rajan-nse 1.0.0__tar.gz

rajan_nse-1.0.0/.gitignore

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+# Byte-compiled / optimized / DLL files
+__pycache__/
+*.py[cod]
+*$py.class
+
+# C extensions
+*.so
+
+# Distribution / packaging
+.Python
+build/
+develop-eggs/
+dist/
+downloads/
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+.installed.cfg
+*.egg
+MANIFEST
+
+# PyInstaller
+#  Usually these files are written by a python script from a template
+#  before PyInstaller builds the exe, so as to inject date/other infos into it.
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+# Unit test / coverage reports
+htmlcov/
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+coverage.xml
+*.cover
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+.hypothesis/
+.pytest_cache/
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+
+# Translations
+*.mo
+*.pot
+
+# Django stuff:
+*.log
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+.scrapy
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+# PyBuilder
+.pybuilder/
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+# Jupyter Notebook
+.ipynb_checkpoints
+
+# IPython
+profile_default/
+ipython_config.py
+
+# pyenv
+#   For a library or package, you might want to ignore these files since the code is
+#   intended to run in multiple environments; otherwise, check them in:
+# .python-version
+
+# pipenv
+#   According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
+#   However, in case of collaboration, if having platform-specific dependencies or dependencies
+#   having no cross-platform support, pipenv may install dependencies that don't work, or not
+#   install all needed dependencies.
+#Pipfile.lock
+
+# poetry
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+#   commonly ignored for libraries.
+#   https://python-poetry.org/docs/basic-usage/#commit-your-poetrylock-file-to-version-control
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+# pdm
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+#pdm.lock
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+#   https://pdm.fming.dev/latest/usage/project/#working-with-version-control
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+__pypackages__/
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+# Celery stuff
+celerybeat-schedule
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+# SageMath parsed files
+*.sage.py
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+# Environments
+.env
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+# Spyder project settings
+.spyderproject
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+.ropeproject
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+/site
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+#.idea/

rajan_nse-1.0.0/LICENSE

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+MIT License
+
+Copyright (c) 2024 Rajan Bajaj
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

rajan_nse-1.0.0/PKG-INFO

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+Metadata-Version: 2.3
+Name: rajan_nse
+Version: 1.0.0
+Summary: A python package
+Project-URL: Homepage, https://github.com/rajanbajaj/rajan_nse
+Project-URL: Issues, https://github.com/rajanbajaj/rajan_nse/issues
+Author-email: Rajan Bajaj <rajanbajajkota@gmail.com>
+License-File: LICENSE
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: OS Independent
+Classifier: Programming Language :: Python :: 3
+Requires-Python: >=3.8
+Description-Content-Type: text/markdown
+
+# rajan_nse
+Python package for nse calculations

rajan_nse-1.0.0/README.md

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+# rajan_nse
+Python package for nse calculations

rajan_nse-1.0.0/pyproject.toml

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+[build-system]
+requires = ["hatchling"]
+build-backend = "hatchling.build"
+
+[project]
+name = "rajan_nse"
+version = "1.0.0"
+authors = [
+  { name="Rajan Bajaj", email="rajanbajajkota@gmail.com" },
+]
+description = "A python package"
+readme = "README.md"
+requires-python = ">=3.8"
+classifiers = [
+    "Programming Language :: Python :: 3",
+    "License :: OSI Approved :: MIT License",
+    "Operating System :: OS Independent",
+]
+
+[project.urls]
+Homepage = "https://github.com/rajanbajaj/rajan_nse"
+Issues = "https://github.com/rajanbajaj/rajan_nse/issues"

rajan_nse-1.0.0/src/rajan_nse/CandleStickPatterns.py

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+from rajan_nse.Session import Session
+from rajan_nse.TechnicalIndicators import TechnicalIndicators
+from rajan_nse.NseData import NseData
+
+class CandleStickPatterns:
+    def __init__(self) -> None:
+        self.session = Session("https://www.nseindia.com")
+        self.technicalIndicators = TechnicalIndicators()
+        self.nseData = NseData()
+        pass
+
+    def dojiPattern(self, symbol, live=True):
+
+        if live:
+            current_data = self.nseData.getCurrentData(symbol)
+
+            day_open = current_data['priceInfo']['open']
+            day_close = current_data['priceInfo']['lastPrice']
+            
+            # parity of 0.05 adjusted in day closing and lastPrice
+            condition1 = day_open / day_close >= 0.995
+            condition2 = day_open / day_close <= 1.005
+        else:
+            data = self.nseData.getHistoricalData(symbol)
+            day_open = data['data'][0]['CH_OPENING_PRICE']
+            day_close = data['data'][0]['CH_CLOSING_PRICE']
+            condition1 = day_open / day_close >= 0.9995
+            condition2 = day_open / day_close <= 1.0005
+        
+        return (
+            condition1 and 
+            condition2
+        )
+
+    def hammerPattern(self, symbol, live=True):
+        data = self.nseData.getHistoricalData(symbol)
+
+        if live:
+            current_data = self.nseData.getCurrentData(symbol)
+
+            day_high = current_data['priceInfo']['intraDayHighLow']['max']
+            day_low = current_data['priceInfo']['intraDayHighLow']['min']
+            day_open = current_data['priceInfo']['open']
+            day_close = current_data['priceInfo']['lastPrice']
+            prev_day_high = data['data'][0]['CH_TRADE_HIGH_PRICE']
+        else:
+            day_high = data['data'][0]['CH_TRADE_HIGH_PRICE']
+            day_low = data['data'][0]['CH_TRADE_LOW_PRICE']
+            day_open = data['data'][0]['CH_OPENING_PRICE']
+            day_close = data['data'][0]['CH_CLOSING_PRICE']
+            prev_day_high = data['data'][1]['CH_TRADE_HIGH_PRICE']
+        
+        condition1 = day_high > day_low
+        condition2 = (day_open-day_close) <= (day_high-day_low) * 0.32
+        condition3 = day_open >= day_close
+        condition4 = (day_high - day_close) <= (day_high - day_low) * 0.4
+        condition5 = (day_close - day_open) <= (day_high-day_low) * 0.32
+        condition6 = day_open <= day_close
+        condition7 = (day_high - day_open) <= (day_high - day_low) * 0.4
+        condition8 = day_close > 10
+        condition9 = day_high <= prev_day_high
+        condition10 = day_close >= self.technicalIndicators.sma(symbol)
+        condition11 = self.technicalIndicators.rsi(symbol, 14) > 30
+
+        return (
+            condition1 and 
+            (
+                (
+                    condition2 and 
+                    condition3 and 
+                    condition4
+                ) or 
+                (
+                    condition5 and 
+                    condition6 and 
+                    condition7
+                )
+            ) and
+            condition8 and
+            condition9 and
+            condition10 and
+            condition11
+        )
+
+    def bullishEngullfingPattern(self, symbol, live=True):
+        data = self.nseData.getHistoricalData(symbol)
+
+        if live:
+            current_data = self.nseData.getCurrentData(symbol)
+            
+            day_high = current_data['priceInfo']['intraDayHighLow']['max']
+            day_low = current_data['priceInfo']['intraDayHighLow']['min']
+            day_open = current_data['priceInfo']['open']
+            day_close = current_data['priceInfo']['lastPrice']
+            prev_day_high = data['data'][0]['CH_TRADE_HIGH_PRICE']
+            prev_day_low = data['data'][0]['CH_TRADE_LOW_PRICE']
+            prev_day_open = data['data'][0]['CH_OPENING_PRICE']
+            prev_day_close = data['data'][0]['CH_CLOSING_PRICE']
+            two_prev_day_close = data['data'][1]['CH_CLOSING_PRICE'] 
+            three_prev_day_close = data['data'][2]['CH_CLOSING_PRICE']
+            pass
+        else:
+            day_high = data['data'][0]['CH_TRADE_HIGH_PRICE']
+            day_low = data['data'][0]['CH_TRADE_LOW_PRICE']
+            day_open = data['data'][0]['CH_OPENING_PRICE']
+            day_close = data['data'][0]['CH_CLOSING_PRICE']
+            prev_day_high = data['data'][1]['CH_TRADE_HIGH_PRICE']
+            prev_day_low = data['data'][1]['CH_TRADE_LOW_PRICE']
+            prev_day_open = data['data'][1]['CH_OPENING_PRICE']
+            prev_day_close = data['data'][1]['CH_CLOSING_PRICE']
+            two_prev_day_close = data['data'][2]['CH_CLOSING_PRICE'] 
+            three_prev_day_close = data['data'][3]['CH_CLOSING_PRICE']
+        
+        condition1 = prev_day_close < prev_day_open # prev day candel is red
+        condition2 = day_close > day_open # current day candle is green
+        condition3 = day_close >= prev_day_open and day_open <= prev_day_close # engulf
+        condition4 = two_prev_day_close > prev_day_close
+        condition5 = three_prev_day_close > two_prev_day_close
+    
+        return (
+            condition1 and
+            condition2 and
+            condition3 and 
+            condition4 and
+            condition5
+        )

rajan_nse-1.0.0/src/rajan_nse/NseData.py

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+from datetime import date, timedelta
+from rajan_nse.Session import Session
+
+class NseData:
+    def __init__(self) -> None:
+        self.session = Session("https://www.nseindia.com")
+        pass
+
+    def getCurrentData(self, symbol):
+        # https://www.nseindia.com/api/quote-equity?symbol=X
+        data = self.session.makeRequest(
+            url = "https://www.nseindia.com/api/quote-equity",
+            params = {
+                'symbol': symbol,
+            }
+        )
+
+        # data = {"info":{"symbol":"X","companyName":"X Limited","industry":"COMPUTERS - SOFTWARE","activeSeries":["EQ"],"debtSeries":[],"isFNOSec":true,"isCASec":false,"isSLBSec":true,"isDebtSec":false,"isSuspended":false,"tempSuspendedSeries":[],"isETFSec":false,"isDelisted":false,"isin":"INE075A01022","isMunicipalBond":false,"isTop10":false,"identifier":"XEQN"},"metadata":{"series":"EQ","symbol":"X","isin":"INE075A01022","status":"Listed","listingDate":"08-Nov-1995","industry":"Computers - Software & Consulting","lastUpdateTime":"02-Jul-2024 15:24:00","pdSectorPe":24.77,"pdSymbolPe":24.77,"pdSectorInd":"NIFTY IT                                          "},"securityInfo":{"boardStatus":"Main","tradingStatus":"Active","tradingSegment":"Normal Market","sessionNo":"-","slb":"Yes","classOfShare":"Equity","derivatives":"Yes","surveillance":{"surv":null,"desc":null},"faceValue":2,"issuedSize":5230164205},"sddDetails":{"SDDAuditor":"-","SDDStatus":"-"},"priceInfo":{"lastPrice":537.55,"change":10.199999999999932,"pChange":1.9341992983786729,"previousClose":527.35,"open":529.3,"close":0,"vwap":538.33,"lowerCP":"474.65","upperCP":"580.05","pPriceBand":"No Band","basePrice":527.35,"intraDayHighLow":{"min":528.3,"max":545,"value":537.55},"weekHighLow":{"min":375.05,"minDate":"26-Oct-2023","max":545.9,"maxDate":"19-Feb-2024","value":537.55},"iNavValue":null,"checkINAV":false},"industryInfo":{"macro":"Information Technology","sector":"Information Technology","industry":"IT - Software","basicIndustry":"Computers - Software & Consulting"},"preOpenMarket":{"preopen":[{"price":474.65,"buyQty":0,"sellQty":604},{"price":480,"buyQty":0,"sellQty":500},{"price":501,"buyQty":0,"sellQty":7161},{"price":503.6,"buyQty":0,"sellQty":10},{"price":529.3,"buyQty":0,"sellQty":0,"iep":true},{"price":551.05,"buyQty":306,"sellQty":0},{"price":551.1,"buyQty":8,"sellQty":0},{"price":580,"buyQty":20,"sellQty":0},{"price":580.05,"buyQty":205,"sellQty":0}],"ato":{"buy":24235,"sell":2858},"IEP":529.3,"totalTradedVolume":98656,"finalPrice":529.3,"finalQuantity":98656,"lastUpdateTime":"02-Jul-2024 09:08:03","totalBuyQuantity":79562,"totalSellQuantity":304045,"atoBuyQty":24235,"atoSellQty":2858,"Change":1.9499999999999318,"perChange":0.3697733952782652,"prevClose":527.35}}
+        return data
+
+    def getHistoricalData(self, symbol, delta = 200, to_date = date.today()):
+        # https://www.nseindia.com/api/historical/cm/equity?symbol=BAJFINANCE&series=["EQ"]&from=30-06-2024&to=01-07-2024
+        # get quote historical details
+
+        from_date = to_date - timedelta(days=delta)
+        to_date_formated = to_date.strftime("%d-%m-%Y")
+        from_date_formated = from_date.strftime("%d-%m-%Y")
+
+        data = self.session.makeRequest(
+            url = "https://www.nseindia.com/api/historical/cm/equity",
+            params = {
+                'symbol': symbol,
+                # 'series': '\["EQ"\]',
+                'from': from_date_formated,
+                'to': to_date_formated,
+            }
+        )
+
+        #data['data'] = [{CH_TRADE_HIGH_PRICE, CH_TRADE_LOW_PRICE, CH_OPENING_PRICE, CH_CLOSING_PRICE, CH_TOT_TRADED_QTY}, {}, ...] 
+        return data
+    
+    def fiftyTwoWeekHighLow(self, symbol, live=True):
+        current_data = self.getCurrentData(symbol)
+        if live:
+            return {
+                'high': current_data['priceInfo']['weekHighLow']['max'],
+                'low': current_data['priceInfo']['weekHighLow']['min'],
+                'price': current_data['priceInfo']['lastPrice']
+
+            }
+        else:
+            historical_data = self.getHistoricalData(symbol, 20)
+            return {
+                'high': current_data['priceInfo']['weekHighLow']['max'],
+                'low': current_data['priceInfo']['weekHighLow']['min'],
+                'price': historical_data['data'][0]['CH_CLOSING_PRICE']
+            }

rajan_nse-1.0.0/src/rajan_nse/Session.py

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+import requests
+
+class Session:
+    headers = {'user-agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, '
+                                'like Gecko) '
+                                'Chrome/80.0.3987.149 Safari/537.36',
+                'accept-language': 'en,gu;q=0.9,hi;q=0.8', 'accept-encoding': 'gzip, deflate, br'}
+    cookies = {}
+
+    def __init__(self, base_url):
+        self.session = requests.Session()
+        self.base_url = base_url
+        self.createNewSession()
+    
+    def createNewSession(self):
+        session = requests.Session()
+        request = self.makeRequest(self.base_url)
+
+    def makeRequest(self, url, params=None):
+        try:
+            if params == None:
+                r = self.session.get(url=url, headers=self.headers, cookies=self.cookies)
+            else:
+                r = self.session.get(url=url, headers=self.headers, cookies=self.cookies, params=params)
+            
+            self.cookies = dict(r.cookies)
+            return r.json()
+        except Exception as e:
+            # print(e)
+            return

rajan_nse-1.0.0/src/rajan_nse/Strategies.py

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+from datetime import date, timedelta
+from pandas import DataFrame
+from rajan_nse.Session import Session
+from rajan_nse.helpers import *
+
+class Strategies:
+    def __init__(self):
+        self.session = Session("https://www.nseindia.com")
+
+    """
+    This function returns the list of insder trading data withing given delta (days)
+    """
+    def insderTradingData(self, symbol, delta = 90):
+        df = getInsiderTradingDataWithSymbol(self.session, symbol, delta)
+        return df
+
+
+        
+    """
+    This function will return the list of stocks which are
+    filtered by promoter buy back strategy with following
+    seven steps.
+    1. Get the list of stocks which are intraday traded in last 90 days (3months)
+    2. Filter out the stocks in which traded value is less than 1cr
+    3. Filter out the stocks in which promoter holding is less than 50%
+    4. Filter out the stocks based on sast data
+    5/6/7. Individual stock analysis for promoter details
+    """
+    def promoterBuyBackStocks(self, delta = 90, to_date = date.today(), save_to_file = False):
+        from_date = to_date - timedelta(days=delta)
+        to_date_formated = to_date.strftime("%d-%m-%Y")
+        from_date_formated = from_date.replace(day=to_date.day).strftime("%d-%m-%Y")
+        data = filterBasedOnPromoterBuyBackStrategy(self.session, to_date_formated, from_date_formated)
+        
+        # save data to file
+        try:
+            if save_to_file:
+                DataFrame.to_csv(DataFrame(data), 'final-'+ to_date_formated +'.csv')
+        except Exception as e:
+            # print(e)
+            return
+
+        return data

rajan_nse-1.0.0/src/rajan_nse/TechnicalIndicators.py

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+import numpy as np
+from datetime import date, timedelta
+from rajan_nse.NseData import NseData
+from rajan_nse.Session import Session
+
+class TechnicalIndicators:
+    def __init__(self) -> None:
+        self.session = Session("https://www.nseindia.com")
+        self.nseData = NseData()
+        pass
+
+    def sma(self, symbol=None, period=200, data=None):
+        if data is None:
+            data = self.nseData.getHistoricalData(symbol)['data']
+
+        try:
+            sum = 0
+            data_length = len(data)
+            if (period < data_length):
+                for i in range(0, period):
+                    sum += data[i]['CH_CLOSING_PRICE']
+                return sum / period
+            else:
+                for tmp in data:
+                    sum += tmp['CH_CLOSING_PRICE']
+                return sum / len(data)
+        except:
+            return -1
+
+    def rsi(self, symbol, period = 14):
+        data = self.nseData.getHistoricalData(symbol)['data']
+
+        assert len(data) >= 14, "Insufficient data: Need at least 14 rows"
+
+        prices = [day['CH_CLOSING_PRICE'] for day in data[:14]]
+
+        # Calculate price changes
+        price_changes = np.diff(prices)
+        
+        # Separate gains and losses
+        gains = np.maximum(price_changes, 0)
+        losses = np.abs(np.minimum(price_changes, 0))
+        
+        # # Calculate the average gains and losses
+        avg_gain = self.sma(data=gains, period=period)
+        avg_loss = self.sma(data=losses, period=period)
+        
+        # # Calculate the Relative Strength (RS)
+        rs = avg_gain / avg_loss
+        
+        # # Calculate the RSI
+        rsi = 100 - (100 / (1 + rs))
+        
+        # # Adjust the length of RSI to match the input prices length
+        # # The first (period-1) RSI values are NaN since we don't have enough data points to calculate them
+        # rsi = np.concatenate((np.full(period-1, np.nan), rsi))
+        
+        return rsi
+    
+    """
+    Chaikin Money Flow (CMF) developed by Marc Chaikin is a volume-weighted
+    average of accumulation and distribution over a specified period. The standard
+    CMF period is 21 days. The principle behind the Chaikin Money Flow is the nearer
+    the closing price is to the high, the more accumulation has taken place.
+    Conversely, the nearer the closing price is to the low, the more distribution
+    has taken place. If the price action consistently closes above the bar's midpoint
+    on increasing volume, the Chaikin Money Flow will be positive. Conversely, if the
+    price action consistently closes below the bar's midpoint on increasing volume, the
+    Chaikin Money Flow will be a negative value.
+    Calculations:
+    CMF = n-day Sum of [(((C - L) - (H - C)) / (H - L)) x Vol] / n-day Sum of Vol
+    Where: n = number of periods, typically 21 H = high L = low C = close Vol = volume
+    """
+    def cmf(self, symbol, period = 21):
+        data = self.nseData.getHistoricalData(symbol)['data']
+
+        sum_a = 0
+        sum_b = 0
+        data_length = len(data)
+        if (period < data_length):
+            for i in range(0, period):
+                sum_a += (((data[i]['CH_CLOSING_PRICE'] - data[i]['CH_TRADE_LOW_PRICE'] ) - (data[i]['CH_TRADE_HIGH_PRICE']  - data[i]['CH_CLOSING_PRICE'] )) / (data[i]['CH_TRADE_HIGH_PRICE']  - data[i]['CH_TRADE_LOW_PRICE'] )) * data[i]['CH_TOT_TRADED_QTY']
+                sum_b += data[i]['CH_TOT_TRADED_QTY']
+        else:
+            for tmp in data:
+                sum_a += (((tmp['CH_CLOSING_PRICE'] - tmp['CH_TRADE_LOW_PRICE'] ) - (tmp['CH_TRADE_HIGH_PRICE']  - tmp['CH_CLOSING_PRICE'] )) / (tmp['CH_TRADE_HIGH_PRICE']  - tmp['CH_TRADE_LOW_PRICE'] )) * tmp['CH_TOT_TRADED_QTY'] 
+                sum_b += tmp['CH_TOT_TRADED_QTY']
+        return sum_a / sum_b
+
+    # delta is percentage range of price from 52 weeks high
+    def near52WeekHigh(self, symbol, live=False, delta=5):
+        # data = {high:, low:, price:}
+        data = self.nseData.fiftyTwoWeekHighLow(symbol, live)
+        return (abs(data['high'] - data['price']) / data['high']) * 100 <= delta
+    
+    # delta is percentage range of price from 52 weeks low
+    def near52WeekLow(self, symbol, live=False, delta=5):
+        # data = {high:, low:, price:}
+        data = self.nseData.fiftyTwoWeekHighLow(symbol, live)
+        return (abs(data['low'] - data['price']) / data['low']) * 100 <= delta

rajan_nse-1.0.0/src/rajan_nse/helpers.py

@@ -0,0 +1,178 @@
+from datetime import date, timedelta
+from pandas import DataFrame, to_numeric
+from time import sleep
+from tqdm import tqdm
+from alive_progress import alive_bar
+from rajan_nse.Session import Session
+
+def isPromoterFilterPassed(session: Session, symbol):
+    try:
+        data = session.makeRequest(
+            url = "https://www.nseindia.com/api/corp-info",
+            params = {
+                'market': 'equities',
+                'corpType': 'promoterenc',
+                'symbol': symbol
+            }
+        )
+        return float(data[0]['per1']) > 50 and float(data[0]['per2']) == 0 and float(data[0]['per3']) == 0.00
+    except:
+        print('promoter', symbol, data)
+
+def isSastRegulationFilterPassed(session: Session, symbol):
+    try:
+        data = session.makeRequest(
+            url = "https://www.nseindia.com/api/corp-info",
+            params = {
+                'market': 'equities',
+                'corpType': 'sast',
+                'symbol': symbol
+            }
+        )
+        sast_df = DataFrame(data)
+
+        if sast_df.empty:
+            return True
+
+        sast_df['noOfShareSale'] = to_numeric(sast_df['noOfShareSale'])
+        sast_df = sast_df['noOfShareSale'].replace('-', 0)
+        return sast_df.sum() == 0
+    except: 
+        print('sast', symbol)
+
+def findAvgPrice(session: Session, to_date_formated, from_date_formated, symbol):
+    try:
+        # https://www.nseindia.com/api/corporates-pit?index=equities&from_date=25-03-2024&to_date=25-06-2024&symbol=BAJFINANCE
+        data = session.makeRequest(
+            url = "https://www.nseindia.com/api/corporates-pit",
+            params = {
+                'index': 'equities',
+                'from_date': from_date_formated,
+                'to_date': to_date_formated,
+                'symbol': symbol
+            }
+        )
+        
+        df = DataFrame(data["data"])
+        filter = (df['personCategory'] == 'Promoters') | (df['personCategory'] == 'Promoter Group')
+        df = df.where(filter)
+
+        filter = df['secType'] == 'Equity Shares'
+        df = df.where(filter)
+
+        avg_price = -1
+        if (df.where(df['tdpTransactionType'] == 'Sell').dropna().size == 0):
+            filter = df['tdpTransactionType'] == 'Buy'
+            df = df.where(filter)
+
+            df['secVal'] = to_numeric(df['secVal'])
+            df['secAcq'] = to_numeric(df['secAcq'])
+            value = df['secVal'].sum()
+            qty = df['secAcq'].sum()
+            if qty != 0:
+                avg_price = value / qty
+        
+
+        return avg_price
+    except:
+        print('average', symbol)
+        return -1
+
+def lastPrice(session: Session,symbol):
+    # https://www.nseindia.com/api/quote-equity?symbol=360ONE
+    # get quote details
+
+    data = session.makeRequest(
+        url = "https://www.nseindia.com/api/quote-equity",
+        params = {
+            'symbol': symbol,
+        }
+    )
+    price_info = data['priceInfo']
+    industry_info = data['industryInfo']
+    pre_open_info = data['preOpenMarket']
+    last_price = price_info['lastPrice']
+
+    return last_price 
+
+def getInsiderTradingData(session: Session, to_date_formated, from_date_formated): 
+    data = session.makeRequest(
+        url="https://www.nseindia.com/api/corporates-pit",
+        params= {
+            'index': 'equities',
+            'from_date': from_date_formated,
+            'to_date': to_date_formated
+        }
+    )
+
+    df = DataFrame(data["data"])
+    return df
+
+def getInsiderTradingDataWithSymbol(session: Session, symbol, delta = 90):
+    to_date = date.today()
+    from_date = to_date - timedelta(days=delta)
+    to_date_formated = to_date.strftime("%d-%m-%Y")
+    from_date_formated = from_date.strftime("%d-%m-%Y")
+
+    data = session.makeRequest(
+        url="https://www.nseindia.com/api/corporates-pit",
+        params= {
+            'index': 'equities',
+            'from_date': from_date_formated,
+            'to_date': to_date_formated,
+            'symbol': symbol
+        }
+    )
+
+    df = DataFrame(data["data"])
+    return df
+
+def filterStocksBasedOnValueThreshold(session: Session, to_date_formated, from_date_formated, threshold=10000000): 
+
+    df = getInsiderTradingData(session, to_date_formated=to_date_formated, from_date_formated=from_date_formated)
+    df = df[['symbol', 'secVal']]
+    df['symbol'] = df['symbol'].replace(' ', '')
+    df['secVal'] = df['secVal'].replace('-', 0)
+    df['secVal'] = to_numeric(df['secVal'])
+
+    df = df.groupby('symbol').sum()
+    df.sort_values('secVal', inplace=True)
+
+    filter = df["secVal"] > threshold
+    df.where(filter, inplace=True)
+
+    df.sort_values('secVal', inplace=True)
+    df = df.dropna()
+
+    filtered_stock_symbols = df['secVal'].keys()
+    df['secVal'].to_csv('stocks_' + to_date_formated + '.tmp.csv')
+    return filtered_stock_symbols
+
+def filterStocksBasedOnPromoterAndSast(session: Session, to_date_formated, from_date_formated):
+    # pledge details
+    # https://www.nseindia.com/api/corp-info?symbol=360ONE&corpType=promoterenc&market=equities
+    #
+    # check sast regulation data
+    # https://www.nseindia.com/api/corp-info?symbol=360ONE&corpType=sast&market=equities
+    stocks = []
+    failed = []
+    filtered_stock_symbols = filterStocksBasedOnValueThreshold(session, to_date_formated, from_date_formated)
+    with alive_bar(filtered_stock_symbols.size, force_tty=True) as bar:
+        for symbol in filtered_stock_symbols:
+            if(isPromoterFilterPassed(session, symbol) and isSastRegulationFilterPassed(session, symbol)):
+                stocks.append(symbol)
+            bar()
+    return stocks
+
+def filterBasedOnPromoterBuyBackStrategy(session: Session, to_date_formated, from_date_formated ,allowed_diff = 0.05):
+    final = []
+    stocks = filterStocksBasedOnPromoterAndSast(session, to_date_formated, from_date_formated)
+    with alive_bar(len(stocks), force_tty=True) as bar:
+        for symbol in stocks:
+            avg_price = findAvgPrice(session, to_date_formated, from_date_formated, symbol)
+            last_price = lastPrice(session, symbol)
+            diff = (last_price - avg_price) / abs(avg_price)
+            if avg_price != -1 and diff < allowed_diff:
+                final.append([symbol, avg_price, last_price])
+            bar()
+    return final

rajan_nse-1.0.0/src/rajan_nse/promoter.py

@@ -0,0 +1,40 @@
+from rajan_nse.Strategies import Strategies
+from rajan_nse.TechnicalIndicators import TechnicalIndicators
+from rajan_nse.NseData import NseData
+from pandas import DataFrame
+
+# TODO add rajan.nse
+from CandleStickPatterns import CandleStickPatterns
+
+if __name__ == "__main__":
+    # strategies = Strategies()
+    # data = strategies.promoterBuyBackStocks(300)
+    # print(data)
+    # DataFrame.to_csv(DataFrame(data), 'final.csv')
+    
+    # strategies = Strategies()
+    # data = strategies.insderTradingData("UDS", 200)
+    # if not data.empty:
+    #     print(data[["date", "symbol", "secVal", "secAcq", "tdpTransactionType", "secType", "personCategory"]])
+
+    # candleStickPatterns = CandleStickPatterns()
+    # result = candleStickPatterns.hammerPattern('BRITANNIA')
+    # print(result)
+
+    # candleStickPatterns = CandleStickPatterns()
+    # result = candleStickPatterns.bullishEngullfingPattern('BIGBLOC')
+    # print(result)
+
+    # candleStickPatterns = CandleStickPatterns()
+    # result = candleStickPatterns.dojiPattern('ASIANPAINT', False)
+    # print(result)
+
+    technicalIndicators = TechnicalIndicators()
+
+    print(technicalIndicators.sma('RELIANCE'))
+    print(technicalIndicators.sma('RELIANCE', 14))
+    print(technicalIndicators.rsi('RELIANCE'))
+    print(technicalIndicators.cmf('RELIANCE'))
+    print(technicalIndicators.near52WeekHigh('RELIANCE'))
+    print(technicalIndicators.near52WeekLow('RELIANCE'))
+