def test_break_dates():
from_date = date(2000, 12, 14)
to_date = date(2005, 1, 20)
dates = ut.break_dates(from_date, to_date)
assert from_date == dates[0][0]
assert to_date == dates[-1][1]
assert len(dates) == 50
from_date = date(2019, 1, 1)
to_date = date(2020, 1, 31)
dates = ut.break_dates(from_date, to_date)
assert from_date == dates[0][0]
assert to_date == dates[-1][1]
assert len(dates) == 13
def derivatives_csv(symbol, from_date, to_date, expiry_date, instrument_type, strike_price=None, option_type=None, output="", show_progress=False):
if show_progress:
h = NSEHistory()
h.show_progress = show_progress
date_ranges = ut.break_dates(from_date, to_date)
params = [(symbol, x[0], x[1], expiry_date, instrument_type, strike_price, option_type) for x in reversed(date_ranges)]
with click.progressbar(params, label=symbol) as ps:
chunks = []
for p in ps:
r = h.derivatives_raw(*p)
chunks.append(r)
raw = list(itertools.chain.from_iterable(chunks))
else:
raw = derivatives_raw(symbol, from_date, to_date, expiry_date, instrument_type, strike_price, option_type)
if not output:
output = "{}-{}-{}-{}.csv".format(symbol, from_date, to_date, series)
if "FUT" in instrument_type:
final_headers = futures_final_headers
select_headers = futures_select_headers
if "OPT" in instrument_type:
final_headers = options_final_headers
select_headers = options_select_headers
if raw:
with open(output, 'w') as fp:
fp.write(",".join(final_headers) + '\n')
for row in raw:
row_select = [str(row[x]) for x in select_headers]
line = ",".join(row_select) + '\n'
fp.write(line)
return output
def stock_csv(symbol, from_date, to_date, series="EQ", output="", show_progress=True):
if show_progress:
h = NSEHistory()
h.show_progress = show_progress
date_ranges = ut.break_dates(from_date, to_date)
params = [(symbol, x[0], x[1], series) for x in reversed(date_ranges)]
with click.progressbar(params, label=symbol) as ps:
chunks = []
for p in ps:
r = h.stock_raw(*p)
chunks.append(r)
raw = list(itertools.chain.from_iterable(chunks))
else:
raw = stock_raw(symbol, from_date, to_date, series)
if not output:
output = "{}-{}-{}-{}.csv".format(symbol, from_date, to_date, series)
if raw:
with open(output, 'w') as fp:
fp.write(",".join(stock_final_headers) + '\n')
for row in raw:
row_select = [str(row[x]) for x in stock_select_headers]
line = ",".join(row_select) + '\n'
fp.write(line)
return output
def index_csv(symbol, from_date, to_date, output="", show_progress=False):
if show_progress:
h = NSEIndexHistory()
date_ranges = ut.break_dates(from_date, to_date)
params = [(symbol, x[0], x[1]) for x in reversed(date_ranges)]
with click.progressbar(params, label=symbol) as ps:
chunks = []
for p in ps:
r = h._index(*p)
chunks.append(r)
raw = list(itertools.chain.from_iterable(chunks))
else:
raw = index_raw(symbol, from_date, to_date)
if not output:
output = "{}-{}-{}.csv".format(symbol, from_date, to_date)
if raw:
with open(output, 'w') as fp:
fieldnames = [
"INDEX_NAME", "HistoricalDate", "OPEN", "HIGH", "LOW", "CLOSE"
]
writer = csv.DictWriter(fp,
fieldnames=fieldnames,
extrasaction='ignore')
writer.writeheader()
writer.writerows(raw)
return output
def derivatives_raw(self, symbol, from_date, to_date, expiry_date,
instrument_type, strike_price, option_type):
date_ranges = ut.break_dates(from_date, to_date)
params = [(symbol, x[0], x[1], expiry_date, instrument_type,
strike_price, option_type) for x in reversed(date_ranges)]
chunks = ut.pool(self._derivatives, params, max_workers=self.workers)
return list(itertools.chain.from_iterable(chunks))
def stock_raw(self, symbol, from_date, to_date, series="EQ"):
date_ranges = ut.break_dates(from_date, to_date)
params = [(symbol, x[0], x[1], series) for x in reversed(date_ranges)]
chunks = ut.pool(self._stock, params)
return list(itertools.chain.from_iterable(chunks))
def index_raw(self, symbol, from_date, to_date):
date_ranges = ut.break_dates(from_date, to_date)
params = [(symbol, x[0], x[1]) for x in reversed(date_ranges)]
chunks = ut.pool(self._index, params)
return list(itertools.chain.from_iterable(chunks))
