quantplay 2.0.24__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.
- {quantplay-2.0.24 → quantplay-2.0.25}/PKG-INFO +1 -1
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/noren.py +5 -2
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/upstox.py +1 -2
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay.egg-info/PKG-INFO +1 -1
- {quantplay-2.0.24 → quantplay-2.0.25}/setup.py +1 -1
- {quantplay-2.0.24 → quantplay-2.0.25}/README.md +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/pyproject.toml +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/__init__.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/__init__.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/aliceblue.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/angelone.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/auto_login/__init__.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/auto_login/aliceblue.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/finvasia_utils/__init__.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/finvasia_utils/fa_noren.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/five_paisa.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/flattrade.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/ft_utils/__init__.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/ft_utils/flattrade_utils.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/ft_utils/ft_noren.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/generics/__init__.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/generics/broker.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/iifl_xts.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/kite_utils.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/motilal.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/shoonya.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/uplink/__init__.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/uplink/uplink_utils.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/xts.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/xts_utils/Connect.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/xts_utils/Exception.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/xts_utils/InteractiveSocketClient.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/xts_utils/__init__.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/broker/zerodha.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/exception/__init__.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/exception/exceptions.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/model/__init__.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/model/broker.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/model/generics.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/model/order_event.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/py.typed +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/strategies/__init__.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/strategies/equities/__init__.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/strategies/equities/intraday/__init__.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/strategies/equities/overnight/__init__.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/strategies/futures/__init__.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/strategies/futures/overnight/__init__.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/strategies/options/__init__.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/strategies/options/intraday/__init__.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/strategies/options/intraday/ladder.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/strategies/options/intraday/musk.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/strategies/options/intraday/short_straddle.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/utils/__init__.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/utils/constant.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/utils/exchange.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/utils/number_utils.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/utils/pickle_utils.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/utils/selenium_utils.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/wrapper/__init__.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/wrapper/aws/__init__.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay/wrapper/aws/s3.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay.egg-info/SOURCES.txt +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay.egg-info/dependency_links.txt +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay.egg-info/requires.txt +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/quantplay.egg-info/top_level.txt +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/setup.cfg +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/tests/__init__.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/tests/conftest.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/tests/wrapper/__init__.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/tests/wrapper/aws/__init__.py +0 -0
- {quantplay-2.0.24 → quantplay-2.0.25}/tests/wrapper/aws/s3_test.py +0 -0
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@@ -510,7 +510,6 @@ class Noren(Broker):
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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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)
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@@ -527,8 +526,12 @@ class Noren(Broker):
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orders_df = orders_df.with_columns(pl.lit(None).alias("variety"))
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if "
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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:
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@@ -354,8 +354,7 @@ class Upstox(Broker):
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# Get Positions
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api_response = api_instance.get_positions(self.api_version)
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positions = [
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position.to_dict()
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for position in api_response.data # type:ignore
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position.to_dict() for position in api_response.data # type:ignore
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]
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positions_df = pl.DataFrame(positions)
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except ApiException as e:
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{quantplay-2.0.24 → quantplay-2.0.25}/quantplay/strategies/options/intraday/short_straddle.py
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