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Create build_nse_fno.py

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  1. build_nse_fno.py +116 -0
build_nse_fno.py ADDED
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+ # build_nse_fno.py
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+ import subprocess, zipfile, pandas as pd, datetime, os, tempfile
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+
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+ # ----------------- Fetch Bhavcopy -----------------
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+ def fo_bhavcopy(date_input) -> pd.DataFrame:
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+ if isinstance(date_input, str):
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+ date = datetime.datetime.strptime(date_input, "%d-%m-%Y").date()
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+ elif isinstance(date_input, datetime.datetime):
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+ date = date_input.date()
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+ elif isinstance(date_input, datetime.date):
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+ date = date_input
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+ else:
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+ raise ValueError("Invalid date format. Use dd-mm-yyyy")
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+
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+ ymd = date.strftime("%Y%m%d")
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+ file_name = f"BhavCopy_NSE_FO_0_0_0_{ymd}_F_0000.csv"
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+ zip_name = f"{file_name}.zip"
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+ url = f"https://nsearchives.nseindia.com/content/fo/{zip_name}"
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+
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+ with tempfile.TemporaryDirectory() as tmpdir:
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+ zip_path = os.path.join(tmpdir, zip_name)
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+ cmd = ["curl", "-L", "-A", "Mozilla/5.0 (Windows NT 10.0; Win64; x64)",
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+ "--tlsv1.2", "--compressed", "-o", zip_path, url]
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+ res = subprocess.run(cmd, stdout=subprocess.PIPE, stderr=subprocess.PIPE)
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+ if res.returncode != 0 or not os.path.exists(zip_path) or os.path.getsize(zip_path) < 1024:
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+ raise RuntimeError("Download failed or blocked")
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+ with zipfile.ZipFile(zip_path) as z, z.open(file_name) as f:
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+ df = pd.read_csv(f)
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+ return df
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+
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+ # ----------------- Build Option Chain -----------------
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+ def build_option_chain(opt_df):
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+ drop = ["FininstrmActlXpryDt","FinInstrmTp","TckrSymb","TtlNbOfTxsExctd",
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+ "NewBrdLotQty","EXP_DMY","SttlmPric",'OpnPric','HghPric','LwPric','TtlTrfVal']
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+ rename = {"ClsPric":"close","PrvsClsgPric":"pre","OpnIntrst":"oi",
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+ "ChngInOpnIntrst":"oi_chg","TtlTradgVol":"vol"}
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+ opt_df = opt_df.drop(drop, axis=1).rename(columns=rename)
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+
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+ ce = opt_df[opt_df['OptnTp']=='CE'].rename(columns={c:f"ce_{c}" for c in opt_df.columns})
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+ pe = opt_df[opt_df['OptnTp']=='PE'].rename(columns={c:f"pe_{c}" for c in opt_df.columns})
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+
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+ chain = pd.merge(ce, pe, left_on='ce_StrkPric', right_on='pe_StrkPric', how='outer')
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+ chain['StrkPric'] = chain['ce_StrkPric'].combine_first(chain['pe_StrkPric'])
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+ chain.drop(columns=['ce_StrkPric','pe_StrkPric','ce_OptnTp','pe_OptnTp','ce_UndrlygPric','pe_UndrlygPric'], inplace=True)
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+ chain = chain.fillna(0).sort_values('StrkPric').reset_index(drop=True)
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+
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+ cols = ['ce_oi','ce_oi_chg','ce_vol','ce_close','ce_pre','StrkPric',
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+ 'pe_pre','pe_close','pe_vol','pe_oi_chg','pe_oi']
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+ df = chain[cols].copy()
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+ for c in ['ce_close','ce_pre','pe_close','pe_pre']:
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+ df[c] = df[c].apply(lambda x: f"{x:.2f}")
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+ for c in ['ce_oi','ce_oi_chg','ce_vol','pe_vol','pe_oi_chg','pe_oi','StrkPric']:
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+ df[c] = df[c].astype(int)
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+ return df
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+
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+ # ----------------- HTML Rendering -----------------
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+ def df_to_html(df, title=None):
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+ style = (
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+ "<style>"
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+ "table {border-collapse: collapse; width: 100%; font-family: Arial, sans-serif;}"
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+ "th, td {border: 1px solid #ddd; padding: 8px; text-align: center;}"
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+ "th {background-color: #4CAF50; color: white;}"
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+ "tr:nth-child(even){background-color: #f2f2f2;}"
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+ "tr:hover {background-color: #ddd;}"
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+ "</style>"
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+ )
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+ html = df.to_html(index=False, escape=False)
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+ if title: html = f"<h3>{title}</h3>" + html
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+ return style + html
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+
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+ # ----------------- Main Combined Function -----------------
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+ def nse_fno_html(fo_date, symbol):
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+ """
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+ Fetch NSE F&O data and return a single HTML string
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+ containing common, future, and option tables
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+ """
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+ fo_df = fo_bhavcopy(fo_date)
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+ fo = fo_df.copy().drop(['ISIN','Rmks','SctySrs','Rsvd1','Rsvd2','Rsvd3','Rsvd4'], axis=1, errors='ignore')
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+
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+ # Common Info
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+ drop_cols = ['TradDt','BizDt','Sgmt','Src','SsnId','FinInstrmId','XpryDt','FinInstrmNm','LastPric']
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+ common_df = pd.DataFrame([fo.loc[fo.index[1], drop_cols]])
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+
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+ # Determine expiry
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+ exp = pd.to_datetime(fo['FininstrmActlXpryDt'], errors='coerce')
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+ today = pd.Timestamp.today().normalize()
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+ monthly_exp = exp[exp>=today].groupby([exp.dt.year, exp.dt.month]).max().sort_values()
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+ if monthly_exp.empty: return "<h3>No valid expiry found</h3>"
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+ expiry = monthly_exp.iloc[0].strftime("%d-%m-%Y")
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+ common_df.insert(0, 'Expiry', expiry)
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+
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+ # Filter by symbol + expiry
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+ fo['EXP_DMY'] = pd.to_datetime(fo['FininstrmActlXpryDt']).dt.strftime("%d-%m-%Y")
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+ df = fo[(fo['TckrSymb']==symbol) & (fo['EXP_DMY']==expiry)].copy()
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+ df.drop(columns=drop_cols, inplace=True, errors='ignore')
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+
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+ future_df = df[(df['FinInstrmTp']=='STF') | (df['FinInstrmTp']=='IDF')].copy()
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+ option_df = df[(df['FinInstrmTp']=='STO') | (df['FinInstrmTp']=='IDO')].copy()
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+ option_chain_df = build_option_chain(option_df)
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+
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+ # Build combined HTML
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+ html = df_to_html(common_df, "Common Info") + "<br><br>"
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+ html += df_to_html(future_df, "Future Contracts") + "<br><br>"
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+ html += df_to_html(option_chain_df, "Option Chain")
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+ return html
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+ '''
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+ # ----------------- Example Usage -----------------
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+ if __name__ == "__main__":
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+ date_str = "16-12-2025"
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+ symbol = "NIFTY"
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+ html_output = nse_fno_html(date_str, symbol)
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+ # Save to file or render in web page
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+ with open("fno.html", "w") as f:
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+ f.write(html_output)
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+ print("HTML saved to fno.html")
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+ '''