adding futures

nsedt/derivatives/__init__.py

@@ -12,6 +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
+from nsedt.derivatives.futures import get_future_price, get_future_expdate
 
 log = logging.getLogger("root")
 
@@ -20,13 +21,15 @@ def get_vix(
     start_date: str,
     end_date: str,
     response_type: str = "panda_df",
+    columns_drop_list: list = None,
 ):
     """Get Vix data
 
     Args:
         start_date (str): start date in "%d-%m-%Y" format
         end_date (str): end_date in "%d-%m-%Y" format
         response_type (str, optional): response_type. Defaults to "panda_df".
+        columns_drop_list (list, optional): _description_. Defaults to None.
 
     Raises:
         exc: genral Exception
@@ -78,7 +81,11 @@ def get_vix(
         for future in concurrent.futures.as_completed(future_to_url):
             url = future_to_url[future]
             try:
-                dataframe = data_format.get_vix(future.result())
+                dataframe = data_format.get_vix(
+                    future.result(),
+                    response_type=response_type,
+                    columns_drop_list=columns_drop_list,
+                )
                 result = pd.concat([result, dataframe])
             except Exception as exc:
                 log.error("%s got exception: %s. Please try again later.", url, exc)

nsedt/derivatives/futures.py

@@ -0,0 +1,95 @@
+""" 
+get data for Options
+"""
+import urllib
+from datetime import datetime, timedelta
+
+from nsedt import utils
+from nsedt.resources import constants as cns
+from nsedt.utils import data_format
+
+
+def get_future_price(
+    symbol: str,
+    start_date: str,
+    end_date: str,
+    expiry_date: str = None,
+    response_type: str = "panda_df",
+    columns_drop_list: list = None,
+):
+    """
+        get future price of stock / indices
+    Args:
+        symbol (str): _description_
+        start_date (str): _description_
+        end_date (str): _description_
+        expiry_date (str, optional): _description_. Defaults to None.
+        response_type (str, optional): _description_. Defaults to "panda_df".
+        columns_drop_list (list, optional): _description_. Defaults to None.
+
+    Returns:
+        _type_: _description_
+    """
+    cookies = utils.get_cookies()
+    base_url = cns.BASE_URL
+    event_api = cns.FUTURES_PRICE
+    params = {
+        "symbol": symbol,
+        "from": start_date,
+        "to": end_date,
+    }
+    if symbol in cns.INDICES:
+        params["instrumentType"] = "FUTIDX"
+    else:
+        params["instrumentType"] = "FUTSTK"
+
+    url = base_url + event_api + urllib.parse.urlencode(params)
+    data = utils.fetch_url(url, cookies, response_type="json")
+
+    if expiry_date:
+        filtered_data = [
+            record
+            for record in data["data"]
+            if record["FH_EXPIRY_DT"]
+            == datetime.strptime(expiry_date, "%d-%m-%Y").strftime("%d-%b-%Y")
+        ]
+    else:
+        filtered_data = data["data"]
+
+    return data_format.derivatives_futures(
+        filtered_data,
+        response_type=response_type,
+        columns_drop_list=columns_drop_list,
+    )
+
+
+def get_future_expdate(symbol: str) -> list:
+    """get expiry dates of futures
+
+    Args:
+        symbol (str): symbol name
+
+    Returns:
+        list: expiry dates
+    """
+    cookies = utils.get_cookies()
+    base_url = cns.BASE_URL
+    event_api = cns.FUTURES_PRICE
+    params = {
+        "symbol": symbol,
+        "from": (datetime.now() - timedelta(days=3)).strftime("%d-%m-%Y"),
+        "to": datetime.now().strftime("%d-%m-%Y"),
+    }
+    if symbol in cns.INDICES:
+        params["instrumentType"] = "FUTIDX"
+    else:
+        params["instrumentType"] = "FUTSTK"
+
+    url = base_url + event_api + urllib.parse.urlencode(params)
+    data = utils.fetch_url(url, cookies, response_type="json")
+    ret = []
+    for rec in data["data"]:
+        ret.append(
+            datetime.strptime(rec["FH_EXPIRY_DT"], "%d-%b-%Y").strftime("%d-%m-%Y")
+        )
+    return list(set(ret))

nsedt/derivatives/options.py

@@ -36,9 +36,9 @@ def get_option_chain(
     base_url = cns.BASE_URL
 
     if symbol in cns.INDICES:
-        event_api = cns.DERIVATIVES_PRICE_INDICES
+        event_api = cns.OPTIONS_PRICE_EQUITIES
     else:
-        event_api = cns.DERIVATIVES_PRICE_EQUITIES
+        event_api = cns.OPTIONS_PRICE_EQUITIES
 
     params["symbol"] = symbol
 
@@ -92,9 +92,9 @@ def get_option_chain_expdate(symbol: str) -> list:
     base_url = cns.BASE_URL
 
     if symbol in cns.INDICES:
-        event_api = cns.DERIVATIVES_PRICE_INDICES
+        event_api = cns.OPTIONS_PRICE_EQUITIES
     else:
-        event_api = cns.DERIVATIVES_PRICE_EQUITIES
+        event_api = cns.OPTIONS_PRICE_EQUITIES
 
     params["symbol"] = symbol
 

nsedt/resources/constants.py

@@ -30,7 +30,8 @@
 INDEX_PRICE_HISTORY = "api/historical/indicesHistory?"
 
 ### DERIVATIVES
-DERIVATIVES_PRICE_EQUITIES = "api/option-chain-equities?"
-DERIVATIVES_PRICE_INDICES = "api/option-chain-indices?"
+OPTIONS_PRICE_EQUITIES = "api/option-chain-equities?"
+OPTIONS_PRICE_INDICES = "api/option-chain-indices?"
 INDICES = ["NIFTY", "FINNIFTY", "BANKNIFTY"]
 VIX_HISTORY = "api/historical/vixhistory?"
+FUTURES_PRICE = "api/historical/foCPV?"

nsedt/utils/data_format.py

@@ -142,52 +142,47 @@ def option_chain(
 
 
 def get_vix(
-    data_json: str,
+    data_json: object,
     response_type: str = "panda_df",
+    columns_drop_list: list = None,
 ):
-    """_summary_
-
+    """
+        Format Vix data
     Args:
-        data_json (str): _description_
-        response_type (str, optional): _description_. Defaults to "panda_df".
-
+        data_json (object): data in json format.
+        response_type (str, optional): response_type. Defaults to "panda_df".
+        columns_drop_list (list, optional): custom columns drop list. Defaults to None.
     Returns:
         _type_: _description_
     """
     data_json = data_json["data"]
+    if columns_drop_list:
+        columns_list = columns_drop_list
+    else:
+        columns_list = [
+            "_id",
+            "TIMESTAMP",
+            "createdAt",
+            "updatedAt",
+            "__v",
+            "ALTERNATE_INDEX_NAME",
+            "EOD_INDEX_NAME",
+            "EOD_PREV_CLOSE",
+            "VIX_PTS_CHG",
+            "VIX_PERC_CHG",
+        ]
     if response_type == "json":
         data_json_ret = []
         for record in data_json:
-            if "PE" in record:
-                record.pop("_id", None)
-                record.pop("TIMESTAMP", None)
-                record.pop("createdAt", None)
-                record.pop("updatedAt", None)
-                record.pop("__v", None)
-                record.pop("ALTERNATE_INDEX_NAME", None)
-                record.pop("EOD_INDEX_NAME", None)
-                record.pop("EOD_PREV_CLOSE", None)
-                record.pop("VIX_PTS_CHG", None)
-                record.pop("VIX_PERC_CHG", None)
+            for column in columns_list:
+                record.pop(column, None)
+
             data_json_ret.append(record)
         return data_json_ret
 
     return (
         pd.json_normalize(data_json)
-        .drop(
-            columns=[
-                "_id",
-                "TIMESTAMP",
-                "createdAt",
-                "updatedAt",
-                "__v",
-                "ALTERNATE_INDEX_NAME",
-                "EOD_INDEX_NAME",
-                "EOD_PREV_CLOSE",
-                "VIX_PTS_CHG",
-                "VIX_PERC_CHG",
-            ]
-        )
+        .drop(columns=columns_list)
         .rename(
             columns={
                 "EOD_OPEN_INDEX_VAL": "Open Price",
@@ -198,3 +193,60 @@ def get_vix(
             }
         )
     )
+
+
+def derivatives_futures(
+    data_json: str,
+    response_type: str = "panda_df",
+    columns_drop_list=None,
+):
+    """
+        Format futures data
+
+    Args:
+        data_json (object): data in json format.
+        response_type (str, optional): response_type. Defaults to "panda_df".
+        columns_drop_list (list, optional): custom columns drop list. Defaults to None.
+
+    Returns:
+        json: formate data in json
+      or
+        dataframe: formate data in panda df
+    """
+    if columns_drop_list:
+        columns_list = columns_drop_list
+    else:
+        columns_list = [
+            "_id",
+            "FH_MARKET_LOT",
+            "FH_MARKET_TYPE",
+            "FH_OPTION_TYPE",
+            "FH_SYMBOL",
+            "FH_INSTRUMENT",
+            "FH_STRIKE_PRICE",
+            "FH_LAST_TRADED_PRICE",
+            "TIMESTAMP",
+        ]
+    if response_type == "json":
+        data_json_ret = []
+        for record in data_json:
+            for column in columns_list:
+                record.pop(column, None)
+            data_json_ret.append(record)
+        return data_json_ret
+
+    return (
+        pd.json_normalize(data_json)
+        .drop(columns=columns_list)
+        .rename(
+            columns={
+                "FH_OPENING_PRICE": "Open Price",
+                "FH_TRADE_HIGH_PRICE": "High Price",
+                "FH_CLOSING_PRICE": "Close Price",
+                "FH_TRADE_LOW_PRICE": "Low Price",
+                "FH_CHANGE_IN_OI": "Change in OI",
+                "FH_EXPIRY_DT": "Expiry Date",
+                "FH_TIMESTAMP": "Date",
+            }
+        )
+    )