Upload 42 files

kotak_neo.py

@@ -4,14 +4,16 @@ import os
 import threading
 from csv import DictReader
 from concurrent.futures import ThreadPoolExecutor, as_completed
-from datetime import datetime, timezone
+from datetime import date, datetime, time, timezone
 from pathlib import Path
 from time import monotonic
 from typing import Any
 from urllib.parse import quote
+from zoneinfo import ZoneInfo
 
 import json
 
+import pandas as pd
 import requests
 
 
@@ -23,6 +25,9 @@ DEFAULT_TIMEOUT_SECONDS = 20
 ACCOUNT_TIMEOUT_SECONDS = 7
 DATA_DIR = Path(__file__).resolve().parent / "data"
 KOTAK_ACTIVITY_LOG_PATH = DATA_DIR / "kotak_activity_log.txt"
+NIFTY_1M_PATH = DATA_DIR / "nifty50_1m.parquet"
+NIFTY_1D_PATH = DATA_DIR / "nifty50_1d.parquet"
+IST = ZoneInfo("Asia/Kolkata")
 
 
 class KotakNeoError(Exception):
@@ -71,6 +76,15 @@ def _first_market_number(*values: Any) -> float | None:
     return fallback
 
 
+def _normalize_frame_dates(frame: pd.DataFrame) -> pd.Series:
+    values = pd.to_datetime(frame["date"], errors="coerce")
+    if getattr(values.dt, "tz", None) is None:
+        values = values.dt.tz_localize(IST)
+    else:
+        values = values.dt.tz_convert(IST)
+    return values
+
+
 def _first_text(*values: Any) -> str | None:
     for value in values:
         if isinstance(value, dict):
@@ -396,7 +410,7 @@ class KotakNeoManager:
         with self._lock:
             if not force_refresh:
                 cached = self._quote_cache.get(cache_key)
-                if cached and (monotonic() - float(cached.get("stored_at_monotonic") or 0.0)) < 1.0:
+                if cached and (monotonic() - float(cached.get("stored_at_monotonic") or 0.0)) < 0.25:
                     return dict(cached["payload"])
             context = self._context_locked()
 
@@ -416,12 +430,18 @@ class KotakNeoManager:
             raise KotakNeoError("Kotak Neo did not return a NIFTY 50 quote.")
 
         item = items[0]
+        now_ist = datetime.now(IST)
         last_traded_price = _first_market_number(item.get("last_traded_price"), item.get("ltp"), item.get("iv"))
-        close = _first_market_number(item.get("ic"), item.get("close"), item.get("c"))
-        change = _first_number(item.get("cng"), item.get("change"))
-        change_pct = _first_number(item.get("nc"), item.get("net_change_percentage"))
-        high = _first_market_number(item.get("highPrice"), item.get("high"), item.get("h"), item.get("hp"))
-        low = _first_market_number(item.get("lowPrice"), item.get("low"), item.get("l"), item.get("lp"))
+        live_stats = self._load_nifty50_reference_stats(now_ist, last_traded_price)
+        close = live_stats["previous_close"]
+        change_base = live_stats["return_base"]
+        change = None
+        change_pct = None
+        if last_traded_price is not None and change_base not in (None, 0):
+            change = last_traded_price - change_base
+            change_pct = (change / change_base) * 100.0
+        high = live_stats["range_high"]
+        low = live_stats["range_low"]
         open_price = _first_market_number(item.get("openingPrice"), item.get("open"), item.get("o"))
 
         payload = {
@@ -442,6 +462,8 @@ class KotakNeoManager:
             "open": open_price,
             "high": high,
             "low": low,
+            "return_basis": live_stats["return_basis"],
+            "market_open": live_stats["market_open"],
             "exchange_feed_time": _first_text(item.get("tvalue"), item.get("updRecvTm"), item.get("hsUpTm")),
             "as_of": _utc_now_iso(),
             "source": {
@@ -450,6 +472,7 @@ class KotakNeoManager:
                 "instrument_lookup": reference.get("lookup_mode"),
                 "master_symbol_name": reference.get("master_symbol_name"),
                 "master_trading_symbol": reference.get("master_trading_symbol"),
+                "reference_data": "backend/data/nifty50_1m.parquet + backend/data/nifty50_1d.parquet",
             },
         }
 
@@ -460,6 +483,60 @@ class KotakNeoManager:
             }
         return payload
 
+    def _load_nifty50_reference_stats(self, now_ist: datetime, last_traded_price: float | None) -> dict[str, Any]:
+        today = now_ist.date()
+        market_open = time(9, 15) <= now_ist.time() < time(15, 30)
+
+        daily = pd.read_parquet(NIFTY_1D_PATH, columns=["date", "open", "high", "low", "close"]).copy()
+        daily["date"] = pd.to_datetime(daily["date"], errors="coerce").dt.date
+        daily = daily.dropna(subset=["date"]).sort_values("date")
+
+        previous_close = None
+        today_daily = daily[daily["date"] == today]
+        previous_daily = daily[daily["date"] < today]
+        if not previous_daily.empty:
+            previous_close = _to_float(previous_daily.iloc[-1]["close"])
+
+        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
+
+        minute = pd.read_parquet(NIFTY_1M_PATH, columns=["date", "open", "high", "low", "close"]).copy()
+        minute["date"] = _normalize_frame_dates(minute)
+        minute = minute.dropna(subset=["date"]).sort_values("date")
+        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
+            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
+
+        if market_open:
+            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
+            return_basis = "open"
+        else:
+            range_high = today_high
+            range_low = today_low
+            return_base = previous_close
+            return_basis = "previous_close"
+            if last_traded_price is None:
+                last_traded_price = today_close
+
+        return {
+            "previous_close": previous_close,
+            "return_base": return_base,
+            "return_basis": return_basis,
+            "range_high": range_high,
+            "range_low": range_low,
+            "market_open": market_open,
+        }
+
     def _ensure_authenticated_locked(self) -> None:
         if not self.edit_token or not self.edit_sid or not self.base_url:
             raise KotakNeoSessionRequired("Kotak Neo session is not authenticated.")