quantplay 2.0.43__tar.gz → 2.0.45__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-2.0.43 → quantplay-2.0.45}/PKG-INFO +1 -1
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/five_paisa.py +2 -4
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/generics/broker.py +3 -3
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay.egg-info/PKG-INFO +1 -1
- {quantplay-2.0.43 → quantplay-2.0.45}/setup.py +2 -2
- {quantplay-2.0.43 → quantplay-2.0.45}/README.md +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/pyproject.toml +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/__init__.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/__init__.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/aliceblue.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/angelone.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/auto_login/__init__.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/auto_login/aliceblue.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/broker_factory.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/dhan.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/finvasia_utils/__init__.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/finvasia_utils/fa_noren.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/flattrade.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/ft_utils/__init__.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/ft_utils/flattrade_utils.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/ft_utils/ft_noren.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/generics/__init__.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/iifl_xts.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/kite_utils.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/motilal.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/noren.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/shoonya.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/uplink/__init__.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/uplink/uplink_utils.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/upstox.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/xts.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/xts_utils/Connect.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/xts_utils/Exception.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/xts_utils/InteractiveSocketClient.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/xts_utils/__init__.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/broker/zerodha.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/exception/__init__.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/exception/exceptions.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/model/__init__.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/model/broker.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/model/generics.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/model/instrument_data.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/model/order_event.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/py.typed +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/utils/__init__.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/utils/caching.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/utils/constant.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/utils/exchange.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/utils/number_utils.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/utils/pickle_utils.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/utils/selenium_utils.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/wrapper/__init__.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/wrapper/aws/__init__.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay/wrapper/aws/s3.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay.egg-info/SOURCES.txt +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay.egg-info/dependency_links.txt +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay.egg-info/requires.txt +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/quantplay.egg-info/top_level.txt +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/setup.cfg +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/tests/__init__.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/tests/conftest.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/tests/wrapper/__init__.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/tests/wrapper/aws/__init__.py +0 -0
- {quantplay-2.0.43 → quantplay-2.0.45}/tests/wrapper/aws/s3_test.py +0 -0
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@@ -10,7 +10,6 @@ from retrying import retry # type: ignore
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from quantplay.broker.generics.broker import Broker
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from quantplay.exception.exceptions import (
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BrokerException,
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InvalidArgumentException,
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QuantplayOrderPlacementException,
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RetryableException,
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@@ -310,10 +309,9 @@ class FivePaisa(Broker):
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)
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def orders(self, tag: str | None = None, add_ltp: bool = True):
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orders = self.client.order_book()
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+
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if orders is None:
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raise
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"Invalid data response. AngelOne sent incorrect data, Please check."
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)
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raise TokenException("5Paisa Token expired")
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if len(orders) == 0:
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return pl.DataFrame(schema=self.orders_schema)
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@@ -812,8 +812,8 @@ class Broker(ABC):
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product: ProductType,
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transaction_type: TransactionType,
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quantity: int,
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strike_factor: int,
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new_strike: int,
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strike_factor: int | None,
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new_strike: int | None,
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):
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split_regex = r"([A-Z]+)(.{5})([0-9]+)(CE|PE)"
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config = self.underlying_config(underlying, expiry)
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strike_gap = config["strike_gap"]
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if strike_factor:
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if strike_factor is not None:
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new_strike = strike + (strike_gap * strike_factor)
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new_trading_symbol = f"{underlying}{expiry}{new_strike}{instrument_type}"
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@@ -9,7 +9,7 @@ def is_requirement(s: str) -> bool:
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and must not start from - or #.
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"""
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s = s.strip()
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return not any([not s, re.match("^[-#]", s)])
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return not any([not s, re.match("^[-#]", s)])
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requirements = [
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setup(
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name="quantplay",
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long_description=Path("README.md").read_text(),
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version="2.0.
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version="2.0.45",
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setup_requires=["pytest-runner"],
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install_requires=requirements,
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tests_require=[],
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