quantplay 2.0.23__tar.gz → 2.0.25__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 (71) hide show
  1. {quantplay-2.0.23 → quantplay-2.0.25}/PKG-INFO +1 -1
  2. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/noren.py +11 -3
  3. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/upstox.py +11 -7
  4. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay.egg-info/PKG-INFO +1 -1
  5. {quantplay-2.0.23 → quantplay-2.0.25}/setup.py +1 -1
  6. {quantplay-2.0.23 → quantplay-2.0.25}/README.md +0 -0
  7. {quantplay-2.0.23 → quantplay-2.0.25}/pyproject.toml +0 -0
  8. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/__init__.py +0 -0
  9. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/__init__.py +0 -0
  10. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/aliceblue.py +0 -0
  11. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/angelone.py +0 -0
  12. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/auto_login/__init__.py +0 -0
  13. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/auto_login/aliceblue.py +0 -0
  14. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/finvasia_utils/__init__.py +0 -0
  15. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/finvasia_utils/fa_noren.py +0 -0
  16. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/five_paisa.py +0 -0
  17. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/flattrade.py +0 -0
  18. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/ft_utils/__init__.py +0 -0
  19. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/ft_utils/flattrade_utils.py +0 -0
  20. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/ft_utils/ft_noren.py +0 -0
  21. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/generics/__init__.py +0 -0
  22. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/generics/broker.py +0 -0
  23. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/iifl_xts.py +0 -0
  24. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/kite_utils.py +0 -0
  25. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/motilal.py +0 -0
  26. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/shoonya.py +0 -0
  27. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/uplink/__init__.py +0 -0
  28. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/uplink/uplink_utils.py +0 -0
  29. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/xts.py +0 -0
  30. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/xts_utils/Connect.py +0 -0
  31. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/xts_utils/Exception.py +0 -0
  32. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/xts_utils/InteractiveSocketClient.py +0 -0
  33. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/xts_utils/__init__.py +0 -0
  34. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/broker/zerodha.py +0 -0
  35. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/exception/__init__.py +0 -0
  36. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/exception/exceptions.py +0 -0
  37. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/model/__init__.py +0 -0
  38. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/model/broker.py +0 -0
  39. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/model/generics.py +0 -0
  40. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/model/order_event.py +0 -0
  41. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/py.typed +0 -0
  42. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/strategies/__init__.py +0 -0
  43. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/strategies/equities/__init__.py +0 -0
  44. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/strategies/equities/intraday/__init__.py +0 -0
  45. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/strategies/equities/overnight/__init__.py +0 -0
  46. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/strategies/futures/__init__.py +0 -0
  47. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/strategies/futures/overnight/__init__.py +0 -0
  48. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/strategies/options/__init__.py +0 -0
  49. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/strategies/options/intraday/__init__.py +0 -0
  50. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/strategies/options/intraday/ladder.py +0 -0
  51. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/strategies/options/intraday/musk.py +0 -0
  52. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/strategies/options/intraday/short_straddle.py +0 -0
  53. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/utils/__init__.py +0 -0
  54. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/utils/constant.py +0 -0
  55. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/utils/exchange.py +0 -0
  56. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/utils/number_utils.py +0 -0
  57. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/utils/pickle_utils.py +0 -0
  58. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/utils/selenium_utils.py +0 -0
  59. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/wrapper/__init__.py +0 -0
  60. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/wrapper/aws/__init__.py +0 -0
  61. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay/wrapper/aws/s3.py +0 -0
  62. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay.egg-info/SOURCES.txt +0 -0
  63. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay.egg-info/dependency_links.txt +0 -0
  64. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay.egg-info/requires.txt +0 -0
  65. {quantplay-2.0.23 → quantplay-2.0.25}/quantplay.egg-info/top_level.txt +0 -0
  66. {quantplay-2.0.23 → quantplay-2.0.25}/setup.cfg +0 -0
  67. {quantplay-2.0.23 → quantplay-2.0.25}/tests/__init__.py +0 -0
  68. {quantplay-2.0.23 → quantplay-2.0.25}/tests/conftest.py +0 -0
  69. {quantplay-2.0.23 → quantplay-2.0.25}/tests/wrapper/__init__.py +0 -0
  70. {quantplay-2.0.23 → quantplay-2.0.25}/tests/wrapper/aws/__init__.py +0 -0
  71. {quantplay-2.0.23 → quantplay-2.0.25}/tests/wrapper/aws/s3_test.py +0 -0
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: quantplay
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- Version: 2.0.23
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+ Version: 2.0.25
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  Summary: This python package will be stored in AWS CodeArtifact
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  Home-page:
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  Author:
@@ -505,13 +505,11 @@ class Noren(Broker):
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  "norenordno": "order_id",
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  "uid": "user_id",
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  "exch": "exchange",
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- "avgprc": "average_price",
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  "prd": "product",
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  "trantype": "transaction_type",
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  "qty": "quantity",
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  "prc": "price",
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  "prctyp": "order_type",
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- "fillshares": "filled_quantity",
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  "norentm": "order_timestamp",
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  }
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  )
@@ -528,8 +526,12 @@ class Noren(Broker):
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  orders_df = orders_df.with_columns(pl.lit(None).alias("variety"))
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531
- if "filled_quantity" not in orders_df.columns:
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+ if "fillshares" not in orders_df.columns:
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  orders_df = orders_df.with_columns(pl.lit(0).alias("filled_quantity"))
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+ else:
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+ orders_df = orders_df.with_columns(
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+ pl.col("fillshares").cast(pl.Int64).alias("filled_quantity")
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+ )
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  if "rorgqty" not in orders_df.columns:
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  orders_df = orders_df.with_columns(pl.lit(0).alias("pending_quantity"))
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  else:
@@ -542,6 +544,12 @@ class Noren(Broker):
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  orders_df = orders_df.with_columns(
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  pl.col("trgprc").cast(pl.Float64).alias("trigger_price")
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  )
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+ if "avgprc" not in orders_df.columns:
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+ orders_df = orders_df.with_columns(pl.lit(None).alias("average_price"))
549
+ else:
550
+ orders_df = orders_df.with_columns(
551
+ pl.col("avgprc").cast(pl.Float64).alias("average_price")
552
+ )
545
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  if "remarks" not in orders_df.columns:
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  orders_df = orders_df.with_columns(pl.lit(None).alias("tag"))
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  else:
@@ -484,13 +484,6 @@ class Upstox(Broker):
484
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  if tag:
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  orders_df = orders_df.filter(pl.col("tag") == tag)
486
486
 
487
- orders_df = orders_df.with_columns(
488
- pl.col("instrument_token")
489
- .str.split_exact("|", 1)
490
- .struct.rename_fields(["upstox_exchange", "token"])
491
- .alias("fields")
492
- ).unnest("fields")
493
-
494
487
  orders_df = orders_df.with_columns(
495
488
  pl.when(pl.col("exchange") == "NSE")
496
489
  .then(pl.col("tradingsymbol").str.replace("-EQ", ""))
@@ -498,6 +491,17 @@ class Upstox(Broker):
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  .alias("tradingsymbol")
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  )
500
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494
+ orders_df = orders_df.with_columns(
495
+ pl.struct(["exchange", "tradingsymbol"])
496
+ .map_elements(
497
+ lambda x: int(
498
+ self.symbol_attribute(x["exchange"], x["tradingsymbol"], "token")
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+ ),
500
+ return_dtype=pl.Int64,
501
+ )
502
+ .alias("token")
503
+ )
504
+
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  orders_df = orders_df.with_columns(
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  pl.col("order_timestamp")
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  .str.strptime(pl.Datetime, "%Y-%m-%d %H:%M:%S")
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.1
2
2
  Name: quantplay
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- Version: 2.0.23
3
+ Version: 2.0.25
4
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(
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22
  name="quantplay",
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  long_description=Path("README.md").read_text(),
24
- version="2.0.23",
24
+ version="2.0.25",
25
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  setup_requires=["pytest-runner"],
26
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  install_requires=requirements,
27
27
  tests_require=[],
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