added get_devsymbols_list fun in options.py (#63)

Co-authored-by: vardhan.negi <vardhan.negi@sunmobility.com>

README.md

@@ -106,8 +106,11 @@ print(de.get_option_chain(symbol="TCS", strike_price=3300, expiry_date=report_da
 print(de.get_future_price(symbol="TCS", start_date=start_date, end_date=end_date))
 print(de.get_future_expdate(symbol="TCS"))
 print(de.get_historical_option_data(symbol="TATAMOTORS", start_date=start_date, end_date=end_date, option_type="CE", strike_price="1020", year="2024", expiry_date="30-May-2024"))
+print(de.get_derivatives_symbols())
+
 ```
 
+
 # Reports
 
 ### Details
@@ -138,4 +141,5 @@ print(rep.get_volatility_report(date=report_date, response_type="json"))
 print(rep.get_fno_participant_wise_oi_data(date=report_date, response_type="json"))
 print(rep.get_fno_participant_wise_volume_data(date=report_date, response_type="json"))
 ```
+
 [!["Buy Me A Coffee"](https://www.buymeacoffee.com/assets/img/custom_images/orange_img.png)](https://www.buymeacoffee.com/pratik.anand)

nsedt/derivatives/__init__.py

@@ -12,7 +12,7 @@
 from nsedt.resources import constants as cns
 from nsedt.utils import data_format
 from nsedt.derivatives.options import (
-    get_option_chain, get_option_chain_expdate, get_historical_option_data)
+    get_option_chain, get_option_chain_expdate, get_historical_option_data,get_derivatives_symbols)
 from nsedt.derivatives.futures import get_future_price, get_future_expdate
 
 log = logging.getLogger("root")

nsedt/derivatives/options.py

@@ -12,6 +12,24 @@
 log = logging.getLogger("root")
 
 
+def get_derivatives_symbols():
+    """
+    Args:\n
+        No arguments needed\n
+    Returns:\n
+        List of stock or equity symbols\n
+    """
+    cookies = utils.get_cookies()
+    base_url = cns.BASE_URL
+    event_api = cns.UNDERLYINF_INFO
+
+    url = base_url + event_api
+    data = utils.fetch_url(url, cookies)
+    f_dict = data.to_dict()
+
+    return f_dict["data"]
+
+
 def get_option_chain(
     symbol: str,
     strike_price: str = None,

nsedt/resources/constants.py

@@ -39,6 +39,8 @@
 INDICES = ["NIFTY", "FINNIFTY", "BANKNIFTY"]
 VIX_HISTORY = "api/historical/vixhistory?"
 FNO_HISTORY = "api/historical/foCPV?"
+UNDERLYINF_INFO="/api/underlying-information"
+
 
 # Reports
 MARKET_ACTIVITY_REPORT = "archives/equities/mkt/MA"

tests/test_derivatives_options.py

@@ -8,6 +8,8 @@
 
 from nsedt.derivatives import options as opt
 
+from nsedt import derivatives as de
+
 START_DATE = "01-01-2024"
 END_DATE = "10-01-2024"
 SYMBOL = "TCS"
@@ -85,3 +87,13 @@ def test_get_historical_option_data():
         expiry_date="28-03-2024",
     )
     assert isinstance(data, pd.DataFrame)
+
+
+
+def test_get_derivatives_symbols():
+    """
+    Test the get_derivatives_symbols function from nsedt.derivatives.options module.
+    """
+    data=de.get_derivatives_symbols()
+    symList=[i['symbol'] for i in data['UnderlyingList']]
+    assert isinstance(symList, List)