quantplay 2.0.28__tar.gz → 2.0.29__tar.gz

{quantplay-2.0.28 → quantplay-2.0.29}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 2.0.28
+Version: 2.0.29
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-2.0.28 → quantplay-2.0.29}/quantplay/broker/aliceblue.py

@@ -3,7 +3,7 @@ import copy
 import pickle
 from queue import Queue
 import traceback
-from typing import Any, Callable, Literal
+from typing import Any, Callable, Dict, Literal
 
 import polars as pl
 from pya3 import Aliceblue as Alice
@@ -417,13 +417,7 @@ class Aliceblue(Broker):
     def orders(self, tag: str | None = None, add_ltp: bool = True) -> pl.DataFrame:
         orders_response = self.invoke_aliceblue_api(self.alice.order_data)
 
-        if not isinstance(orders_response, list) and (
-            ("no data" in orders_response["emsg"].lower())
-            or (
-                "401" in orders_response["emsg"].lower()
-                or ("404" in orders_response["emsg"])
-            )
-        ):
+        if not isinstance(orders_response, list):
             return pl.DataFrame(schema=self.orders_schema)
 
         if len(orders_response) == 0:
@@ -549,7 +543,7 @@ class Aliceblue(Broker):
 
         return orders_df[list(self.orders_schema.keys())].cast(self.orders_schema)
 
-    def margins(self):
+    def margins(self) -> Dict[str, float]:
         margins = self.invoke_aliceblue_api(self.alice.get_balance)
 
         margins = [a for a in margins if a["segment"] == "ALL"][0]
@@ -567,14 +561,23 @@ class Aliceblue(Broker):
 
         return margins
 
-    # TODO
     def invoke_aliceblue_api(self, fn: Callable, *args, **kwargs) -> Any:
         try:
             response = fn(*args, **kwargs)
 
             if "emsg" in response and "expired" in response["emsg"].lower():
                 raise TokenException("Session expired")
-            if "stat" in response and response["stat"].lower() == "not_ok":
+            elif (
+                "stat" in response
+                and response["stat"].lower() == "not_ok"
+                and (
+                    "no data" in response["emsg"]
+                    or "401" in response["emsg"]
+                    or "404" in response["emsg"]
+                )
+            ):
+                return None
+            elif "stat" in response and response["stat"].lower() == "not_ok":
                 raise InvalidArgumentException(response["emsg"])
             if response is None:
                 raise InvalidArgumentException(

{quantplay-2.0.28 → quantplay-2.0.29}/quantplay/broker/angelone.py

@@ -513,7 +513,7 @@ class AngelOne(Broker):
 
         return response
 
-    def margins(self):
+    def margins(self) -> Dict[str, float]:
         api_margins = self.invoke_angelone_api(self.wrapper.rmsLimit)
 
         if "data" in api_margins and api_margins["data"] is None:

{quantplay-2.0.28 → quantplay-2.0.29}/quantplay/broker/five_paisa.py

@@ -1,6 +1,7 @@
 import codecs
 import pickle
 import traceback
+from typing import Dict
 
 import polars as pl
 import pyotp
@@ -509,7 +510,7 @@ class FivePaisa(Broker):
         stop_max_attempt_number=3,
         retry_on_exception=retry_exception,
     )
-    def margins(self):
+    def margins(self) -> Dict[str, float]:
         margins = self.client.margin()
         if margins is None:
             raise TokenException("5Paisa Token expired")

{quantplay-2.0.28 → quantplay-2.0.29}/quantplay/broker/generics/broker.py

@@ -1,5 +1,6 @@
 import copy
 import io
+import json
 import math
 import os
 import platform
@@ -42,6 +43,13 @@ from quantplay.wrapper.aws.s3 import S3Utils
 
 logger = Constants.logger
 
+status_to_log_map = {
+    "error": logger.error,
+    "info": logger.info,
+    "warn": logger.warn,
+    "debug": logger.debug,
+}
+
 
 class Broker:
     def __init__(self):
@@ -1155,6 +1163,23 @@ class Broker:
                         "Max Modification Limit Exceeded : [{}]".format(order_id)
                     )
 
+    def log_event(
+        self,
+        event: Dict[str, Any],
+        status: Literal["error", "info", "warn", "debug"] = "info",
+    ) -> None:
+        """Logs Strategy Events in Standard Format
+
+        Format: [username][strategy_name][event_type]: [event as JSON String]
+
+        Args:
+            event (Dict[str, str]): Event as a Dictionary
+            status (Literal['error', 'info', 'warn', 'debug'], optional): Logging Level. Defaults to 'info'.
+        """
+        status_to_log_map[status](
+            f"[{self.username}][{self.nickname}][{self.broker_name}] {json.dumps(event, default=Constants.myconverter)}"
+        )
+
     # **
     # ** Generics
     # **

{quantplay-2.0.28 → quantplay-2.0.29}/quantplay/broker/motilal.py

@@ -376,7 +376,7 @@ class Motilal(Broker):
             )
             Constants.logger.error(exception_message)
 
-    def margins(self):
+    def margins(self) -> Dict[str, float]:
         response = self.__post_request(self.margin_summary_url, {})
         margin_summary = response["data"]
 

{quantplay-2.0.28 → quantplay-2.0.29}/quantplay/broker/noren.py

@@ -683,7 +683,7 @@ class Noren(Broker):
         stop_max_attempt_number=3,
         retry_on_exception=retry_exception,
     )
-    def margins(self) -> Dict:
+    def margins(self) -> Dict[str, float]:
         api_margins = self.invoke_noren_api(self.api.get_limits)
 
         try:

{quantplay-2.0.28 → quantplay-2.0.29}/quantplay/broker/upstox.py

@@ -3,6 +3,7 @@ import json
 import ssl
 import threading
 import traceback
+from typing import Dict
 
 import polars as pl
 import upstox_client
@@ -550,7 +551,7 @@ class Upstox(Broker):
         stop_max_attempt_number=3,
         retry_on_exception=retry_exception,
     )
-    def margins(self):
+    def margins(self) -> Dict[str, float]:
         api_instance = upstox_client.UserApi(self.api_client)
 
         segment = "SEC"  # str |  (optional)

{quantplay-2.0.28 → quantplay-2.0.29}/quantplay/broker/xts.py

@@ -4,6 +4,7 @@ import pickle
 import traceback
 from datetime import datetime
 from queue import Queue
+from typing import Dict
 
 import pandas as pd
 import polars as pl
@@ -15,6 +16,7 @@ from quantplay.broker.generics.broker import Broker
 from quantplay.broker.xts_utils.Connect import XTSConnect
 from quantplay.broker.xts_utils.InteractiveSocketClient import OrderSocket_io
 from quantplay.exception.exceptions import (
+    BrokerException,
     InvalidArgumentException,
     RetryableException,
     TokenException,
@@ -175,7 +177,7 @@ class XTS(Broker):
         stop_max_attempt_number=3,
         retry_on_exception=retry_exception,
     )
-    def margins(self) -> dict:
+    def margins(self) -> Dict[str, float]:
         # TODO: Edit For Dealers
 
         api_response = self.wrapper.get_balance(clientID=self.ClientID)
@@ -553,8 +555,14 @@ class XTS(Broker):
             ],
             xtsMessageCode=1512,
             publishFormat="JSON",
-        )["result"]
+        )
 
+        if api_response["type"] == "error":
+            raise BrokerException(
+                api_response.get("description", "Broker Failed to Provide LTP")
+            )
+
+        api_response = api_response["result"]
         ltp_json = api_response["listQuotes"][0]
 
         ltp = json.loads(ltp_json)["LastTradedPrice"]

{quantplay-2.0.28 → quantplay-2.0.29}/quantplay.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 2.0.28
+Version: 2.0.29
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-2.0.28 → quantplay-2.0.29}/quantplay.egg-info/SOURCES.txt

@@ -42,17 +42,6 @@ quantplay/model/__init__.py
 quantplay/model/broker.py
 quantplay/model/generics.py
 quantplay/model/order_event.py
-quantplay/strategies/__init__.py
-quantplay/strategies/equities/__init__.py
-quantplay/strategies/equities/intraday/__init__.py
-quantplay/strategies/equities/overnight/__init__.py
-quantplay/strategies/futures/__init__.py
-quantplay/strategies/futures/overnight/__init__.py
-quantplay/strategies/options/__init__.py
-quantplay/strategies/options/intraday/__init__.py
-quantplay/strategies/options/intraday/ladder.py
-quantplay/strategies/options/intraday/musk.py
-quantplay/strategies/options/intraday/short_straddle.py
 quantplay/utils/__init__.py
 quantplay/utils/constant.py
 quantplay/utils/exchange.py

{quantplay-2.0.28 → quantplay-2.0.29}/setup.py

@@ -21,7 +21,7 @@ requirements = [
 setup(
     name="quantplay",
     long_description=Path("README.md").read_text(),
-    version="2.0.28",
+    version="2.0.29",
     setup_requires=["pytest-runner"],
     install_requires=requirements,
     tests_require=[],

quantplay-2.0.28/quantplay/strategies/options/intraday/ladder.py

@@ -1,65 +0,0 @@
-from quantplay.service import market
-import pandas as pd
-import time
-from quantplay.broker.client import broker_client
-
-backtest_date = "2022-01-20"
-
-def load_data(data_date):
-    # Load data
-    data = market.data(interval="minute", symbols_by_security_type={"EQ": ["NIFTY BANK"]})
-    data = data[data.date > "{} 08:15:00".format(data_date)]
-    data = data[data.date < "{} 15:15:00".format(data_date)]
-    data.loc[:, "day_of_week"] = data.date.dt.day_name()
-    data = data[data.date.dt.hour < 17]
-
-    # Add additional attributes
-    data = market.add_expiry(data, security_type="OPT", days_offset=0)
-
-    return data
-
-data = load_data(backtest_date)
-
-data_seq = data.to_dict('records')
-
-for d in data_seq:
-    timestamp = d['date']
-    broker_client.ping(timestamp)
-    ltp = d['open']
-    strike_gap = d['strike_gap']
-    expiry = d['expiry_date']
-    if timestamp.hour == 9 and timestamp.minute < 30:
-        print("waiting for market to cool down")
-        continue
-
-    if timestamp.hour > 13:
-        print("market is about to close, let's not place any orders")
-        continue
-
-    orders = broker_client.orders(tag="ladder")
-
-    if len(orders) == 0:
-        atm = int(round(ltp / strike_gap) * strike_gap)
-        pe_symbol = broker_client.option_symbol("NIFTY BANK", expiry, atm, "PE")
-        ce_symbol = broker_client.option_symbol("NIFTY BANK", expiry, atm, "CE")
-
-        broker_client.execute_order(
-            tradingsymbol=pe_symbol,
-            exchange="NSE",
-            quantity=100,
-            order_type='MARKET',
-            transaction_type='SELL',
-            stoploss=0.8,
-            tag="ladder",
-            product="NRML"
-        )
-        broker_client.execute_order(
-            tradingsymbol=ce_symbol,
-            exchange="NSE",
-            quantity=100,
-            order_type='MARKET',
-            transaction_type='SELL',
-            stoploss=0.8,
-            tag="ladder",
-            product="NRML"
-        )

quantplay-2.0.28/quantplay/strategies/options/intraday/musk.py

@@ -1,72 +0,0 @@
-from quantplay.strategy.base import QuantplayAlgorithm
-from quantplay.utils.constant import TickInterval
-from quantplay.service import market
-from quantplay.order_execution.mean_price import MeanPriceExecutionAlgo
-import numpy as np
-import pandas as pd
-
-
-class Musk(QuantplayAlgorithm):
-    def __init__(self):
-
-        # Mandatory Attributes
-        self.interval = TickInterval.minute
-        self.entry_time = "09:29"
-        self.exit_time = "15:15"
-        self.strategy_trigger_times = [self.entry_time]
-        self.exchange_to_trade_on = "NFO"
-        self.option_nearest_expiry_offset = 0
-        self.option_chain_depth = 0
-        self.backtest_after_date = "2021-01-01"
-        self.backtest_before_date = "2022-02-25"
-        self.stream_symbols_by_security_type = {"EQ": ["NIFTY BANK"]}
-        self.columns_for_uuid = ["date", "symbol"]
-        self.exact_number_of_orders_per_uuid = 2
-        self.strategy_type = "intraday"
-        self.strategy_tag = "musk"
-        self.execution_algo = MeanPriceExecutionAlgo(7)
-
-        self.data_required_for_days = 20
-
-        super(Musk, self).__init__()
-
-    def get_trades(self, market_data):
-        equity_data = market_data[(market_data.security_type == "EQ") & (market_data.symbol != "SBIN")]
-
-        unique_equity_symbols = list(equity_data.symbol.unique())
-        assert len(unique_equity_symbols) == 2
-        assert set(unique_equity_symbols) == {"NIFTY 50", "NIFTY BANK"}
-
-        trades = market.get_trades(equity_data, self.entry_time)
-
-        trades = self.add_expiry(trades, security_type="OPT")
-        trades.to_csv("/tmp/{}.csv".format(self.strategy_tag))
-        trades = trades[trades.date.dt.year >= 2019]
-
-        trades = trades[trades.strike_gap > 0]
-        trades.loc[:, "atm_price"] = (
-            round(trades.close / trades.strike_gap) * trades.strike_gap
-        )
-        trades.loc[:, "atm_price"] = trades.atm_price.astype(int)
-
-        pe_trades = market.option_symbol(
-            trades, price_column="atm_price", option_type="PE"
-        )
-        ce_trades = market.option_symbol(
-            trades, price_column="atm_price", option_type="CE"
-        )
-
-        trades = pd.concat([pe_trades, ce_trades])
-
-        trades.loc[:, "day_of_week"] = trades.date.dt.day_name()
-        trades = trades[trades.day_of_week.isin(["Monday", "Tuesday", "Wednesday", "Thursday"])]
-
-        trades.loc[:, "transaction_type"] = "SELL"
-        trades.loc[:, "stoploss"] = np.where(trades.symbol == "NIFTY 50", 0.5, 0.8)
-        trades.loc[:, "quantity"] = np.where(trades.symbol == "NIFTY 50", 100, 50)
-
-        trades = self.filter_uuids_not_matching_count(trades)
-
-        return trades
-
-

quantplay-2.0.28/quantplay/strategies/options/intraday/short_straddle.py

@@ -1,10 +0,0 @@
-from quantplay.service import market
-
-market.broker.execute_order(tradingsymbol="SBIN",
-                            exchange="NSE",
-                            quantity=1,
-                            order_type="MARKET",
-                            transaction_type="BUY",
-                            stoploss=0.03,
-                            tag='straddle',
-                            product="MIS")