quantplay 2.0.28__tar.gz → 2.0.30__tar.gz

{quantplay-2.0.28 → quantplay-2.0.30}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 2.0.28
+Version: 2.0.30
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-2.0.28 → quantplay-2.0.30}/quantplay/broker/aliceblue.py

@@ -3,13 +3,13 @@ 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
 from pya3 import OrderType as AliceOrderType
 from pya3 import ProductType, TransactionType
-from retrying import retry  # type: ignore
+from retrying import retry
 
 from quantplay.broker.generics.broker import Broker
 from quantplay.exception.exceptions import (
@@ -19,8 +19,8 @@ from quantplay.exception.exceptions import (
     TokenException,
     retry_exception,
 )
-from quantplay.exception.exceptions import TokenException as QuantplayTokenException
 from quantplay.model.broker import ModifyOrderRequest, UserBrokerProfileResponse
+from quantplay.model.generics import ExchangeType
 from quantplay.model.order_event import OrderUpdateEvent
 from quantplay.utils.constant import Constants, OrderType
 from quantplay.utils.pickle_utils import InstrumentData
@@ -94,8 +94,10 @@ class Aliceblue(Broker):
         if exchange == "NSE":
             if "-EQ" not in symbol:
                 return f"{symbol}-EQ"
+
         elif symbol not in self.quantplay_symbol_map:
             return symbol
+
         return self.quantplay_symbol_map[symbol]
 
     def load_instrument(self, file_name: str | None = None):
@@ -213,11 +215,20 @@ class Aliceblue(Broker):
             exception_message = f"Order placement failed [{str(e)}]"
             raise QuantplayOrderPlacementException(exception_message)
 
-    def ltp(self, exchange, tradingsymbol: str):
+    def ltp(self, exchange: ExchangeType, tradingsymbol: str) -> float:
         tradingsymbol = self.get_symbol(tradingsymbol, exchange=exchange)
-        inst = self.invoke_aliceblue_api(
-            self.alice.get_instrument_by_symbol, exchange=exchange, symbol=tradingsymbol
-        )
+        try:
+            inst = self.invoke_aliceblue_api(
+                self.alice.get_instrument_by_symbol,
+                exchange=exchange,
+                symbol=tradingsymbol,
+            )
+        except Exception:
+            inst = self.invoke_aliceblue_api(
+                self.alice.get_instrument_by_symbol,
+                exchange=exchange,
+                symbol=tradingsymbol.replace("-EQ", ""),
+            )
         info = self.invoke_aliceblue_api(self.alice.get_scrip_info, instrument=inst)
 
         return float(info["LTP"])
@@ -308,7 +319,8 @@ class Aliceblue(Broker):
         holdings_response = self.invoke_aliceblue_api(self.alice.get_holding_positions)
 
         if (
-            "HoldingVal" not in holdings_response
+            holdings_response is None
+            or "HoldingVal" not in holdings_response
             or len(holdings_response["HoldingVal"]) == 0
         ):
             return pl.DataFrame(schema=self.holidings_schema)
@@ -325,7 +337,9 @@ class Aliceblue(Broker):
                 "HUqty": "quantity",
             },
         )
-
+        holdings_df = holdings_df.with_columns(
+            pl.col("tradingsymbol").str.replace("-EQ", "").alias("tradingsymbol")
+        )
         holdings_df = holdings_df.with_columns(pl.lit("NSE").alias("exchange"))
         holdings_df = holdings_df.with_columns(
             pl.struct(["exchange", "tradingsymbol"])
@@ -335,7 +349,6 @@ class Aliceblue(Broker):
             )
             .alias("price")
         )
-
         holdings_df = holdings_df.with_columns(
             pl.col("quantity").cast(pl.Int64).alias("quantity"),
             pl.col("average_price").cast(pl.Float64).alias("average_price"),
@@ -417,13 +430,7 @@ 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 +556,7 @@ 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]
@@ -567,20 +574,31 @@ 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":
-                raise InvalidArgumentException(response["emsg"])
             if response is None:
                 raise InvalidArgumentException(
                     "Invalid data response. Aliceblue sent incorrect data, Please check."
                 )
 
+            if "emsg" in response and "expired" in response["emsg"].lower():
+                raise TokenException("Session expired")
+            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"])
+
             return response
 
         except (TokenException, InvalidArgumentException):

{quantplay-2.0.28 → quantplay-2.0.30}/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-2.0.30}/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-2.0.30}/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-2.0.30}/quantplay/broker/motilal.py

@@ -273,10 +273,10 @@ class Motilal(Broker):
             "scripcode": token,
         }
 
-        Constants.logger.info("[GET_LTP_REQUEST] response {}".format(data))
-        response = self.__post_request(self.ltp_url, json.dumps(data))
-        Constants.logger.info("[GET_LTP_RESPONSE] response {}".format(response.json()))
-        return response.json()["data"]["ltp"] / 100.0
+        Constants.logger.info(f"[GET_LTP_REQUEST] response {data}")
+        response = self.__post_request(self.ltp_url, data)
+        Constants.logger.info(f"[GET_LTP_RESPONSE] response {response}")
+        return response["data"]["ltp"] / 100.0
 
     def modify_price(
         self,
@@ -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"]
 
@@ -533,10 +533,13 @@ class Motilal(Broker):
         retry_on_exception=retry_exception,
     )
     def __post_request(self, url, data):
+        if not data:
+            data = {"Clientcode": self.headers["vendorinfo"]}
+        data = json.dumps(data)
         api_response = requests.post(
             url,
             headers=self.headers,
-            data=json.dumps({"Clientcode": self.headers["vendorinfo"]}),
+            data=data,
         ).json()
 
         if api_response["status"] == "ERROR" and api_response["errorcode"] in [

{quantplay-2.0.28 → quantplay-2.0.30}/quantplay/broker/noren.py

@@ -251,7 +251,13 @@ class Noren(Broker):
     def ltp(self, exchange, tradingsymbol):
         tradingsymbol = self.get_symbol(tradingsymbol, exchange)
 
-        token = self.symbol_data["{}:{}".format(exchange, tradingsymbol)]["token"]
+        try:
+            token = self.symbol_data["{}:{}".format(exchange, tradingsymbol)]["token"]
+        except KeyError:
+            token = self.symbol_data["{}:{}".format(exchange, tradingsymbol[:-3])][
+                "token"
+            ]
+
         quote = self.api.get_quotes(exchange, str(token))
 
         if quote is None:
@@ -300,7 +306,6 @@ class Noren(Broker):
         order_id = order_to_modify["order_id"]
         existing_details = self.order_history(order_id)
 
-        # TODO
         order_to_modify["order_type"] = self.get_order_type(order_to_modify["order_type"])  # type: ignore
 
         if "trigger_price" not in order_to_modify:
@@ -663,7 +668,6 @@ class Noren(Broker):
             response = fn(*args, **kwargs)
             if response is None:
                 return response
-            # TODO: Verify
             if "stat" in response and "not_ok" == response["stat"].lower():
                 raise TokenException(response["emsg"] if response is not None else "")
 
@@ -683,7 +687,7 @@ 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-2.0.30}/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-2.0.30}/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-2.0.30}/quantplay.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 2.0.28
+Version: 2.0.30
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-2.0.28 → quantplay-2.0.30}/setup.py

@@ -21,7 +21,7 @@ requirements = [
 setup(
     name="quantplay",
     long_description=Path("README.md").read_text(),
-    version="2.0.28",
+    version="2.0.30",
     setup_requires=["pytest-runner"],
     install_requires=requirements,
     tests_require=[],