quantplay 2.0.145__tar.gz → 2.0.148__tar.gz

{quantplay-2.0.145 → quantplay-2.0.148}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 2.0.145
+Version: 2.0.148
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-2.0.145 → quantplay-2.0.148}/quantplay/broker/icici_direct.py

@@ -233,19 +233,13 @@ class ICICI(Broker):
         return orders_df
 
     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: Dict[str, Any] = self.wrapper.get_portfolio_holdings(  # type:ignore
-            exchange_code="NFO",
-            from_date=from_date,
-            to_date=to_date,
-            stock_code="",
-            portfolio_type="",
-        )
+        positions: Dict[str, Any] = self.wrapper.get_portfolio_positions()  # type:ignore
         if "Success" in positions and positions["Success"] is None:
             return pl.DataFrame(schema=self.positions_schema)
         positions_df = pl.DataFrame(positions["Success"])
-
+        if "realized_profit" not in positions_df:
+            positions_df = positions_df.with_columns(pl.lit(0.0).alias("realized_profit"))
+        positions_df = positions_df.filter(pl.col("exchange_code").is_in(["NFO", "BFO"]))
         positions_df = positions_df.rename(
             {
                 "exchange_code": "exchange",
@@ -254,6 +248,9 @@ class ICICI(Broker):
                 "product_type": "product",
             }
         )
+        positions_df = positions_df.with_columns(
+            pl.col("quantity").cast(pl.Int32).alias("quantity")
+        )
         positions_df = positions_df.with_columns(
             pl.col("strike").cast(pl.Float32).alias("strike"),
             pl.col("expiry").str.strptime(pl.Date, format="%d-%b-%Y").alias("expiry"),
@@ -262,11 +259,11 @@ class ICICI(Broker):
             .when(pl.col("right") == "Put")
             .then(pl.lit("PE"))
             .alias("instrument_type"),
-            (
-                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.when(pl.col("action") == "Sell")
+            .then(abs(pl.col("quantity").cast(pl.Float32)) * -1)
+            .otherwise(abs(pl.col("quantity").cast(pl.Float32)))
+            .alias("quantity"),
+            pl.lit(0).alias("pnl"),
             pl.col("average_price").cast(pl.Float32).alias("average_price"),
         )
 
@@ -343,9 +340,14 @@ class ICICI(Broker):
         if tag is None:
             tag = ""
         icici_tradingsymbol = self.get_symbol(tradingsymbol)
-        symbol_data: Dict[str, Any] = self.symbol_data[  # type:ignore
-            f"{exchange}:{icici_tradingsymbol}"
-        ]
+        try:
+            symbol_data: Dict[str, Any] = self.symbol_data[  # type:ignore
+                f"{exchange}:{icici_tradingsymbol}"
+            ]
+        except KeyError:
+            raise QuantplayOrderPlacementException(
+                f"Failed to find tradingsymbol {tradingsymbol}"
+            )
         icici_product = "cash"
         if exchange in ["NFO", "BFO"]:
             icici_product = "futures"
@@ -367,7 +369,7 @@ class ICICI(Broker):
         else:
             response: Dict[str, Any] = self.wrapper.place_order(  # type:ignore
                 stock_code=symbol_data["symbol_code"],
-                exchange_code="NFO",
+                exchange_code=exchange,
                 product=icici_product,
                 action=transaction_type.lower(),
                 order_type=order_type.lower(),
@@ -382,6 +384,8 @@ class ICICI(Broker):
             )
         if "Success" in response and "order_id" in response["Success"]:
             return response["Success"]["order_id"]
+        elif "Error" in response:
+            raise QuantplayOrderPlacementException(response["Error"])
         else:
             raise QuantplayOrderPlacementException(
                 f"ICICI: order placement failed {response}"

{quantplay-2.0.145 → quantplay-2.0.148}/quantplay/broker/kotak.py

@@ -26,6 +26,7 @@ SESSION_PROD_BASE_URL = "https://napi.kotaksecurities.com/"
 
 
 class Kotak(Broker):
+
     def __init__(
         self,
         order_updates: Queue[OrderUpdateEvent] | None = None,
@@ -154,8 +155,77 @@ class Kotak(Broker):
 
         if orders_resp["stat"] == "Not_Ok" and orders_resp["errMsg"] == "No Data":
             return pl.DataFrame(schema=self.orders_schema)
+        orders_df = pl.DataFrame(orders_resp["data"])
+        if "rejRsn" not in orders_df.columns:
+            orders_df = orders_df.with_columns(pl.lit("").alias("rejRsn"))
+        orders_df = orders_df.rename(
+            {
+                "actId": "user_id",
+                "nOrdNo": "order_id",
+                "exSeg": "exchange",
+                "prod": "product",
+                "trdSym": "tradingsymbol",
+                "ordSt": "status",
+                "prcTp": "order_type",
+                "trnsTp": "transaction_type",
+                "prc": "price",
+                "avgPrc": "average_price",
+                "trgPrc": "trigger_price",
+                "ordDtTm": "order_timestamp",
+                "tok": "token",
+                "qty": "quantity",
+                "fldQty": "filled_quantity",
+                "rejRsn": "status_message",
+            }
+        )
+
+        orders_df = orders_df.with_columns(
+            pl.lit("regular").alias("variety"),
+            pl.lit("").alias("tag"),
+            pl.lit(None).alias("ltp"),
+            pl.col("status_message").alias("status_message_raw"),
+            pl.col("order_timestamp")
+            .str.strptime(pl.Datetime(time_unit="ms"), format="%d-%b-%Y %H:%M:%S")
+            .alias("order_timestamp"),
+        )
+        orders_df = orders_df.with_columns(
+            pl.col("order_timestamp").alias("update_timestamp"),
+            (pl.col("quantity") - pl.col("filled_quantity")).alias("pending_quantity"),
+        )
+        orders_df = orders_df[list(self.orders_schema.keys())].cast(self.orders_schema)
+
+        orders_df = orders_df.with_columns(
+            pl.when(pl.col("exchange") == "nse_cm")
+            .then(pl.lit("NSE"))
+            .when(pl.col("exchange") == "bse_cm")
+            .then(pl.lit("BSE"))
+            .when(pl.col("exchange") == "nse_fo")
+            .then(pl.lit("NFO"))
+            .when(pl.col("exchange") == "bse_fo")
+            .then(pl.lit("BFO"))
+            .when(pl.col("exchange") == "cde_fo")
+            .then(pl.lit("CDS"))
+            .when(pl.col("exchange") == "bcs-fo")
+            .then(pl.lit("BCD"))
+            .when(pl.col("exchange") == "mcx")
+            .then(pl.lit("MCX"))
+            .otherwise(pl.col("exchange"))
+            .alias("exchange"),
+            pl.when(pl.col("order_type") == "L")
+            .then(pl.lit("LIMIT"))
+            .when(pl.col("order_type") == "MKT")
+            .then(pl.lit("MARKET"))
+            .otherwise(pl.col("order_type"))
+            .alias("order_type"),
+            pl.when(pl.col("transaction_type") == "B")
+            .then(pl.lit("BUY"))
+            .when(pl.col("transaction_type") == "S")
+            .then(pl.lit("SELL"))
+            .otherwise(pl.col("transaction_type"))
+            .alias("transaction_type"),
+        )
 
-        return pl.DataFrame(schema=self.orders_schema)
+        return orders_df
 
     def positions(self, drop_cnc: bool = True) -> pl.DataFrame:
         positions_resp = self.request("order_book")
@@ -335,6 +405,9 @@ class Kotak(Broker):
         }
 
         query_params = {"sId": self.configuration["serverId"]}
+        if item == "place_order":
+            query_params["sId"] = "server4"
+            request_headers["neo-fin-key"] = "neotradeapi"
 
         request_body = None
         request_params = None

{quantplay-2.0.145 → quantplay-2.0.148}/quantplay/broker/noren.py

@@ -270,7 +270,7 @@ class Noren(Broker):
         if quote is None:
             raise BrokerException("Invaid LTP Response from Broker")
 
-        return float(quote["lp"])
+        return float(quote.get("lp", 0))
 
     def live_data(
         self, exchange: ExchangeType, tradingsymbol: str

{quantplay-2.0.145 → quantplay-2.0.148}/quantplay.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 2.0.145
+Version: 2.0.148
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-2.0.145 → quantplay-2.0.148}/setup.py

@@ -21,7 +21,7 @@ requirements = [
 setup(
     name="quantplay",
     long_description=Path("README.md").read_text(),
-    version="2.0.145",
+    version="2.0.148",
     setup_requires=["pytest-runner"],
     install_requires=requirements,
     tests_require=[],