Adding indices data (#19)

.pylintrc

@@ -9,4 +9,19 @@ max-args=10
 [FORMAT]
 
 # Regexp for a line that is allowed to be longer than the limit.
-ignore-long-lines=^\s*(# )?<?https?://\S+>?$|^\s*(\w*\s*=\s*)?(\"|\').*(\"|\'),?\s*$
+ignore-long-lines=^\s*(# )?<?https?://\S+>?$|^\s*(\w*\s*=\s*)?(\"|\').*(\"|\'),?\s*$
+
+
+[SIMILARITIES]
+
+# Minimum lines number of a similarity.
+min-similarity-lines=10
+
+# Ignore comments when computing similarities.
+ignore-comments=yes
+
+# Ignore docstrings when computing similarities.
+ignore-docstrings=yes
+
+# Ignore imports when computing similarities.
+ignore-imports=no

nsedt/__init__.py

@@ -0,0 +1,11 @@
+"""
+Main file
+"""
+import logging
+from nsedt.resources import constants as cns
+
+logging.basicConfig(
+    level=logging.INFO,
+    format=cns.LOG_FORMAT,
+    datefmt="%m/%d/%Y %I:%M:%S %p",
+)

nsedt/equity.py

@@ -13,11 +13,7 @@
 from nsedt.resources import constants as cns
 from nsedt.utils import data_format
 
-logging.basicConfig(
-    level=logging.INFO,
-    format=cns.LOG_FORMAT,
-    datefmt="%m/%d/%Y %I:%M:%S %p",
-)
+logger = logging.getLogger(__name__)
 
 
 def get_companyinfo(
@@ -95,7 +91,7 @@ def get_price(
     """
     cookies = utils.get_cookies()
     base_url = cns.BASE_URL
-    price_api = cns.EQUITY_PRICE_HISTROY
+    price_api = cns.EQUITY_PRICE_HISTORY
     url_list = []
 
     # set the window size to one year

nsedt/indices.py

@@ -0,0 +1,82 @@
+""" 
+get data for indices
+"""
+import concurrent
+import datetime
+import logging
+import urllib
+from concurrent.futures import ALL_COMPLETED
+
+import pandas as pd
+
+from nsedt import utils
+from nsedt.resources import constants as cns
+from nsedt.utils import data_format
+
+log = logging.getLogger("root")
+
+
+def get_price(
+    start_date,
+    end_date,
+    symbol,
+    response_type="panda_df",
+):
+    """
+    Args:
+        symbol (str): stock symbol.
+        response_type (str, Optional): define the response type panda_df | json. Default panda_df
+
+    Returns:
+        Pandas DataFrame: df containing company info
+      or
+        Json: json containing company info
+
+    """
+    params = {}
+    cookies = utils.get_cookies()
+    base_url = cns.BASE_URL
+    event_api = cns.INDEX_PRICE_HISTORY
+
+    url_list = []
+
+    # set the window size to one year
+    window_size = datetime.timedelta(days=cns.WINDOW_SIZE)
+
+    current_window_start = start_date
+    while current_window_start < end_date:
+        current_window_end = current_window_start + window_size
+
+        # check if the current window extends beyond the end_date
+        current_window_end = min(current_window_end, end_date)
+
+        params = {
+            "indexType": symbol,
+            "from": current_window_start.strftime("%d-%m-%Y"),
+            "to": current_window_end.strftime("%d-%m-%Y"),
+        }
+        url = base_url + event_api + urllib.parse.urlencode(params)
+        url_list.append(url)
+
+        # move the window start to the next day after the current window end
+        current_window_start = current_window_end + datetime.timedelta(days=1)
+
+    result = pd.DataFrame()
+    with concurrent.futures.ThreadPoolExecutor(max_workers=cns.MAX_WORKERS) as executor:
+        future_to_url = {
+            executor.submit(utils.fetch_url, url, cookies, response_type="json"): url
+            for url in url_list
+        }
+        concurrent.futures.wait(future_to_url, return_when=ALL_COMPLETED)
+        for future in concurrent.futures.as_completed(future_to_url):
+            url = future_to_url[future]
+            try:
+                dataframe = data_format.indices(future.result())
+                result = pd.concat([result, dataframe])
+            except Exception as exc:
+                log.error("%s got exception: %s. Please try again later.", url, exc)
+                raise exc
+
+    if response_type == "panda_df":
+        return result
+    return result.to_json(orient="records")

nsedt/resources/constants.py

@@ -16,9 +16,17 @@
 }"""
 
 BASE_URL = "https://www.nseindia.com/"
-EQUITY_PRICE_HISTROY = "api/historical/securityArchives?"
+
+### EQUITY
+EQUITY_PRICE_HISTORY = "api/historical/securityArchives?"
 EQUITY_CORPINFO = "api/corporates-corporateActions?"
 MARKETSTATUS = "api/marketStatus"
 EQUITY_EVENT = "api/event-calendar?"
 EQUITY_CHART = "api/chart-databyindex?"
 EQUITY_INFO = "api/quote-equity?"
+
+### Index
+INDEX_PRICE_HISTORY = "api/historical/indicesHistory?"
+
+### DERIVATIVES
+DERIVATIVES_PRICE = "api/option-chain-equities?"

nsedt/utils/__init__.py

@@ -6,7 +6,6 @@
 
 import pandas as pd
 import requests
-
 from nsedt.resources import constants as cns
 
 
@@ -44,7 +43,7 @@ def get_cookies():
     return response.cookies.get_dict()
 
 
-def fetch_url(url, cookies, key=None):
+def fetch_url(url, cookies, key=None, response_type="panda_df"):
     """
     Args:
        url (str): URL to fetch
@@ -55,9 +54,18 @@ def fetch_url(url, cookies, key=None):
 
     """
 
-    response = requests.get(url, timeout=30, headers=get_headers(), cookies=cookies)
+    response = requests.get(
+        url=url,
+        timeout=30,
+        headers=get_headers(),
+        cookies=cookies,
+    )
+
     if response.status_code == 200:
         json_response = json.loads(response.content)
+
+        if response_type != "panda_df":
+            return json_response
         if key is None:
             return pd.DataFrame.from_dict(json_response)
 

nsedt/utils/data_format.py

@@ -57,3 +57,39 @@ def price(result):
     result = result.sort_values("Date", ascending=True)
     result.reset_index(drop=True, inplace=True)
     return result
+
+
+def indices(data_json):
+    """
+    Args:
+        data_json (json):  data in json format
+    Returns:
+        Pandas DataFrame: df with indexCloseOnlineRecords and indexTurnoverRecords
+    """
+    data_close_df = (
+        pd.DataFrame(data_json["data"]["indexCloseOnlineRecords"])
+        .drop(columns=["_id", "EOD_INDEX_NAME", "EOD_TIMESTAMP"])
+        .rename(
+            columns={
+                "EOD_OPEN_INDEX_VAL": "Open Price",
+                "EOD_HIGH_INDEX_VAL": "High Price",
+                "EOD_CLOSE_INDEX_VAL": "Close Price",
+                "EOD_LOW_INDEX_VAL": "Low Price",
+                "TIMESTAMP": "Date",
+            }
+        )
+    )
+
+    data_turnover_df = (
+        pd.DataFrame(data_json["data"]["indexTurnoverRecords"])
+        .drop(columns=["_id", "HIT_INDEX_NAME_UPPER", "HIT_TIMESTAMP"])
+        .rename(
+            columns={
+                "HIT_TRADED_QTY": "Total Traded Quantity",
+                "HIT_TURN_OVER": "Total Traded Value",
+                "TIMESTAMP": "Date",
+            }
+        )
+    )
+
+    return pd.merge(data_close_df, data_turnover_df, on="Date", how="inner")

setup.py

@@ -2,13 +2,14 @@
 """
 Install script
 """
-from setuptools import setup, find_packages
+from setuptools import find_packages, setup
 
 with open("README.md", "r", encoding="utf-8") as file:
     long_description = file.read()
+
 setup(
     name="nsedt",
-    version="0.0.5",
+    version="0.0.6",
     author="Pratik Anand",
     long_description=long_description,
     long_description_content_type="text/markdown",