strike_price=ce_value['strikePrice'],
option_type='CE',
expiry_date=ce_value['expiryDate'],
identifier=ce_value['identifier'],
open_interest=ce_value['openInterest'],
change_in_oi=ce_value['changeinOpenInterest'],
percent_change_in_oi=ce_value['pchangeinOpenInterest'],
total_traded_volume=ce_value['totalTradedVolume'],
implied_volatility=ce_value['impliedVolatility'],
last_price=ce_value['lastPrice'],
change=ce_value['change'],
total_buy_quantity=ce_value['totalBuyQuantity'],
total_sell_quantity=ce_value['totalSellQuantity'],
underlying_value=ce_value['underlyingValue'])
# print(stock_ce_option)
session.add(stock_ce_option)
if 'PE' in option_data:
pe_value = option_data['PE']
stock_pe_option = NseStockOptionDaily(
stock_id=stock.stock_id,
trade_date=trade_date,
stock_code=stock.stock_code,
strike_price=pe_value['strikePrice'],
option_type='PE',
expiry_date=pe_value['expiryDate'],
identifier=pe_value['identifier'],
open_interest=pe_value['openInterest'],
change_in_oi=pe_value['changeinOpenInterest'],
percent_change_in_oi=pe_value['pchangeinOpenInterest'],
total_traded_volume=pe_value['totalTradedVolume'],
implied_volatility=pe_value['impliedVolatility'],
stock_code=stock_ohlc_data["Symbol"][ind],
series=stock_ohlc_data["Series"][ind],
prev_close=stock_ohlc_data["Prev Close"][ind],
open=stock_ohlc_data["Open"][ind],
high=stock_ohlc_data["High"][ind],
low=stock_ohlc_data["Low"][ind],
close=stock_ohlc_data["Close"][ind],
volume=stock_ohlc_data["Volume"][ind].item(),
vwap=stock_ohlc_data["VWAP"][ind],
trades=stock_ohlc_data["Trades"][ind].item(),
deliverable_volume=stock_ohlc_data[
"Deliverable Volume"][ind].item(),
percentage_delivery=stock_ohlc_data["%Deliverble"]
[ind])
# print(nseDaily)
session.add(nseDaily)
print("END: Inserted into DB......")
except Exception as ex:
print("ERROR: while Create NSEDAILY Object:")
print(ex)
try:
session.commit()
session.query(StockList).filter(
StockList.stock_code == stock.stock_code).update(
{StockList.cash_updated: todaysDate},
synchronize_session=False)
session.commit()
except Exception as ex:
print("ERROR: while Commiting Last Session Data......")
print(ex)
expiry_date=expiry_date,
open=stock_ohlc_data["Open"][ind],
high=stock_ohlc_data["High"][ind],
low=stock_ohlc_data["Low"][ind],
close=stock_ohlc_data["Close"][ind],
last_price=stock_ohlc_data["Last"][ind],
settle_price=stock_ohlc_data["Settle Price"][ind],
no_of_contracts=stock_ohlc_data["Number of Contracts"]
[ind].item(),
open_interest=stock_ohlc_data["Open Interest"]
[ind].item(),
change_in_oi=stock_ohlc_data["Change in OI"]
[ind].item(),
underlying=stock_ohlc_data["Underlying"][ind])
# print(nseFNODaily)
session.add(nseFNODaily)
# print("END: Inserted into DB......")
try:
session.commit()
session.query(StockList).filter(
StockList.stock_code == stock.stock_code).update(
{StockList.fno_updated: todaysDate},
synchronize_session=False)
session.commit()
except Exception as ex:
print("Error while committing transaction...")
print(ex)
# session.query(StockList).update({StockList.downloaded:False},synchronize_session=False)
# session.commit()