nsedt.derivatives.futures

 1""" 
 2get data for Futures
 3"""
 4import urllib
 5from datetime import datetime, timedelta
 6
 7from nsedt import utils
 8from nsedt.resources import constants as cns
 9from nsedt.utils import data_format
10
11
12def get_future_price(
13    symbol: str,
14    start_date: str,
15    end_date: str,
16    expiry_date: str = None,
17    response_type: str = "panda_df",
18    columns_drop_list: list = None,
19):
20    """
21        get future price of stock / indices
22    Args:
23        symbol (str): _description_
24        start_date (str): _description_
25        end_date (str): _description_
26        expiry_date (str, optional): _description_. Defaults to None.
27        response_type (str, optional): _description_. Defaults to "panda_df".
28        columns_drop_list (list, optional): _description_. Defaults to None.
29
30    Returns:
31        _type_: _description_
32    """
33    cookies = utils.get_cookies()
34    base_url = cns.BASE_URL
35    event_api = cns.FNO_HISTORY
36    symbol = utils.get_symbol(symbol=symbol, get_key="derivatives")
37    params = {
38        "symbol": symbol,
39        "from": start_date,
40        "to": end_date,
41    }
42    if symbol in cns.INDICES:
43        params["instrumentType"] = "FUTIDX"
44    else:
45        params["instrumentType"] = "FUTSTK"
46
47    url = base_url + event_api + urllib.parse.urlencode(params)
48    data = utils.fetch_url(url, cookies, response_type="json")
49
50    if expiry_date:
51        filtered_data = [
52            record
53            for record in data["data"]
54            if record["FH_EXPIRY_DT"]
55            == datetime.strptime(expiry_date, "%d-%m-%Y").strftime("%d-%b-%Y")
56        ]
57    else:
58        filtered_data = data["data"]
59
60    return data_format.derivatives_futures(
61        filtered_data,
62        response_type=response_type,
63        columns_drop_list=columns_drop_list,
64    )
65
66
67def get_future_expdate(symbol: str) -> list:
68    """get expiry dates of futures
69
70    Args:
71        symbol (str): symbol name
72
73    Returns:
74        list: expiry dates
75    """
76    cookies = utils.get_cookies()
77    base_url = cns.BASE_URL
78    event_api = cns.FNO_HISTORY
79    params = {
80        "symbol": symbol,
81        "from": (datetime.now() - timedelta(days=3)).strftime("%d-%m-%Y"),
82        "to": datetime.now().strftime("%d-%m-%Y"),
83    }
84    if symbol in cns.INDICES:
85        params["instrumentType"] = "FUTIDX"
86    else:
87        params["instrumentType"] = "FUTSTK"
88
89    url = base_url + event_api + urllib.parse.urlencode(params)
90    data = utils.fetch_url(url, cookies, response_type="json")
91    ret = []
92    for rec in data["data"]:
93        ret.append(
94            datetime.strptime(rec["FH_EXPIRY_DT"], "%d-%b-%Y").strftime("%d-%m-%Y")
95        )
96    return list(set(ret))