backendfastapi / app /build_nse_fno.py
eshan6704's picture
Update app/build_nse_fno.py
06d5ee5 verified
import zipfile
import io
import pandas as pd
import requests
from datetime import datetime as dt
from . import persist # your persist.py
NSE_FO_BASE = "https://archives.nseindia.com/content/fo"
# -------------------------------
# Helper for FO cache naming
# -------------------------------
def fo_cache_name(fo_date: str):
return f"BHAV_{fo_date.replace('-', '')}"
def html_cache_name(symbol: str, fo_date: str):
return f"HTML_{symbol}_{fo_date.replace('-', '')}"
# -------------------------------
# Fetch FO Bhavcopy (requests)
# -------------------------------
def fetch_fo_bhavcopy(fo_date: str) -> pd.DataFrame:
date = dt.strptime(fo_date, "%d-%m-%Y").date()
ymd = date.strftime("%Y%m%d")
file_name = f"BhavCopy_NSE_FO_0_0_0_{ymd}_F_0000.csv"
zip_name = f"{file_name}.zip"
url = f"{NSE_FO_BASE}/{zip_name}"
headers = {"User-Agent": "Mozilla/5.0"}
r = requests.get(url, headers=headers, timeout=10)
if r.status_code != 200:
raise RuntimeError(f"FO bhavcopy download failed ({r.status_code})")
with zipfile.ZipFile(io.BytesIO(r.content)) as z:
if file_name not in z.namelist():
raise RuntimeError("FO bhavcopy CSV missing inside zip")
with z.open(file_name) as f:
df = pd.read_csv(f)
# Save FO dataframe via persist
persist.save(fo_cache_name(fo_date), df, "pkl")
return df
# -------------------------------
# Option Chain Builder
# -------------------------------
def build_option_chain(df: pd.DataFrame) -> pd.DataFrame:
rename = {
"ClsPric": "close",
"PrvsClsgPric": "pre",
"OpnIntrst": "oi",
"ChngInOpnIntrst": "oi_chg",
"TtlTradgVol": "vol"
}
df = df.rename(columns=rename)
ce = df[df["OptnTp"] == "CE"].rename(columns={c: f"ce_{c}" for c in df.columns})
pe = df[df["OptnTp"] == "PE"].rename(columns={c: f"pe_{c}" for c in df.columns})
chain = pd.merge(
ce, pe,
left_on="ce_StrkPric",
right_on="pe_StrkPric",
how="outer"
)
chain["StrkPric"] = chain["ce_StrkPric"].combine_first(chain["pe_StrkPric"])
keep = [
"ce_oi", "ce_oi_chg", "ce_vol", "ce_close", "ce_pre",
"StrkPric",
"pe_pre", "pe_close", "pe_vol", "pe_oi_chg", "pe_oi"
]
out = chain[keep].fillna(0).sort_values("StrkPric")
for c in out.columns:
out[c] = pd.to_numeric(out[c], errors="coerce").fillna(0)
return out.reset_index(drop=True)
# -------------------------------
# Main HTML builder with persist
# -------------------------------
def nse_fno_html(fo_date: str, symbol: str) -> str:
html_name = html_cache_name(symbol, fo_date)
fo_name = fo_cache_name(fo_date)
# 1️⃣ Check if HTML exists
if persist.exists(html_name, "html"):
html = persist.load(html_name, "html")
if html:
return html
# 2️⃣ Check if FO dataframe exists
if persist.exists(fo_name, "pkl"):
fo_df = persist.load(fo_name, "pkl")
else:
fo_df = fetch_fo_bhavcopy(fo_date)
if fo_df.empty:
html = "<h3>FO Bhavcopy empty</h3>"
persist.save(html_name, html, "html")
return html
fo = fo_df.copy()
exp = pd.to_datetime(fo["FininstrmActlXpryDt"], errors="coerce")
today = pd.Timestamp.today().normalize()
monthly = exp[exp >= today].groupby([exp.dt.year, exp.dt.month]).max()
if monthly.empty:
html = "<h3>No valid expiry</h3>"
persist.save(html_name, html, "html")
return html
expiry = monthly.iloc[0].strftime("%d-%m-%Y")
fo["EXP"] = exp.dt.strftime("%d-%m-%Y")
df = fo[(fo["TckrSymb"] == symbol) & (fo["EXP"] == expiry)]
if df.empty:
html = f"<h3>No F&O data for {symbol}</h3>"
persist.save(html_name, html, "html")
return html
fut_df = df[df["FinInstrmTp"].isin(["STF", "IDF"])]
opt_df = df[df["FinInstrmTp"].isin(["STO", "IDO"])]
opt_chain = build_option_chain(opt_df)
html = f"""
<!DOCTYPE html>
<html>
<head>
<meta charset="UTF-8">
<style>
body {{ font-family: Arial; margin: 12px; background:#f5f5f5; }}
table {{ border-collapse: collapse; width: 100%; background:white; }}
th, td {{ border:1px solid #bbb; padding:6px; text-align:center; }}
th {{ background:#2e7d32; color:white; }}
h2,h3,h4 {{ margin:6px 0; }}
</style>
</head>
<body>
<h2>NSE F&O : {symbol}</h2>
<h4>Expiry: {expiry}</h4>
<h3>Futures</h3>
{fut_df.to_html(index=False) if not fut_df.empty else "<i>No Futures</i>"}
<h3>Option Chain</h3>
{opt_chain.to_html(index=False) if not opt_chain.empty else "<i>No Options</i>"}
</body>
</html>
"""
persist.save(html_name, html, "html")
return html