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oldmonkABA / create-kiteconnect-candlestick-q.py

Last active August 1, 2024 05:32

Implementation of ticks to 1min and 15 mins candles in zerodha kiteconnect using python queues. This code is modified version of the code given in http://ezeetrading.in/Articles/Candles_formation_from_tick_data_zerodha.html. The difference is that in on_ticks functions the only action performed is that the ticks are place in a event queue. This …

	################## Ticks to candles in kiteconnect python ####################
	# Author : Arun B
	# Reference : http://ezeetrading.in/Articles/Candles_formation_from_tick_data_zerodha.html
	# Purpose : Convert ticks to candles by putting ticks in a queue. This redues time wasted in on_ticks function
	################################################################################

	from kiteconnect import KiteTicker
	import datetime
	from copy import copy
	import queue

ganigithub / historical_data_funciton.py

Last active October 3, 2022 07:57

	def instrument_token(data, symbol):
	"""
	This function will return the token number of the instrument from data
	"""
	return data[data.tradingsymbol == symbol].instrument_token.values[0]

	def historical_data(symbol, from_date, to_date, interval):
	"""
	This function will return historical data of the instrument for specific period of days for specific interval
	"""