def test_get_quote_stock_der(self):
"""
1. Underlying security (stock symbol or index name)
2. instrument (FUTSTK, OPTSTK, FUTIDX, OPTIDX)
3. expiry (ddMMMyyyy)
4. type (CE/PE for options, - for futures
5. strike (strike price upto two decimal places
"""
n = datetime.datetime.now()
stexp = get_expiry_date(n.year, n.month, index=False, stock=True)
self.assertEqual(len(stexp), 1)
if n.date() > list(stexp)[0]:
try:
stexp = get_expiry_date(
n.year, n.month + 1, index=False, stock=True)
except:
stexp = get_expiry_date(n.year + 1, 1, index=False, stock=True)
self.assertEqual(len(stexp), 1)
exp = min([x for x in stexp if x > n.date()])
q = get_quote(symbol='SBIN', instrument='FUTSTK', expiry=exp)
comp_name = q['data'][0]['instrumentType']
self.assertEqual(comp_name, "FUTSTK")
exp = min([x for x in stexp if x > n.date()])
q = get_quote(symbol='SBIN', instrument='OPTSTK',
expiry=exp, option_type="CE", strike=300)
comp_name = q['data'][0]['instrumentType']
self.assertEqual(comp_name, "OPTSTK")
def test_get_quote_index_der(self):
"""
1. Underlying security (stock symbol or index name)
2. instrument (FUTSTK, OPTSTK, FUTIDX, OPTIDX)
3. expiry (ddMMMyyyy)
4. type (CE/PE for options, - for futures
5. strike (strike price upto two decimal places
"""
n = datetime.datetime.now()
stexp = get_expiry_date(n.year, n.month)
# 4 weekly expiry per month
# Corner case where 1 Feb is a holiday and its non-leap year Feb will only get 3 expiries in the month
# So test for only >=3
self.assertGreaterEqual(len(stexp), 3)
if n.date() > max(stexp):
try:
stexp = get_expiry_date(n.year, n.month + 1)
except:
stexp = get_expiry_date(n.year + 1, 1)
self.assertGreaterEqual(len(stexp), 3)
exp = max([x for x in stexp if x > n.date()])
q = get_quote(symbol='NIFTY', instrument='FUTIDX', expiry=exp)
comp_name = q['data'][0]['instrumentType']
self.assertEqual(comp_name, "FUTIDX")
exp = min([x for x in stexp if x > n.date()])
q = get_quote(symbol='NIFTY', instrument='OPTIDX',
expiry=exp, option_type="CE", strike=11000)
comp_name = q['data'][0]['instrumentType']
self.assertEqual(comp_name, "OPTIDX")
def fetch_data_nsepy(symbol,
t_from=None,
t_to=None,
index=False,
futures=False,
option_type='',
t_expiry=None,
strike_price='',
series='EQ',
date_settings=None,
months_hist=6,
verbose=False):
# Some checks
if t_from is None and t_expiry is None:
raise ValueError(
'At least one of t_from or t_expiry should not be None.')
# endif
if option_type not in ['CE', 'PE', '']:
raise ValueError('option_type should be one of CE, PE or ""')
# endif
if option_type in ['CE', 'PE']:
if strike_price is None or strike_price == '':
raise ValueError(
'strike price should be an integer when optio_type is valid (PE or CE)'
)
# endif
# endif
# Set from_date automatically if t_expiry is provided. It's calculated by subtracting 6 months before expiry date
from_date = dateparser.parse(t_expiry, settings=date_settings) - dateutil.relativedelta.relativedelta(months=months_hist) \
if t_expiry else dateparser.parse(t_from, settings=date_settings)
# Set end_date to always "now" if not already set
to_date = dateparser.parse(
t_to, settings=date_settings) if t_to else datetime.datetime.now()
# Set expiry date
_exp_date = dateparser.parse(t_expiry) if t_expiry else None
exp_list = nsepy.get_expiry_date(year=_exp_date.year,
month=_exp_date.month,
index=index,
stock=not index)
exp_date = sorted(list(exp_list))[-1]
if verbose:
print('[start_date, end_date, exp_date] = [{}, {}, {}]'.format(
from_date, to_date, exp_date))
print('[index, futures] = [{}, {}]'.format(
index, futures, not index))
print('[option_type, strike_price] = [{}, {}]'.format(
option_type, strike_price))
# endif
return nsepy.get_history(symbol=symbol,
start=from_date,
end=to_date,
index=index,
futures=futures,
option_type=option_type,
expiry_date=exp_date)
def test_get_quote_der(self):
"""
1. Underlying security (stock symbol or index name)
2. instrument (FUTSTK, OPTSTK, FUTIDX, OPTIDX)
3. expiry (ddMMMyyyy)
4. type (CE/PE for options, - for futures
5. strike (strike price upto two decimal places
"""
n = datetime.datetime.now()
exp = get_expiry_date(n.year, n.month)
if n.date() > exp:
try:
exp = get_expiry_date(n.year, n.month + 1)
except:
exp = get_expiry_date(n.year + 1, 1)
q = get_quote(symbol='SBIN', instrument='FUTSTK', expiry=exp)
comp_name = q['instrumentType']
self.assertEqual(comp_name, "FUTSTK")
