Upload 42 files

kotak_neo.py

@@ -113,6 +113,16 @@ def _is_nse_trading_day(day: date) -> bool:
     return not calendar.schedule(start_date=day, end_date=day).empty
 
 
+@lru_cache(maxsize=64)
+def _previous_nse_trading_day(day: date) -> date:
+    candidate = day
+    for _ in range(21):
+        candidate = date.fromordinal(candidate.toordinal() - 1)
+        if _is_nse_trading_day(candidate):
+            return candidate
+    return candidate
+
+
 def _file_version(path: Path) -> tuple[str, int | None, int | None]:
     try:
         stat = path.stat()
@@ -487,7 +497,25 @@ class KotakNeoManager:
         quote_open = _first_market_number(item.get("openingPrice"), item.get("open"), item.get("o"))
         quote_high = _first_market_number(item.get("high"), item.get("highPrice"), item.get("h"))
         quote_low = _first_market_number(item.get("low"), item.get("lowPrice"), item.get("l"))
-        live_stats = self._load_nifty50_reference_stats(now_ist, last_traded_price, quote_open, quote_high, quote_low)
+        quote_previous_close = _first_market_number(
+            item.get("previous_close"),
+            item.get("previousClose"),
+            item.get("prev_close"),
+            item.get("prevClose"),
+            item.get("previousClosePrice"),
+            item.get("prevClosePrice"),
+            item.get("close"),
+            item.get("c"),
+            item.get("ic"),
+        )
+        live_stats = self._load_nifty50_reference_stats(
+            now_ist,
+            last_traded_price,
+            quote_open,
+            quote_high,
+            quote_low,
+            quote_previous_close,
+        )
         close = live_stats["previous_close"]
         change_base = live_stats["return_base"]
         change = None
@@ -520,6 +548,8 @@ class KotakNeoManager:
             "return_basis": live_stats["return_basis"],
             "market_open": live_stats["market_open"],
             "is_trading_session": live_stats["is_trading_session"],
+            "quote_session_date": live_stats["quote_session_date"],
+            "previous_session_date": live_stats["previous_session_date"],
             "exchange_feed_time": _first_text(item.get("tvalue"), item.get("updRecvTm"), item.get("hsUpTm")),
             "as_of": _utc_now_iso(),
             "source": {
@@ -546,59 +576,71 @@ class KotakNeoManager:
         live_open: float | None = None,
         live_high: float | None = None,
         live_low: float | None = None,
+        live_previous_close: float | None = None,
     ) -> dict[str, Any]:
         today = now_ist.date()
         is_trading_session = _is_nse_trading_day(today)
         market_open = is_trading_session and MARKET_OPEN_TIME <= now_ist.time() < MARKET_CLOSE_TIME
+        session_started = is_trading_session and now_ist.time() >= MARKET_OPEN_TIME
+        quote_session_date = today if session_started else _previous_nse_trading_day(today)
+        previous_session_date = _previous_nse_trading_day(quote_session_date)
 
         daily = _load_nifty_daily_frame(_file_version(NIFTY_1D_PATH))
 
         previous_close = None
-        previous_high = None
-        previous_low = None
-        today_daily = daily[daily["date"] == today]
-        previous_daily = daily[daily["date"] < today]
+        session_daily = daily[daily["date"] == quote_session_date]
+        previous_daily = daily[daily["date"] == previous_session_date]
+        if previous_daily.empty:
+            previous_daily = daily[daily["date"] < quote_session_date]
         if not previous_daily.empty:
             previous_row = previous_daily.iloc[-1]
             previous_close = _to_float(previous_row["close"])
-            previous_high = _to_float(previous_row["high"])
-            previous_low = _to_float(previous_row["low"])
 
-        today_open = _to_float(today_daily.iloc[-1]["open"]) if not today_daily.empty else None
-        today_high = _to_float(today_daily.iloc[-1]["high"]) if not today_daily.empty else None
-        today_low = _to_float(today_daily.iloc[-1]["low"]) if not today_daily.empty else None
-        today_close = _to_float(today_daily.iloc[-1]["close"]) if not today_daily.empty else None
+        session_open = _to_float(session_daily.iloc[-1]["open"]) if not session_daily.empty else None
+        session_high = _to_float(session_daily.iloc[-1]["high"]) if not session_daily.empty else None
+        session_low = _to_float(session_daily.iloc[-1]["low"]) if not session_daily.empty else None
+        session_close = _to_float(session_daily.iloc[-1]["close"]) if not session_daily.empty else None
 
-        session_started = is_trading_session and now_ist.time() >= MARKET_OPEN_TIME
+        if live_previous_close is not None:
+            is_same_as_static_ltp = (
+                not session_started
+                and last_traded_price is not None
+                and abs(live_previous_close - last_traded_price) < 0.01
+            )
+            if not is_same_as_static_ltp:
+                previous_close = live_previous_close
 
         if session_started:
-            today_open = live_open or today_open
-            today_high = live_high or today_high
-            today_low = live_low or today_low
+            session_open = live_open or session_open
+            session_high = live_high or session_high
+            session_low = live_low or session_low
 
-            if today_open is None or today_high is None or today_low is None:
+            if session_open is None or session_high is None or session_low is None:
                 minute = _load_nifty_minute_frame(_file_version(NIFTY_1M_PATH))
                 today_minute = minute[minute["date"].dt.date == today]
                 if not today_minute.empty:
-                    today_open = _to_float(today_minute.iloc[0]["open"]) or today_open
+                    session_open = _to_float(today_minute.iloc[0]["open"]) or session_open
                     minute_high = pd.to_numeric(today_minute["high"], errors="coerce").max()
                     minute_low = pd.to_numeric(today_minute["low"], errors="coerce").min()
-                    today_high = _to_float(minute_high) or today_high
-                    today_low = _to_float(minute_low) or today_low
-                    today_close = _to_float(today_minute.iloc[-1]["close"]) or today_close
+                    session_high = _to_float(minute_high) or session_high
+                    session_low = _to_float(minute_low) or session_low
+                    session_close = _to_float(today_minute.iloc[-1]["close"]) or session_close
+        else:
+            session_high = live_high or session_high
+            session_low = live_low or session_low
 
         if session_started:
-            range_high = max([value for value in [today_high, last_traded_price] if value is not None], default=None)
-            range_low = min([value for value in [today_low, last_traded_price] if value is not None], default=None)
-            return_base = today_open
+            range_high = max([value for value in [session_high, last_traded_price] if value is not None], default=None)
+            range_low = min([value for value in [session_low, last_traded_price] if value is not None], default=None)
+            return_base = session_open
             return_basis = "open"
         else:
-            range_high = previous_high
-            range_low = previous_low
+            range_high = session_high
+            range_low = session_low
             return_base = previous_close
             return_basis = "previous_close"
             if last_traded_price is None:
-                last_traded_price = today_close
+                last_traded_price = session_close
 
         return {
             "previous_close": previous_close,
@@ -608,6 +650,8 @@ class KotakNeoManager:
             "range_low": range_low,
             "market_open": market_open,
             "is_trading_session": is_trading_session,
+            "quote_session_date": quote_session_date.isoformat(),
+            "previous_session_date": previous_session_date.isoformat(),
         }
 
     def _ensure_authenticated_locked(self) -> None: