def __fetch_data(self):
history_data = get_history(symbol=self.symbol,
start=self.from_date,
end=self.to_date)
# Date index is string type so we can't add freq
# So, need to make Datetime index and add freq 1-Day
#
history_data = history_data.reset_index()
history_data['Date'] = pd.to_datetime(history_data['Date'])
history_data = history_data.set_index('Date')
history_data = history_data.resample('1D').mean()
return history_data
def get_index_call(self,expiry_year,expiry_month,strike):
expiry=get_expiry_date(expiry_year,expiry_month)
df= pd.DataFrame()
for i in range(8):
if len(df)==0:
try:
df=history.get_history(self.stock,self.start,self.end,\
option_type='CE',index=True,\
expiry_date=expiry-timedelta(i),strike_price=strike)
except:
continue
return df
def get_index_futures(self,expiry_year,expiry_month):
expiry=get_expiry_date(expiry_year,expiry_month)
df= pd.DataFrame()
for i in range(8):
if len(df)==0:
try:
df=history.get_history(self.stock,self.start,self.end,\
futures=True,index=True,\
expiry_date=expiry-timedelta(i))
except:
continue
return df
def store_nse_data(ticker, start, end):
print('Start fetching: ', ticker)
if not os.path.exists('nse_data/{}.csv'.format(ticker)):
try:
df_nse = get_history(symbol=ticker, start=start, end=end)
except Exception as e:
# NSE_INDICES_TO_BE_SKIPPED.append(ticker)
return None
df_nse.to_csv('nse_data/{}.csv'.format(ticker))
print('Save data for {}'.format(ticker))
return 'Success'
else:
print('Already have {}'.format(ticker))
return 'Already there'
def get_index_call_test(self, expiry_date, strike):
print("Input parameters")
print(str(expiry_date) + " -- " + str(strike))
df = pd.DataFrame()
print("df == " + str(df))
for i in range(8):
if len(df) == 0:
try:
df=history.get_history(self.stock,self.start,self.end,\
option_type='CE',index=True,\
expiry_date=expiry_date,strike_price=strike)
except:
continue
return df
]
sql = '''
SELECT max(CONVERT(varchar, [Date], 23)) as maxdate
FROM
IndexHistory
'''
df = pd.read_sql_query(sql, engine)
lastupdateddate = datetime.strptime(df['maxdate'][0].split()[0],
"%Y-%m-%d").date()
startdate = lastupdateddate + timedelta(days=1)
enddate = datetime.now().date() + timedelta(days=1)
print("For Range:", startdate, " to ", enddate)
for idx in indexnames:
try:
indexvals = get_history(symbol=idx,
start=startdate,
end=enddate,
index=True)
indexvals["Index Name"] = idx
indexvals.to_sql("IndexHistory",
engine,
if_exists='append',
chunksize=1000)
print(idx, " -- COMPLETED")
except Exception as e:
print(idx, " -- NOT COMPLETED")
print(e)