quantplay 2.0.9__tar.gz → 2.0.10__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-2.0.9 → quantplay-2.0.10}/PKG-INFO +1 -1
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/noren.py +9 -5
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay.egg-info/PKG-INFO +1 -1
- {quantplay-2.0.9 → quantplay-2.0.10}/setup.py +1 -1
- {quantplay-2.0.9 → quantplay-2.0.10}/README.md +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/pyproject.toml +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/aliceblue.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/angelone.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/auto_login/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/auto_login/aliceblue.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/finvasia_utils/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/finvasia_utils/fa_noren.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/five_paisa.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/flattrade.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/ft_utils/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/ft_utils/flattrade_utils.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/ft_utils/ft_noren.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/generics/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/generics/broker.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/iifl_xts.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/kite_utils.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/motilal.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/shoonya.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/uplink/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/uplink/uplink_utils.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/upstox.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/xts.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/xts_utils/Connect.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/xts_utils/Exception.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/xts_utils/InteractiveSocketClient.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/xts_utils/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/broker/zerodha.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/exception/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/exception/exceptions.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/model/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/model/broker/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/model/broker/generics.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/py.typed +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/strategies/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/strategies/equities/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/strategies/equities/intraday/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/strategies/equities/overnight/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/strategies/futures/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/strategies/futures/overnight/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/strategies/options/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/strategies/options/intraday/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/strategies/options/intraday/ladder.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/strategies/options/intraday/musk.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/strategies/options/intraday/short_straddle.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/utils/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/utils/constant.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/utils/exchange.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/utils/number_utils.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/utils/pickle_utils.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/utils/selenium_utils.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/wrapper/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/wrapper/aws/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay/wrapper/aws/s3.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay.egg-info/SOURCES.txt +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay.egg-info/dependency_links.txt +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay.egg-info/requires.txt +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/quantplay.egg-info/top_level.txt +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/setup.cfg +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/tests/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/tests/conftest.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/tests/wrapper/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/tests/wrapper/aws/__init__.py +0 -0
- {quantplay-2.0.9 → quantplay-2.0.10}/tests/wrapper/aws/s3_test.py +0 -0
|
@@ -123,14 +123,11 @@ class Noren(Broker):
|
|
|
123
123
|
order["order_id"] = order["norenordno"]
|
|
124
124
|
order["exchange_order_id"] = order["exchordid"]
|
|
125
125
|
order["exchange"] = order["exch"]
|
|
126
|
-
|
|
127
|
-
# TODO translate symbol
|
|
128
|
-
# -EQ should be removed
|
|
129
|
-
# F&O symbol translation
|
|
130
126
|
order["tradingsymbol"] = order["tsym"]
|
|
131
127
|
|
|
132
128
|
if order["exchange"] == "NSE":
|
|
133
129
|
order["tradingsymbol"] = order["tradingsymbol"].replace("-EQ", "")
|
|
130
|
+
|
|
134
131
|
elif order["exchange"] in ["NFO", "MCX"]:
|
|
135
132
|
order["tradingsymbol"] = self.broker_symbol_map[order["tradingsymbol"]]
|
|
136
133
|
|
|
@@ -658,7 +655,8 @@ class Noren(Broker):
|
|
|
658
655
|
|
|
659
656
|
except Exception:
|
|
660
657
|
traceback.print_exc()
|
|
661
|
-
raise RetryableException("Failed to data from broker")
|
|
658
|
+
# raise RetryableException("Failed to data from broker")
|
|
659
|
+
raise Exception("Failed to data from broker")
|
|
662
660
|
|
|
663
661
|
@timeit(MetricName="Finvasia:positions")
|
|
664
662
|
@retry(
|
|
@@ -679,8 +677,10 @@ class Noren(Broker):
|
|
|
679
677
|
api_margins["margin_used"] = 0
|
|
680
678
|
else:
|
|
681
679
|
api_margins["margin_used"] = api_margins["marginused"]
|
|
680
|
+
|
|
682
681
|
if "payin" not in api_margins:
|
|
683
682
|
api_margins["payin"] = 0
|
|
683
|
+
|
|
684
684
|
margin_available = (
|
|
685
685
|
float(api_margins["cash"])
|
|
686
686
|
+ float(collateral)
|
|
@@ -691,16 +691,20 @@ class Noren(Broker):
|
|
|
691
691
|
margins = {}
|
|
692
692
|
margins["margin_used"] = api_margins["margin_used"]
|
|
693
693
|
margins["margin_available"] = margin_available
|
|
694
|
+
|
|
694
695
|
try:
|
|
695
696
|
margins["cash"] = float(api_margins["cash"])
|
|
696
697
|
except Exception:
|
|
697
698
|
margins["cash"] = 0
|
|
699
|
+
|
|
698
700
|
margins["total_balance"] = float(api_margins["cash"]) + float(collateral)
|
|
699
701
|
|
|
700
702
|
return margins
|
|
703
|
+
|
|
701
704
|
except Exception as e:
|
|
702
705
|
logger.error(f"[NOREN_MARGIN_ERROR] {e}")
|
|
703
706
|
RetryableException("[NOREN] Failed to fetch account margin")
|
|
707
|
+
|
|
704
708
|
return {}
|
|
705
709
|
|
|
706
710
|
@timeit(MetricName="Finvasia:account_summary")
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
{quantplay-2.0.9 → quantplay-2.0.10}/quantplay/strategies/options/intraday/short_straddle.py
RENAMED
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|