wiz-trader 0.39.0__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__ = "0.39.0"
+__version__ = "0.40.0"
 
 __all__ = ["QuotesClient", "WizzerClient"]

wiz_trader/apis/client.py

@@ -282,11 +282,15 @@ class WizzerClient:
     "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/analytics/price/rollingPeak",
-    "analytics.price.rolling_mean": "/analytics/analytics/price/rollingMean",
-    "analytics.volatility.realized": "/analytics/analytics/volatility/realized",
+    "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",
     
   }
   
@@ -3875,3 +3879,184 @@ class WizzerClient:
     
     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-0.39.0.dist-info → wiz_trader-0.40.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wiz_trader
-Version: 0.39.0
+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
@@ -2834,10 +2834,52 @@ beta_custom = client.get_beta_custom_period(
 )
 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**: 39+ analytics endpoints covering fundamentals, valuation, returns, market data, ownership, metrics, macro data, risk analysis, sector classification, leverage analysis, and advanced technical 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-0.39.0.dist-info/RECORD

@@ -1,9 +0,0 @@
-wiz_trader/__init__.py,sha256=tGTxOYvxNnCM60gbqm1vUEVVPSwJenwhzcpX4_UVH6U,183
-wiz_trader/apis/__init__.py,sha256=6sUr1nzmplNdld0zryMrQSt0jHT2GhOiFYgKKVHzk8U,133
-wiz_trader/apis/client.py,sha256=BMjJbh6dgUsfm7rWpmOhzcGRSkSQmk_4WO8ewLN80Jw,128652
-wiz_trader/quotes/__init__.py,sha256=RF9g9CNP6bVWlmCh_ad8krm3-EWOIuVfLp0-H9fAeEM,108
-wiz_trader/quotes/client.py,sha256=cAGaysLCljZilYgX8Sf3V88F6dWlcewJf6TMOpSKb7I,20862
-wiz_trader-0.39.0.dist-info/METADATA,sha256=TZaHzAX7bsObQveYYiN3lCJDyHoCxKGFStajdGk4g8g,171180
-wiz_trader-0.39.0.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-wiz_trader-0.39.0.dist-info/top_level.txt,sha256=lnYS_g8LlA6ryKYnvY8xIQ6K2K-xzOsd-99AWgnW6VY,11
-wiz_trader-0.39.0.dist-info/RECORD,,