def get_participant_oi_url(self,date,dayfirst=False):
try:
date = get_formated_date(date,format=self.nse_date_formats["part_oi"],dayfirst=dayfirst)
url = self.__PARTICIPANT_OI_PRE_URL + date + self.__PARTICIPANT_OI_POST_URL
return url
except Exception as err:
raise Exception("Error occurred while getting participant OI. ", str(err))
def get_option_chain_url(self,symbol,expiry_date=None,dayfirst=False):
try:
if expiry_date:
expiry_date = get_formated_date(expiry_date,self.nse_date_formats["opt_chain"],dayfirst).upper()
if expiry_date.startswith('0'):
expiry_date = expiry_date[1:]
complete_url = self.__OPTION_CHAIN_BASE_URL + symbol + "&date=" + expiry_date
return complete_url
else:
return self.__OPTION_CHAIN_BASE_URL + symbol
except Exception as err:
raise Exception("Error occurred while getting OC url, Error: ",str(err))
def get_part_oi_df(self,
start=None,
end=None,
periods=None,
dayfirst=False,
workers=None):
"""Return dictionary of participants containing data frames
:param start: start date , defaults to None
:type start: string, optional
:param end: end date, defaults to None
:type end: string, optional
:param periods: number of days, defaults to None
:type periods: interger, optional
:param dayfirst: True if date format is european style DD/MM/YYYY, defaults to False
:type dayfirst: bool, optional
:param workers: Number of threads for requesting nse, defaults to None
:type workers: interger, optional
:raises Exception: NSE Connection/Request overload
:return: participant wise open interest
:rtype: pandas.DataFrame
"""
try:
#format date just in case
if start:
start = get_formated_date(start, dayfirst=dayfirst)
if end:
end = get_formated_date(end, dayfirst=dayfirst)
#if both none, we set end to today
if not start and not end:
end = get_formated_date()
if not periods:
periods = PART_OI_DAYS
#get urls for these days
dates = pd.date_range(start=start,
end=end,
periods=periods,
freq='B')
url_date = [(self.__nse_urls.get_participant_oi_url(date), date)
for date in dates] #
oi_clm = self.__nse_urls.PART_OI_CLM
#lets preinitialize, better readability
oi_dfs = {
"Client": pd.DataFrame(columns=oi_clm, index=dates),
"DII": pd.DataFrame(columns=oi_clm, index=dates),
"FII": pd.DataFrame(columns=oi_clm, index=dates),
"Pro": pd.DataFrame(columns=oi_clm, index=dates),
"TOTAL": pd.DataFrame(columns=oi_clm, index=dates)
}
if not workers:
workers = os.cpu_count() * 2
with concurrent.futures.ThreadPoolExecutor(
max_workers=workers) as executor:
responses = {
executor.submit(self.__request.get, url, self.__headers):
date
for url, date in url_date
}
for res in concurrent.futures.as_completed(responses):
date = responses[res]
try:
csv = res.result()
except Exception as exc:
#might be holiday
pass
else:
df = pd.read_csv(
io.StringIO(csv.content.decode('utf-8')))
#drop the first header
df_header = df.iloc[0]
#is there any implace way?
df = df[1:]
df.columns = df_header
df.set_index('Client Type', inplace=True)
#lets us create data frome for all client type
oi_dfs['Client'].loc[date] = df.loc['Client']
oi_dfs['FII'].loc[date] = df.loc['FII']
oi_dfs['DII'].loc[date] = df.loc['DII']
oi_dfs['Pro'].loc[date] = df.loc['Pro']
oi_dfs['TOTAL'].loc[date] = df.loc['TOTAL']
if not oi_dfs['Client'].empty:
#remove nan row
for client in oi_dfs:
oi_dfs[client].dropna(inplace=True)
#if holiday occurred in business day, lets retrive more data equivalent to holdidays.
if oi_dfs['Client'].shape[0] < periods:
new_periods = periods - oi_dfs['Client'].shape[0]
try:
#if only start, find till today
if start and (not end):
s_from = oi_dfs['Client'].index[-1] + timedelta(1)
e_till = None
#if not start, can go to past
elif (end and (not start)):
s_from = None
e_till = oi_dfs['Client'].index[0] - timedelta(1)
#if start and end, no need to change
else:
return oi_dfs
except IndexError as err:
raise Exception(
"NSE Access error.size down/clean cookies to resolve the issue."
)
except Exception as exc:
raise Exception("participant OI error: ", str(exc))
oi_dfs_new = self.get_part_oi_df(start=s_from,
end=e_till,
periods=new_periods)
self.__join_part_oi_dfs(oi_dfs, oi_dfs_new)
return oi_dfs
except Exception as err:
raise Exception("Error occurred while getting part_oi :", str(err))