wiz-trader 0.18.0__tar.gz → 0.20.0__tar.gz

{wiz_trader-0.18.0/src/wiz_trader.egg-info → wiz_trader-0.20.0}/PKG-INFO

@@ -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