trigerr 0.7.2__tar.gz → 0.7.4__tar.gz

{trigerr-0.7.2/trigerr.egg-info → trigerr-0.7.4}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: trigerr
-Version: 0.7.2
+Version: 0.7.4
 Summary: Python tools for quantitative trading research and analysis.
 Author: Anurag Singh Kushwah
 License-Expression: MIT

trigerr-0.7.4/tests/test_brokerage.py

@@ -0,0 +1,170 @@
+""" calculate_brokerage for the Indian market: the charge schedule every number below is worked out from.
+
+Statutory charges are the same at every broker; brokerage is the one part that differs. Rates in force from 1 April 2026:
+  STT            delivery 0.1% buy and sell; intraday equity 0.025% sell; futures 0.05% sell; options 0.15% of the premium, sell
+  Exchange (NSE) equity 0.00307%, futures 0.00183%, options 0.03553% of premium (NSE/FA/73061, from 1 March 2026);
+                 BSE equity 0.00375%, futures nil, options 0.0325%
+  SEBI           Rs 10 per crore (0.0001%) of turnover
+  Stamp duty     on the buy side: delivery 0.015%, intraday equity and options 0.003%, futures 0.002%
+  GST            18% on brokerage + exchange charges + SEBI fee (+ DP charges on delivery)
+STT and stamp duty on futures/options are rounded to the rupee/paisa as the function does; every total here was added up by
+hand from those components, not read back from the function.
+"""
+import pytest
+
+from trigerr.utils import calculate_brokerage
+
+
+def charges(broker="zerodha", **kwargs):
+    args = dict(market_type="options", holding_type="intraday", exchange="NFO", market="IN", lot_size=25, order_type="MARKET")
+    return calculate_brokerage(broker=broker, **{**args, **kwargs})
+
+
+# ---- options: 44 lots of 25 bought at 90, sold at 100; flat Rs 20 per executed order
+
+def test_nse_options_round_trip():
+    # brokerage 40 | SEBI 0.21 (209,000 x 0.0001%) | exchange 74.26 (209,000 x 0.03553%) | STT 165 (110,000 x 0.15%)
+    # stamp 2.97 (99,000 x 0.003%) | GST 20.60 (18% of 40 + 0.21 + 74.26)   -> total 303.04
+    assert charges(buy_price=90, sell_price=100, quantity=1100) == (303.04, 10696.96)
+
+
+@pytest.mark.parametrize("exchange", ["NSE", "NFO", "XNSE"])
+def test_every_label_for_the_nse_prices_options_at_the_nse_rate(exchange):
+    # the strategies place options on "NFO", a plain cash symbol on "NSE": both are NSE
+    assert charges(buy_price=90, sell_price=100, quantity=1000, exchange=exchange) == (279.79, 9720.21)
+    # brokerage 40 | SEBI 0.19 | exchange 67.51 (190,000 x 0.03553%) | STT 150 | stamp 2.70 | GST 19.39
+
+
+@pytest.mark.parametrize("exchange", ["BSE", "BFO", "XBSE"])
+def test_bse_options_use_the_bse_rate(exchange):
+    # exchange 61.75 (190,000 x 0.0325%) -> GST 18.35 -> total 272.99
+    assert charges(buy_price=90, sell_price=100, quantity=1000, exchange=exchange) == (272.99, 9727.01)
+
+
+def test_a_short_is_charged_on_its_real_legs():
+    # callers pass the ENTRY as buy_price and the EXIT as sell_price whatever the side (net_pl relies on it), and a short is
+    # sold first. Sold at 100, bought back at 90: the same two fills as the long above, so the same charges (STT on the 100
+    # it sold, stamp duty on the 90 it bought); gross is (100 - 90) x 1,100 = +11,000
+    assert charges(buy_price=100, sell_price=90, quantity=1100, position_type="SHORT") == (303.04, 10696.96)
+
+
+def test_a_losing_short_pays_stt_on_the_premium_it_sold():
+    # 17 lots of 65 (1,105), sold at 85.5, bought back at 95.05. sold 94,477.50 | bought 105,030.25 | turnover 199,507.75
+    # brokerage 40 | SEBI 0.20 | exchange 70.89 | STT 142 (94,477.50 x 0.15%) | stamp 3.15 (105,030.25 x 0.003%) | GST 20.00
+    # -> 276.24; gross is (85.5 - 95.05) x 1,105 = -10,552.75. STT on the 105,030.25 bought back would make it 291.92.
+    assert charges(buy_price=85.5, sell_price=95.05, quantity=1105, position_type="SHORT") == (276.24, -10828.99)
+
+
+@pytest.mark.parametrize("kwargs", [dict(market_type="options"), dict(market_type="futures"), dict(market_type="equity", exchange="NSE")])
+def test_a_short_costs_what_the_same_fills_cost_as_real_legs(kwargs):
+    # the OMS prices a manual exit by its real legs (buy = the exit, sell = the entry) on the default LONG side, while
+    # strategies pass entry/exit with SHORT: the same two fills have to come out the same, charges and net
+    as_short = charges(buy_price=120, sell_price=95, quantity=300, position_type="SHORT", **kwargs)
+    as_real_legs = charges(buy_price=95, sell_price=120, quantity=300, **kwargs)
+    assert as_short == as_real_legs
+
+
+# ---- futures: one Nifty lot (75) bought at 22,000, sold at 22,100
+
+def test_nse_futures_round_trip():
+    # brokerage 40 (the Rs 20 cap; 0.03% of 3,307,500 is 992.25) | SEBI 3.31 | exchange 60.53 (0.00183%) | STT 829 (1,657,500 x 0.05%)
+    # stamp 33.00 (1,650,000 x 0.002%) | GST 18.69 (18% of 40 + 3.31 + 60.53)   -> total 984.53
+    assert charges(market_type="futures", buy_price=22000, sell_price=22100, quantity=75) == (984.53, 6515.47)
+
+
+def test_bse_futures_pay_no_exchange_charge():
+    # brokerage 18 (0.03% of 60,000) | SEBI 0.06 | exchange 0 | STT 15 | stamp 0.60 | GST 3.25   -> 36.91
+    assert charges(market_type="futures", exchange="BFO", buy_price=100, sell_price=100, quantity=300) == (36.91, -36.91)
+
+
+def test_small_futures_trades_pay_the_percentage_not_the_cap():
+    # brokerage 18 (0.03% of 60,000) | SEBI 0.06 | exchange 1.10 | STT 15 | stamp 0.60 | GST 3.45   -> 38.21
+    assert charges(market_type="futures", buy_price=100, sell_price=100, quantity=300) == (38.21, -38.21)
+
+
+# ---- equity
+
+def test_intraday_equity_round_trip():
+    # 100 shares bought at 100, sold at 102. brokerage 6.06 (0.03% of 20,200) | SEBI 0.02 | exchange 0.62 (0.00307%)
+    # STT 2.55 (10,200 x 0.025%) | stamp 0.30 | GST 1.21   -> 10.76
+    assert charges(market_type="equity", exchange="NSE", buy_price=100, sell_price=102, quantity=100) == (10.76, 189.24)
+
+
+def test_delivery_equity_round_trip():
+    # zero brokerage; the DP charge is 15.34 | SEBI 0.02 | exchange 0.62 | STT 20.20 (0.1% of 10,000 and of 10,200)
+    # stamp 1.50 (0.015%) | GST 2.88   -> 40.56
+    assert charges(market_type="equity", holding_type="delivery", exchange="NSE", buy_price=100, sell_price=102, quantity=100) == (40.56, 159.44)
+
+
+def test_spot_is_priced_by_the_callers_as_equity():
+    assert charges(market_type="equity", exchange="NSE", buy_price=100, sell_price=102, quantity=100) is not None
+
+
+# ---- what it still refuses (None, the signal tts_fees.has_fee_model reads)
+
+@pytest.mark.parametrize("broker, market", [("zerodha", "US"), ("zerodha", "CRYPTO"), ("someone", "IN"), ("", "IN")])
+def test_a_broker_or_market_with_no_schedule_returns_none(broker, market):
+    assert charges(broker=broker, market=market, buy_price=90, sell_price=100, quantity=1000) is None
+
+
+# ---- Upstox and Dhan: the same statutory charges, a different brokerage
+# Brokerage per executed order (each broker's published schedule, read 2026-10-08):
+#   zerodha  delivery nil (DP 15.34 on a sell) | intraday equity and futures: the lower of Rs 20 and 0.03% | options Rs 20
+#   upstox   delivery Rs 20 (+ DP Rs 20 on a sell) | intraday equity: lower of Rs 20 and 0.1% | futures: lower of Rs 20 and 0.05% | options Rs 20
+#   dhan     delivery nil (DP Rs 12.50) | intraday equity: lower of Rs 20 and 0.03% | futures and options: flat Rs 20
+# GST is charged on the DP fee too, so it sits in the same line as brokerage below.
+
+BROKERS = ("zerodha", "upstox", "dhan")
+
+
+@pytest.mark.parametrize("broker", BROKERS)
+def test_options_cost_the_same_at_every_broker(broker):
+    # Rs 20 flat per order everywhere: the options round trip of test_nse_options_round_trip
+    assert charges(broker=broker, buy_price=90, sell_price=100, quantity=1100) == (303.04, 10696.96)
+
+
+@pytest.mark.parametrize("broker", BROKERS)
+def test_a_futures_lot_pays_the_cap_at_every_broker(broker):
+    # 0.03% / 0.05% of 3,307,500 is far above Rs 20, so brokerage is the cap of 40: test_nse_futures_round_trip
+    assert charges(broker=broker, market_type="futures", buy_price=22000, sell_price=22100, quantity=75) == (984.53, 6515.47)
+
+
+@pytest.mark.parametrize("broker, expected_total", [
+    ("zerodha", 38.21),     # brokerage 18.00 (0.03% of 60,000)
+    ("upstox", 52.37),      # brokerage 30.00 (0.05%): SEBI 0.06 | exchange 1.10 | STT 15 | stamp 0.60 | GST 5.61
+    ("dhan", 64.17),        # brokerage 40.00 (flat Rs 20 per order): GST 7.41
+])
+def test_small_futures_trades_show_each_brokers_rule(broker, expected_total):
+    assert charges(broker=broker, market_type="futures", buy_price=100, sell_price=100, quantity=300) == (expected_total, -expected_total)
+
+
+@pytest.mark.parametrize("broker, expected_total", [
+    ("zerodha", 10.76),     # brokerage 6.06 (0.03% of 20,200): SEBI 0.02 | exchange 0.62 | STT 2.55 | stamp 0.30 | GST 1.21
+    ("upstox", 27.44),      # brokerage 20.20 (0.1%): GST 3.75
+    ("dhan", 10.76),        # brokerage 6.06 (0.03%)
+])
+def test_intraday_equity_shows_each_brokers_percentage(broker, expected_total):
+    assert charges(broker=broker, market_type="equity", exchange="NSE", buy_price=100, sell_price=102, quantity=100) == \
+           (expected_total, round(200 - expected_total, 2))
+
+
+@pytest.mark.parametrize("broker, expected_total", [
+    ("zerodha", 40.56),     # DP 15.34: SEBI 0.02 | exchange 0.62 | STT 20.20 | stamp 1.50 | GST 2.88
+    ("upstox", 93.26),      # Rs 20 x 2 orders + DP Rs 20 = 60: GST 10.92
+    ("dhan", 37.21),        # no brokerage, DP 12.50: GST 2.37
+])
+def test_delivery_shows_each_brokers_fees(broker, expected_total):
+    assert charges(broker=broker, market_type="equity", holding_type="delivery", exchange="NSE",
+                   buy_price=100, sell_price=102, quantity=100) == (expected_total, round(200 - expected_total, 2))
+
+
+@pytest.mark.parametrize("broker", ["upstox", "dhan"])
+@pytest.mark.parametrize("market", ["US", "CRYPTO", "MCX"])
+def test_the_new_brokers_are_priced_for_the_indian_market_only(broker, market):
+    assert charges(broker=broker, market=market, buy_price=90, sell_price=100, quantity=1000) is None
+
+
+@pytest.mark.parametrize("broker", ["Upstox", "DHAN", "upstox "])
+def test_the_broker_name_is_matched_exactly(broker):
+    # callers lower-case it (tts_fees.has_fee_model reads None as "refuse"): an unlisted spelling stays unpriced
+    assert charges(broker=broker, buy_price=90, sell_price=100, quantity=1000) is None

{trigerr-0.7.2 → trigerr-0.7.4}/trigerr/__init__.py

@@ -1,6 +1,6 @@
 from .config import config
 
-__version__ = "0.7.2"
+__version__ = "0.7.4"
 
 
 def set_api_key(key):

{trigerr-0.7.2 → trigerr-0.7.4}/trigerr/utils.py

@@ -1480,23 +1480,51 @@ def send_order_alert(alert_dict):
         pass
 
 
+# Brokerage on Indian intraday equity and futures, per executed order: (percent of the order's value, cap in rupees).
+# The lower of the two is charged; percent None = the flat cap. As the Zerodha branch always did, the percentage is
+# taken on the round trip's turnover against the cap of all its orders. Options are a flat 20 an order at all three.
+# Each broker's published schedule, read 2026-10-08 (upstox.com/brokerage-charges, dhan.co/pricing, zerodha.com/charges).
+# Dhan lists futures with options at a flat 20; another copy of its page puts them under the 0.03% rule, which only
+# differs below a Rs 66,667 notional.
+_IN_BROKERAGE = {
+    "zerodha": {"equity": (0.03, 20), "futures": (0.03, 20)},
+    "upstox": {"equity": (0.1, 20), "futures": (0.05, 20)},
+    "dhan": {"equity": (0.03, 20), "futures": (None, 20)},
+}
+
+
+def _in_brokerage(broker, product, turnover, no_of_orders):
+    percent, cap = _IN_BROKERAGE[broker][product]
+    flat = cap * no_of_orders
+    return flat if percent is None else min(flat, round(turnover * (percent / 100), 2))
+
+
 def calculate_brokerage(buy_price, sell_price, quantity, broker="zerodha", market_type="options", order_type="MARKET", lot_size=100, position_type="LONG", holding_type="intraday", no_of_orders=2, market="IN", exchange="NSE", spot_price=None, exit_spot_price=None, underlying=None):
     """Function to calculate brokerage"""
     try:
 
-        if broker == "zerodha":
+        if broker in _IN_BROKERAGE:
 
             if market == "IN":
                 gst = 0.18
                 sebi_fees = 0.0001
                 clearing_charge = 0
+                # Orders carry the segment they went to ("NFO" for NSE options and futures), cash symbols the exchange.
+                nse = exchange in ("NSE", "NFO", "XNSE")
+                # Callers pass the ENTRY as buy_price and the EXIT as sell_price whatever the side (net_pl below relies on it).
+                # STT falls on the sale and stamp duty on the purchase, and a short is sold first: its entry is the sale.
+                bought, sold = (sell_price, buy_price) if position_type.upper() == "SHORT" else (buy_price, sell_price)
+                # Statutory rates in force from 1 April 2026: exchange charges per NSE/FA/73061 (from 1 March 2026), STT on
+                # futures and options per Budget 2026. Not modelled: STT on exercised options, physical settlement.
 
                 # Calculating Turn Over
                 turnover = (buy_price * quantity) + (sell_price * quantity)
 
                 if market_type == "equity" and holding_type == "delivery":
-                    broker_fees = 15.34
-                    transaction_fees = 0.00297 if exchange == "NSE" else 0.00375
+                    # Delivery brokerage is nil at Zerodha and Dhan, so this is their DP charge on the sell (Zerodha's
+                    # includes the GST that the total adds again); Upstox charges Rs 20 an order and Rs 20 DP.
+                    broker_fees = {"zerodha": 15.34, "upstox": 20 * no_of_orders + 20, "dhan": 12.5}[broker]
+                    transaction_fees = 0.00307 if nse else 0.00375
                     stt_fees = 0.1
                     stamp_fees = 0.015
 
@@ -1512,52 +1540,48 @@ def calculate_brokerage(buy_price, sell_price, quantity, broker="zerodha", marke
                     stamp_charge = round((quantity * buy_price * stamp_fees)/100, 2)
 
                 elif market_type == "equity" and holding_type == "intraday":
-                    broker_fees_1 = 20 * no_of_orders
-                    broker_fees_2 = round(turnover * (0.03 / 100), 2)
-                    broker_fees = min(broker_fees_1, broker_fees_2)
+                    broker_fees = _in_brokerage(broker, "equity", turnover, no_of_orders)
 
-                    transaction_fees = 0.00297 if exchange == "NSE" else 0.00375
+                    transaction_fees = 0.00307 if nse else 0.00375
                     stamp_fees = 0.003
                     stt_fees = 0.025
 
                     # Calculating STT Charge
-                    stt_charge = round(quantity * sell_price * stt_fees / 100, 2)
+                    stt_charge = round(quantity * sold * stt_fees / 100, 2)
 
                     # Calculating Transaction Fees
                     transaction_charge = round(turnover * transaction_fees / 100, 2)
 
                     # Calculating Stamp Fees
-                    stamp_charge = round(quantity * buy_price * stamp_fees / 100, 2)
+                    stamp_charge = round(quantity * bought * stamp_fees / 100, 2)
 
                 elif market_type == "futures":
-                    broker_fees_1 = 20 * no_of_orders
-                    broker_fees_2 = round(turnover * (0.03 / 100), 2)
-                    broker_fees = min(broker_fees_1, broker_fees_2)
-                    transaction_fees = 0.00173 if exchange == "NSE" else 0
+                    broker_fees = _in_brokerage(broker, "futures", turnover, no_of_orders)
+                    transaction_fees = 0.00183 if nse else 0
                     stamp_fees = 0.002
-                    stt_fees = 0.02
+                    stt_fees = 0.05
 
                     # Calculating STT Charge
-                    stt_charge = round(quantity * sell_price * stt_fees / 100)
+                    stt_charge = round(quantity * sold * stt_fees / 100)
 
                     # Calculating Transaction Fees
                     transaction_charge = round(turnover * transaction_fees / 100, 2)
 
                     # Calculating Stamp Fees
-                    stamp_charge = round(quantity * buy_price * stamp_fees / 100, 2)
+                    stamp_charge = round(quantity * bought * stamp_fees / 100, 2)
 
                 else:
                     broker_fees = 20 * no_of_orders
-                    transaction_fees = 0.03503 if exchange == "NSE" else 0.0325
+                    transaction_fees = 0.03553 if nse else 0.0325
                     stamp_fees = 0.003
 
-                    stt_fees = 0.1
+                    stt_fees = 0.15
 
                     # Calculating STT Charge
-                    stt_charge = round(quantity * sell_price * stt_fees / 100)
+                    stt_charge = round(quantity * sold * stt_fees / 100)
 
                     # Calculating Stamp Fees
-                    stamp_charge = round(quantity * buy_price * stamp_fees / 100, 2)
+                    stamp_charge = round(quantity * bought * stamp_fees / 100, 2)
 
                     # Calculating Transaction Fees
                     transaction_charge = round(turnover * transaction_fees / 100, 2)

{trigerr-0.7.2 → trigerr-0.7.4/trigerr.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: trigerr
-Version: 0.7.2
+Version: 0.7.4
 Summary: Python tools for quantitative trading research and analysis.
 Author: Anurag Singh Kushwah
 License-Expression: MIT

{trigerr-0.7.2 → trigerr-0.7.4}/trigerr.egg-info/SOURCES.txt

@@ -1,6 +1,7 @@
 LICENSE
 README.md
 pyproject.toml
+tests/test_brokerage.py
 tests/test_bt_orders.py
 tests/test_crypto_utils.py
 tests/test_data_market.py