wiz-trader 0.38.0__py3-none-any.whl → 0.40.0__py3-none-any.whl

wiz_trader/__init__.py

@@ -3,6 +3,6 @@
 from .quotes import QuotesClient
 from .apis import WizzerClient
 
-__version__ = "0.38.0"
+__version__ = "0.40.0"
 
 __all__ = ["QuotesClient", "WizzerClient"]

wiz_trader/apis/client.py

@@ -278,6 +278,20 @@ class WizzerClient:
     # Analytics API endpoints - Leverage
     "analytics.leverage.debt_equity_ratio": "/analytics/leverage/debtEquityRatio",
     
+    # Analytics API endpoints - New Additions
+    "analytics.marketdata.average_volume": "/analytics/marketdata/averageVolume",
+    "analytics.index.max_drawdown": "/analytics/index/metrics/maxDrawdown",
+    "analytics.instrument.drawdown_duration": "/analytics/instrument/metrics/drawdownDuration",
+    "analytics.price.rolling_peak": "/analytics/price/rollingPeak",
+    "analytics.price.rolling_mean": "/analytics/price/rollingMean",
+    "analytics.volatility.realized": "/analytics/volatility/realized",
+    "analytics.risk.beta_90d": "/analytics/risk/beta90d",
+    "analytics.risk.beta_custom": "/analytics/risk/beta",
+    "analytics.strategy.drawdown_max": "/analytics/strategy/drawdown/max",
+    "analytics.product.drawdown_max": "/analytics/product/drawdown/max",
+    "analytics.volatility.atr": "/analytics/volatility/atr",
+    "analytics.returns.simple": "/analytics/returns/simple",
+    
   }
   
   def __init__(
@@ -1822,6 +1836,7 @@ class WizzerClient:
   def _normalize_params(self, params: Optional[Dict[str, Any]]) -> Optional[Dict[str, str]]:
     """
     Normalize parameters for HTTP requests, converting booleans to lowercase strings.
+    Preserves spaces in string values to prevent automatic URL encoding by requests library.
     
     Args:
       params (Optional[Dict[str, Any]]): Raw parameters dictionary.
@@ -1838,7 +1853,8 @@ class WizzerClient:
         # Convert Python boolean to lowercase string for API compatibility
         normalized[key] = "true" if value else "false"
       elif value is not None:
-        # Convert other values to strings
+        # Convert other values to strings, preserving spaces
+        # This prevents requests library from automatically URL-encoding spaces to '+'
         normalized[key] = str(value)
     
     return normalized
@@ -1867,12 +1883,28 @@ class WizzerClient:
     Raises:
       requests.RequestException: If the request fails.
     """
+    import urllib.parse
+    
     url = f"{self.base_url}{endpoint}"
     request_headers = headers if headers else self.headers
     
     # Normalize parameters to handle booleans correctly
     normalized_params = self._normalize_params(params)
     
+    # Handle URL construction manually to encode spaces as %20 instead of +
+    if normalized_params and method.upper() == 'GET':
+      # Construct query string manually to control encoding
+      query_parts = []
+      for key, value in normalized_params.items():
+        # Use urllib.parse.quote to encode values, spaces become %20 instead of +
+        encoded_key = urllib.parse.quote(str(key), safe='')
+        encoded_value = urllib.parse.quote(str(value), safe='')  # Properly encode all special chars
+        query_parts.append(f"{encoded_key}={encoded_value}")
+      
+      if query_parts:
+        url = f"{url}?{'&'.join(query_parts)}"
+      normalized_params = None  # Don't pass params to requests since we built the URL manually
+    
     try:
       logger.debug("%s request to %s", method, url)
       response = requests.request(
@@ -2536,7 +2568,7 @@ class WizzerClient:
     self,
     symbol: str,
     as_of: str,
-    price_source: str = "avg_quarter",
+    price_source: str = "avgQuarter",
     custom_price: Optional[float] = None,
     standalone: bool = False,
     currency: str = "INR"
@@ -2547,7 +2579,7 @@ class WizzerClient:
     Args:
       symbol (str): Stock symbol (e.g., "NSE:INFY").
       as_of (str): Reference date (YYYY-MM-DD).
-      price_source (str, optional): Price source: spot, avg_quarter, custom. Defaults to "avg_quarter".
+      price_source (str, optional): Price source: spot, avgQuarter, custom. Defaults to "avgQuarter".
       custom_price (float, optional): Required if price_source=custom.
       standalone (bool, optional): Use standalone financials. Defaults to False.
       currency (str, optional): Output currency. Defaults to "INR".
@@ -2562,7 +2594,7 @@ class WizzerClient:
         "bookToMarket": 0.1234,
         "bookValuePerShare": 184.50,
         "marketPricePerShare": 1495.75,
-        "sourcePriceType": "avg_quarter",
+        "sourcePriceType": "avgQuarter",
         "quarterRef": "Q4FY23",
         "standalone": false,
         "unit": "ratio"
@@ -2586,7 +2618,7 @@ class WizzerClient:
     self,
     symbol: str,
     as_of: str,
-    price_source: str = "avg_quarter",
+    price_source: str = "avgQuarter",
     custom_price: Optional[float] = None,
     standalone: bool = False
   ) -> Dict[str, Any]:
@@ -2596,7 +2628,7 @@ class WizzerClient:
     Args:
       symbol (str): Stock symbol.
       as_of (str): Reference date (YYYY-MM-DD).
-      price_source (str, optional): Price source. Defaults to "avg_quarter".
+      price_source (str, optional): Price source. Defaults to "avgQuarter".
       custom_price (float, optional): Custom price if price_source=custom.
       standalone (bool, optional): Use standalone financials. Defaults to False.
       
@@ -2634,7 +2666,7 @@ class WizzerClient:
     self,
     symbol: str,
     as_of: str,
-    price_source: str = "avg_quarter",
+    price_source: str = "avgQuarter",
     custom_price: Optional[float] = None,
     standalone: bool = False
   ) -> Dict[str, Any]:
@@ -2644,7 +2676,7 @@ class WizzerClient:
     Args:
       symbol (str): Stock symbol.
       as_of (str): Reference date (YYYY-MM-DD).
-      price_source (str, optional): Price source. Defaults to "avg_quarter".
+      price_source (str, optional): Price source. Defaults to "avgQuarter".
       custom_price (float, optional): Custom price if price_source=custom.
       standalone (bool, optional): Use standalone financials. Defaults to False.
       
@@ -3148,7 +3180,7 @@ class WizzerClient:
       }
     """
     params = self._normalize_params({
-      "symbol": symbol,
+      "index": symbol,
       "startDate": start_date,
       "endDate": end_date
     })
@@ -3504,3 +3536,527 @@ class WizzerClient:
     
     logger.debug("Fetching CAGR for %s from %s to %s", symbol, start_date, end_date)
     return self._make_request("GET", self._routes["analytics.returns.cagr"], params=params)
+
+  # --- New Analytics Methods ---
+  
+  def get_average_traded_volume(
+    self,
+    symbol: str,
+    start_date: str,
+    end_date: str,
+    interval: str = "daily"
+  ) -> Dict[str, Any]:
+    """
+    Get average traded volume for a stock over a specified period.
+    
+    Args:
+      symbol (str): Stock symbol (e.g., HDFCBANK, NSE:RELIANCE).
+      start_date (str): Period start date (YYYY-MM-DD).
+      end_date (str): Period end date (YYYY-MM-DD).
+      interval (str, optional): Time interval ('daily', 'weekly', 'monthly'). Defaults to 'daily'.
+      
+    Returns:
+      Dict[str, Any]: Average volume data.
+      
+    Example Response:
+      {
+        "symbol": "HDFCBANK",
+        "startDate": "2024-04-01",
+        "endDate": "2024-06-30",
+        "interval": "daily",
+        "averageVolume": 1234567,
+        "totalDays": 61,
+        "unit": "shares"
+      }
+    """
+    params = self._normalize_params({
+      "symbol": symbol,
+      "startDate": start_date,
+      "endDate": end_date,
+      "interval": interval
+    })
+    
+    logger.debug("Fetching average traded volume for %s from %s to %s", symbol, start_date, end_date)
+    return self._make_request("GET", self._routes["analytics.marketdata.average_volume"], params=params)
+  
+  def get_index_max_drawdown(
+    self,
+    index_symbol: str,
+    start_date: str,
+    end_date: str,
+    interval: str = "daily"
+  ) -> Dict[str, Any]:
+    """
+    Get maximum drawdown for an index over a specified period.
+    
+    Args:
+      index_symbol (str): Index symbol (e.g., NIFTY50, BANKNIFTY, SENSEX).
+      start_date (str): Period start date (YYYY-MM-DD).
+      end_date (str): Period end date (YYYY-MM-DD).
+      interval (str, optional): Time interval ('daily', 'weekly', 'monthly'). Defaults to 'daily'.
+      
+    Returns:
+      Dict[str, Any]: Maximum drawdown data.
+      
+    Example Response:
+      {
+        "indexSymbol": "NIFTY50",
+        "startDate": "2023-01-01",
+        "endDate": "2024-01-01",
+        "interval": "daily",
+        "maxDrawdown": -15.23,
+        "drawdownDate": "2023-10-26",
+        "peakDate": "2023-09-19",
+        "unit": "%"
+      }
+    """
+    params = self._normalize_params({
+      "indexSymbol": index_symbol,
+      "startDate": start_date,
+      "endDate": end_date,
+      "interval": interval
+    })
+    
+    logger.debug("Fetching index max drawdown for %s from %s to %s", index_symbol, start_date, end_date)
+    return self._make_request("GET", self._routes["analytics.index.max_drawdown"], params=params)
+  
+  def get_drawdown_duration(
+    self,
+    symbol: str,
+    start_date: str,
+    end_date: str,
+    interval: str = "daily"
+  ) -> Dict[str, Any]:
+    """
+    Get drawdown duration analysis for a stock or index.
+    
+    Args:
+      symbol (str): Stock or index symbol (e.g., INFY, NIFTY50).
+      start_date (str): Start of analysis period (YYYY-MM-DD).
+      end_date (str): End of analysis period (YYYY-MM-DD).
+      interval (str, optional): Time interval ('daily', 'weekly', 'monthly'). Defaults to 'daily'.
+      
+    Returns:
+      Dict[str, Any]: Drawdown duration data.
+      
+    Example Response:
+      {
+        "symbol": "INFY",
+        "startDate": "2022-01-01",
+        "endDate": "2024-01-01",
+        "interval": "daily",
+        "maxDrawdownDuration": 147,
+        "averageDrawdownDuration": 23.5,
+        "totalDrawdowns": 12,
+        "unit": "days"
+      }
+    """
+    params = self._normalize_params({
+      "symbol": symbol,
+      "startDate": start_date,
+      "endDate": end_date,
+      "interval": interval
+    })
+    
+    logger.debug("Fetching drawdown duration for %s from %s to %s", symbol, start_date, end_date)
+    return self._make_request("GET", self._routes["analytics.instrument.drawdown_duration"], params=params)
+  
+  def get_rolling_peak_price(
+    self,
+    symbol: str,
+    start_date: str,
+    end_date: str,
+    window: int,
+    adjusted: bool = True,
+    interval: str = "daily"
+  ) -> Dict[str, Any]:
+    """
+    Get rolling peak price analysis for a stock.
+    
+    Args:
+      symbol (str): Stock symbol (e.g., RELIANCE, NSE:TCS).
+      start_date (str): Start of evaluation period (YYYY-MM-DD).
+      end_date (str): End of evaluation period (YYYY-MM-DD).
+      window (int): Rolling window size in days (1-252).
+      adjusted (bool, optional): Adjust for corporate actions. Defaults to True.
+      interval (str, optional): Time interval ('daily', 'weekly', 'monthly'). Defaults to 'daily'.
+      
+    Returns:
+      Dict[str, Any]: Rolling peak price data.
+      
+    Example Response:
+      {
+        "symbol": "NSE:TCS",
+        "startDate": "2024-01-01",
+        "endDate": "2024-06-30",
+        "window": 20,
+        "interval": "daily",
+        "adjusted": true,
+        "data": [
+          {"date": "2024-01-01", "price": 3500.0, "rollingPeak": 3500.0},
+          {"date": "2024-01-02", "price": 3520.0, "rollingPeak": 3520.0}
+        ]
+      }
+    """
+    params = self._normalize_params({
+      "symbol": symbol,
+      "startDate": start_date,
+      "endDate": end_date,
+      "window": window,
+      "adjusted": adjusted,
+      "interval": interval
+    })
+    
+    logger.debug("Fetching rolling peak price for %s from %s to %s with window %d", symbol, start_date, end_date, window)
+    return self._make_request("GET", self._routes["analytics.price.rolling_peak"], params=params)
+  
+  def get_rolling_price_mean(
+    self,
+    symbol: str,
+    start_date: str,
+    end_date: str,
+    window: int,
+    adjusted: bool = True,
+    interval: str = "daily"
+  ) -> Dict[str, Any]:
+    """
+    Get rolling mean price analysis for a stock.
+    
+    Args:
+      symbol (str): Stock symbol (e.g., HDFCBANK, NSE:WIPRO).
+      start_date (str): Start of evaluation period (YYYY-MM-DD).
+      end_date (str): End of evaluation period (YYYY-MM-DD).
+      window (int): Rolling window size in days (1-252).
+      adjusted (bool, optional): Adjust for corporate actions. Defaults to True.
+      interval (str, optional): Time interval ('daily', 'weekly', 'monthly'). Defaults to 'daily'.
+      
+    Returns:
+      Dict[str, Any]: Rolling mean price data.
+      
+    Example Response:
+      {
+        "symbol": "NSE:HDFCBANK",
+        "startDate": "2024-01-01",
+        "endDate": "2024-06-30",
+        "window": 20,
+        "interval": "daily",
+        "adjusted": true,
+        "data": [
+          {"date": "2024-01-01", "price": 1500.0, "rollingMean": 1500.0},
+          {"date": "2024-01-02", "price": 1510.0, "rollingMean": 1505.0}
+        ]
+      }
+    """
+    params = self._normalize_params({
+      "symbol": symbol,
+      "startDate": start_date,
+      "endDate": end_date,
+      "window": window,
+      "adjusted": adjusted,
+      "interval": interval
+    })
+    
+    logger.debug("Fetching rolling mean price for %s from %s to %s with window %d", symbol, start_date, end_date, window)
+    return self._make_request("GET", self._routes["analytics.price.rolling_mean"], params=params)
+  
+  def get_realized_volatility(
+    self,
+    symbol: str,
+    start_date: str,
+    end_date: str,
+    adjusted: bool = True,
+    interval: str = "daily"
+  ) -> Dict[str, Any]:
+    """
+    Get realized price volatility for a stock.
+    
+    Args:
+      symbol (str): Stock symbol or instrument ID (e.g., NSE:ITC, BHARTIARTL).
+      start_date (str): Start of volatility calculation window (YYYY-MM-DD).
+      end_date (str): End of volatility calculation window (YYYY-MM-DD).
+      adjusted (bool, optional): Adjust prices for corporate actions. Defaults to True.
+      interval (str, optional): Time interval ('daily', 'weekly', 'monthly'). Defaults to 'daily'.
+      
+    Returns:
+      Dict[str, Any]: Realized volatility data.
+      
+    Example Response:
+      {
+        "symbol": "NSE:ITC",
+        "startDate": "2024-01-01",
+        "endDate": "2024-06-30",
+        "interval": "daily",
+        "adjusted": true,
+        "realizedVolatility": 22.45,
+        "annualizedVolatility": 35.67,
+        "unit": "%"
+      }
+    """
+    params = self._normalize_params({
+      "symbol": symbol,
+      "startDate": start_date,
+      "endDate": end_date,
+      "adjusted": adjusted,
+      "interval": interval
+    })
+    
+    logger.debug("Fetching realized volatility for %s from %s to %s", symbol, start_date, end_date)
+    return self._make_request("GET", self._routes["analytics.volatility.realized"], params=params)
+  
+  def get_beta_90d(
+    self,
+    symbol: str,
+    benchmark: str = "NIFTY50"
+  ) -> Dict[str, Any]:
+    """
+    Get 90-day CAPM Beta for a stock relative to a benchmark.
+    
+    Args:
+      symbol (str): Stock symbol (e.g., RELIANCE, ITC).
+      benchmark (str, optional): Benchmark index. Defaults to 'NIFTY50'.
+      
+    Returns:
+      Dict[str, Any]: 90-day beta data.
+      
+    Example Response:
+      {
+        "symbol": "ITC",
+        "benchmark": "NIFTY50",
+        "period": "90d",
+        "beta": 0.85,
+        "correlation": 0.72,
+        "rSquared": 0.52,
+        "alpha": 0.03,
+        "unit": "ratio"
+      }
+    """
+    params = self._normalize_params({
+      "symbol": symbol,
+      "benchmark": benchmark
+    })
+    
+    logger.debug("Fetching 90d beta for %s vs %s", symbol, benchmark)
+    return self._make_request("GET", self._routes["analytics.risk.beta_90d"], params=params)
+  
+  def get_beta_custom_period(
+    self,
+    symbol: str,
+    benchmark: str,
+    start_date: str,
+    end_date: str
+  ) -> Dict[str, Any]:
+    """
+    Get CAPM Beta for a stock relative to a benchmark over a custom period.
+    
+    Args:
+      symbol (str): Stock symbol.
+      benchmark (str): Benchmark index symbol.
+      start_date (str): Start date (YYYY-MM-DD).
+      end_date (str): End date (YYYY-MM-DD).
+      
+    Returns:
+      Dict[str, Any]: Custom period beta data.
+      
+    Example Response:
+      {
+        "symbol": "ITC",
+        "benchmark": "NIFTY50",
+        "startDate": "2023-01-01",
+        "endDate": "2025-01-01",
+        "beta": 0.87,
+        "correlation": 0.74,
+        "rSquared": 0.55,
+        "alpha": 0.02,
+        "unit": "ratio"
+      }
+    """
+    params = self._normalize_params({
+      "symbol": symbol,
+      "benchmark": benchmark,
+      "startDate": start_date,
+      "endDate": end_date
+    })
+    
+    logger.debug("Fetching custom period beta for %s vs %s from %s to %s", symbol, benchmark, start_date, end_date)
+    return self._make_request("GET", self._routes["analytics.risk.beta_custom"], params=params)
+
+  def get_strategy_max_drawdown(
+    self, 
+    strategy_id: str, 
+    start_date: str, 
+    end_date: str, 
+    interval: str = "daily"
+  ) -> Dict[str, Any]:
+    """
+    Get maximum drawdown for a strategy over a specified period.
+    
+    Args:
+      strategy_id (str): Strategy identifier.
+      start_date (str): Start date (YYYY-MM-DD).
+      end_date (str): End date (YYYY-MM-DD).
+      interval (str): Time interval ('daily', 'weekly', 'monthly').
+      
+    Returns:
+      Dict[str, Any]: Strategy max drawdown data.
+      
+    Example Response:
+      {
+        "strategyId": "str_01jspb8z36edjsp5pecqq0mpm3",
+        "startDate": "2023-01-01",
+        "endDate": "2024-12-31",
+        "maxDrawdown": -0.15,
+        "peakDate": "2023-06-15",
+        "troughDate": "2023-09-20",
+        "peakNav": 1.25,
+        "troughNav": 1.06
+      }
+    """
+    params = self._normalize_params({
+      "strategyId": strategy_id,
+      "startDate": start_date,
+      "endDate": end_date,
+      "interval": interval
+    })
+    
+    logger.debug("Fetching max drawdown for strategy %s from %s to %s", strategy_id, start_date, end_date)
+    return self._make_request("GET", self._routes["analytics.strategy.drawdown_max"], params=params)
+
+  def get_product_max_drawdown(
+    self, 
+    product_id: str, 
+    start_date: str, 
+    end_date: str, 
+    interval: str = "daily"
+  ) -> Dict[str, Any]:
+    """
+    Get maximum drawdown for a product over a specified period.
+    
+    Args:
+      product_id (str): Product identifier.
+      start_date (str): Start date (YYYY-MM-DD).
+      end_date (str): End date (YYYY-MM-DD).
+      interval (str): Time interval ('daily', 'weekly', 'monthly').
+      
+    Returns:
+      Dict[str, Any]: Product max drawdown data.
+      
+    Example Response:
+      {
+        "productId": "prd_01jyrg7ffkemq9hz3rkeznh9dr",
+        "startDate": "2023-01-01",
+        "endDate": "2024-12-31",
+        "maxDrawdown": -0.12,
+        "peakDate": "2023-05-10",
+        "troughDate": "2023-08-15",
+        "peakNav": 1.18,
+        "troughNav": 1.04
+      }
+    """
+    params = self._normalize_params({
+      "productId": product_id,
+      "startDate": start_date,
+      "endDate": end_date,
+      "interval": interval
+    })
+    
+    logger.debug("Fetching max drawdown for product %s from %s to %s", product_id, start_date, end_date)
+    return self._make_request("GET", self._routes["analytics.product.drawdown_max"], params=params)
+
+  def get_atr(
+    self, 
+    symbol: str, 
+    start_date: str, 
+    end_date: str, 
+    window: int, 
+    adjusted: bool = True, 
+    interval: str = "daily"
+  ) -> Dict[str, Any]:
+    """
+    Calculate Average True Range (ATR) for a security over a specified period.
+    
+    Args:
+      symbol (str): Stock symbol.
+      start_date (str): Start date (YYYY-MM-DD).
+      end_date (str): End date (YYYY-MM-DD).
+      window (int): Lookback period (e.g., 14, 20).
+      adjusted (bool): Adjust for splits/dividends.
+      interval (str): Time interval ('daily', 'weekly', 'intraday').
+      
+    Returns:
+      Dict[str, Any]: ATR data.
+      
+    Example Response:
+      {
+        "symbol": "AXISBANK",
+        "startDate": "2023-01-01",
+        "endDate": "2024-12-31",
+        "window": 14,
+        "adjusted": true,
+        "atr": [
+          {
+            "date": "2023-01-15",
+            "atrValue": 25.67
+          }
+        ]
+      }
+    """
+    params = self._normalize_params({
+      "symbol": symbol,
+      "startDate": start_date,
+      "endDate": end_date,
+      "window": window,
+      "adjusted": adjusted,
+      "interval": interval
+    })
+    
+    logger.debug("Fetching ATR for %s with window %d from %s to %s", symbol, window, start_date, end_date)
+    return self._make_request("GET", self._routes["analytics.volatility.atr"], params=params)
+
+  def get_simple_return(
+    self, 
+    symbol: str, 
+    start_date: str, 
+    end_date: str, 
+    adjusted: bool = True, 
+    interval: str = "daily", 
+    benchmark: Optional[str] = None
+  ) -> Dict[str, Any]:
+    """
+    Calculate simple return for a security or sectoral index.
+    
+    Args:
+      symbol (str): Stock/index symbol.
+      start_date (str): Start date (YYYY-MM-DD).
+      end_date (str): End date (YYYY-MM-DD).
+      adjusted (bool): Adjust for corporate actions.
+      interval (str): Time interval ('daily', 'weekly', 'monthly').
+      benchmark (str, optional): Benchmark for relative return calculation.
+      
+    Returns:
+      Dict[str, Any]: Simple return data.
+      
+    Example Response:
+      {
+        "symbol": "NIFTY IT",
+        "startDate": "2023-01-01",
+        "endDate": "2024-12-31",
+        "adjusted": true,
+        "totalReturn": 0.15,
+        "startPrice": 1250.0,
+        "endPrice": 1437.5,
+        "benchmarkReturn": 0.12,
+        "relativeReturn": 0.03,
+        "unit": "decimal"
+      }
+    """
+    params = self._normalize_params({
+      "symbol": symbol,
+      "startDate": start_date,
+      "endDate": end_date,
+      "adjusted": adjusted,
+      "interval": interval,
+      "benchmark": benchmark
+    })
+    
+    logger.debug("Fetching simple return for %s from %s to %s", symbol, start_date, end_date)
+    return self._make_request("GET", self._routes["analytics.returns.simple"], params=params)

{wiz_trader-0.38.0.dist-info → wiz_trader-0.40.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wiz_trader
-Version: 0.38.0
+Version: 0.40.0
 Summary: A Python SDK for connecting to the Wizzer.
 Home-page: https://bitbucket.org/wizzer-tech/quotes_sdk.git
 Author: Pawan Wagh
@@ -2632,7 +2632,7 @@ def analyze_stock(symbol):
     print(f"=== Analysis for {symbol} ===\n")
     
     # Fundamentals
-    print("📊 FUNDAMENTALS:")
+    print("[FUNDAMENTALS]:")
     try:
         margin = client.get_net_profit_margin(symbol)
         print(f"  Net Profit Margin: {margin.get('netProfitMargin', 'N/A')}%")
@@ -2649,7 +2649,7 @@ def analyze_stock(symbol):
         print(f"  Error fetching fundamentals: {e}")
     
     # Valuation
-    print("\n💰 VALUATION:")
+    print("\n[VALUATION]:")
     try:
         pe = client.get_pe_ratio(symbol)
         print(f"  P/E Ratio: {pe.get('peRatio', 'N/A')}")
@@ -2677,7 +2677,7 @@ def analyze_stock(symbol):
         print(f"  Error fetching returns: {e}")
     
     # Ownership
-    print("\n🏛️ OWNERSHIP:")
+    print("\n[OWNERSHIP]:")
     try:
         fii_dii = client.get_fii_dii_holdings(symbol)
         print(f"  FII Holdings: {fii_dii.get('fiiPercent', 'N/A')}%")
@@ -2689,7 +2689,7 @@ def analyze_stock(symbol):
         print(f"  Error fetching ownership: {e}")
     
     # Market Cap
-    print("\n🏢 MARKET DATA:")
+    print("\n[MARKET DATA]:")
     try:
         mcap = client.get_free_float_market_cap(symbol)
         print(f"  Market Cap: ₹{mcap.get('marketCap', 'N/A')} Crores")
@@ -2699,7 +2699,7 @@ def analyze_stock(symbol):
         print(f"  Error fetching market data: {e}")
     
     # Risk Analysis
-    print("\n⚠️ RISK ANALYSIS:")
+    print("\n[RISK ANALYSIS]:")
     try:
         max_drawdown = client.get_max_drawdown(
             symbol=symbol,
@@ -2718,7 +2718,7 @@ def analyze_stock(symbol):
         print(f"  Error fetching risk metrics: {e}")
     
     # Sector Classification
-    print("\n🏭 SECTOR CLASSIFICATION:")
+    print("\n[SECTOR CLASSIFICATION]:")
     try:
         sector = client.get_sector_classification(symbol)
         print(f"  Sector: {sector.get('sector', 'N/A')}")
@@ -2728,7 +2728,7 @@ def analyze_stock(symbol):
         print(f"  Error fetching sector data: {e}")
     
     # Leverage Analysis
-    print("\n💳 LEVERAGE ANALYSIS:")
+    print("\n[LEVERAGE ANALYSIS]:")
     try:
         debt_equity = client.get_debt_equity_ratio(symbol)
         print(f"  Debt-to-Equity Ratio: {debt_equity.get('debtEquityRatio', 'N/A')}")
@@ -2742,8 +2742,144 @@ for stock in stocks:
     print("\n" + "="*50 + "\n")
 ```
 
+#### Advanced Market Data Analysis
+
+Advanced volume and drawdown analysis:
+
+```python
+# Average Traded Volume
+volume_data = client.get_average_traded_volume(
+    symbol="HDFCBANK",
+    start_date="2024-04-01",
+    end_date="2024-06-30",
+    interval="daily"
+)
+print(f"Average Volume: {volume_data['averageVolume']} shares")
+
+# Index Maximum Drawdown
+index_drawdown = client.get_index_max_drawdown(
+    index_symbol="NIFTY50",
+    start_date="2023-01-01",
+    end_date="2024-01-01",
+    interval="daily"
+)
+print(f"Max Drawdown: {index_drawdown['maxDrawdown']}%")
+
+# Drawdown Duration Analysis
+drawdown_duration = client.get_drawdown_duration(
+    symbol="INFY",
+    start_date="2022-01-01",
+    end_date="2024-01-01",
+    interval="daily"
+)
+print(f"Max Drawdown Duration: {drawdown_duration['maxDrawdownDuration']} days")
+```
+
+#### Technical Price Analysis
+
+Rolling price analysis and volatility:
+
+```python
+# Rolling Peak Price Analysis
+rolling_peak = client.get_rolling_peak_price(
+    symbol="NSE:TCS",
+    start_date="2024-01-01",
+    end_date="2024-06-30",
+    window=20,
+    adjusted=True
+)
+print(f"Rolling peak data points: {len(rolling_peak['data'])}")
+
+# Rolling Price Mean
+rolling_mean = client.get_rolling_price_mean(
+    symbol="HDFCBANK",
+    start_date="2024-01-01",
+    end_date="2024-06-30",
+    window=50,
+    adjusted=True
+)
+print(f"Rolling mean data points: {len(rolling_mean['data'])}")
+
+# Realized Volatility
+volatility = client.get_realized_volatility(
+    symbol="NSE:ITC",
+    start_date="2024-01-01",
+    end_date="2024-06-30",
+    adjusted=True
+)
+print(f"Realized Volatility: {volatility['realizedVolatility']}%")
+print(f"Annualized Volatility: {volatility['annualizedVolatility']}%")
+```
+
+#### Advanced Risk Metrics
+
+CAMP Beta analysis:
+
+```python
+# 90-Day Beta Analysis
+beta_90d = client.get_beta_90d(
+    symbol="ITC",
+    benchmark="NIFTY50"
+)
+print(f"90-Day Beta: {beta_90d['beta']}")
+print(f"Correlation: {beta_90d['correlation']}")
+print(f"R-Squared: {beta_90d['rSquared']}")
+
+# Custom Period Beta
+beta_custom = client.get_beta_custom_period(
+    symbol="TCS",
+    benchmark="NIFTY50",
+    start_date="2020-01-01",
+    end_date="2024-12-31"
+)
+print(f"Custom Period Beta: {beta_custom['beta']}")
+print(f"Alpha: {beta_custom['alpha']}")
+
+# Strategy Max Drawdown
+strategy_drawdown = client.get_strategy_max_drawdown(
+    strategy_id="str_01jspb8z36edjsp5pecqq0mpm3",
+    start_date="2023-01-01",
+    end_date="2024-12-31",
+    interval="daily"
+)
+print(f"Strategy Max Drawdown: {strategy_drawdown['maxDrawdown']}")
+print(f"Peak Date: {strategy_drawdown['peakDate']}")
+
+# Product Max Drawdown
+product_drawdown = client.get_product_max_drawdown(
+    product_id="prd_01jyrg7ffkemq9hz3rkeznh9dr",
+    start_date="2023-01-01",
+    end_date="2024-12-31",
+    interval="monthly"
+)
+print(f"Product Max Drawdown: {product_drawdown['maxDrawdown']}")
+
+# Average True Range (ATR)
+atr_data = client.get_atr(
+    symbol="AXISBANK",
+    start_date="2023-01-01",
+    end_date="2024-12-31",
+    window=14,
+    adjusted=True,
+    interval="daily"
+)
+print(f"Latest ATR: {atr_data['atr'][-1]['atrValue']}")
+
+# Simple Return
+simple_return = client.get_simple_return(
+    symbol="NIFTY_IT",
+    start_date="2023-01-01",
+    end_date="2024-12-31",
+    adjusted=True,
+    interval="daily",
+    benchmark="NIFTY 50"
+)
+print(f"Total Return: {simple_return['totalReturn']}")
+print(f"Relative Return: {simple_return['relativeReturn']}")
+```
+
 **Key Features:**
-- **Comprehensive Coverage**: 31+ analytics endpoints covering fundamentals, valuation, returns, market data, ownership, metrics, macro data, risk analysis, sector classification, and leverage analysis
+- **Comprehensive Coverage**: 43+ analytics endpoints covering fundamentals, valuation, returns, market data, ownership, metrics, macro data, risk analysis, sector classification, leverage analysis, and advanced technical analysis
 - **Fundamentals Analysis**: 9 methods including ROE, ROA, margins, ratios, book-to-market, market cap-to-sales, and cash-to-market cap
 - **Valuation Metrics**: P/E, P/B, EV/EBITDA, FCF yield with TTM and consolidated/standalone options
 - **Risk-Adjusted Metrics**: Sortino ratio, upside capture ratio, maximum drawdown, and returns volatility for comprehensive risk analysis

wiz_trader-0.40.0.dist-info/RECORD

@@ -0,0 +1,9 @@
+wiz_trader/__init__.py,sha256=bog0Jn-YW5ETXusjmXX21JD2sh1K_WyEWszgbHfub_o,183
+wiz_trader/apis/__init__.py,sha256=6sUr1nzmplNdld0zryMrQSt0jHT2GhOiFYgKKVHzk8U,133
+wiz_trader/apis/client.py,sha256=sJe30lBXEVDrzTAlMOzAliWGRGEzRRy1lmuFgsQR7lQ,134159
+wiz_trader/quotes/__init__.py,sha256=RF9g9CNP6bVWlmCh_ad8krm3-EWOIuVfLp0-H9fAeEM,108
+wiz_trader/quotes/client.py,sha256=cAGaysLCljZilYgX8Sf3V88F6dWlcewJf6TMOpSKb7I,20862
+wiz_trader-0.40.0.dist-info/METADATA,sha256=nokoCOhZLcliNLqhUSz0MB9PW-VZlW_2WbSwRZMey4w,172350
+wiz_trader-0.40.0.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+wiz_trader-0.40.0.dist-info/top_level.txt,sha256=lnYS_g8LlA6ryKYnvY8xIQ6K2K-xzOsd-99AWgnW6VY,11
+wiz_trader-0.40.0.dist-info/RECORD,,

wiz_trader-0.38.0.dist-info/RECORD

@@ -1,9 +0,0 @@
-wiz_trader/__init__.py,sha256=kJG023DP-1kCLecHAiUKJ1g-Y7XKZQia75krhk_DHvY,183
-wiz_trader/apis/__init__.py,sha256=6sUr1nzmplNdld0zryMrQSt0jHT2GhOiFYgKKVHzk8U,133
-wiz_trader/apis/client.py,sha256=IGfOUgL5UpynGsBbYK-yVKkzMYT5iziVwrjQPLywTYk,116595
-wiz_trader/quotes/__init__.py,sha256=RF9g9CNP6bVWlmCh_ad8krm3-EWOIuVfLp0-H9fAeEM,108
-wiz_trader/quotes/client.py,sha256=cAGaysLCljZilYgX8Sf3V88F6dWlcewJf6TMOpSKb7I,20862
-wiz_trader-0.38.0.dist-info/METADATA,sha256=xuQB9B6Q_Zb_MIOzBHwoAgvVCiZVKEy3vOncFFad54g,168905
-wiz_trader-0.38.0.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-wiz_trader-0.38.0.dist-info/top_level.txt,sha256=lnYS_g8LlA6ryKYnvY8xIQ6K2K-xzOsd-99AWgnW6VY,11
-wiz_trader-0.38.0.dist-info/RECORD,,