def CEOIDataAvailable(self, ceData):
try:
strike = ceData['Strike']
time_x = ceData['Time']
ce_oi_y = ceData['OI']
niftyPrc = ceData['Nifty']
totVolume= ceData['Volume']
if [] == strike or [] == time_x or [] == ce_oi_y or [] == niftyPrc:
return
#Update existing CE data & Nifty graphs with SetData interface
for plot in self.graphs:
if plot.objectName() == str(strike):
plot.setData(x = [self.TimeStamp(time) for time in time_x], y = ce_oi_y, pen='r')
self.UpdateVolumeChart(time_x, totVolume, str(strike)+"CE"+"Volume" )
elif plot.objectName() == str(strike)+"Nifty":
if True == self.ShowNiftyOnOI:
pen = pg.mkPen(color=(0, 255, 0), width=1, style=QtCore.Qt.DotLine)
plot.setData(x = [self.TimeStamp(time) for time in time_x], y = niftyPrc, pen=pen)
else:
plot.setData(x = [h.getTime()], y = [0])
plot.hide()
except:
log.logException("Exception in CEOIDataAvailable")
def activeContactDataAvailable(self, tableData):
self.activeContactsWidget.clear()
try:
hLabels = ["STRIKE", "TYPE", "%Chng", "OI", "LTP"]
rowCnt = len(tableData)
colCnt = len(hLabels)
self.activeContactsWidget.setRowCount(rowCnt)
self.activeContactsWidget.setColumnCount(colCnt)
self.activeContactsWidget.verticalHeader().setVisible(False)
self.activeContactsWidget.horizontalHeader().setVisible(True)
self.activeContactsWidget.horizontalHeader().setStyleSheet("font-weight:bold;border:1px")
self.activeContactsWidget.setHorizontalHeaderLabels(hLabels)
self.activeContactsWidget.setSortingEnabled(False)
for r in range(rowCnt):
for c in range(colCnt):
self.activeContactsWidget.setItem(r,c, QtGui.QTableWidgetItem(str(tableData[r][c])))
self.activeContactsWidget.resizeColumnsToContents()
self.activeContactsWidget.setSortingEnabled(True)
self.activeContactsWidget.horizontalHeader().setStretchLastSection(True)
self.activeContactsWidget.sortItems(1, QtCore.Qt.AscendingOrder)
except:
log.logException("Exception in activeContactDataAvailable")
def InsertData(self, data, contractType):
try:
time = str(h.getTime())
strkPrice = str(data['strikePrice'])
expiryDate = str(data['expiryDate'])
oi = data[contractType]['openInterest']
oiChg = data[contractType]['changeinOpenInterest']
pOiChg = data[contractType]['pchangeinOpenInterest']
totVol = data[contractType]['totalTradedVolume']
iv = data[contractType]['impliedVolatility']
ltp = data[contractType]['lastPrice']
totBuyQty = data[contractType]['totalBuyQuantity']
totSellQty = data[contractType]['totalSellQuantity']
undelying = data[contractType]['underlyingValue']
ContractType= contractType
self.conn = sqlite3.connect("OptionChain.db")
self.c = self.conn.cursor()
self.c.execute("INSERT INTO OptionChain (Date, Time, Strike, Expiry, ContractType, OpenInterest, ChangeInOI, pChangeInOI, TotVol, IV, LTP, TotBuyQty, TotSellQty, Underlying) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?, ?)", (self.todaydate, time, strkPrice, expiryDate, ContractType, oi, oiChg, pOiChg, totVol, iv, ltp, totBuyQty, totSellQty, undelying))
self.conn.commit()
self.c.close()
self.conn.close()
except:
log.log("Strike = " + str(data['strikePrice']) + " expiry date = " + str(data['expiryDate']))
log.logException('OIDataWriterThread - Exception while inserting CE/PE data')
def WriteData(self):
nifty50Stocks = h.GetNifty50Data()
try:
if [] != nifty50Stocks:
time = str(h.getTime())
date = str(h.getDate())
for record in nifty50Stocks:
if record['symbol'] in self.stockList:
symbol = record['symbol']
ltp = record['lastPrice']
TotVol = record['totalTradedVolume']
dOpen = record['open']
dHigh = record['dayHigh']
dLow = record['dayLow']
pChg = record['pChange']
self.conn = sqlite3.connect("OptionChain.db")
self.c = self.conn.cursor()
self.c.execute(
"INSERT INTO " + self.table +
" (Date, Time, Symbol, LTP, TotVol, Open, DayHigh, DayLow, pChange) VALUES (?,?,?,?,?,?,?,?,?)",
(date, time, symbol, ltp, TotVol, dOpen, dHigh,
dLow, pChg))
self.conn.commit()
self.c.close()
self.conn.close()
return True
except:
log.logException(
"NiftyHeavyWeightsWriterThread - exception during write data")
return False
def OIChangeDataAvailable(self, oiData):
try:
if oiData.empty == True:
log.log('OIChangeDataAvailable - empty dataframe')
return
maxOI = max(oiData['OI'])
for item in self.gScene.items():
if(item.strike == "Strike"):
continue
ceData = oiData.loc[item.strike + "-CE"]
peData = oiData.loc[item.strike + "-PE"]
item.setValues(maxOI, ceData['OI'], peData['OI'], ceData['PChange'], peData['PChange'], ceData['LTP'], peData['LTP'])
self.gScene.update()
'''
smin = self.gView.verticalScrollBar().minimum()
smax = self.gView.verticalScrollBar().maximum()
self.gView.verticalScrollBar().setValue((smax-smin)/2)
'''
except:
log.logException("Exception in OIChangeDataAvailable")
def run(self):
while True:
activeContactsByVolume = h.GetActiveContractsByVolume()
try:
allRecords = []
if [] != activeContactsByVolume:
for record in activeContactsByVolume:
if "NIFTY" == record['underlying']:
row = [
record['strikePrice'], record['optionType'],
("%.2f" % record['pChange']),
record['openInterest'], record['lastPrice']
]
allRecords.append(row)
allRecords = allRecords[:5]
self.activeContractsSgnl.emit(allRecords)
else:
log.log(
"ActiveContractsReaderThread - active contacts by volume empty"
)
t.sleep(10)
continue
except:
log.logException(
"ActiveContractsReaderThread - Exception while getting active contacts"
)
t.sleep(10)
continue
t.sleep(self.timer)
def drawHeader(self, painter):
try:
bgBrush = QtGui.QBrush(QtGui.QColor(255, 255, 153))
painter.setBrush(bgBrush)
adjustWidth = 60
painter.drawRect(
QtCore.QRectF(self.rect.x(), self.rect.y(),
(self.rect.width() / 2) - adjustWidth,
self.rect.height()))
painter.drawText(
QtCore.QRectF(self.rect.x() + 5,
self.rect.y() + 5,
(self.rect.width() / 2) - adjustWidth,
self.rect.height()), "CE OI")
ceLtpX = (self.rect.width() / 2) - adjustWidth
ceLtpW = 35
painter.drawRect(
QtCore.QRectF(ceLtpX, self.rect.y(), ceLtpW,
self.rect.height()))
painter.drawText(
QtCore.QRectF(ceLtpX + 5,
self.rect.y() + 5, ceLtpW, self.rect.height()),
"LTP")
strikeX = ceLtpX + ceLtpW
strikeW = 50
painter.drawRect(
QtCore.QRectF(strikeX, self.rect.y(), strikeW + 3,
self.rect.height()))
painter.drawText(
QtCore.QRectF(strikeX + 5,
self.rect.y() + 5, strikeW, self.rect.height()),
"Strike")
peLtpX = strikeX + strikeW
peLtpW = 35
painter.drawRect(
QtCore.QRectF(peLtpX + 3, self.rect.y(), peLtpW,
self.rect.height()))
painter.drawText(
QtCore.QRectF(peLtpX + 5,
self.rect.y() + 5, peLtpW, self.rect.height()),
"LTP")
painter.drawRect(
QtCore.QRectF((self.rect.width() / 2) + adjustWidth,
self.rect.y(),
(self.rect.width() / 2) - adjustWidth,
self.rect.height()))
painter.drawText(
QtCore.QRectF((self.rect.width() / 2) + adjustWidth + 5,
self.rect.y() + 5,
(self.rect.width() / 2) - adjustWidth,
self.rect.height()), "PE OI")
except:
log.logException("Exception in OpenInterestChangeItem while paint")
def createDB(self):
try:
self.conn = sqlite3.connect("OptionChain.db")
self.c = self.conn.cursor()
query = "create table if not exists " + self.table + " (id integer primary key AUTOINCREMENT, Date Date not null, Time Time not null, Symbol varchar(20), LTP real, TotVol integer, Open real, DayHigh real, DayLow real, pChange real)"
self.c.execute(query)
self.c.close()
except:
log.logException('Exception during Create NiftyHeavyWeights table')
log.log('Aborting process...')
exit()
def createDB(self):
try:
self.conn = sqlite3.connect("OptionChain.db")
self.c = self.conn.cursor()
query = "create table if not exists " + self.table + " (id integer primary key AUTOINCREMENT, Date Date not null, Time Time not null, Nifty50 real)"
self.c.execute(query)
self.c.close()
except:
log.logException('Exception during Create Nifty50 table')
log.log('Aborting process...')
exit()
def DeleteOldData(self):
try:
self.conn = sqlite3.connect("OptionChain.db")
self.c = self.conn.cursor()
self.c.execute("DELETE from Nifty50 WHERE Date != '"+ self.todaydate + "'")
self.conn.commit()
self.c.close()
self.conn.close()
log.log('Deleted previous days data of nifty 50')
except:
log.logException('Exception : can not delete old data of nifty 50')
def createDB(self):
try:
self.conn = sqlite3.connect("OptionChain.db")
self.c = self.conn.cursor()
query = "create table if not exists OptionChain(id integer primary key AUTOINCREMENT, Date Date not null, Time Time not null, Strike int not null, Expiry varchar(20) not null, ContractType varchar(2), OpenInterest integer,ChangeInOI integer, pChangeInOI real, TotVol integer, IV real, LTP real, TotBuyQty integer, TotSellQty integer, Underlying real)"
self.c.execute(query)
self.c.close()
except:
log.logException('OIDataWriterThread - Exception during CreateDB()')
log.log('Aborting process...')
exit()
def InsertNiftyData(self, niftyPrc):
try:
time = str(h.getTime())
date = str(h.getDate())
self.conn = sqlite3.connect("OptionChain.db")
self.c = self.conn.cursor()
self.c.execute("INSERT INTO " + self.table + " (Date, Time, Nifty50) VALUES (?,?,?)", (date, time, niftyPrc))
self.conn.commit()
self.c.close()
self.conn.close()
except:
log.logException("NiftyPriceWriterThread - exception during InsertNiftyData")
def NiftyPriceAvailable(self, niftyData):
try:
price = niftyData['Price']
time_x = niftyData['Time']
if [] == price or [] == time_x:
return
for plot in self.graphs:
if plot.objectName() == "Nifty":
pen = pg.mkPen(color=(0, 255, 0), width=1, style=QtCore.Qt.DotLine)
plot.setData(x = [self.TimeStamp(time) for time in time_x], y = price, pen=pen)
except:
log.logException("Exception in NiftyPriceAvailable")
def DeleteOldData(self):
try:
self.conn = sqlite3.connect("OptionChain.db")
self.c = self.conn.cursor()
self.c.execute("DELETE from NiftyHeavyWeights WHERE Date != '" +
self.todaydate + "'")
self.conn.commit()
self.c.close()
self.conn.close()
log.log(
'NiftyHeavyWeightsWriterThread - Deleted previous days data')
except:
log.logException(
'Exception : can not delete NiftyHeavyWeightsWriterThread old data'
)
def ImportNseDataToDatabase(self):
try:
oiData = h.GetOIDataList()
if oiData == []:
log.log('empty OI data received')
return
for data in oiData:
expiryDate = str(data['expiryDate'])
if expiryDate in self.expiryDateList:
if "CE" in data.keys():
self.InsertData(data, 'CE')
if "PE" in data.keys():
self.InsertData(data, 'PE')
except:
log.logException('OIDataWriterThread - Exception while reading nse data or adding record to database')
def PEOIDataAvailable(self, peData):
try:
strike = peData['Strike']
time_x = peData['Time']
pe_oi_y = peData['OI']
totVolume= peData['Volume']
if [] == strike or [] == time_x or [] == pe_oi_y:
return
#Update PE graphs with SetData
for plot in self.graphs:
if plot.objectName() == str(strike)+"PE":
plot.setData(x = [self.TimeStamp(time) for time in time_x], y = pe_oi_y, pen='b')
self.UpdateVolumeChart(time_x, totVolume, str(strike)+"PE"+"Volume" )
except:
log.logException("Exception in PEOIDataAvailable")
def UpdateVolumeChart(self, time_x_axis, VolumeList, uniqueID):
try:
time_x = copy.deepcopy(time_x_axis)
if len(time_x) < 2:
return
volume = []
time_x.pop(0)
volPrv = None
for vl in VolumeList:
if None != volPrv:
volume.append(vl-volPrv)
volPrv = vl
volume_y = volume
'''
volume_y = []
k = random.sample([1000, 1500], 1)
if uniqueID.find('CE') != -1:
volume_y = [ x + k[0] for x in volume ]
else:
volume_y = [ x + k[0] for x in volume ]
'''
'''
log.log("-------------- " + uniqueID + " ----------------------")
log.log(time_x)
log.log(volume)
log.log(VolumeList)
log.log("--------------------------------------------------------------")
'''
for plot in self.graphs:
if plot.objectName() == uniqueID:
plot.setOpts(x = [self.TimeStamp(time) for time in time_x], height=volume_y, width=0.5)
if uniqueID.find('CE') != -1:
plot.setZValue(5)
else:
plot.setZValue(4)
except:
log.logException("Exception while plotting volume cart for : " + uniqueID)
def HeavyWeightsDataAvailable(self, niftyHeavyWightsData):
if [] == self.graphs:
return
try:
heavyWeightsTimePrice = {}
heavyWeightsTimeVol = {}
for record in niftyHeavyWightsData:
time = record[0]
ltp = record[2]
vol = record[3]
if time in heavyWeightsTimePrice:
heavyWeightsTimePrice[time] = heavyWeightsTimePrice[time] + ltp
heavyWeightsTimeVol[time] = heavyWeightsTimeVol[time] + vol
else:
heavyWeightsTimePrice[time] = ltp
heavyWeightsTimeVol[time] = vol
#Heavy weights chart
price = []
time_x = []
for pr in heavyWeightsTimePrice.values():
price.append(pr)
for tm in heavyWeightsTimePrice.keys():
time_x.append(tm)
for plot in self.graphs:
if plot.objectName() == "NiftyHeavy":
plot.setData(x = [self.TimeStamp(time) for time in time_x], y = price, pen='y')
#Heavy weights volume chart
self.UpdateVolumeChart(time_x, heavyWeightsTimeVol.values(), "HeavyWeightsVolume")
except:
log.logException("Exception in HeavyWeightsDataAvailable")
def ReadData(self):
self.conn = sqlite3.connect("OptionChain.db")
self.c = self.conn.cursor()
tPeriod = self.timePeriod
try:
for strike in self.otmsToShow:
ce_data = {}
pe_data = {}
query = "SELECT Time, OpenInterest, Underlying, TotVol FROM OptionChain WHERE Expiry = '" + self.currentExpiry + "' AND "
query = query + " ContractType = 'CE' AND " + " Strike = " + str(strike) + " AND Date = '" + self.todayDate + "'"
result = self.c.execute(query)
ceRecords = result.fetchall()
niftyPrc = []
timeLst = []
OI = []
TotVolume= []
i = 0
sz = len(ceRecords)
for record in ceRecords:
if 1 == tPeriod or 0 == i or i == sz-1 or 0 == (i % tPeriod):
timeLst.append(record[0])
OI.append(record[1])
niftyPrc.append(record[2])
TotVolume.append(record[3])
ce_data['Strike'] = strike
ce_data['Time'] = timeLst
ce_data['OI'] = OI
ce_data['Nifty'] = niftyPrc
ce_data['Volume'] = TotVolume
self.ceSignal.emit(ce_data)
query = "SELECT Time, OpenInterest, TotVol FROM OptionChain WHERE Expiry = '" + self.currentExpiry + "' AND "
query = query + " ContractType = 'PE' AND " + " Strike = " + str(strike) + " AND Date = '" + self.todayDate + "'"
result = self.c.execute(query)
peRecords = result.fetchall()
timeLst = []
OI = []
TotVolume= []
i = 0
sz = len(peRecords)
for record in peRecords:
if 1 == tPeriod or 0 == i or i == sz-1 or 0 == (i % tPeriod):
timeLst.append(record[0])
OI.append(record[1])
TotVolume.append(record[2])
i = i+1
pe_data['Strike'] = strike
pe_data['Time'] = timeLst
pe_data['OI'] = OI
pe_data['Volume'] = TotVolume
self.peSignal.emit(pe_data)
query = "SELECT Time, Nifty50 FROM " + self.NiftyTable + " WHERE Date = '" + self.todayDate + "'"
result = self.c.execute(query)
niftyRecords = result.fetchall()
timeLst = []
price = []
i = 0
sz = len(niftyRecords)
for record in niftyRecords:
if 1 == tPeriod or 0 == i or i == sz-1 or 0 == (i % tPeriod):
timeLst.append(record[0])
price.append(record[1])
nifty_data = {}
nifty_data['Time'] = timeLst
nifty_data['Price'] = price
self.niftySignal.emit(nifty_data)
if [] != self.heavyWeightsList:
subQry = "("
for stk in self.heavyWeightsList:
subQry = subQry + "'" + stk + "',"
subQry = subQry[:-1]
subQry = subQry + ")"
query = "SELECT Time, Symbol, LTP, TotVol, pChange FROM NiftyHeavyWeights WHERE Date = '" + self.todayDate + "'"
query = query + " and Symbol in " + subQry
result = self.c.execute(query)
niftyRecords = result.fetchall()
if [] != niftyRecords:
self.niftyHeavyWeightsSgnl.emit(niftyRecords)
else:
self.niftyHeavyWeightsSgnl.emit([])
except:
log.logException("OIDataReaderThread - exception during read data")
self.c.close()
self.conn.close()
def ReadData(self):
self.conn = sqlite3.connect("OptionChain.db")
self.c = self.conn.cursor()
try:
if [] == self.strikesToRead:
log.log("OIChangeReaderThread - strikes to read in null")
return
indexList = []
strikeList = []
ExpiryList = []
ContractTypeList = []
OIList = []
pChgList = []
ltpList = []
for stk in self.strikesToRead:
query = "SELECT Strike, Expiry, ContractType, OpenInterest, pChangeInOI, LTP FROM OptionChain WHERE Expiry = '" + self.currentExpiry + "' AND "
query = query + " Strike = " + str(
stk
) + " AND ContractType = 'CE' AND Date = '" + self.todayDate + "' order by Time desc limit 1"
result = self.c.execute(query)
allRecords = result.fetchall()
if len(allRecords) == 1:
lastRedord = allRecords[0]
#dataFrame[str(stk)+"-CE"] = lastRedord
#print(lastRedord)
indexList.append(str(lastRedord[0]) + "-CE")
strikeList.append(lastRedord[0])
ExpiryList.append(lastRedord[1])
ContractTypeList.append(lastRedord[2])
OIList.append(lastRedord[3])
pChgList.append(lastRedord[4])
ltpList.append(lastRedord[5])
query = "SELECT Strike, Expiry, ContractType, OpenInterest, pChangeInOI, LTP FROM OptionChain WHERE Expiry = '" + self.currentExpiry + "' AND "
query = query + " Strike = " + str(
stk
) + " AND ContractType = 'PE' AND Date = '" + self.todayDate + "' order by Time desc limit 1"
result = self.c.execute(query)
allRecords = result.fetchall()
if len(allRecords) == 1:
lastRedord = allRecords[0]
#dataFrame[str(stk)+"-PE"] = lastRedord
#print(lastRedord)
indexList.append(str(lastRedord[0]) + "-PE")
strikeList.append(lastRedord[0])
ExpiryList.append(lastRedord[1])
ContractTypeList.append(lastRedord[2])
OIList.append(lastRedord[3])
pChgList.append(lastRedord[4])
ltpList.append(lastRedord[5])
dataFrame = pd.DataFrame({
"index": indexList,
"Strike": strikeList,
"Expiry": ExpiryList,
"ContractType": ContractTypeList,
"OI": OIList,
"PChange": pChgList,
"LTP": ltpList
})
dataFrame.set_index('index', inplace=True)
self.olChgSignal.emit(dataFrame)
except:
log.logException(
"OIChangeReaderThread - exception while reading data")
self.c.close()
self.conn.close()
def paint(self, painter, option, widget):
try:
if ("Strike" == self.strike):
self.drawHeader(painter)
return
ceOIColor = QtGui.QBrush(QtGui.QColor(255, 127, 80))
peOIColor = QtGui.QBrush(QtGui.QColor(144, 238, 144))
grayBrush = QtGui.QBrush(QtGui.QColor(192, 192, 192))
#draw outer rect & strike
defBrush = painter.brush()
painter.setBackground(grayBrush)
adjustWidth = 60
adjustHeightForText = 5
adjustWidthForText = 5
adjustWidthForText_sm = 2
painter.drawRect(
QtCore.QRectF(self.rect.x(), self.rect.y(),
(self.rect.width() / 2) - adjustWidth,
self.rect.height()))
painter.setBackground(defBrush)
ceLtpX = (self.rect.width() / 2) - adjustWidth
ceLtpW = 35
painter.drawText(
QtCore.QRectF(ceLtpX + adjustWidthForText_sm,
self.rect.y() + adjustHeightForText, ceLtpW,
self.rect.height()), str(round(self.ceLtp, 1)))
painter.drawLine(ceLtpX + adjustWidthForText_sm + ceLtpW - 1, 0,
ceLtpX + adjustWidthForText_sm + ceLtpW - 2,
self.rect.height())
painter.setBackground(grayBrush)
strikeX = ceLtpX + ceLtpW
strikeW = 50
painter.drawText(
QtCore.QRectF(strikeX + adjustWidthForText,
self.rect.y() + adjustHeightForText, strikeW,
self.rect.height()), self.strike)
painter.drawLine(strikeX + adjustWidthForText + strikeW - 1, 0,
strikeX + adjustWidthForText + strikeW,
self.rect.height())
painter.setBackground(grayBrush)
peLtpX = strikeX + strikeW
peLtpW = 35
painter.drawText(
QtCore.QRectF(peLtpX + adjustWidthForText,
self.rect.y() + adjustHeightForText, peLtpW,
self.rect.height()), str(round(self.peLtp, 1)))
painter.setBackground(grayBrush)
painter.drawRect(
QtCore.QRectF((self.rect.width() / 2) + adjustWidth,
self.rect.y(),
(self.rect.width() / 2) - adjustWidth,
self.rect.height()))
painter.setBackground(defBrush)
#update the OI change
painter.setBrush(ceOIColor)
cePercentWidth = (((self.ceOI / self.maxOI) * 100.0) *
((self.rect.width() / 2) - adjustWidth)) / 100
painter.drawRoundedRect(
QtCore.QRectF(self.rect.x(),
self.rect.y() + 5, cePercentWidth,
self.rect.height() - 10), 5, 0)
ceChg = str(round(self.ceOI / 1000.0, 1)) + "k (" + str(
round(self.cePercent, 1)) + "%)"
painter.drawText(
QtCore.QRectF(self.rect.x() + adjustWidthForText,
self.rect.y() + adjustHeightForText,
(self.rect.width() / 2), self.rect.height()),
ceChg)
painter.setBrush(peOIColor)
pePercentWidth = (((self.peOI / self.maxOI) * 100.0) *
((self.rect.width() / 2) - adjustWidth)) / 100
painter.drawRoundedRect(
QtCore.QRectF(self.rect.width() - pePercentWidth,
self.rect.y() + 5, pePercentWidth,
self.rect.height() - 10), 0, 5)
peChg = str(round(self.peOI / 1000.0, 1)) + "k (" + str(
round(self.pePercent, 1)) + "%)"
painter.drawText(
QtCore.QRectF(
(self.rect.width() / 2) + adjustWidth + adjustWidthForText,
self.rect.y() + adjustHeightForText,
(self.rect.width() / 2) - adjustWidth, self.rect.height()),
peChg)
painter.setBrush(defBrush)
except:
log.logException(
"Exception in OpenInterestChangeItem during paint")