quantplay 2.0.31__tar.gz → 2.0.32__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-2.0.31 → quantplay-2.0.32}/PKG-INFO +1 -1
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/generics/broker.py +1 -4
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay.egg-info/PKG-INFO +1 -1
- {quantplay-2.0.31 → quantplay-2.0.32}/setup.py +1 -1
- {quantplay-2.0.31 → quantplay-2.0.32}/README.md +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/pyproject.toml +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/__init__.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/__init__.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/aliceblue.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/angelone.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/auto_login/__init__.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/auto_login/aliceblue.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/finvasia_utils/__init__.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/finvasia_utils/fa_noren.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/five_paisa.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/flattrade.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/ft_utils/__init__.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/ft_utils/flattrade_utils.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/ft_utils/ft_noren.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/generics/__init__.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/iifl_xts.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/kite_utils.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/motilal.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/noren.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/shoonya.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/uplink/__init__.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/uplink/uplink_utils.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/upstox.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/xts.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/xts_utils/Connect.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/xts_utils/Exception.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/xts_utils/InteractiveSocketClient.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/xts_utils/__init__.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/broker/zerodha.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/exception/__init__.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/exception/exceptions.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/model/__init__.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/model/broker.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/model/generics.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/model/order_event.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/py.typed +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/strategies/__init__.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/strategies/equities/__init__.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/strategies/equities/intraday/__init__.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/strategies/equities/overnight/__init__.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/strategies/futures/__init__.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/strategies/futures/overnight/__init__.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/strategies/options/__init__.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/strategies/options/intraday/__init__.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/strategies/options/intraday/ladder.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/strategies/options/intraday/musk.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/strategies/options/intraday/short_straddle.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/utils/__init__.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/utils/constant.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/utils/exchange.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/utils/number_utils.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/utils/pickle_utils.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/utils/selenium_utils.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/wrapper/__init__.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/wrapper/aws/__init__.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay/wrapper/aws/s3.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay.egg-info/SOURCES.txt +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay.egg-info/dependency_links.txt +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay.egg-info/requires.txt +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/quantplay.egg-info/top_level.txt +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/setup.cfg +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/tests/__init__.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/tests/conftest.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/tests/wrapper/__init__.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/tests/wrapper/aws/__init__.py +0 -0
- {quantplay-2.0.31 → quantplay-2.0.32}/tests/wrapper/aws/s3_test.py +0 -0
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@@ -638,8 +638,6 @@ class Broker:
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elif transaction_type == "SELL":
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return self.round_to_tick(price * (1 - market_protection))
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return price
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def split_order(self, exchange, tradingsymbol, quantity, max_qty=None):
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max_lots = self.symbol_max_lots(exchange, tradingsymbol)
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lot_size = self.get_lot_size(exchange, tradingsymbol)
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positions = positions.with_columns(
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pl.struct(["exchange", "tradingsymbol"])
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.map_elements(
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lambda x: float(self.ltp(x["exchange"], x["tradingsymbol"])),
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return_dtype=pl.Float64,
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)
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.alias("price")
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order["quantity_in_lots"]
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* self.get_lot_size(order["exchange"], order["symbol"])
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)
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order["price"] = self.market_protection_price(
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order["price"],
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order["transaction_type"],
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{quantplay-2.0.31 → quantplay-2.0.32}/quantplay/strategies/options/intraday/short_straddle.py
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