wiz-trader 0.18.0__py3-none-any.whl → 0.20.0__py3-none-any.whl

wiz_trader/__init__.py

@@ -3,6 +3,6 @@
 from .quotes import QuotesClient
 from .apis import WizzerClient
 
-__version__ = "0.18.0"
+__version__ = "0.20.0"
 
 __all__ = ["QuotesClient", "WizzerClient"]

wiz_trader/apis/client.py

@@ -2,6 +2,7 @@ import os
 import json
 import logging
 from typing import Dict, List, Optional, Union, Any
+from datetime import datetime
 
 import requests
 
@@ -137,6 +138,28 @@ class WizzerClient:
   EXPIRY_FOURTH_QUARTER_PLUS_4 = "fourth_quarter_plus_4"
   EXPIRY_FIRST_HALF_PLUS_4 = "first_half_yearly_plus_4"
   EXPIRY_SECOND_HALF_PLUS_4 = "second_half_yearly_plus_4"
+  
+  # Historical data interval constants
+  INTERVAL_1_MINUTE = "1m"
+  INTERVAL_2_MINUTES = "2m"
+  INTERVAL_3_MINUTES = "3m"
+  INTERVAL_5_MINUTES = "5m"
+  INTERVAL_10_MINUTES = "10m"
+  INTERVAL_15_MINUTES = "15m"
+  INTERVAL_30_MINUTES = "30m"
+  INTERVAL_45_MINUTES = "45m"
+  INTERVAL_1_HOUR = "1h"
+  INTERVAL_1_DAY = "1d"
+  INTERVAL_1_MONTH = "1M"
+  
+  # Constants for weightage schemes
+  WEIGHTAGE_SCHEME_EQUI_WEIGHTED = "equi_weighted"
+  WEIGHTAGE_SCHEME_QUANTITY_WEIGHTED = "quantity_weighted"
+  WEIGHTAGE_SCHEME_PRICE_WEIGHTED = "price_weighted"
+  WEIGHTAGE_SCHEME_MARKET_CAP_WEIGHTED = "market_cap_weighted"
+  WEIGHTAGE_SCHEME_FLOAT_ADJUSTED_MARKET_CAP_WEIGHTED = "float_adjusted_market_cap_weighted"
+  WEIGHTAGE_SCHEME_FUNDAMENTAL_WEIGHTED = "fundamental_weighted"
+  WEIGHTAGE_SCHEME_CUSTOM_WEIGHTED = "custom_weighted"
 
   # URIs to various API endpoints
   _routes = {
@@ -173,7 +196,8 @@ class WizzerClient:
     # Instrument & asset class endpoints
     "instrument.metrics": "/instruments/metrics",
     "instrument.option_chain": "/instruments/options/chain",
-    "instrument.expiry_list": "/instruments/options/chain/expirylist"
+    "instrument.expiry_list": "/instruments/options/chain/expirylist",
+    "instrument.future_list": "/instruments/futures/list"
   }
   
   def __init__(
@@ -229,6 +253,33 @@ class WizzerClient:
     
     return {"id": self.strategy_id}
 
+  def _validate_datetime_format(self, datetime_str: str, interval: str) -> bool:
+    """
+    Validate datetime format based on interval type.
+    
+    Args:
+      datetime_str (str): The datetime string to validate
+      interval (str): The interval type
+    
+    Returns:
+      bool: True if format is valid for the interval
+    """
+    # For daily and monthly intervals, only date is required
+    if interval in [self.INTERVAL_1_DAY, self.INTERVAL_1_MONTH]:
+      try:
+        datetime.strptime(datetime_str, "%Y-%m-%d")
+        return True
+      except ValueError:
+        return False
+    
+    # For intraday intervals, datetime is required
+    else:
+      try:
+        datetime.strptime(datetime_str, "%Y-%m-%d %H:%M:%S")
+        return True
+      except ValueError:
+        return False
+  
   # ===== DATA HUB METHODS =====
 
   def get_indices(self, trading_symbol: Optional[str] = None, exchange: Optional[str] = None) -> List[Dict[str, Any]]:
@@ -272,28 +323,63 @@ class WizzerClient:
     logger.debug("Fetching index components with params: %s", params)
     response = self._make_request("GET", self._routes["datahub.index.components"], params=params)
     return response
-
+  
   def get_historical_ohlcv(
     self, 
     instruments: List[str], 
     start_date: str, 
     end_date: str, 
     ohlcv: List[str],
-    interval: str = "1d"
+    interval: str = "1d",
+    continuous: bool = False
   ) -> List[Dict[str, Any]]:
     """
     Get historical OHLCV data for specified instruments.
 
     Args:
       instruments (List[str]): List of instrument identifiers (e.g., ["NSE:SBIN:3045"]).
-      start_date (str): Start date in YYYY-MM-DD format.
-      end_date (str): End date in YYYY-MM-DD format.
-      ohlcv (List[str]): List of OHLCV fields to retrieve (open, high, low, close, volume).
-      interval (str, optional): Data interval. Options: "1d" (daily, default), "1M" (monthly - last trading day of month).
+      start_date (str): Start date. For daily/monthly intervals: YYYY-MM-DD format.
+                       For intraday intervals: YYYY-MM-DD HH:MM:SS format.
+      end_date (str): End date. For daily/monthly intervals: YYYY-MM-DD format.
+                     For intraday intervals: YYYY-MM-DD HH:MM:SS format.
+      ohlcv (List[str]): List of OHLCV fields to retrieve. 
+        Valid values: "open", "high", "low", "close", "volume", "oi" (open interest - F&O only).
+      interval (str, optional): Data interval. Options:
+        - Intraday: "1m", "2m", "3m", "5m", "10m", "15m", "30m", "45m", "1h"
+        - Daily: "1d" (default)
+        - Monthly: "1M" (last trading day of month)
+        
+        Use constants like client.INTERVAL_5_MINUTES, client.INTERVAL_1_DAY, etc.
+      continuous (bool, optional): Only relevant for futures. If True, returns continuous data across 
+        multiple contract months to form a seamless data stream. Defaults to False.
 
     Returns:
       List[Dict[str, Any]]: Historical data for requested instruments.
+      
+      Note:
+      - For daily/monthly intervals, the 'date' field contains YYYY-MM-DD.
+      - For intraday intervals, the 'date' field contains YYYY-MM-DD HH:MM:SS.
+      - The "oi" (open interest) field is only applicable for F&O instruments
+      - The "continuous" parameter is only relevant for futures instruments and allows you to get
+        backdated data across multiple contract months for a seamless time series
+
+    Raises:
+      ValueError: If datetime format doesn't match the interval requirements.
     """
+    # Validate datetime formats
+    if not self._validate_datetime_format(start_date, interval):
+      if interval in [self.INTERVAL_1_DAY, self.INTERVAL_1_MONTH]:
+        raise ValueError(f"For interval '{interval}', start_date must be in YYYY-MM-DD format")
+      else:
+        raise ValueError(f"For interval '{interval}', start_date must be in YYYY-MM-DD HH:MM:SS format")
+    
+    if not self._validate_datetime_format(end_date, interval):
+      if interval in [self.INTERVAL_1_DAY, self.INTERVAL_1_MONTH]:
+        raise ValueError(f"For interval '{interval}', end_date must be in YYYY-MM-DD format")
+      else:
+        raise ValueError(f"For interval '{interval}', end_date must be in YYYY-MM-DD HH:MM:SS format")
+
+    endpoint = self._routes["datahub.historical.ohlcv"]
     data = {
       "instruments": instruments,
       "startDate": start_date,
@@ -301,9 +387,13 @@ class WizzerClient:
       "ohlcv": ohlcv,
       "interval": interval
     }
+    
+    # Add continuous parameter if specified
+    if continuous:
+      data["continuous"] = continuous
 
     logger.debug("Fetching historical OHLCV with data: %s", data)
-    response = self._make_request("POST", self._routes["datahub.historical.ohlcv"], json=data)
+    response = self._make_request("POST", endpoint, json=data)
     return response
 
   # ===== ORDER MANAGEMENT METHODS =====
@@ -1228,7 +1318,8 @@ class WizzerClient:
         instruments: List[str],
         execution_policy: str,
         order_type: str = None,
-        product: str = None
+        product: str = None,
+        weightage_scheme: str = None
     ) -> Dict[str, Any]:
         """
         Rebalance a basket with new instruments.
@@ -1242,16 +1333,35 @@ class WizzerClient:
               Options: ORDER_TYPE_MARKET, ORDER_TYPE_LIMIT
           product (str, optional): Product type to use for rebalance orders.
               Options: PRODUCT_CNC, PRODUCT_MIS
+          weightage_scheme (str, optional): Weightage scheme for rebalancing. Options:
+              WEIGHTAGE_SCHEME_EQUI_WEIGHTED, WEIGHTAGE_SCHEME_QUANTITY_WEIGHTED, 
+              WEIGHTAGE_SCHEME_PRICE_WEIGHTED, WEIGHTAGE_SCHEME_MARKET_CAP_WEIGHTED,
+              WEIGHTAGE_SCHEME_FLOAT_ADJUSTED_MARKET_CAP_WEIGHTED, 
+              WEIGHTAGE_SCHEME_FUNDAMENTAL_WEIGHTED, WEIGHTAGE_SCHEME_CUSTOM_WEIGHTED
             
         Returns:
           Dict[str, Any]: Rebalance response.
         """
-        endpoint = "/baskets/rebalance"
+        endpoint = self._routes["basket.rebalance"]
         
         # Validate execution policy
         valid_execution_policies = [self.REBALANCE_FULL, self.REBALANCE_ENTRY_ONLY, self.REBALANCE_EXIT_ONLY]
         if execution_policy not in valid_execution_policies:
             raise ValueError(f"execution_policy must be one of {valid_execution_policies}")
+          
+        # Validate weightage scheme if provided
+        if weightage_scheme:
+            valid_weightage_schemes = [
+                self.WEIGHTAGE_SCHEME_EQUI_WEIGHTED, 
+                self.WEIGHTAGE_SCHEME_QUANTITY_WEIGHTED,
+                self.WEIGHTAGE_SCHEME_PRICE_WEIGHTED, 
+                self.WEIGHTAGE_SCHEME_MARKET_CAP_WEIGHTED,
+                self.WEIGHTAGE_SCHEME_FLOAT_ADJUSTED_MARKET_CAP_WEIGHTED,
+                self.WEIGHTAGE_SCHEME_FUNDAMENTAL_WEIGHTED, 
+                self.WEIGHTAGE_SCHEME_CUSTOM_WEIGHTED
+            ]
+            if weightage_scheme not in valid_weightage_schemes:
+                raise ValueError(f"weightage_scheme must be one of {valid_weightage_schemes}")
         
         # Build the basic request payload
         data = {
@@ -1280,10 +1390,14 @@ class WizzerClient:
             
             if order_policies:
                 data["policies"]["orders"] = order_policies
+                
+        # Add weightage scheme if specified
+        if weightage_scheme:
+            data["policies"]["weightageScheme"] = weightage_scheme
         
         logger.debug("Rebalancing basket %s with instruments: %s, policy: %s, order settings: %s", 
                     trading_symbol, instruments, execution_policy, 
-                    {"order_type": order_type, "product": product})
+                    {"order_type": order_type, "product": product, "weightage_scheme": weightage_scheme})
         
         return self._make_request("POST", endpoint, json=data)
     
@@ -1458,6 +1572,31 @@ class WizzerClient:
 
       logger.debug("Fetching option expiry list for %s", identifier)
       return self._make_request("POST", endpoint, json=data)
+    
+  def get_futures_list(self, identifier: str) -> List[Dict[str, Any]]:
+    """
+    Get available futures contracts for an instrument.
+    
+    Args:
+      identifier (str): Instrument identifier (e.g., "NSE:SBIN:3045" or "NSE:NIFTY 50:26000").
+        
+    Returns:
+      List[Dict[str, Any]]: List of available futures contracts with expiry dates and contract types.
+      
+    Example:
+      # Get futures for a stock
+      sbin_futures = client.get_futures_list("NSE:SBIN:3045")
+      for future in sbin_futures:
+          print(f"{future['tradingSymbol']} - {future['expiry']} ({future['contract']})")
+          
+      # Get futures for an index
+      nifty_futures = client.get_futures_list("NSE:NIFTY 50:26000")
+    """
+    endpoint = self._routes["instrument.future_list"]
+    data = {"identifier": identifier}
+    
+    logger.debug("Fetching futures list for: %s", identifier)
+    return self._make_request("POST", endpoint, json=data)
 
   def _make_request(
     self, 

{wiz_trader-0.18.0.dist-info → wiz_trader-0.20.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wiz_trader
-Version: 0.18.0
+Version: 0.20.0
 Summary: A Python SDK for connecting to the Wizzer.
 Home-page: https://bitbucket.org/wizzer-tech/quotes_sdk.git
 Author: Pawan Wagh
@@ -359,6 +359,7 @@ Available constants:
 - Exchanges: `EXCHANGE_NSE`, `EXCHANGE_BSE`, `EXCHANGE_WZR`
 - Segments: `SEGMENT_NSE_CM`, `SEGMENT_BSE_CM`, `SEGMENT_NSE_FO`, `SEGMENT_WZREQ`
 - Instrument types: `INSTRUMENT_TYPE_EQ`, `INSTRUMENT_TYPE_EQLC`, `INSTRUMENT_TYPE_EQMCC`, `INSTRUMENT_TYPE_EQSCC`, `INSTRUMENT_TYPE_BASKET`
+- - Weightage schemes: `WEIGHTAGE_SCHEME_EQUI_WEIGHTED`, `WEIGHTAGE_SCHEME_QUANTITY_WEIGHTED`, `WEIGHTAGE_SCHEME_PRICE_WEIGHTED`, `WEIGHTAGE_SCHEME_MARKET_CAP_WEIGHTED`, `WEIGHTAGE_SCHEME_FLOAT_ADJUSTED_MARKET_CAP_WEIGHTED`, `WEIGHTAGE_SCHEME_FUNDAMENTAL_WEIGHTED`, `WEIGHTAGE_SCHEME_CUSTOM_WEIGHTED`
 
 ### Data Hub Methods
 
@@ -388,29 +389,412 @@ for component in components[:5]:
 ```
 
 #### Get Historical OHLCV Data
+## Overview
 
-Fetch historical price data for instruments:
+The `get_historical_ohlcv` method supports multiple time intervals for historical data retrieval, from 1-minute intraday data to monthly aggregated data.
+
+## Supported Intervals
+
+### Intraday Intervals
+- `1m` - 1 minute
+- `2m` - 2 minutes  
+- `3m` - 3 minutes
+- `5m` - 5 minutes
+- `10m` - 10 minutes
+- `15m` - 15 minutes
+- `30m` - 30 minutes
+- `45m` - 45 minutes
+- `1h` - 1 hour
+
+### Daily/Monthly Intervals
+- `1d` - 1 day (default)
+- `1M` - 1 month (last trading day of month)
+
+## Date Format Requirements
+
+### For Daily and Monthly Intervals (`1d`, `1M`)
+- **Format**: `YYYY-MM-DD`
+- **Example**: `"2024-01-15"`
+
+### For Intraday Intervals (all minute/hour intervals)
+- **Format**: `YYYY-MM-DD HH:MM:SS`
+- **Example**: `"2024-01-15 09:30:00"`
+
+**New Features in Historical Data API:**
+
+- **Open Interest (`oi`)**: Now supported in the `ohlcv` parameter for futures instruments
+- **Continuous Data**: The `continuous` parameter (for futures only) provides seamless data across multiple contract months when your date range spans multiple months
+
+## Using Constants
+
+The client provides constants for all intervals:
+
+```python
+from wiz_trader import WizzerClient
+
+client = WizzerClient(...)
+
+# Intraday intervals
+client.INTERVAL_1_MINUTE     # "1m"
+client.INTERVAL_2_MINUTES    # "2m"
+client.INTERVAL_3_MINUTES    # "3m"
+client.INTERVAL_5_MINUTES    # "5m"
+client.INTERVAL_10_MINUTES   # "10m"
+client.INTERVAL_15_MINUTES   # "15m"
+client.INTERVAL_30_MINUTES   # "30m"
+client.INTERVAL_45_MINUTES   # "45m"
+client.INTERVAL_1_HOUR       # "1h"
+
+# Daily/Monthly intervals
+client.INTERVAL_1_DAY        # "1d"
+client.INTERVAL_1_MONTH      # "1M"
+```
+
+## Usage Examples
+
+### 1. Get 5-minute intraday data
+
+```python
+# Get 5-minute candles for a trading session
+intraday_data = client.get_historical_ohlcv(
+    instruments=["NSE:SBIN:3045"],
+    start_date="2024-01-15 09:15:00",  # Market open
+    end_date="2024-01-15 15:30:00",    # Market close
+    ohlcv=["open", "high", "low", "close", "volume"],
+    interval=client.INTERVAL_5_MINUTES
+)
+
+# Response will have date field as: "2024-01-15 09:15:00", "2024-01-15 09:20:00", etc.
+```
+
+### 2. Get 1-minute data for scalping
+
+```python
+# Get 1-minute data for the first hour of trading
+scalping_data = client.get_historical_ohlcv(
+    instruments=["NSE:RELIANCE:2885", "NSE:TCS:2953"],
+    start_date="2024-01-15 09:15:00",
+    end_date="2024-01-15 10:15:00",
+    ohlcv=["open", "high", "low", "close", "volume"],
+    interval=client.INTERVAL_1_MINUTE
+)
+```
+
+### 3. Get hourly data for swing trading
+
+```python
+# Get hourly data for a week
+hourly_data = client.get_historical_ohlcv(
+    instruments=["NSE:NIFTY 50:26000"],
+    start_date="2024-01-15 09:15:00",
+    end_date="2024-01-19 15:30:00",
+    ohlcv=["open", "high", "low", "close", "volume"],
+    interval=client.INTERVAL_1_HOUR
+)
+```
+
+### 4. Get daily data (traditional)
 
 ```python
-# Get daily data
+# Get daily data for a month
 daily_data = client.get_historical_ohlcv(
     instruments=["NSE:SBIN:3045"],
-    start_date="2024-01-01",
+    start_date="2024-01-01",  # Note: No time component
     end_date="2024-01-31",
     ohlcv=["open", "high", "low", "close", "volume"],
-    interval="1d"  # Daily data (default)
+    interval=client.INTERVAL_1_DAY
 )
 
-# Get monthly data
+# Response will have date field as: "2024-01-01", "2024-01-02", etc.
+```
+
+### 5. Get monthly data for long-term analysis
+
+```python
+# Get monthly data for a year
 monthly_data = client.get_historical_ohlcv(
-    instruments=["NSE:SBIN:3045", "NSE:ICICIBANK:4963"],
+    instruments=["NSE:SBIN:3045"],
     start_date="2023-01-01",
-    end_date="2024-01-01",
+    end_date="2023-12-31",
     ohlcv=["close", "volume"],
-    interval="1M"  # Monthly data
+    interval=client.INTERVAL_1_MONTH
+)
+
+# Get futures data with open interest
+futures_data = client.get_historical_ohlcv(
+    instruments=["NSE:SBIN25MAYFUT:57515"],
+    start_date="2024-01-01",
+    end_date="2024-03-01",
+    ohlcv=["open", "high", "low", "close", "volume", "oi"],  # Include open interest
+    interval="1d"
+)
+
+# Get continuous futures data across multiple contract months
+continuous_futures = client.get_historical_ohlcv(
+    instruments=["NSE:SBIN25MAYFUT:57515"],
+    start_date="2023-01-01",
+    end_date="2024-12-31",
+    ohlcv=["close", "oi"],
+    interval="1d",
+    continuous=True  # Get seamless data across contract months
 )
 ```
 
+## Response Structure
+
+The response structure remains the same, but the `date` field format varies:
+
+### For Daily/Monthly Intervals
+```json
+{
+  "instrument": {
+    "exchange": "NSE",
+    "tradingSymbol": "SBIN",
+    "exchangeToken": 3045,
+    "identifier": "NSE:SBIN:3045"
+  },
+  "data": [
+    {
+      "date": "2024-01-15",  // YYYY-MM-DD format
+      "open": 750.0,
+      "high": 765.0,
+      "low": 745.0,
+      "close": 760.0,
+      "volume": 1000000
+    }
+  ]
+}
+```
+
+### For Intraday Intervals
+```json
+{
+  "instrument": {
+    "exchange": "NSE",
+    "tradingSymbol": "SBIN",
+    "exchangeToken": 3045,
+    "identifier": "NSE:SBIN:3045"
+  },
+  "data": [
+    {
+      "date": "2024-01-15 09:15:00",  // YYYY-MM-DD HH:MM:SS format
+      "open": 750.0,
+      "high": 752.0,
+      "low": 749.0,
+      "close": 751.0,
+      "volume": 50000
+    }
+  ]
+}
+```
+
+## Advanced Usage Examples
+
+### Multiple Timeframe Analysis
+
+```python
+def get_multi_timeframe_data(symbol, date):
+    """Get data across multiple timeframes for comprehensive analysis"""
+    
+    # 1-minute data for entry/exit precision
+    minute_data = client.get_historical_ohlcv(
+        instruments=[symbol],
+        start_date=f"{date} 09:15:00",
+        end_date=f"{date} 15:30:00",
+        ohlcv=["open", "high", "low", "close", "volume"],
+        interval=client.INTERVAL_1_MINUTE
+    )
+    
+    # 5-minute data for short-term trends
+    five_min_data = client.get_historical_ohlcv(
+        instruments=[symbol],
+        start_date=f"{date} 09:15:00",
+        end_date=f"{date} 15:30:00",
+        ohlcv=["open", "high", "low", "close", "volume"],
+        interval=client.INTERVAL_5_MINUTES
+    )
+    
+    # 15-minute data for medium-term trends
+    fifteen_min_data = client.get_historical_ohlcv(
+        instruments=[symbol],
+        start_date=f"{date} 09:15:00",
+        end_date=f"{date} 15:30:00",
+        ohlcv=["open", "high", "low", "close", "volume"],
+        interval=client.INTERVAL_15_MINUTES
+    )
+    
+    # Hourly data for major trend
+    hourly_data = client.get_historical_ohlcv(
+        instruments=[symbol],
+        start_date=f"{date} 09:15:00",
+        end_date=f"{date} 15:30:00",
+        ohlcv=["open", "high", "low", "close", "volume"],
+        interval=client.INTERVAL_1_HOUR
+    )
+    
+    return {
+        "1m": minute_data,
+        "5m": five_min_data,
+        "15m": fifteen_min_data,
+        "1h": hourly_data
+    }
+
+# Usage
+multi_data = get_multi_timeframe_data("NSE:SBIN:3045", "2024-01-15")
+```
+
+### Building OHLC Candlestick Data
+
+```python
+import pandas as pd
+import matplotlib.pyplot as plt
+from mplfinance import plot as mpf
+
+def plot_candlestick_chart(symbol, start_date, end_date, interval):
+    """Create a candlestick chart from historical data"""
+    
+    # Get historical data
+    data = client.get_historical_ohlcv(
+        instruments=[symbol],
+        start_date=start_date,
+        end_date=end_date,
+        ohlcv=["open", "high", "low", "close", "volume"],
+        interval=interval
+    )
+    
+    if not data or not data[0].get('data'):
+        print("No data available")
+        return
+    
+    # Convert to DataFrame
+    df = pd.DataFrame(data[0]['data'])
+    df['date'] = pd.to_datetime(df['date'])
+    df.set_index('date', inplace=True)
+    
+    # Rename columns for mplfinance
+    df.columns = ['Open', 'High', 'Low', 'Close', 'Volume']
+    
+    # Create candlestick chart
+    mpf.plot(df, type='candle', volume=True, 
+             title=f'{symbol} - {interval} Chart',
+             style='charles')
+
+# Plot 5-minute chart
+plot_candlestick_chart(
+    "NSE:SBIN:3045", 
+    "2024-01-15 09:15:00", 
+    "2024-01-15 15:30:00",
+    client.INTERVAL_5_MINUTES
+)
+```
+
+### Backtesting with Different Intervals
+
+```python
+def backtest_strategy_multiple_intervals(symbol, start_date, end_date):
+    """Backtest a strategy across different intervals"""
+    
+    intervals = [
+        (client.INTERVAL_5_MINUTES, "5m"),
+        (client.INTERVAL_15_MINUTES, "15m"),
+        (client.INTERVAL_30_MINUTES, "30m"),
+        (client.INTERVAL_1_HOUR, "1h")
+    ]
+    
+    results = {}
+    
+    for interval_code, interval_name in intervals:
+        # For intraday intervals, use datetime format
+        data = client.get_historical_ohlcv(
+            instruments=[symbol],
+            start_date=f"{start_date} 09:15:00",
+            end_date=f"{end_date} 15:30:00",
+            ohlcv=["open", "high", "low", "close", "volume"],
+            interval=interval_code
+        )
+        
+        if data and data[0].get('data'):
+            df = pd.DataFrame(data[0]['data'])
+            df['date'] = pd.to_datetime(df['date'])
+            
+            # Simple moving average crossover strategy
+            df['sma_10'] = df['close'].rolling(10).mean()
+            df['sma_20'] = df['close'].rolling(20).mean()
+            
+            # Generate signals
+            df['signal'] = 0
+            df.loc[df['sma_10'] > df['sma_20'], 'signal'] = 1
+            df.loc[df['sma_10'] < df['sma_20'], 'signal'] = -1
+            
+            # Calculate returns
+            df['returns'] = df['close'].pct_change()
+            df['strategy_returns'] = df['signal'].shift(1) * df['returns']
+            
+            # Calculate total return
+            total_return = (1 + df['strategy_returns']).prod() - 1
+            
+            results[interval_name] = {
+                'total_return': total_return,
+                'num_trades': df['signal'].diff().abs().sum() / 2,
+                'num_candles': len(df)
+            }
+    
+    return results
+
+# Compare strategy performance across intervals
+performance = backtest_strategy_multiple_intervals(
+    "NSE:SBIN:3045",
+    "2024-01-01",
+    "2024-01-31"
+)
+
+for interval, metrics in performance.items():
+    print(f"{interval}: Return={metrics['total_return']:.2%}, "
+          f"Trades={metrics['num_trades']:.0f}, "
+          f"Candles={metrics['num_candles']}")
+```
+
+## Error Handling
+
+```python
+try:
+    data = client.get_historical_ohlcv(
+        instruments=["NSE:SBIN:3045"],
+        start_date="2024-01-15 09:15:00",
+        end_date="2024-01-15 15:30:00",
+        ohlcv=["open", "high", "low", "close", "volume"],
+        interval=client.INTERVAL_5_MINUTES
+    )
+except ValueError as e:
+    print(f"Date format error: {e}")
+except Exception as e:
+    print(f"API error: {e}")
+```
+
+## Best Practices
+
+1. **Use appropriate intervals for your strategy**:
+   - Scalping: 1m, 2m, 3m
+   - Day trading: 5m, 15m, 30m
+   - Swing trading: 1h, 1d
+   - Position trading: 1d, 1M
+
+2. **Be mindful of data volume**:
+   - 1-minute data generates a lot of candles
+   - Use shorter date ranges for minute-level data
+
+3. **Validate date formats**:
+   - The client will validate formats automatically
+   - Use datetime strings consistently
+
+4. **Consider market hours**:
+   - For intraday data, use market hours: 09:15:00 to 15:30:00
+   - Weekend dates won't have intraday data
+
+5. **Cache data when possible**:
+   - Historical data doesn't change
+   - Store frequently used datasets locally
+
 ### Order Management
 
 #### Place Regular Order
@@ -624,6 +1008,18 @@ exit_order = client.place_basket_exit_order(
 
 #### Rebalance Basket
 
+#### Available Weightage Schemes
+
+When creating or rebalancing baskets, you can choose from several weightage schemes:
+
+- **`WEIGHTAGE_SCHEME_EQUI_WEIGHTED`**: Equal weightage for all instruments
+- **`WEIGHTAGE_SCHEME_QUANTITY_WEIGHTED`**: Weighted by quantity
+- **`WEIGHTAGE_SCHEME_PRICE_WEIGHTED`**: Weighted by price
+- **`WEIGHTAGE_SCHEME_MARKET_CAP_WEIGHTED`**: Weighted by market capitalization
+- **`WEIGHTAGE_SCHEME_FLOAT_ADJUSTED_MARKET_CAP_WEIGHTED`**: Weighted by float-adjusted market cap
+- **`WEIGHTAGE_SCHEME_FUNDAMENTAL_WEIGHTED`**: Weighted by fundamental metrics
+- **`WEIGHTAGE_SCHEME_CUSTOM_WEIGHTED`**: Custom weightage scheme
+
 Rebalance a basket with new instruments:
 
 ```python
@@ -632,6 +1028,23 @@ rebalance_response = client.rebalance_basket(
     trading_symbol="/MY_BASKET",
     instruments=["NSE:SBIN:3045", "NSE:HDFCBANK:1333", "NSE:TCS:2953"]
 )
+
+# Full Rebalance with market cap weighting & execution of all orders at market price
+client.rebalance_basket(
+    trading_symbol="/MY_BASKET",
+    instruments=["NSE:SBIN:3045", "NSE:HDFCBANK:1333"],
+    execution_policy=client.REBALANCE_FULL,
+    order_type=client.ORDER_TYPE_MARKET,
+    weightage_scheme=client.WEIGHTAGE_SCHEME_MARKET_CAP_WEIGHTED
+)
+
+# Entry-only rebalance with price weighting
+client.rebalance_basket(
+    trading_symbol="/MY_BASKET",
+    instruments=["NSE:SBIN:3045", "NSE:HDFCBANK:1333"],
+    execution_policy=client.REBALANCE_ENTRY_ONLY,
+    weightage_scheme=client.WEIGHTAGE_SCHEME_EQUI_WEIGHTED
+)
 ```
 
 ### Instrument Management

wiz_trader-0.20.0.dist-info/RECORD

@@ -0,0 +1,9 @@
+wiz_trader/__init__.py,sha256=YC94wlmPJK1p-MnOePHPiRYe2f9VeHkl0_eBNB77vD8,182
+wiz_trader/apis/__init__.py,sha256=ItWKMOl4omiW0g2f-M7WRW3v-dss_ULd9vYnFyIIT9o,132
+wiz_trader/apis/client.py,sha256=GY1aAaV4ia1tnFnB2qaNqnv-qeUvkVlvw9xOKN54qIs,59786
+wiz_trader/quotes/__init__.py,sha256=RF9g9CNP6bVWlmCh_ad8krm3-EWOIuVfLp0-H9fAeEM,108
+wiz_trader/quotes/client.py,sha256=LJeMcQPjJIRxrTIGalWsLYh_XfinDXBP5-4cNS7qCxc,9709
+wiz_trader-0.20.0.dist-info/METADATA,sha256=TmMAi3VtyYTwZSxbcNiQ7hsdDJgvNhAKrIhf7Vycp3A,85410
+wiz_trader-0.20.0.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+wiz_trader-0.20.0.dist-info/top_level.txt,sha256=lnYS_g8LlA6ryKYnvY8xIQ6K2K-xzOsd-99AWgnW6VY,11
+wiz_trader-0.20.0.dist-info/RECORD,,

{wiz_trader-0.18.0.dist-info → wiz_trader-0.20.0.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: setuptools (80.8.0)
+Generator: setuptools (80.9.0)
 Root-Is-Purelib: true
 Tag: py3-none-any
 

wiz_trader-0.18.0.dist-info/RECORD

@@ -1,9 +0,0 @@
-wiz_trader/__init__.py,sha256=UCNwgBmLz6fPSfo69NlZZd9pJeorYKXgTs4Y3bslEBc,182
-wiz_trader/apis/__init__.py,sha256=ItWKMOl4omiW0g2f-M7WRW3v-dss_ULd9vYnFyIIT9o,132
-wiz_trader/apis/client.py,sha256=Mbgzadgx__1QpUiz1itpWQL66lGFWOhSXSfWggtFqp0,53712
-wiz_trader/quotes/__init__.py,sha256=RF9g9CNP6bVWlmCh_ad8krm3-EWOIuVfLp0-H9fAeEM,108
-wiz_trader/quotes/client.py,sha256=LJeMcQPjJIRxrTIGalWsLYh_XfinDXBP5-4cNS7qCxc,9709
-wiz_trader-0.18.0.dist-info/METADATA,sha256=yzbGX_R69DE-0p8IXfQJo69hrg_S5xIRHnPXSnCih3Q,73214
-wiz_trader-0.18.0.dist-info/WHEEL,sha256=zaaOINJESkSfm_4HQVc5ssNzHCPXhJm0kEUakpsEHaU,91
-wiz_trader-0.18.0.dist-info/top_level.txt,sha256=lnYS_g8LlA6ryKYnvY8xIQ6K2K-xzOsd-99AWgnW6VY,11
-wiz_trader-0.18.0.dist-info/RECORD,,