Update app.py
Browse files
app.py
CHANGED
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@@ -143,46 +143,32 @@ def fetch_series(
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t_end = f"{date} {end_time}:59"
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if mode == "advanced":
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# 1. Fetch available instruments
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inst_data = sb_rpc("get_instruments_for_expiry", {"p_date": date, "p_root": root, "p_expiry": expiry})
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instruments = [r['instrument_name'] for r in inst_data]
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if not instruments:
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return JSONResponse({"error": f"No data found for expiry {expiry}", "labels":[], "P":[]})
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# 2. Intelligent Default Selection (Spot
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ref_instrument = instrument
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if not ref_instrument:
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spot_keys =[k for k in instruments if k.endswith('-INDEX') or k.endswith('-EQ')]
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fut_keys = [k for k in instruments if 'FUT' in k]
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if spot_keys:
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ref_instrument = spot_keys[0]
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elif fut_keys:
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ref_instrument = fut_keys[0]
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else:
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return JSONResponse({"error": f"Ref Instrument '{ref_instrument}' not found in DB for this expiry. Please re-select from dropdown.", "labels": [], "P":[]})
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# 3. Build Strike Map correctly handling Fyers date strings (e.g. NIFTY2630224000CE -> 24000)
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strike_map = {}
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for k in instruments:
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if k.endswith('CE') or k.endswith('PE'):
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# Fyers string: 2 digits(YY) + 3 Alphanumeric(M DD/MMM) + Strike + CE/PE
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match = re.search(r'\d{2}[A-Z0-9]{3}(\d+(\.\d+)?)(?:CE|PE)$', k)
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if match:
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strike_map[k] = float(match.group(1))
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else:
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# Fallback
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match2 = re.search(r'(\d+(\.\d+)?)(?:CE|PE)$', k)
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if match2:
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strike_map[k] = float(match2.group(1))
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if not strike_map:
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return JSONResponse({"error": "No options available to build ATM map.", "labels":[], "P":[]})
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#
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params = {
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"p_root": root,
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"p_expiry": expiry,
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@@ -190,7 +176,7 @@ def fetch_series(
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"p_end_time": t_end,
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"p_ref_instrument": ref_instrument,
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"p_atm_range": atm_range,
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"p_strike_map":
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}
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records = sb_rpc("get_advanced_chart_data", params)
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@@ -209,13 +195,14 @@ def fetch_series(
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records = sb_rpc("get_normal_chart_data", params)
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if not records or (isinstance(records, dict) and records.get("error")):
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df = pd.DataFrame(records)
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if df.empty:
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return JSONResponse({"error": "Dataframe Empty", "labels": [], "P":[]})
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# Rename
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df.rename(columns={
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"tick_ts": "ts",
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"b_qty": "buy_qty",
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@@ -226,6 +213,7 @@ def fetch_series(
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df['ts'] = pd.to_datetime(df['ts'])
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df.set_index('ts', inplace=True)
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tf_map = {
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"1min": "1min", "3min": "3min", "5min": "5min",
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"15min": "15min", "30min": "30min", "1hour": "1h"
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@@ -233,24 +221,27 @@ def fetch_series(
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panda_tf = tf_map.get(timeframe, "1min")
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agg_dict = {
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"price": "last", "volume": "
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"buy_qty": "mean", "sell_qty": "mean",
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"cb": "mean", "cs": "mean", "pb": "mean", "ps": "mean"
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}
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response_data = {
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"labels": resampled.index.strftime('%H:%M').tolist(),
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"P": resampled['price'].tolist(),
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"B": resampled['buy_qty'].tolist(),
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"S": resampled['sell_qty'].tolist(),
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"V": resampled['volume'].tolist(),
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"OI": resampled['oi'].tolist(),
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"CB": resampled['cb'].tolist(),
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"CS": resampled['cs'].tolist(),
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"PB": resampled['pb'].tolist(),
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"PS": resampled['ps'].tolist()
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}
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return JSONResponse(response_data)
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t_end = f"{date} {end_time}:59"
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if mode == "advanced":
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# 1. Fetch available instruments (Lightweight metadata fetch)
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inst_data = sb_rpc("get_instruments_for_expiry", {"p_date": date, "p_root": root, "p_expiry": expiry})
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instruments = [r['instrument_name'] for r in inst_data]
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if not instruments:
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return JSONResponse({"error": f"No data found for expiry {expiry}", "labels":[], "P":[]})
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# 2. Intelligent Default Selection (Spot > Future > First Available)
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ref_instrument = instrument
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# If user left instrument blank, find the best reference (Index or Future)
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if not ref_instrument:
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spot_keys = [k for k in instruments if k.endswith('-INDEX') or k.endswith('-EQ')]
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fut_keys = [k for k in instruments if 'FUT' in k]
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if spot_keys:
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ref_instrument = spot_keys[0]
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elif fut_keys:
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ref_instrument = fut_keys[0]
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else:
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# Fallback: Find first key that is NOT an option
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others = [k for k in instruments if not k.endswith('CE') and not k.endswith('PE')]
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ref_instrument = others[0] if others else instruments[0]
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# 3. Call Postgres (Logic is now 100% inside DB)
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# We pass empty dict for p_strike_map as it is handled in SQL now
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params = {
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"p_root": root,
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"p_expiry": expiry,
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"p_end_time": t_end,
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"p_ref_instrument": ref_instrument,
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"p_atm_range": atm_range,
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"p_strike_map": {}
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}
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records = sb_rpc("get_advanced_chart_data", params)
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records = sb_rpc("get_normal_chart_data", params)
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if not records or (isinstance(records, dict) and records.get("error")):
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# Handle case where Time range exists but maybe reference instrument had no ticks
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return JSONResponse({"error": "No valid data found in range.", "labels":[], "P":[]})
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df = pd.DataFrame(records)
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if df.empty:
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return JSONResponse({"error": "Dataframe Empty", "labels": [], "P":[]})
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# Rename columns to match standard
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df.rename(columns={
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"tick_ts": "ts",
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"b_qty": "buy_qty",
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df['ts'] = pd.to_datetime(df['ts'])
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df.set_index('ts', inplace=True)
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# Resample Logic
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tf_map = {
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"1min": "1min", "3min": "3min", "5min": "5min",
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"15min": "15min", "30min": "30min", "1hour": "1h"
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panda_tf = tf_map.get(timeframe, "1min")
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agg_dict = {
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"price": "last", "volume": "sum", "oi": "last", # Vol should be sum for aggregations usually
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"buy_qty": "mean", "sell_qty": "mean",
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"cb": "mean", "cs": "mean", "pb": "mean", "ps": "mean"
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}
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# Only aggregate columns that actually exist
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existing_cols = {k: v for k, v in agg_dict.items() if k in df.columns}
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resampled = df.resample(panda_tf).agg(existing_cols).ffill().fillna(0)
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response_data = {
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"labels": resampled.index.strftime('%H:%M').tolist(),
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"P": resampled['price'].tolist() if 'price' in resampled else [],
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"B": resampled['buy_qty'].tolist() if 'buy_qty' in resampled else [],
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"S": resampled['sell_qty'].tolist() if 'sell_qty' in resampled else [],
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"V": resampled['volume'].tolist() if 'volume' in resampled else [],
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"OI": resampled['oi'].tolist() if 'oi' in resampled else [],
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"CB": resampled['cb'].tolist() if 'cb' in resampled else [],
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"CS": resampled['cs'].tolist() if 'cs' in resampled else [],
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"PB": resampled['pb'].tolist() if 'pb' in resampled else [],
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"PS": resampled['ps'].tolist() if 'ps' in resampled else []
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}
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return JSONResponse(response_data)
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