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populateDB.py
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populateDB.py
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import os
import sys
import init
import csv
from datetime import datetime, timedelta
import dateparser
import signal
from stocks.models import Listing, Stock, Market, Company
from lib.markets import BSE, NSE
error_dates = []
MARKET_DATA = {
'NSE': {'bhav': './nseData/',
'delivery': './nseData/delivery/',
},
'BSE': {'bhav': './bseData/',
'delivery': './bseData/delivery/',
}
}
def write_error_file():
global error_dates
with open("error_dates.txt", 'a') as fd:
for e in error_dates:
fd.write(e+'\n')
def handler(signum, frame):
write_error_file()
print('Error dates appended to error_dates.txt')
exit(0)
def parse_bse_delivery(dateval):
global error_dates
data = {}
filename = 'SCBSEALL{}.csv'.format(dateval.strftime('%d%m'))
path = MARKET_DATA['BSE']['delivery']+'{year}/'.format(year=dateval.date().year)+filename
print('Parsing '+path)
try:
try:
with open(path,'r') as fd:
reader = csv.DictReader(fd)
for row in reader:
data[row['SCRIP CODE'].strip()]= row['DELIVERY QTY']
except FileNotFoundError:
filename = 'scbseall{}.csv'.format(dateval.strftime('%d%m'))
path = MARKET_DATA['BSE']['delivery']+'{year}/'.format(year=dateval.date().year)+filename
with open(path,'r') as fd:
reader = csv.DictReader(fd)
for row in reader:
data[row['SCRIP CODE'].strip()]= row['DELIVERY QTY']
except:
print('Error parsing delivery file {}'.format(filename))
return data
def parse_bse_bhav(reader, symbols, fname):
global error_dates
deliveries = None
dateval = datetime.strptime(fname.upper().replace('EQ','').replace('.CSV',''), '%d%m%y')
market = Market.objects.get(name='BSE')
#print(symbols)
for row in reader:
if row.get('SC_CODE', None) is not None:
if row.get('SC_CODE').strip() not in symbols:
#print(f"{row.get('SC_CODE')}({row.get('SC_NAME')}) has not been added to DB yet. Skip.")
continue
if deliveries is None:
deliveries = parse_bse_delivery(dateval)
try:
stock = Stock.objects.get(sid=row.get('SC_CODE'),
market=market)
except Stock.MultipleObjectsReturned:
print(f"Trying to handle multiple entries for SID: {row.get('SC_CODE')}")
s = Stock.objects.filter(sid=row.get('SC_CODE'),
market=market)
if len(s)>2:
raise Exception(f"Can't handle conflict of more than 2 values for SID {row.get('SC_CODE')}")
stock = s[1]
try:
l = Listing.objects.get(stock=stock)
except:
#Found the culprit
symbol = stock.symbol
stock.delete()
stock = s[0]
stock.symbol= symbol
stock.save()
#Though we don't need to redo it, but raise again if issues found
stock = Stock.objects.get(sid=row.get('SC_CODE'),
market=market)
try:
#listing = Listing.objects.filter(stock=stock, date__contains = dateval)
#if len(listing) == 0:
listing = Listing.objects.get(stock=stock, date = dateval)
if listing.deliverable is None and row.get('SC_CODE') in deliveries:
listing.deliverable = deliveries.get(row.get('SC_CODE'))
print('Update delivery data')
listing.save()
except Listing.DoesNotExist:
print('Create entry for {}'.format(stock.symbol))
listing = Listing(date=dateval,
open=row.get('OPEN'),
high=row.get('HIGH'),
low=row.get('LOW'),
close=row.get('CLOSE'),
traded=row.get('NO_OF_SHRS'),
trades=row.get('NO_TRADES'),
stock = stock)
if row.get('SC_CODE') in deliveries:
listing.deliverable = deliveries.get(row.get('SC_CODE'))
listing.save()
except Exception as e:
print(e)
print(("Unexpected error:", sys.exc_info()[0]))
listing = Listing.objects.filter(stock=stock, date__contains = dateval)
for l in listing:
print(l)
continue
def parse_nse_delivery(dateval):
data = {}
filename = 'MTO_{}.csv'.format(dateval.strftime('%d%m%Y'))
path = MARKET_DATA['NSE']['delivery']+filename
print('Parsing '+path)
try:
with open(path,'r') as fd:
reader = csv.DictReader(fd)
for row in reader:
data[row['Name of Security']]= row['Deliverable Quantity']
except:
print('Error parsing {}'.format(filename))
return data
def parse_nse_bhav(reader, symbols, fname):
deliveries = None
#print(symbols)
market = Market.objects.get(name='NSE')
dateval = None
for row in reader:
if row.get('SYMBOL', None) is not None:
#print(row)
if row.get('SYMBOL') not in symbols:
#print(f"{row.get('SYMBOL')} has not been added to DB yet. Skip.")
continue
if dateval is None:
dateval = dateparser.parse(row.get('TIMESTAMP').strip())
if deliveries is None:
deliveries = parse_nse_delivery(dateval)
stock = Stock.objects.get(symbol=row.get('SYMBOL'),
market=market)
try:
#listing = Listing.objects.filter(stock=stock, date__contains = dateval)
#if len(listing) == 0:
listing = Listing.objects.get(stock=stock, date = dateval)
if listing.deliverable is None and row.get('SYMBOL') in deliveries:
listing.deliverable = deliveries.get(row.get('SYMBOL'))
print('Update delivery data')
listing.save()
except Listing.DoesNotExist:
print('Create entry for {}'.format(stock.symbol))
listing = Listing(date=dateval,
open=row.get('OPEN'),
high=row.get('HIGH'),
low=row.get('LOW'),
close=row.get('CLOSE'),
traded=row.get('TOTTRDQTY'),
stock = stock)
if row.get('SYMBOL') in deliveries:
listing.deliverable = deliveries.get(row.get('SYMBOL'))
listing.save()
except Exception as e:
print(e)
print(("Unexpected error:", sys.exc_info()[0]))
listing = Listing.objects.filter(stock=stock, date__contains = dateval)
for l in listing:
print(l)
continue
def get_active_scrips(market):
symbols = {}
if market.name=='NSE':
members = NSE().get_scrip_list(offline=True)
elif market.name=='BSE':
members = BSE().get_scrip_list(offline=True)
for member in members:
try:
company = Company.objects.get(isin=member.get('isin'))
except Company.DoesNotExist:
company = Company(isin=member.get('isin'),
name=member.get('name'))
company.save()
try:
stock = Stock.objects.get(symbol=member.get('symbol').replace('*',''), market=market)
except Stock.DoesNotExist:
stock = Stock(face_value=int(float(member.get('facevalue'))),
market = market,
symbol=member.get('symbol').replace('*',''),
content_object=company
)
if market.name=='BSE':
stock.sid = member.get('security')
stock.save()
if market.name=='NSE':
symbols[member.get('symbol').replace('*','')] = stock
elif market.name=='BSE':
symbols[member.get('security')] = stock
return symbols
def get_bhav_filename(day, market):
months = ['', 'JAN', 'FEB', 'MAR', 'APR', 'MAY', 'JUN',
'JUL', 'AUG', 'SEP', 'OCT', 'NOV', 'DEC']
fname = None
if market=='BSE':
fname= 'EQ{day:02}{month:02}{year}.CSV'.format(day = day.day,
month = day.month,
year = str(day.year)[-2:])
elif market=='NSE':
fname='cm{day:02}{month}{year:04}bhav.csv'.format(day = day.day,
month = months[day.month],
year = day.year)
return fname
def populate_for_date(market, symbols, date=datetime.today()):
global error_dates
f = get_bhav_filename(day=date, market = market.name)
print('Parsing '+MARKET_DATA[market.name]['bhav']+f)
try:
with open(MARKET_DATA[market.name]['bhav']+f,'r') as fd:
reader = csv.DictReader(fd)
if market.name=='NSE':
parse_nse_bhav(reader, symbols, f)
elif market.name=='BSE':
parse_bse_bhav(reader, symbols, f)
except FileNotFoundError:
if date.weekday()<=4: #Weekends won't have a file
error_dates.append(date.strftime('%d-%m-%y'))
print('Error')
pass
def populate_db(market, date = None, bulk=False):
#Create Market object
if date is None and bulk is False:
date = datetime.today()
elif date is None and bulk is True:
date = datetime.strptime('01-01-2010', "%d-%m-%Y").date()
market_obj = None
try:
market_obj = Market.objects.get(name=market)
except Market.DoesNotExist:
print(f'Create for {market}')
market_obj = Market(name=market)
market_obj.save()
except Exception as e:
print(e)
print(("Unexpected error:", sys.exc_info()[0]))
return
#Create scrip members (and Company if applicable)
print(market_obj)
symbols = get_active_scrips(market_obj)
#Handle bhav data
if bulk:
while date <= datetime.today().date():
populate_for_date(market = market_obj, symbols=symbols, date=date)
date = date + timedelta(days=1)
else:
populate_for_date(market = market_obj, symbols=symbols, date=date)
if __name__ == "__main__":
signal.signal(signal.SIGINT, handler)
import argparse
parser = argparse.ArgumentParser(description='Download stock data for stock/date')
parser.add_argument('-m', '--market', help="Market (NSE/BSE/MCX/...)")
parser.add_argument('-d', '--date', help="Date")
parser.add_argument('-b', '--bulk', help="Get bulk data for stock(s)", action="store_true", default=False)
args = parser.parse_args()
market = None
day = None
if args.date is not None and len(args.date)>0:
print('Get data for date: {}'.format(args.date))
day = datetime.strptime(args.date, "%d/%m/%y").date()
if args.market is not None and len(args.market)>0:
market = args.market
if market is not None:
if market not in ['BSE', 'NSE']:
print(f'{market} not supported currently')
exit(0)
elif market=='NSE':
mkt = NSE()
mkt.download_archive(day, args.bulk)
elif market=='BSE':
mkt = BSE()
mkt.download_archive(day, args.bulk)
populate_db(market, date=day, bulk=args.bulk)
else:
mkt = NSE()
mkt.download_archive(day, args.bulk)
mkt = BSE()
mkt.download_archive(day, args.bulk)
populate_db(market='NSE', date=day, bulk=args.bulk)
populate_db(market='BSE', date=day, bulk=args.bulk)
write_error_file()