quantplay 2.1.4__tar.gz → 2.1.6__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 (84) hide show
  1. {quantplay-2.1.4 → quantplay-2.1.6}/PKG-INFO +1 -1
  2. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/generics/broker.py +1 -1
  3. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/xts_utils_v2/ConnectV2.py +18 -18
  4. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay.egg-info/PKG-INFO +1 -1
  5. {quantplay-2.1.4 → quantplay-2.1.6}/setup.py +1 -1
  6. {quantplay-2.1.4 → quantplay-2.1.6}/README.md +0 -0
  7. {quantplay-2.1.4 → quantplay-2.1.6}/pyproject.toml +0 -0
  8. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/__init__.py +0 -0
  9. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/__init__.py +0 -0
  10. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/aliceblue.py +0 -0
  11. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/angelone.py +0 -0
  12. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/auto_login/__init__.py +0 -0
  13. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/auto_login/aliceblue.py +0 -0
  14. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/breeze/__init__.py +0 -0
  15. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/breeze/breeze_utils.py +0 -0
  16. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/broker_factory.py +0 -0
  17. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/dhan.py +0 -0
  18. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/finvasia_utils/__init__.py +0 -0
  19. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/finvasia_utils/fa_noren.py +0 -0
  20. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/five_paisa.py +0 -0
  21. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/flattrade.py +0 -0
  22. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/ft_utils/__init__.py +0 -0
  23. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/ft_utils/flattrade_utils.py +0 -0
  24. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/ft_utils/ft_noren.py +0 -0
  25. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/generics/__init__.py +0 -0
  26. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/icici_direct.py +0 -0
  27. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/iifl_xts.py +0 -0
  28. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/jainam_xts.py +0 -0
  29. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/kite_utils.py +0 -0
  30. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/kotak.py +0 -0
  31. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/kotak_utils/__init__.py +0 -0
  32. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/kotak_utils/kotak_ws.py +0 -0
  33. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/kotak_utils/kotak_ws_lib.py +0 -0
  34. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/motilal.py +0 -0
  35. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/noren.py +0 -0
  36. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/shoonya.py +0 -0
  37. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/uplink/__init__.py +0 -0
  38. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/uplink/uplink_utils.py +0 -0
  39. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/upstox.py +0 -0
  40. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/xts.py +0 -0
  41. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/xts_utils/Connect.py +0 -0
  42. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/xts_utils/Exception.py +0 -0
  43. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/xts_utils/InteractiveSocketClient.py +0 -0
  44. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/xts_utils/__init__.py +0 -0
  45. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/xts_utils_v2/InteractiveSocketClientV2.py +0 -0
  46. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/xts_utils_v2/__init__.py +0 -0
  47. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/zerodha.py +0 -0
  48. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/core/__init__.py +0 -0
  49. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/core/strategy.py +0 -0
  50. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/exception/__init__.py +0 -0
  51. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/exception/exceptions.py +0 -0
  52. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/indicator/__init__.py +0 -0
  53. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/indicator/iv.py +0 -0
  54. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/model/__init__.py +0 -0
  55. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/model/broker.py +0 -0
  56. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/model/broker_response.py +0 -0
  57. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/model/generics.py +0 -0
  58. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/model/instrument_data.py +0 -0
  59. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/model/order_event.py +0 -0
  60. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/py.typed +0 -0
  61. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/strategy/__init__.py +0 -0
  62. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/strategy/iv_spike.py +0 -0
  63. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/strategy/obuy.py +0 -0
  64. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/utils/__init__.py +0 -0
  65. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/utils/caching.py +0 -0
  66. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/utils/constant.py +0 -0
  67. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/utils/exchange.py +0 -0
  68. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/utils/number_utils.py +0 -0
  69. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/utils/pickle_utils.py +0 -0
  70. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/utils/selenium_utils.py +0 -0
  71. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/wrapper/__init__.py +0 -0
  72. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/wrapper/aws/__init__.py +0 -0
  73. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/wrapper/aws/s3.py +0 -0
  74. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay/wrapper/redis.py +0 -0
  75. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay.egg-info/SOURCES.txt +0 -0
  76. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay.egg-info/dependency_links.txt +0 -0
  77. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay.egg-info/requires.txt +0 -0
  78. {quantplay-2.1.4 → quantplay-2.1.6}/quantplay.egg-info/top_level.txt +0 -0
  79. {quantplay-2.1.4 → quantplay-2.1.6}/setup.cfg +0 -0
  80. {quantplay-2.1.4 → quantplay-2.1.6}/tests/__init__.py +0 -0
  81. {quantplay-2.1.4 → quantplay-2.1.6}/tests/conftest.py +0 -0
  82. {quantplay-2.1.4 → quantplay-2.1.6}/tests/wrapper/__init__.py +0 -0
  83. {quantplay-2.1.4 → quantplay-2.1.6}/tests/wrapper/aws/__init__.py +0 -0
  84. {quantplay-2.1.4 → quantplay-2.1.6}/tests/wrapper/aws/s3_test.py +0 -0
{quantplay-2.1.4 → quantplay-2.1.6}/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.1
2
2
  Name: quantplay
3
- Version: 2.1.4
3
+ Version: 2.1.6
4
4
  Summary: This python package will be stored in AWS CodeArtifact
5
5
  Home-page:
6
6
  Author:
{quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/generics/broker.py RENAMED
@@ -469,7 +469,7 @@ class Broker(ABC):
469
469
  market_protection: float = 0.02,
470
470
  ) -> list[dict[str, Any]]:
471
471
  positions = self.positions()
472
- positions = positions.filter(pl.col("product") != "CNC")
472
+ positions = positions.filter(pl.col("product").is_in(["MIS", "NRML"]))
473
473
 
474
474
  if option_type and "option_type" in positions.columns:
475
475
  positions = positions.filter(pl.col("option_type") == option_type)
{quantplay-2.1.4 → quantplay-2.1.6}/quantplay/broker/xts_utils_v2/ConnectV2.py RENAMED
@@ -128,24 +128,24 @@ class XTSConnectV2(XTSCommon):
128
128
  "order.dealer.status": "/orders/dealerorderbook",
129
129
  "dealer.trades": "/orders/dealertradebook",
130
130
  # Market API endpoints
131
- "marketdata.prefix": "marketdata",
132
- "market.login": "/marketdata/auth/login",
133
- "market.logout": "/marketdata/auth/logout",
134
- "market.config": "/marketdata/config/clientConfig",
135
- "market.instruments.master": "/marketdata/instruments/master",
136
- "market.instruments.subscription": "/marketdata/instruments/subscription",
137
- "market.instruments.unsubscription": "/marketdata/instruments/subscription",
138
- "market.instruments.ohlc": "/marketdata/instruments/ohlc",
139
- "market.instruments.indexlist": "/marketdata/instruments/indexlist",
140
- "market.instruments.quotes": "/marketdata/instruments/quotes",
141
- "market.search.instrumentsbyid": "/marketdata/search/instrumentsbyid",
142
- "market.search.instrumentsbystring": "/marketdata/search/instruments",
143
- "market.instruments.instrument.series": "/marketdata/instruments/instrument/series",
144
- "market.instruments.instrument.equitysymbol": "/marketdata/instruments/instrument/symbol",
145
- "market.instruments.instrument.futuresymbol": "/marketdata/instruments/instrument/futureSymbol",
146
- "market.instruments.instrument.optionsymbol": "/marketdata/instruments/instrument/optionsymbol",
147
- "market.instruments.instrument.optiontype": "/marketdata/instruments/instrument/optionType",
148
- "market.instruments.instrument.expirydate": "/marketdata/instruments/instrument/expiryDate",
131
+ "marketdata.prefix": "apimarketdata",
132
+ "market.login": "/apimarketdata/auth/login",
133
+ "market.logout": "/apimarketdata/auth/logout",
134
+ "market.config": "/apimarketdata/config/clientConfig",
135
+ "market.instruments.master": "/apimarketdata/instruments/master",
136
+ "market.instruments.subscription": "/apimarketdata/instruments/subscription",
137
+ "market.instruments.unsubscription": "/apimarketdata/instruments/subscription",
138
+ "market.instruments.ohlc": "/apimarketdata/instruments/ohlc",
139
+ "market.instruments.indexlist": "/apimarketdata/instruments/indexlist",
140
+ "market.instruments.quotes": "/apimarketdata/instruments/quotes",
141
+ "market.search.instrumentsbyid": "/apimarketdata/search/instrumentsbyid",
142
+ "market.search.instrumentsbystring": "/apimarketdata/search/instruments",
143
+ "market.instruments.instrument.series": "/apimarketdata/instruments/instrument/series",
144
+ "market.instruments.instrument.equitysymbol": "/apimarketdata/instruments/instrument/symbol",
145
+ "market.instruments.instrument.futuresymbol": "/apimarketdata/instruments/instrument/futureSymbol",
146
+ "market.instruments.instrument.optionsymbol": "/apimarketdata/instruments/instrument/optionsymbol",
147
+ "market.instruments.instrument.optiontype": "/apimarketdata/instruments/instrument/optionType",
148
+ "market.instruments.instrument.expirydate": "/apimarketdata/instruments/instrument/expiryDate",
149
149
  }
150
150
 
151
151
  def __init__(
{quantplay-2.1.4 → quantplay-2.1.6}/quantplay.egg-info/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.1
2
2
  Name: quantplay
3
- Version: 2.1.4
3
+ Version: 2.1.6
4
4
  Summary: This python package will be stored in AWS CodeArtifact
5
5
  Home-page:
6
6
  Author:
{quantplay-2.1.4 → quantplay-2.1.6}/setup.py RENAMED
@@ -21,7 +21,7 @@ requirements = [
21
21
  setup(
22
22
  name="quantplay",
23
23
  long_description=Path("README.md").read_text(),
24
- version="2.1.4",
24
+ version="2.1.6",
25
25
  setup_requires=["pytest-runner"],
26
26
  install_requires=requirements,
27
27
  tests_require=[],
{quantplay-2.1.4 → quantplay-2.1.6}/README.md RENAMED
File without changes
{quantplay-2.1.4 → quantplay-2.1.6}/pyproject.toml RENAMED
File without changes
{quantplay-2.1.4 → quantplay-2.1.6}/quantplay/py.typed RENAMED
File without changes
{quantplay-2.1.4 → quantplay-2.1.6}/setup.cfg RENAMED
File without changes
{quantplay-2.1.4 → quantplay-2.1.6}/tests/__init__.py RENAMED
File without changes
{quantplay-2.1.4 → quantplay-2.1.6}/tests/conftest.py RENAMED
File without changes