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added: feature to get historical option data #48

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Apr 30, 2024
Merged

added: feature to get historical option data #48

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d90b94f
added: feature to get historical option data
Apr 28, 2024
76599e1
updated: README.md
Apr 28, 2024
4ad8bc3
updated a typo
Apr 28, 2024
94f510a
fixed typo
Apr 28, 2024
7204c64
migrated constant name and added last price in get price api
Apr 30, 2024
dcc71e3
Merge branch 'main' into main
jitendravarma Apr 30, 2024
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73 changes: 43 additions & 30 deletions README.md
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Expand Up @@ -6,31 +6,37 @@ This library serves as an api to fetch data from the NSE about stocks and indice
Thank you for using Nsedt. Please feel free to send pull requests, comments, and suggestions, as well as get in touch with me if you require any additional help. I sincerely hope you will find this library useful.

#### For detailed doc please refer [nse-doc](https://pratikanand.co.in/nsedt/html)

## How to start

1. clone the repository
`git clone /~https://github.com/pratik141/nsedt`
`git clone /~https://github.com/pratik141/nsedt`
2. Install the requirements file after changing to cloned folder above
`pip install -r requirements.txt`
3. Install locally
`pip installl . --upgrade`
`pip install -r requirements.txt`
3. Install locally
`pip install . --upgrade`

---

## Equity

### Details
| Name | Module name | Description | Argument | Response|
| ----- | ----------- | ----------- | -------- | ------- |
| companyinfo | get_companyinfo | Company info | symbol , response_type | json, panda df |
| marketstatus | get_marketstatus | marketstatus | -- | panda_df |
| price | get_price | price | start_date, end_date, symbol, input_type | json, panda df |
| corpinfo | get_corpinfo | corpinfo | arg | |
| event | get_event | event | start_date, end_date | panda df |
| chartdata | get_chartdata | chartdata | symbol | panda df |
| symbols_list | get_symbols_list | symbols_list | -- | json |
| asm_list | get_asm_list | symbols_list | asm_type | json |

| Name | Module name | Description | Argument | Response |
| ------------ | ---------------- | ------------ | ---------------------------------------- | -------------- |
| companyinfo | get_companyinfo | Company info | symbol , response_type | json, panda df |
| marketstatus | get_marketstatus | marketstatus | -- | panda_df |
| price | get_price | price | start_date, end_date, symbol, input_type | json, panda df |
| corpinfo | get_corpinfo | corpinfo | arg | |
| event | get_event | event | start_date, end_date | panda df |
| chartdata | get_chartdata | chartdata | symbol | panda df |
| symbols_list | get_symbols_list | symbols_list | -- | json |
| asm_list | get_asm_list | symbols_list | asm_type | json |

Now get_price work with start_date, end_date without datetime format it support `%d-%m-%Y`

### step to run
### step to run

```py
from nsedt import equity as eq
from datetime import date
Expand All @@ -53,11 +59,15 @@ print(eq.get_asm_list(asm_type = "shortterm"))
```

## Indices

### Details
| Name | Module name | Description | Argument | Response|
| ----- | ----------- | ----------- | -------- | ------- |
| price | get_price | price | start_date, end_date, symbol | panda df |
### step to run

| Name | Module name | Description | Argument | Response |
| ----- | ----------- | ----------- | ---------------------------- | -------- |
| price | get_price | price | start_date, end_date, symbol | panda df |

### step to run

```py

from nsedt import indices as ind
Expand All @@ -72,25 +82,28 @@ data["Date"] = pd.to_datetime(data["Date"],format='%d-%b-%Y')
```

## Derivatives

### Details
| Name | Module name | Description | Argument | Response|
| ----- | ----------- | ----------- | -------- | ------- |
| vix | get_vix | price | start_date, end_date,columns_drop_list | panda df |
| option chain | get_option_chain | get option price | symbol,strikePrice,expiryDate | panda df |
| option chain expiry date | get_option_chain_expdate | option chain expiry date | symbol | json |
| future price | get_future_price | get future price | symbol, start_date, end_date, expiryDate,response_type, columns_drop_list | panda df |
| future expiry date | get_future_expdate | future expiry date | symbol | json |

| Name | Module name | Description | Argument | Response |
| ------------------------ | ------------------------ | ------------------------ | ------------------------------------------------------------------------- | -------- |
| vix | get_vix | price | start_date, end_date,columns_drop_list | panda df |
| option chain | get_option_chain | get option price | symbol,strikePrice,expiryDate | panda df |
| option chain expiry date | get_option_chain_expdate | option chain expiry date | symbol | json |
| future price | get_future_price | get future price | symbol, start_date, end_date, expiryDate,response_type, columns_drop_list | panda df |
| future expiry date | get_future_expdate | future expiry date | symbol | json |

### step to run

### step to run
```py
from nsedt import derivatives as de
start_date = "01-09-2023"
end_date = "03-09-2023"
start_date = "24-04-2024"
end_date = "25-04-2024"
# date format "%d-%m-%Y"
print(de.get_vix(start_date, end_date))
print(de.get_option_chain_expdate(symbol="TCS"))
print(de.get_option_chain(symbol="TCS", strike_price=3300, expiry_date="expiryDate"))
print(de.get_option_chain(symbol="TCS", strike_price=3300, expiry_date="30-05-2024"))
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"))
```
8 changes: 4 additions & 4 deletions docs/html/nsedt/derivatives/futures.html
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Expand Up @@ -1495,7 +1495,7 @@ <h1 class="modulename">
</span><span id="L-32"><a href="#L-32"><span class="linenos">32</span></a><span class="sd"> &quot;&quot;&quot;</span>
</span><span id="L-33"><a href="#L-33"><span class="linenos">33</span></a> <span class="n">cookies</span> <span class="o">=</span> <span class="n">utils</span><span class="o">.</span><span class="n">get_cookies</span><span class="p">()</span>
</span><span id="L-34"><a href="#L-34"><span class="linenos">34</span></a> <span class="n">base_url</span> <span class="o">=</span> <span class="n">cns</span><span class="o">.</span><span class="n">BASE_URL</span>
</span><span id="L-35"><a href="#L-35"><span class="linenos">35</span></a> <span class="n">event_api</span> <span class="o">=</span> <span class="n">cns</span><span class="o">.</span><span class="n">FUTURES_PRICE</span>
</span><span id="L-35"><a href="#L-35"><span class="linenos">35</span></a> <span class="n">event_api</span> <span class="o">=</span> <span class="n">cns</span><span class="o">.</span><span class="n">FNO_HISTORY</span>
</span><span id="L-36"><a href="#L-36"><span class="linenos">36</span></a> <span class="n">symbol</span> <span class="o">=</span> <span class="n">utils</span><span class="o">.</span><span class="n">get_symbol</span><span class="p">(</span><span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span> <span class="n">get_key</span><span class="o">=</span><span class="s2">&quot;derivatives&quot;</span><span class="p">)</span>
</span><span id="L-37"><a href="#L-37"><span class="linenos">37</span></a> <span class="n">params</span> <span class="o">=</span> <span class="p">{</span>
</span><span id="L-38"><a href="#L-38"><span class="linenos">38</span></a> <span class="s2">&quot;symbol&quot;</span><span class="p">:</span> <span class="n">symbol</span><span class="p">,</span>
Expand Down Expand Up @@ -1538,7 +1538,7 @@ <h1 class="modulename">
</span><span id="L-75"><a href="#L-75"><span class="linenos">75</span></a><span class="sd"> &quot;&quot;&quot;</span>
</span><span id="L-76"><a href="#L-76"><span class="linenos">76</span></a> <span class="n">cookies</span> <span class="o">=</span> <span class="n">utils</span><span class="o">.</span><span class="n">get_cookies</span><span class="p">()</span>
</span><span id="L-77"><a href="#L-77"><span class="linenos">77</span></a> <span class="n">base_url</span> <span class="o">=</span> <span class="n">cns</span><span class="o">.</span><span class="n">BASE_URL</span>
</span><span id="L-78"><a href="#L-78"><span class="linenos">78</span></a> <span class="n">event_api</span> <span class="o">=</span> <span class="n">cns</span><span class="o">.</span><span class="n">FUTURES_PRICE</span>
</span><span id="L-78"><a href="#L-78"><span class="linenos">78</span></a> <span class="n">event_api</span> <span class="o">=</span> <span class="n">cns</span><span class="o">.</span><span class="n">FNO_HISTORY</span>
</span><span id="L-79"><a href="#L-79"><span class="linenos">79</span></a> <span class="n">params</span> <span class="o">=</span> <span class="p">{</span>
</span><span id="L-80"><a href="#L-80"><span class="linenos">80</span></a> <span class="s2">&quot;symbol&quot;</span><span class="p">:</span> <span class="n">symbol</span><span class="p">,</span>
</span><span id="L-81"><a href="#L-81"><span class="linenos">81</span></a> <span class="s2">&quot;from&quot;</span><span class="p">:</span> <span class="p">(</span><span class="n">datetime</span><span class="o">.</span><span class="n">now</span><span class="p">()</span> <span class="o">-</span> <span class="n">timedelta</span><span class="p">(</span><span class="n">days</span><span class="o">=</span><span class="mi">3</span><span class="p">))</span><span class="o">.</span><span class="n">strftime</span><span class="p">(</span><span class="s2">&quot;</span><span class="si">%d</span><span class="s2">-%m-%Y&quot;</span><span class="p">),</span>
Expand Down Expand Up @@ -1610,7 +1610,7 @@ <h1 class="modulename">
</span><span id="get_future_price-33"><a href="#get_future_price-33"><span class="linenos">33</span></a><span class="sd"> &quot;&quot;&quot;</span>
</span><span id="get_future_price-34"><a href="#get_future_price-34"><span class="linenos">34</span></a> <span class="n">cookies</span> <span class="o">=</span> <span class="n">utils</span><span class="o">.</span><span class="n">get_cookies</span><span class="p">()</span>
</span><span id="get_future_price-35"><a href="#get_future_price-35"><span class="linenos">35</span></a> <span class="n">base_url</span> <span class="o">=</span> <span class="n">cns</span><span class="o">.</span><span class="n">BASE_URL</span>
</span><span id="get_future_price-36"><a href="#get_future_price-36"><span class="linenos">36</span></a> <span class="n">event_api</span> <span class="o">=</span> <span class="n">cns</span><span class="o">.</span><span class="n">FUTURES_PRICE</span>
</span><span id="get_future_price-36"><a href="#get_future_price-36"><span class="linenos">36</span></a> <span class="n">event_api</span> <span class="o">=</span> <span class="n">cns</span><span class="o">.</span><span class="n">FNO_HISTORY</span>
</span><span id="get_future_price-37"><a href="#get_future_price-37"><span class="linenos">37</span></a> <span class="n">symbol</span> <span class="o">=</span> <span class="n">utils</span><span class="o">.</span><span class="n">get_symbol</span><span class="p">(</span><span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span> <span class="n">get_key</span><span class="o">=</span><span class="s2">&quot;derivatives&quot;</span><span class="p">)</span>
</span><span id="get_future_price-38"><a href="#get_future_price-38"><span class="linenos">38</span></a> <span class="n">params</span> <span class="o">=</span> <span class="p">{</span>
</span><span id="get_future_price-39"><a href="#get_future_price-39"><span class="linenos">39</span></a> <span class="s2">&quot;symbol&quot;</span><span class="p">:</span> <span class="n">symbol</span><span class="p">,</span>
Expand Down Expand Up @@ -1687,7 +1687,7 @@ <h1 class="modulename">
</span><span id="get_future_expdate-76"><a href="#get_future_expdate-76"><span class="linenos">76</span></a><span class="sd"> &quot;&quot;&quot;</span>
</span><span id="get_future_expdate-77"><a href="#get_future_expdate-77"><span class="linenos">77</span></a> <span class="n">cookies</span> <span class="o">=</span> <span class="n">utils</span><span class="o">.</span><span class="n">get_cookies</span><span class="p">()</span>
</span><span id="get_future_expdate-78"><a href="#get_future_expdate-78"><span class="linenos">78</span></a> <span class="n">base_url</span> <span class="o">=</span> <span class="n">cns</span><span class="o">.</span><span class="n">BASE_URL</span>
</span><span id="get_future_expdate-79"><a href="#get_future_expdate-79"><span class="linenos">79</span></a> <span class="n">event_api</span> <span class="o">=</span> <span class="n">cns</span><span class="o">.</span><span class="n">FUTURES_PRICE</span>
</span><span id="get_future_expdate-79"><a href="#get_future_expdate-79"><span class="linenos">79</span></a> <span class="n">event_api</span> <span class="o">=</span> <span class="n">cns</span><span class="o">.</span><span class="n">FNO_HISTORY</span>
</span><span id="get_future_expdate-80"><a href="#get_future_expdate-80"><span class="linenos">80</span></a> <span class="n">params</span> <span class="o">=</span> <span class="p">{</span>
</span><span id="get_future_expdate-81"><a href="#get_future_expdate-81"><span class="linenos">81</span></a> <span class="s2">&quot;symbol&quot;</span><span class="p">:</span> <span class="n">symbol</span><span class="p">,</span>
</span><span id="get_future_expdate-82"><a href="#get_future_expdate-82"><span class="linenos">82</span></a> <span class="s2">&quot;from&quot;</span><span class="p">:</span> <span class="p">(</span><span class="n">datetime</span><span class="o">.</span><span class="n">now</span><span class="p">()</span> <span class="o">-</span> <span class="n">timedelta</span><span class="p">(</span><span class="n">days</span><span class="o">=</span><span class="mi">3</span><span class="p">))</span><span class="o">.</span><span class="n">strftime</span><span class="p">(</span><span class="s2">&quot;</span><span class="si">%d</span><span class="s2">-%m-%Y&quot;</span><span class="p">),</span>
Expand Down
10 changes: 5 additions & 5 deletions docs/html/nsedt/resources/constants.html
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Expand Up @@ -1483,7 +1483,7 @@ <h2>API Documentation</h2>
<a class="variable" href="#VIX_HISTORY">VIX_HISTORY</a>
</li>
<li>
<a class="variable" href="#FUTURES_PRICE">FUTURES_PRICE</a>
<a class="variable" href="#FNO_HISTORY">FNO_HISTORY</a>
</li>
</ul>

Expand Down Expand Up @@ -1551,7 +1551,7 @@ <h1 class="modulename">
</span><span id="L-37"><a href="#L-37"><span class="linenos">37</span></a><span class="n">OPTIONS_PRICE_INDICES</span> <span class="o">=</span> <span class="s2">&quot;api/option-chain-indices?&quot;</span>
</span><span id="L-38"><a href="#L-38"><span class="linenos">38</span></a><span class="n">INDICES</span> <span class="o">=</span> <span class="p">[</span><span class="s2">&quot;NIFTY&quot;</span><span class="p">,</span> <span class="s2">&quot;FINNIFTY&quot;</span><span class="p">,</span> <span class="s2">&quot;BANKNIFTY&quot;</span><span class="p">]</span>
</span><span id="L-39"><a href="#L-39"><span class="linenos">39</span></a><span class="n">VIX_HISTORY</span> <span class="o">=</span> <span class="s2">&quot;api/historical/vixhistory?&quot;</span>
</span><span id="L-40"><a href="#L-40"><span class="linenos">40</span></a><span class="n">FUTURES_PRICE</span> <span class="o">=</span> <span class="s2">&quot;api/historical/foCPV?&quot;</span>
</span><span id="L-40"><a href="#L-40"><span class="linenos">40</span></a><span class="n">FNO_HISTORY</span> <span class="o">=</span> <span class="s2">&quot;api/historical/foCPV?&quot;</span>
</span></pre>
</div>

Expand Down Expand Up @@ -1864,14 +1864,14 @@ <h1 class="modulename">


</section>
<section id="FUTURES_PRICE">
<section id="FNO_HISTORY">
<div class="attr variable">
<span class="name">FUTURES_PRICE</span> =
<span class="name">FNO_HISTORY</span> =
<span class="default_value">&#39;api/historical/foCPV?&#39;</span>


</div>
<a class="headerlink" href="#FUTURES_PRICE"></a>
<a class="headerlink" href="#FNO_HISTORY"></a>



Expand Down
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