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/utils/pickle_utils.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/utils/selenium_utils.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/wrapper/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/wrapper/aws/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay/wrapper/aws/s3.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay.egg-info/SOURCES.txt +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay.egg-info/dependency_links.txt +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay.egg-info/requires.txt +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/quantplay.egg-info/top_level.txt +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/setup.cfg +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/tests/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/tests/conftest.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/tests/wrapper/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/tests/wrapper/aws/__init__.py +0 -0
- {quantplay-2.0.10 → quantplay-2.0.12}/tests/wrapper/aws/s3_test.py +0 -0
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@@ -646,17 +646,21 @@ class Noren(Broker):
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def invoke_noren_api(self, fn: Callable, *args, **kwargs) -> Dict:
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try:
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response = fn(*args, **kwargs)
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# TODO: Verify
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if response is None or (
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"stat" in response and "not_ok" == response["stat"].lower()
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):
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raise TokenException(response["emsg"] if response is not None else "")
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return response
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except JSONDecodeError:
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raise BrokerException("Failed to
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raise BrokerException("Failed to Receive Data from broker")
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except Exception:
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traceback.print_exc()
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raise Exception("Failed to data from broker")
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raise RetryableException("Failed to Receive Data from broker. Retrying Again")
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@timeit(MetricName="Finvasia:positions")
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{quantplay-2.0.10 → quantplay-2.0.12}/quantplay/strategies/options/intraday/short_straddle.py
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