quantplay 2.0.50__tar.gz → 2.0.52__tar.gz

{quantplay-2.0.50 → quantplay-2.0.52}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 2.0.50
+Version: 2.0.52
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-2.0.50 → quantplay-2.0.52}/quantplay/broker/generics/broker.py

@@ -250,7 +250,7 @@ class Broker(ABC):
         positions = self.positions()
         pnl = positions["pnl"].sum()
 
-        positions = positions[positions["product"] != "CNC"]
+        positions = positions.filter(pl.col("product") != "CNC")
         if keep_hedges:
             positions = positions.filter(
                 (~pl.col("option_type").is_in(["CE", "PE"])) & (pl.col("quantity").gt(0))
@@ -953,7 +953,7 @@ class Broker(ABC):
             drop_cnc (bool, optional): CNC positions to be dropped or not. Defaults to True.
 
         Returns:
-            pd.DataFrame: returns user positions
+            pl.DataFrame: returns user positions
         """
         ...
 

{quantplay-2.0.50 → quantplay-2.0.52}/quantplay/broker/zerodha.py

@@ -2,6 +2,7 @@ import codecs
 import pickle
 import traceback
 from typing import Any, Callable, Dict, Hashable, List
+from datetime import datetime
 
 import polars as pl
 from kiteconnect import KiteConnect, KiteTicker
@@ -556,3 +557,50 @@ class Zerodha(Broker):
             "pnl": float(self.positions()["pnl"].sum()),
         }
         return response
+
+    @retry(
+        wait_exponential_multiplier=3000,
+        wait_exponential_max=10000,
+        stop_max_attempt_number=3,
+        retry_on_exception=retry_exception,
+    )
+    def historical_data(
+        self,
+        exchange: ExchangeType,
+        tradingsymbol: str,
+        start_time: datetime,
+        interval: str,
+        end_time: datetime = datetime.now(),
+    ) -> pl.DataFrame:
+        tradingsymbol = self.get_symbol(tradingsymbol, exchange=exchange)
+        instrument_token = self.symbol_data[f"{exchange}:{tradingsymbol}"][  # type: ignore
+            "instrument_token"
+        ]
+
+        Constants.logger.info(
+            f"[HISTORICAL_DATA] requesting {interval} candles for {instrument_token}/{tradingsymbol} from {start_time} till {end_time}"
+        )
+        data = self.wrapper.historical_data(
+            instrument_token,
+            start_time,
+            end_time,
+            interval,  # type: ignore
+            continuous=False,
+        )
+        data = pl.DataFrame(data)
+
+        if len(data) == 0:
+            return data
+
+        data = data.cast(
+            {
+                "date": pl.Datetime,
+                "open": pl.Float64,
+                "high": pl.Float64,
+                "low": pl.Float64,
+                "close": pl.Float64,
+                "volume": pl.Int64,
+            }
+        )
+
+        return data.sort("date")

{quantplay-2.0.50 → quantplay-2.0.52}/quantplay.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 2.0.50
+Version: 2.0.52
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-2.0.50 → quantplay-2.0.52}/setup.py

@@ -21,7 +21,7 @@ requirements = [
 setup(
     name="quantplay",
     long_description=Path("README.md").read_text(),
-    version="2.0.50",
+    version="2.0.52",
     setup_requires=["pytest-runner"],
     install_requires=requirements,
     tests_require=[],