quantplay 2.0.85__tar.gz → 2.0.90__tar.gz

{quantplay-2.0.85 → quantplay-2.0.90}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 2.0.85
+Version: 2.0.90
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-2.0.85 → quantplay-2.0.90}/quantplay/broker/aliceblue.py

@@ -3,7 +3,7 @@ import copy
 import pickle
 import traceback
 from queue import Queue
-from typing import Any, Dict, Literal
+from typing import Any, Literal
 
 import polars as pl
 from pya3 import (
@@ -28,7 +28,11 @@ from quantplay.exception.exceptions import (
     TokenException,
     retry_exception,
 )
-from quantplay.model.broker import ModifyOrderRequest, UserBrokerProfileResponse
+from quantplay.model.broker import (
+    MarginsResponse,
+    ModifyOrderRequest,
+    UserBrokerProfileResponse,
+)
 from quantplay.model.generics import (
     ExchangeType,
     OrderTypeType,
@@ -596,29 +600,24 @@ class Aliceblue(Broker):
 
         return orders_df[list(self.orders_schema.keys())].cast(self.orders_schema)
 
-    def margins(self) -> Dict[str, float]:
+    def margins(self) -> MarginsResponse:
         margins = self.invoke_aliceblue_api(self.alice.get_balance)
         if margins is None:
             return {
                 "margin_used": 0.0,
                 "total_balance": 0.0,
                 "margin_available": 0.0,
+                "cash": 0,
             }
 
         margins = [a for a in margins if a["segment"] == "ALL"][0]
 
-        response = {
+        return {
             "margin_used": float(margins["debits"]),
             "total_balance": float(margins["credits"]),
             "margin_available": float(margins["net"]),
+            "cash": 0,
         }
-        return response
-
-    def account_summary(self):
-        margins = self.margins()
-        margins["pnl"] = float(self.positions()["pnl"].sum())
-
-        return margins
 
     def invoke_aliceblue_api(self, fn: Any, *args: Any, **kwargs: Any) -> Any:
         try:

{quantplay-2.0.85 → quantplay-2.0.90}/quantplay/broker/angelone.py

@@ -3,7 +3,7 @@ import copy
 import json
 import traceback
 from queue import Queue
-from typing import Any, Dict
+from typing import Any
 
 import logzero  # type: ignore
 import polars as pl
@@ -23,7 +23,11 @@ from quantplay.exception.exceptions import (
     TokenException,
     retry_exception,
 )
-from quantplay.model.broker import ModifyOrderRequest, UserBrokerProfileResponse
+from quantplay.model.broker import (
+    MarginsResponse,
+    ModifyOrderRequest,
+    UserBrokerProfileResponse,
+)
 from quantplay.model.generics import (
     ExchangeType,
     OrderTypeType,
@@ -521,22 +525,31 @@ class AngelOne(Broker):
 
         return response
 
-    def margins(self) -> Dict[str, float]:
+    def margins(self) -> MarginsResponse:
         api_margins = self.invoke_angelone_api(self.wrapper.rmsLimit)
 
         if "data" in api_margins and api_margins["data"] is None:
             if "errorcode" in api_margins and api_margins["errorcode"] == "AB1004":
                 raise TokenException("Angelone server not not responding")
 
-            return {"margin_used": 0.0, "margin_available": 0.0, "total_balance": 0.0}
+            return {
+                "margin_used": 0.0,
+                "margin_available": 0.0,
+                "total_balance": 0.0,
+                "cash": 0,
+            }
 
         api_margins = api_margins["data"]
 
         try:
-            margins = {
-                "margin_used": float(api_margins["net"]),
-                "margin_available": float(api_margins["net"]),
-                "total_balance": float(api_margins["net"]),
+            margin_used = float(api_margins["utiliseddebits"])
+            margin_available = float(api_margins["net"])
+
+            margins: MarginsResponse = {
+                "margin_used": margin_used,
+                "margin_available": margin_available,
+                "cash": float(api_margins["availablecash"]),
+                "total_balance": margin_used + margin_available,
             }
 
             return margins
@@ -547,24 +560,6 @@ class AngelOne(Broker):
         except Exception as e:
             raise RetryableException(f"Angelone: Failed to fetch margin {e}")
 
-    def account_summary(self):
-        pnl = 0
-
-        margins = self.margins()
-        positions = self.positions()
-
-        if len(positions) > 0:
-            pnl = positions["pnl"].sum()
-
-        response = {
-            "margin_used": margins["margin_used"],
-            "total_balance": margins["total_balance"],
-            "margin_available": margins["margin_available"],
-            "pnl": pnl,
-        }
-
-        return response
-
     @retry(
         wait_exponential_multiplier=3000,
         wait_exponential_max=10000,

{quantplay-2.0.85 → quantplay-2.0.90}/quantplay/broker/dhan.py

@@ -15,6 +15,7 @@ from quantplay.exception.exceptions import (
 )
 from quantplay.model.broker import (
     ExchangeType,
+    MarginsResponse,
     UserBrokerProfileResponse,
 )
 from quantplay.model.generics import (
@@ -340,7 +341,7 @@ class Dhan(Broker):
             .alias("product"),
             pl.when(pl.col("exchange") == "NSE_FNO")
             .then(pl.lit("NFO"))
-            .when(pl.col("exchange") == "BSE_FO")
+            .when(pl.col("exchange") == "BSE_FNO")
             .then(pl.lit("BFO"))
             .when(pl.col("exchange") == "NSE_EQ")
             .then(pl.lit("NSE"))
@@ -422,16 +423,20 @@ class Dhan(Broker):
             traceback.print_exc()
             raise RetryableException("Failed to Receive Data from broker. Retrying Again")
 
-    def margins(self) -> Dict[str, Any]:
+    def margins(self) -> MarginsResponse:
         response = self.invoke_dhan_api(self.dhan.get_fund_limits)
+        margin_used = 0
+        margin_available = 0
         if response:
-            margins = {
-                "margin_used": float(response["data"]["utilizedAmount"]),
-                "margin_available": float(response["data"]["availabelBalance"]),
-            }
-
-            return margins
-        return {}
+            margin_used = float(response["data"]["utilizedAmount"])
+            margin_available = float(response["data"]["availabelBalance"])
+
+        return {
+            "margin_available": margin_available,
+            "margin_used": margin_used,
+            "total_balance": margin_used + margin_available,
+            "cash": 0,
+        }
 
     def profile(self) -> UserBrokerProfileResponse:
         return {"user_id": self.dhan.client_id}

{quantplay-2.0.85 → quantplay-2.0.90}/quantplay/broker/finvasia_utils/fa_noren.py

@@ -13,6 +13,7 @@ import requests
 import websocket
 
 from quantplay.model.generics import ExchangeType, NorenTypes
+from quantplay.exception import TokenException
 
 logger = logging.getLogger(__name__)
 
@@ -294,6 +295,8 @@ class FA_NorenApi:
 
         self.__username = userid
         self.__accountid = userid
+        if "stat" in resDict and resDict["stat"].lower() == "not_ok":
+            raise TokenException(resDict["emsg"])
         self.__susertoken = resDict["susertoken"]
 
         return resDict

{quantplay-2.0.85 → quantplay-2.0.90}/quantplay/broker/five_paisa.py

@@ -16,7 +16,11 @@ from quantplay.exception.exceptions import (
     TokenException,
     retry_exception,
 )
-from quantplay.model.broker import ModifyOrderRequest, UserBrokerProfileResponse
+from quantplay.model.broker import (
+    MarginsResponse,
+    ModifyOrderRequest,
+    UserBrokerProfileResponse,
+)
 from quantplay.model.generics import (
     ExchangeType,
     OrderTypeType,
@@ -528,7 +532,7 @@ class FivePaisa(Broker):
         stop_max_attempt_number=3,
         retry_on_exception=retry_exception,
     )
-    def margins(self) -> Dict[str, float]:
+    def margins(self) -> MarginsResponse:
         margins = self.client.margin()
 
         if margins is None:
@@ -536,22 +540,13 @@ class FivePaisa(Broker):
 
         margins = margins[0]
 
-        margins = {
+        return {
             "margin_used": margins["MarginUtilized"],
             "margin_available": margins["NetAvailableMargin"],
+            "total_balance": margins["NetAvailableMargin"] + margins["MarginUtilized"],
+            "cash": 0,
         }
 
-        return margins
-
-    def account_summary(self):
-        margins = self.margins()
-        response = {
-            "margin_used": margins["margin_used"],
-            "margin_available": margins["margin_available"],
-            "pnl": float(self.positions()["pnl"].sum()),
-        }
-        return response
-
     def cancel_order(self, order_id: str, variety: str | None = None) -> None:
         raise NotImplementedError("Cancel Order Not Implementd")
 

{quantplay-2.0.85 → quantplay-2.0.90}/quantplay/broker/ft_utils/ft_noren.py

@@ -12,6 +12,7 @@ from typing import Any, Callable, Dict, List, Literal, TypedDict
 import requests
 import websocket
 
+from quantplay.exception.exceptions import TokenException
 from quantplay.model.generics import ExchangeType, NorenTypes
 
 logger = logging.getLogger(__name__)
@@ -291,6 +292,10 @@ class FT_NorenApi:
 
         self.__username = userid
         self.__accountid = userid
+
+        if "stat" in resDict and resDict["stat"].lower() == "not_ok":
+            raise TokenException(resDict["emsg"])
+
         self.__susertoken = resDict["susertoken"]
 
         return resDict

{quantplay-2.0.85 → quantplay-2.0.90}/quantplay/broker/generics/broker.py

@@ -28,6 +28,7 @@ from quantplay.exception.exceptions import (
 )
 from quantplay.model.broker import (
     ExchangeType,
+    MarginsResponse,
     ModifyOrderRequest,
     UserBrokerProfileResponse,
 )
@@ -1045,7 +1046,7 @@ class Broker(ABC):
         ...
 
     @abstractmethod
-    def margins(self) -> Dict[str, float]:
+    def margins(self) -> MarginsResponse:
         """Returns User Margin Summary"""
         ...
 

{quantplay-2.0.85 → quantplay-2.0.90}/quantplay/broker/kotak.py

@@ -8,7 +8,11 @@ import polars as pl
 import requests
 
 from quantplay.broker.generics.broker import Broker
-from quantplay.model.broker import ModifyOrderRequest, UserBrokerProfileResponse
+from quantplay.model.broker import (
+    MarginsResponse,
+    ModifyOrderRequest,
+    UserBrokerProfileResponse,
+)
 from quantplay.model.generics import (
     ExchangeType,
     OrderTypeType,
@@ -179,16 +183,17 @@ class Kotak(Broker):
     def profile(self) -> UserBrokerProfileResponse:
         return {"user_id": self.user_id or ""}
 
-    def margins(self) -> Dict[str, float]:
+    def margins(self) -> MarginsResponse:
         limits_resp = self.request(
             "limits", body={"seg": "ALL", "exch": "ALL", "prod": "ALL"}
         )
 
-        margins = {
+        return {
             "margin_used": limits_resp["MarginUsed"],
             "margin_available": limits_resp["Net"],
+            "total_balance": limits_resp["MarginUsed"] + limits_resp["Net"],
+            "cash": 0,
         }
-        return margins
 
     # **
     # ** POST/PUT Api's

{quantplay-2.0.85 → quantplay-2.0.90}/quantplay/broker/motilal.py

@@ -18,7 +18,7 @@ from quantplay.exception.exceptions import (
     TokenException,
     retry_exception,
 )
-from quantplay.model.broker import UserBrokerProfileResponse
+from quantplay.model.broker import MarginsResponse, UserBrokerProfileResponse
 from quantplay.model.generics import (
     ExchangeType,
     OrderTypeType,
@@ -380,19 +380,24 @@ class Motilal(Broker):
             )
             Constants.logger.error(exception_message)
 
-    def margins(self) -> Dict[str, float]:
+    def margins(self) -> MarginsResponse:
         response = self.__post_request(self.margin_summary_url, {})
         margin_summary = response["data"]
-
-        margins = {"margin_used": 0.0, "margin_available": 0.0}
+        margin_used = 0
+        margin_available = 0
         for margin_particular in margin_summary:
             if margin_particular["srno"] in [103]:
-                margins["margin_available"] += margin_particular["amount"]
+                margin_available += margin_particular["amount"]
 
             if margin_particular["srno"] in [301, 321, 340, 360]:
-                margins["margin_used"] += margin_particular["amount"]
+                margin_used += margin_particular["amount"]
 
-        return margins
+        return {
+            "margin_available": margin_available,
+            "margin_used": margin_used,
+            "total_balance": margin_used + margin_available,
+            "cash": 0,
+        }
 
     def place_order(
         self,
@@ -454,12 +459,6 @@ class Motilal(Broker):
             exception_message = "Order placement failed with error [{}]".format(str(e))
             print(exception_message)
 
-    def account_summary(self):
-        response = self.margins()
-        response["pnl"] = float(self.positions()["pnl"].sum())  # type: ignore
-
-        return response
-
     @retry(
         wait_exponential_multiplier=3000,
         wait_exponential_max=10000,

{quantplay-2.0.85 → quantplay-2.0.90}/quantplay/broker/noren.py

@@ -20,6 +20,7 @@ from quantplay.exception.exceptions import (
 )
 from quantplay.model.broker import (
     ExchangeType,
+    MarginsResponse,
     ModifyOrderRequest,
     UserBrokerProfileResponse,
 )
@@ -700,7 +701,7 @@ class Noren(Broker):
         stop_max_attempt_number=3,
         retry_on_exception=retry_exception,
     )
-    def margins(self) -> Dict[str, float]:
+    def margins(self) -> MarginsResponse:
         api_margins = self.invoke_noren_api(self.api.get_limits)
 
         if api_margins is None:
@@ -730,16 +731,17 @@ class Noren(Broker):
                 - float(api_margins["margin_used"])
             )
 
-            margins: Dict[str, float] = {}
-            margins["margin_used"] = api_margins["margin_used"]
-            margins["margin_available"] = margin_available
-
             try:
-                margins["cash"] = float(api_margins["cash"])
+                cash = float(api_margins["cash"])
             except Exception:
-                margins["cash"] = 0
+                cash = 0
 
-            margins["total_balance"] = float(api_margins["cash"]) + float(holdings_val)
+            margins: MarginsResponse = {
+                "margin_used": api_margins["margin_used"],
+                "margin_available": margin_available,
+                "cash": cash,
+                "total_balance": float(cash) + float(holdings_val),
+            }
 
             return margins
 
@@ -747,20 +749,4 @@ class Noren(Broker):
             logger.error(f"[NOREN_MARGIN_ERROR] {e}")
             RetryableException("[NOREN] Failed to fetch account margin")
 
-        return {}
-
-    def account_summary(self):
-        pnl = 0
-        margins = self.margins()
-        positions = self.positions()
-
-        if len(positions) > 0:
-            pnl = positions["pnl"].sum()
-
-        response = {
-            "margin_used": margins["margin_used"],
-            "total_balance": margins["total_balance"],
-            "margin_available": margins["margin_available"],
-            "pnl": pnl,
-        }
-        return response
+        return {"margin_available": 0, "margin_used": 0, "total_balance": 0, "cash": 0}

{quantplay-2.0.85 → quantplay-2.0.90}/quantplay/broker/upstox.py

@@ -22,6 +22,7 @@ from quantplay.exception.exceptions import (
 )
 from quantplay.model.broker import (
     ExchangeType,
+    MarginsResponse,
     ModifyOrderRequest,
     UserBrokerProfileResponse,
 )
@@ -556,7 +557,7 @@ class Upstox(Broker):
         stop_max_attempt_number=3,
         retry_on_exception=retry_exception,
     )
-    def margins(self) -> Dict[str, float]:
+    def margins(self) -> MarginsResponse:
         api_instance = upstox_client.UserApi(self.api_client)
 
         segment = "SEC"  # str |  (optional)
@@ -580,25 +581,12 @@ class Upstox(Broker):
                 "Exception when calling UserApi->get_user_fund_margin: %s\n" % e
             )
 
-        margins = {
+        return {
             "margin_used": margin_used,
             "margin_available": margin_available,
+            "total_balance": margin_used + margin_available,
+            "cash": 0,
         }
-        return margins
-
-    @retry(
-        wait_exponential_multiplier=3000,
-        wait_exponential_max=10000,
-        stop_max_attempt_number=3,
-    )
-    def account_summary(self):
-        margins = self.margins()
-        response = {
-            "margin_used": margins["margin_used"],
-            "margin_available": margins["margin_available"],
-            "pnl": float(self.positions()["pnl"].sum()),
-        }
-        return response
 
     def stream_order_data(self):
         th = threading.Thread(target=self.between_callback, daemon=True)

{quantplay-2.0.85 → quantplay-2.0.90}/quantplay/broker/xts.py

@@ -22,6 +22,7 @@ from quantplay.exception.exceptions import (
 )
 from quantplay.model.broker import (
     ExchangeType,
+    MarginsResponse,
     ModifyOrderRequest,
     UserBrokerProfileResponse,
 )
@@ -172,7 +173,7 @@ class XTS(Broker):
         stop_max_attempt_number=3,
         retry_on_exception=retry_exception,
     )
-    def margins(self) -> Dict[str, float]:
+    def margins(self) -> MarginsResponse:
         api_response = self.wrapper.get_balance(clientID=self.ClientID)
         self.handle_exception(api_response)
 
@@ -180,18 +181,19 @@ class XTS(Broker):
             return {
                 "margin_used": 0,
                 "margin_available": 0,
+                "total_balance": 0,
+                "cash": 0,
             }
         api_response = api_response["result"]["BalanceList"][0]["limitObject"]
+        margin_used = api_response["RMSSubLimits"]["marginUtilized"]
+        margin_available = api_response["RMSSubLimits"]["netMarginAvailable"]
         return {
-            "margin_used": api_response["RMSSubLimits"]["marginUtilized"],
-            "margin_available": api_response["RMSSubLimits"]["netMarginAvailable"],
+            "margin_used": margin_used,
+            "margin_available": margin_available,
+            "total_balance": margin_used + margin_available,
+            "cash": 0,
         }
 
-    def account_summary(self):
-        margins = self.margins()
-        margins["pnl"] = float(self.positions()["pnl"].sum())
-        return margins
-
     @retry(
         wait_exponential_multiplier=3000,
         wait_exponential_max=10000,

{quantplay-2.0.85 → quantplay-2.0.90}/quantplay/broker/zerodha.py

@@ -20,6 +20,7 @@ from quantplay.exception.exceptions import (
 from quantplay.exception.exceptions import TokenException as QuantplayTokenException
 from quantplay.model.broker import (
     ExchangeType,
+    MarginsResponse,
     ModifyOrderRequest,
     UserBrokerProfileResponse,
 )
@@ -380,7 +381,16 @@ class Zerodha(Broker):
                 [self.get_token(x) for x in holdings_df["instrument_token"].to_list()],
             )
         )
+        if "collateral_quantity" in holdings_df.columns:
+            holdings_df = holdings_df.with_columns(
+                pl.col("collateral_quantity").alias("pledged_quantity")
+            )
+        else:
+            holdings_df = holdings_df.with_columns(pl.lit(0).alias("pledged_quantity"))
 
+        holdings_df = holdings_df.with_columns(
+            (pl.col("pledged_quantity") + pl.col("quantity")).alias("quantity")
+        )
         holdings_df = holdings_df.with_columns(
             (pl.col("quantity") * pl.col("price")).alias("value"),
             pl.lit(0).alias("pledged_quantity"),
@@ -521,15 +531,18 @@ class Zerodha(Broker):
         stop_max_attempt_number=3,
         retry_on_exception=retry_exception,
     )
-    def margins(self) -> Dict[str, Any]:
+    def margins(self) -> MarginsResponse:
         try:
             margins = self.wrapper.margins()
-
-            margins = {
-                "margin_used": float(margins["equity"]["utilised"]["debits"]),
-                "margin_available": float(margins["equity"]["net"]),
+            margin_used = float(margins["equity"]["utilised"]["debits"])
+            margin_available = float(margins["equity"]["net"])
+            response: MarginsResponse = {
+                "margin_used": margin_used,
+                "margin_available": margin_available,
+                "total_balance": margin_used + margin_available,
+                "cash": float(margins["equity"]["available"]["cash"]),
             }
-            return margins
+            return response
 
         except TokenException as e:
             raise QuantplayTokenException(str(e))
@@ -554,15 +567,6 @@ class Zerodha(Broker):
             "gst": sum([a["charges"]["gst"]["total"] for a in charges]),
         }
 
-    def account_summary(self):
-        margins = self.margins()
-        response = {
-            "margin_used": margins["margin_used"],
-            "margin_available": margins["margin_available"],
-            "pnl": float(self.positions()["pnl"].sum()),
-        }
-        return response
-
     @retry(
         wait_exponential_multiplier=3000,
         wait_exponential_max=10000,

{quantplay-2.0.85 → quantplay-2.0.90}/quantplay/model/broker.py

@@ -30,3 +30,10 @@ class UserBrokerProfileResponse(TypedDict):
     segments: NotRequired[ExchangeType]
     exchanges: NotRequired[ExchangeType]
     email: NotRequired[str]
+
+
+class MarginsResponse(TypedDict):
+    total_balance: float
+    margin_available: float
+    margin_used: float
+    cash: float

{quantplay-2.0.85 → quantplay-2.0.90}/quantplay.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 2.0.85
+Version: 2.0.90
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-2.0.85 → quantplay-2.0.90}/setup.py

@@ -21,7 +21,7 @@ requirements = [
 setup(
     name="quantplay",
     long_description=Path("README.md").read_text(),
-    version="2.0.85",
+    version="2.0.90",
     setup_requires=["pytest-runner"],
     install_requires=requirements,
     tests_require=[],