26dhruv
ganigithub
/ historical_data_funciton.py
Last active
October 3, 2022 07:57
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| 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 | |
| """ |
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 …
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| ################## 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 |