quantplay 2.0.9__tar.gz → 2.0.11__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.
Files changed (70) hide show
  1. {quantplay-2.0.9 → quantplay-2.0.11}/PKG-INFO +1 -1
  2. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/noren.py +14 -7
  3. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay.egg-info/PKG-INFO +1 -1
  4. {quantplay-2.0.9 → quantplay-2.0.11}/setup.py +1 -1
  5. {quantplay-2.0.9 → quantplay-2.0.11}/README.md +0 -0
  6. {quantplay-2.0.9 → quantplay-2.0.11}/pyproject.toml +0 -0
  7. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/__init__.py +0 -0
  8. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/__init__.py +0 -0
  9. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/aliceblue.py +0 -0
  10. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/angelone.py +0 -0
  11. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/auto_login/__init__.py +0 -0
  12. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/auto_login/aliceblue.py +0 -0
  13. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/finvasia_utils/__init__.py +0 -0
  14. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/finvasia_utils/fa_noren.py +0 -0
  15. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/five_paisa.py +0 -0
  16. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/flattrade.py +0 -0
  17. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/ft_utils/__init__.py +0 -0
  18. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/ft_utils/flattrade_utils.py +0 -0
  19. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/ft_utils/ft_noren.py +0 -0
  20. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/generics/__init__.py +0 -0
  21. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/generics/broker.py +0 -0
  22. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/iifl_xts.py +0 -0
  23. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/kite_utils.py +0 -0
  24. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/motilal.py +0 -0
  25. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/shoonya.py +0 -0
  26. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/uplink/__init__.py +0 -0
  27. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/uplink/uplink_utils.py +0 -0
  28. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/upstox.py +0 -0
  29. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/xts.py +0 -0
  30. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/xts_utils/Connect.py +0 -0
  31. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/xts_utils/Exception.py +0 -0
  32. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/xts_utils/InteractiveSocketClient.py +0 -0
  33. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/xts_utils/__init__.py +0 -0
  34. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/broker/zerodha.py +0 -0
  35. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/exception/__init__.py +0 -0
  36. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/exception/exceptions.py +0 -0
  37. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/model/__init__.py +0 -0
  38. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/model/broker/__init__.py +0 -0
  39. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/model/broker/generics.py +0 -0
  40. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/py.typed +0 -0
  41. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/strategies/__init__.py +0 -0
  42. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/strategies/equities/__init__.py +0 -0
  43. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/strategies/equities/intraday/__init__.py +0 -0
  44. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/strategies/equities/overnight/__init__.py +0 -0
  45. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/strategies/futures/__init__.py +0 -0
  46. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/strategies/futures/overnight/__init__.py +0 -0
  47. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/strategies/options/__init__.py +0 -0
  48. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/strategies/options/intraday/__init__.py +0 -0
  49. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/strategies/options/intraday/ladder.py +0 -0
  50. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/strategies/options/intraday/musk.py +0 -0
  51. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/strategies/options/intraday/short_straddle.py +0 -0
  52. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/utils/__init__.py +0 -0
  53. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/utils/constant.py +0 -0
  54. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/utils/exchange.py +0 -0
  55. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/utils/number_utils.py +0 -0
  56. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/utils/pickle_utils.py +0 -0
  57. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/utils/selenium_utils.py +0 -0
  58. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/wrapper/__init__.py +0 -0
  59. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/wrapper/aws/__init__.py +0 -0
  60. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay/wrapper/aws/s3.py +0 -0
  61. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay.egg-info/SOURCES.txt +0 -0
  62. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay.egg-info/dependency_links.txt +0 -0
  63. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay.egg-info/requires.txt +0 -0
  64. {quantplay-2.0.9 → quantplay-2.0.11}/quantplay.egg-info/top_level.txt +0 -0
  65. {quantplay-2.0.9 → quantplay-2.0.11}/setup.cfg +0 -0
  66. {quantplay-2.0.9 → quantplay-2.0.11}/tests/__init__.py +0 -0
  67. {quantplay-2.0.9 → quantplay-2.0.11}/tests/conftest.py +0 -0
  68. {quantplay-2.0.9 → quantplay-2.0.11}/tests/wrapper/__init__.py +0 -0
  69. {quantplay-2.0.9 → quantplay-2.0.11}/tests/wrapper/aws/__init__.py +0 -0
  70. {quantplay-2.0.9 → quantplay-2.0.11}/tests/wrapper/aws/s3_test.py +0 -0
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.1
2
2
  Name: quantplay
3
- Version: 2.0.9
3
+ Version: 2.0.11
4
4
  Summary: This python package will be stored in AWS CodeArtifact
5
5
  Home-page:
6
6
  Author:
@@ -123,14 +123,11 @@ class Noren(Broker):
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  order["order_id"] = order["norenordno"]
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  order["exchange_order_id"] = order["exchordid"]
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  order["exchange"] = order["exch"]
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-
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- # TODO translate symbol
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- # -EQ should be removed
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- # F&O symbol translation
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  order["tradingsymbol"] = order["tsym"]
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127
 
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  if order["exchange"] == "NSE":
133
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  order["tradingsymbol"] = order["tradingsymbol"].replace("-EQ", "")
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+
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  elif order["exchange"] in ["NFO", "MCX"]:
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  order["tradingsymbol"] = self.broker_symbol_map[order["tradingsymbol"]]
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@@ -649,16 +646,20 @@ class Noren(Broker):
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  def invoke_noren_api(self, fn: Callable, *args, **kwargs) -> Dict:
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  try:
651
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  response = fn(*args, **kwargs)
652
- if "stat" in response and "not_ok" == response["stat"].lower():
649
+
650
+ if response is None or (
651
+ "stat" in response and "not_ok" == response["stat"].lower()
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+ ):
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  raise TokenException(response["emsg"])
654
+
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  return response
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656
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  except JSONDecodeError:
657
- raise BrokerException("Failed to data from broker")
658
+ raise BrokerException("Failed to Receive Data from broker")
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659
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  except Exception:
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  traceback.print_exc()
661
- raise RetryableException("Failed to data from broker")
662
+ raise RetryableException("Failed to Receive Data from broker. Retrying Again")
662
663
 
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  @timeit(MetricName="Finvasia:positions")
664
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  @retry(
@@ -679,8 +680,10 @@ class Noren(Broker):
679
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  api_margins["margin_used"] = 0
680
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  else:
681
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  api_margins["margin_used"] = api_margins["marginused"]
683
+
682
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  if "payin" not in api_margins:
683
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  api_margins["payin"] = 0
686
+
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  margin_available = (
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  float(api_margins["cash"])
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  + float(collateral)
@@ -691,16 +694,20 @@ class Noren(Broker):
691
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  margins = {}
692
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  margins["margin_used"] = api_margins["margin_used"]
693
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  margins["margin_available"] = margin_available
697
+
694
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  try:
695
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  margins["cash"] = float(api_margins["cash"])
696
700
  except Exception:
697
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  margins["cash"] = 0
702
+
698
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  margins["total_balance"] = float(api_margins["cash"]) + float(collateral)
699
704
 
700
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  return margins
706
+
701
707
  except Exception as e:
702
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  logger.error(f"[NOREN_MARGIN_ERROR] {e}")
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  RetryableException("[NOREN] Failed to fetch account margin")
710
+
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  return {}
705
712
 
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  @timeit(MetricName="Finvasia:account_summary")
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.1
2
2
  Name: quantplay
3
- Version: 2.0.9
3
+ Version: 2.0.11
4
4
  Summary: This python package will be stored in AWS CodeArtifact
5
5
  Home-page:
6
6
  Author:
@@ -21,7 +21,7 @@ requirements = [
21
21
  setup(
22
22
  name="quantplay",
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  long_description=Path("README.md").read_text(),
24
- version="2.0.9",
24
+ version="2.0.11",
25
25
  setup_requires=["pytest-runner"],
26
26
  install_requires=requirements,
27
27
  tests_require=[],
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