jugaad trader sample code

gistfile1.txt

from datetime import date, timedelta
from jugaad_data.nse import bhavcopy_save
from mysql_details import mydb
from mysql_details import cursor
import pandas as pd
from tenacity import retry, stop_after_attempt
from jugaad_trader import Zerodha
from sqlalchemy import create_engine
import urllib.parse
import pprint as pp

SQL = "INSERT IGNORE INTO OHLC_DATA (STOCK, DATA_DATE, TIMEFRAME, OPEN, CLOSE, HIGH, LOW, VOLUME) values (%s, " \
      "%s, %s, %s, %s, %s, %s, %s)"

db_connection_str = 'mysql+pymysql://root:%s@localhost/PERSONAL' % urllib.parse.quote_plus('mysql@123')
db_connection = create_engine(db_connection_str)

WEEKLY_FAILED_LIST = []
SUFFIX_LIST = ['', '-BE', '-BZ']
kite = Zerodha()
kite.set_access_token()


def get_unique_stock_list():
    stock_list = []
    print("-------------------------------------------------------")
    print("Fetching list of unique stocks from DB...")
    df = pd.read_sql('select DISTINCT(STOCK) from MARKET_DATA', con=db_connection)
    for index, rows in df.iterrows():
        stock_list.append(rows['STOCK'])
    print("Total unique stocks in DB: " + str(len(stock_list)))
    return stock_list


def get_last_sunday():
    today = date.today()
    idx = (today.weekday() + 1) % 7
    sun = today - timedelta(idx)
    return sun


def download_latest_weekly_candle():
    end_date = date.today()
    start_date = end_date - timedelta(weeks=1)
    stock_list = get_unique_stock_list()
    for stock in stock_list:
        download_weekly_stock_data(stock, start_date, end_date)
    print("Following stocks could not be downloaded: ")
    pp.pprint(WEEKLY_FAILED_LIST)


def download_weekly_historical_data(weeks=30):
    end_date = get_last_sunday()
    start_date = end_date - timedelta(weeks=weeks)
    stock_list = get_unique_stock_list()
    for stock in stock_list:
        download_weekly_stock_data(stock, start_date, end_date)
    print("Following stocks could not be downloaded: ")
    pp.pprint(WEEKLY_FAILED_LIST)


def download_weekly_stock_data(symbol, from_, to):
    df = download_from_kite(symbol, from_, to)
    weekly_data = []
    for idx, row in df.iterrows():
        insert_data = (symbol, row['date'].strftime('%Y-%m-%d %H:%M:%S'), 'WEEKLY', row['open'],
                       row['close'], row['high'], row['low'], row['volume'])
        weekly_data.append(insert_data)
    cursor.executemany(SQL, weekly_data)
    mydb.commit()
    print("Saved data in DB for stock: {}".format(symbol))


def download_from_kite(symbol, from_, to, retry_count=0):
    if retry_count == len(SUFFIX_LIST):  # Not able to download even after applying suffix.
        WEEKLY_FAILED_LIST.append(symbol)
        return pd.DataFrame()
    updated_symbol = symbol + SUFFIX_LIST[retry_count]
    try:
        instrument = 'NSE:' + updated_symbol
        q = kite.ltp(instrument)
        token = q[instrument]['instrument_token']
        data = kite.historical_data(token, from_, to, 'week')
    except Exception:
        print("Could not download weekly data for: {}".format(updated_symbol))
        retry_count += 1
        return download_from_kite(symbol, from_, to, retry_count)
    return pd.DataFrame(data)


def download_latest_daily_data():
    date_ = date.today()
    download_daily_data(date_)


def download_daily_historical_data(days=30):
    end_date = date.today()
    start_date = end_date - timedelta(days=days)
    while start_date <= end_date:
        download_daily_data(start_date)
        start_date += timedelta(days=1)


def download_daily_data(date_):
    f = download_day_data(date_)
    if f is not None:
        print("Downloaded data for date: {}".format(str(date_)))
        df = pd.read_csv(f)
        day_data = []
        for idx, row in df.iterrows():
            insert_data = (row['SYMBOL'], date_.strftime('%Y-%m-%d %H:%M:%S'), 'DAILY', row['OPEN'],
                           row['CLOSE'], row['HIGH'], row['LOW'], row['TOTTRDQTY'])
            day_data.append(insert_data)
        cursor.executemany(SQL, day_data)
        mydb.commit()
        print("Saved data in DB for date: {}".format(str(date_)))
    else:
        print("Skipped day: {}".format(str(date_)))


@retry(stop=stop_after_attempt(1))
def download_day_data(data_date):
    try:
        f = bhavcopy_save(data_date, "data/")
        return f
    except Exception:
        return None


def main():
    download_daily_historical_data(days=20)
    download_weekly_historical_data(weeks=4)
    # download_latest_weekly_candle()
    # download_latest_daily_data()


# Using the special variable
# __name__
if __name__ == "__main__":
    main()