def downloadIndexOptionChain(self):
print(f"{arrow.now().to(self.tz).format('DD-MMM-YYYY HH:mm:ss')} : Downloading Index Option Chain", end='...', flush=True)
df1 = self.getOptionChain('NIFTY')
df2 = self.getOptionChain('BANKNIFTY')
df = pd.concat([df1, df2], ignore_index=True)
print('Completed')
SqLite.appendtable(df, self.tbl_optionchain)
def downloadindicesltp(self):
print(f'Downloading Current Price of All NSE Indices', end='...', flush=True)
json_str = self.getjsonstr(self.url_symbolsltp)
df = self.getindicesltp(json_str)
df = Utility.reducesize(df)
df['runts'] = arrow.now().format('ddd MMM-DD-YYYY HH:mm:ss')
print(f'Completed !')
SqLite.loadtable(df, self.tbl_symbolsltp)
def download(self, loadtotable):
tblname = self.tbl_preopen
print(f'Downloading NSE Pre-open prices', end='...', flush=True)
data = self.getjsonstr()
df = self.getnsepreopendf(data)
df = Utility.reducesize(df)
df['runts'] = arrow.now().format('ddd MMM-DD-YYYY HH:mm:ss')
print(f'Completed !')
if not loadtotable: return df
SqLite.loadtable(df, tblname)
def download(self, loadtotable):
indices = self.readIndices('NSE')
print(f'Downloading symbols of {indices.shape[0]} indices from nseindia.com', end='...', flush=True)
params = zip(indices.exchange, indices.type, indices.name, indices.yfsymbol, indices.url)
nthreads = min(indices.shape[0], int(self.maxthreads))
with ThreadPoolExecutor(max_workers=nthreads) as executor:
results = executor.map(self.getnseindexsymbols, params)
df = pd.concat(list(results), ignore_index=True)
df = self.processdf(df)
print('Completed')
if not loadtotable: return df
SqLite.loadtable(df, self.tbl_indices)
def download(self, type, startdt=None, enddt=None):
df = pd.DataFrame()
dt = arrow.get(startdt) if startdt else self.getmaxdate(self.tbl[type])
enddt = arrow.get(enddt) if enddt else arrow.now()
dates = self.getworkingdays(dt, enddt)
if not dates:
print(f'{type} data - All upto date!')
return None
print(
f"Downloading {self.msg[type]} data from {dt.format('YYYY-MMM-DD')} to {enddt.format('YYYY-MMM-DD')}"
)
dfs = [self.func[type](date) for date in dates]
if dfs:
df = pd.concat(dfs, ignore_index=True)
df = Utility.adddatefeatures(df)
df['runts'] = arrow.now().format('ddd MMM-DD-YYYY HH:mm:ss')
if not df.empty: SqLite.appendtable(df, self.tbl[type])
return None
def download(self, startdt=None, enddt=None):
df = pd.DataFrame()
dt = arrow.get(startdt) if startdt else self.getmaxdate(
self.tbl_eqbhavcopy)
enddt = arrow.get(enddt) if enddt else arrow.now()
dates = self.getworkingdays(dt, enddt)
if not dates:
print('Indices Historical Prices - All upto date!')
return None
print(
f"Downloading Equity Bhavcopy data from {dt.format('YYYY-MMM-DD')} to {enddt.format('YYYY-MMM-DD')}"
)
dfs = [self.getEquityBhavcopy(date) for date in dates]
if dfs:
df = pd.concat(dfs, ignore_index=True)
df = Utility.adddatefeatures(df)
df['runts'] = arrow.now().format('ddd MMM-DD-YYYY HH:mm:ss')
if not df.empty: SqLite.appendtable(df, self.tbl_eqbhavcopy)
def download(self, n_symbols, loadtotable, startdt):
symbols = self.getsymbols(n_symbols)
print(
f'Downloading historical prices(daily, weekly & monthly) and events from yahoo finance for {len(symbols)} NSE symbols from {startdt}',
end='...',
flush=True)
data = self.downloadhistprice(symbols, startdt)
dlyhistprice = pd.concat([pd.DataFrame(i[0]) for i in data],
ignore_index=True)
wlyhistprice = pd.concat([pd.DataFrame(i[1]) for i in data],
ignore_index=True)
mlyhistprice = pd.concat([pd.DataFrame(i[2]) for i in data],
ignore_index=True)
dividends = pd.concat([pd.DataFrame(i[3]) for i in data],
ignore_index=True)
splits = pd.concat([pd.DataFrame(i[4]) for i in data],
ignore_index=True)
events = pd.concat([dividends, splits], ignore_index=True)
events = self.processdf(events).dropna()
dlyhistprice = self.processdf(dlyhistprice).dropna()
wlyhistprice = self.processdf(wlyhistprice).dropna()
mlyhistprice = self.processdf(mlyhistprice).dropna()
dlyhistprice = dlyhistprice.astype({'volume': int})
wlyhistprice = wlyhistprice.astype({'volume': int})
mlyhistprice = mlyhistprice.astype({'volume': int})
print('Completed !')
if not loadtotable:
return dlyhistprice, wlyhistprice, mlyhistprice, events
SqLite.loadtable(dlyhistprice, self.tbl_hpricedly)
SqLite.loadtable(wlyhistprice, self.tbl_hpricewly)
SqLite.loadtable(mlyhistprice, self.tbl_hpricemly)
# SqLite.createindex(tbl_hprice, 'symbol')
SqLite.loadtable(events, self.tbl_events)
def download(self):
tblname = self.tbl_symbols
print(f'Fetching list of all NSE Equities', end='...', flush=True)
df = self.getallsymbols()
print('Completed')
SqLite.loadtable(df, tblname)