quantplay 2.0.136__tar.gz → 2.0.138__tar.gz

{quantplay-2.0.136 → quantplay-2.0.138}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 2.0.136
+Version: 2.0.138
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-2.0.136 → quantplay-2.0.138}/quantplay/broker/icici_direct.py

@@ -1,7 +1,8 @@
 from collections.abc import Callable
 from datetime import datetime, date, timedelta
-from typing import Any, Literal
+from typing import Any, Literal, Dict
 from breeze_connect.breeze_connect import BreezeConnect  # type: ignore
+from quantplay.exception import QuantplayOrderPlacementException, InvalidArgumentException
 
 from quantplay.broker.generics.broker import Broker
 import polars as pl
@@ -128,7 +129,7 @@ class ICICI(Broker):
         to_date = datetime.now().isoformat()[:19] + ".000Z"
         from_date = (datetime.now() - timedelta(hours=10)).isoformat()[:19] + ".000Z"
 
-        orders = self.wrapper.get_order_list(
+        orders: Dict[str, Any] = self.wrapper.get_order_list(  # type:ignore
             exchange_code="NFO",
             from_date=from_date,
             to_date=to_date,
@@ -211,7 +212,7 @@ class ICICI(Broker):
     def positions(self, drop_cnc: bool = True) -> pl.DataFrame:
         to_date = datetime.now().isoformat()[:19] + ".000Z"
         from_date = (datetime.now() - timedelta(hours=10)).isoformat()[:19] + ".000Z"
-        positions = self.wrapper.get_portfolio_holdings(
+        positions: Dict[str, Any] = self.wrapper.get_portfolio_holdings(  # type:ignore
             exchange_code="NFO",
             from_date=from_date,
             to_date=to_date,
@@ -239,11 +240,11 @@ class ICICI(Broker):
             .then(pl.lit("PE"))
             .alias("instrument_type"),
             (
-                    pl.col("unrealized_profit").cast(pl.Float32)
-                    + pl.col("realized_profit").cast(pl.Float32)
+                pl.col("unrealized_profit").cast(pl.Float32)
+                + pl.col("realized_profit").cast(pl.Float32)
             ).alias("pnl"),
             pl.col("quantity").cast(pl.Int32).alias("quantity"),
-            pl.col("average_price").cast(pl.Float32).alias("average_price")
+            pl.col("average_price").cast(pl.Float32).alias("average_price"),
         )
 
         positions_df = positions_df.with_columns(
@@ -271,14 +272,24 @@ class ICICI(Broker):
 
         positions_df = positions_df.with_columns(
             pl.when(pl.col("quantity") < 0)
-            .then(pl.col("quantity").abs()*pl.col("average_price")).otherwise(pl.lit(0)).alias("sell_value"),
+            .then(pl.col("quantity").abs() * pl.col("average_price"))
+            .when(pl.col("quantity") == 0)
+            .then(pl.col("realized_profit"))
+            .otherwise(pl.lit(0))
+            .alias("sell_value"),
             pl.when(pl.col("quantity") > 0)
-            .then(pl.col("quantity").abs() * pl.col("average_price")).otherwise(pl.lit(0)).alias("buy_value"),
+            .then(pl.col("quantity").abs() * pl.col("average_price"))
+            .otherwise(pl.lit(0))
+            .alias("buy_value"),
             pl.lit(0).alias("ltp"),
             pl.when(pl.col("quantity") < 0)
-            .then(pl.col("quantity").abs()).otherwise(pl.lit(0)).alias("sell_quantity"),
+            .then(pl.col("quantity").abs())
+            .otherwise(pl.lit(0))
+            .alias("sell_quantity"),
             pl.when(pl.col("quantity") > 0)
-            .then(pl.col("quantity").abs()).otherwise(pl.lit(0)).alias("buy_quantity"),
+            .then(pl.col("quantity").abs())
+            .otherwise(pl.lit(0))
+            .alias("buy_quantity"),
             pl.lit("NRML").alias("product"),
             pl.col("instrument_type").alias("option_type"),
         )
@@ -286,11 +297,13 @@ class ICICI(Broker):
             self.positions_schema
         )
 
-    def get_right(self, symbol_data):
-        if symbol_data["instrument_type"] == "CE":
+    def get_right(self, symbol_data: Dict[str, Any]) -> str:
+        instrument_type = symbol_data["instrument_type"]
+        if instrument_type == "CE":
             return "call"
-        elif symbol_data["instrument_type"] == "PE":
+        elif instrument_type == "PE":
             return "put"
+        raise InvalidArgumentException(f"{instrument_type} not supported")
 
     def place_order(
         self,
@@ -304,15 +317,19 @@ class ICICI(Broker):
         price: float,
         trigger_price: float | None = None,
     ) -> str | None:
+        if tag is None:
+            tag = ""
         icici_tradingsymbol = self.get_symbol(tradingsymbol)
-        symbol_data = self.symbol_data[f"{exchange}:{icici_tradingsymbol}"]
+        symbol_data: Dict[str, Any] = self.symbol_data[  # type:ignore
+            f"{exchange}:{icici_tradingsymbol}"
+        ]
         icici_product = "cash"
         if exchange in ["NFO", "BFO"]:
             icici_product = "futures"
             if tradingsymbol[-2:] in ["PE", "CE"]:
                 icici_product = "options"
         if icici_product == "cash":
-            self.wrapper.place_order(
+            response = self.wrapper.place_order(  # type:ignore
                 stock_code=icici_tradingsymbol,
                 exchange_code=exchange,
                 product="cash",
@@ -325,7 +342,7 @@ class ICICI(Broker):
                 user_remark=tag,
             )
         else:
-            response = self.wrapper.place_order(
+            response: Dict[str, Any] = self.wrapper.place_order(  # type:ignore
                 stock_code=symbol_data["symbol_code"],
                 exchange_code="NFO",
                 product=icici_product,
@@ -340,7 +357,12 @@ class ICICI(Broker):
                 strike_price=str(symbol_data["strike"]),
                 user_remark=tag,
             )
-        return response["Success"]["order_id"]
+        if "Success" in response and "order_id" in response["Success"]:
+            return response["Success"]["order_id"]
+        else:
+            raise QuantplayOrderPlacementException(
+                f"ICICI: order placement failed {response}"
+            )
 
     def modify_order(self, order: ModifyOrderRequest) -> str:
         return ""

{quantplay-2.0.136 → quantplay-2.0.138}/quantplay/broker/zerodha.py

@@ -580,6 +580,7 @@ class Zerodha(Broker):
         start_time: datetime,
         interval: str,
         end_time: datetime = datetime.now(),
+        oi: bool = False,
     ) -> pl.DataFrame:
         tradingsymbol = self.get_symbol(tradingsymbol, exchange=exchange)
         instrument_token = self.symbol_data[f"{exchange}:{tradingsymbol}"][  # type: ignore
@@ -595,6 +596,7 @@ class Zerodha(Broker):
             end_time,
             interval,  # type: ignore
             continuous=False,
+            oi=oi,
         )
 
         for i, val in enumerate(data):

{quantplay-2.0.136 → quantplay-2.0.138}/quantplay.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 2.0.136
+Version: 2.0.138
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-2.0.136 → quantplay-2.0.138}/setup.py

@@ -21,7 +21,7 @@ requirements = [
 setup(
     name="quantplay",
     long_description=Path("README.md").read_text(),
-    version="2.0.136",
+    version="2.0.138",
     setup_requires=["pytest-runner"],
     install_requires=requirements,
     tests_require=[],