YHT_MNC_NIFTY50_21_11_2020.ipynb

{
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   "cell_type": "code",
   "execution_count": 1,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-21T06:01:32.234640Z",
     "start_time": "2020-11-21T06:01:15.109783Z"
    },
    "scrolled": true
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "access token : Jn5qqO9z8NzEn6OOSHNs5d5DIuCUZzHT\n",
      "request token : QWj7Hif46w9Gn9XoOEuTm2sdZq1OCMDX\n"
     ]
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     "data": {
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     "execution_count": 1,
     "metadata": {},
     "output_type": "execute_result"
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   ],
   "source": [
    "########## auto login ############\n",
    "import login\n",
    "from login import *\n",
    "import pandas as pd\n",
    "from loguru import logger\n",
    "import pytz\n",
    "from time import sleep\n",
    "import datetime\n",
    "import json\n",
    "import pandas as pd\n",
    "logger.add(\"./logs/MNC_logs_{time}.log\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-21T06:01:32.270732Z",
     "start_time": "2020-11-21T06:01:32.255953Z"
    }
   },
   "outputs": [],
   "source": [
    "############# Import Old qty_df File ####################\n",
    "import os.path\n",
    "from os import path\n",
    "is_qty_df_available = path.exists('qty_df.p')\n",
    "old_qty_df = pd.DataFrame()\n",
    "if(is_qty_df_available):\n",
    "    old_qty_df = joblib.load('./qty_df.p')\n",
    "# old_qty_df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-21T06:01:32.378598Z",
     "start_time": "2020-11-21T06:01:32.375186Z"
    }
   },
   "outputs": [],
   "source": [
    "############## Parameters #######################\n",
    "my_margin = 400\n",
    "order_type = 'MIS'\n",
    "exchange_type = kite.EXCHANGE_NSE\n",
    "offset_quantity = 0\n",
    "away_from_circuit = 0.50\n",
    "########### Constants ##########\n",
    "n50_token = 256265\n",
    "n50_symbol = 'NIFTY 50'\n",
    "days_ago=1"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-21T06:02:17.515617Z",
     "start_time": "2020-11-21T06:02:17.063504Z"
    },
    "scrolled": true
   },
   "outputs": [
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Sr.</th>\n",
       "      <th>instrument_token</th>\n",
       "      <th>exchange_token</th>\n",
       "      <th>tradingsymbol</th>\n",
       "      <th>name</th>\n",
       "      <th>last_price</th>\n",
       "      <th>expiry</th>\n",
       "      <th>strike</th>\n",
       "      <th>tick_size</th>\n",
       "      <th>lot_size</th>\n",
       "      <th>...</th>\n",
       "      <th>segment</th>\n",
       "      <th>exchange</th>\n",
       "      <th>tradable</th>\n",
       "      <th>weight</th>\n",
       "      <th>margin</th>\n",
       "      <th>co_lower</th>\n",
       "      <th>mis_multiplier</th>\n",
       "      <th>co_upper</th>\n",
       "      <th>nrml_margin</th>\n",
       "      <th>mis_margin</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>1.0</td>\n",
       "      <td>3861249.0</td>\n",
       "      <td>15083.0</td>\n",
       "      <td>ADANIPORTS</td>\n",
       "      <td>ADANI PORT &amp; SEZ</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.52</td>\n",
       "      <td>0</td>\n",
       "      <td>12.00</td>\n",
       "      <td>5.0</td>\n",
       "      <td>8.0</td>\n",
       "      <td>0</td>\n",
       "      <td>20.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2.0</td>\n",
       "      <td>60417.0</td>\n",
       "      <td>236.0</td>\n",
       "      <td>ASIANPAINT</td>\n",
       "      <td>ASIAN PAINTS</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>1.99</td>\n",
       "      <td>0</td>\n",
       "      <td>4.99</td>\n",
       "      <td>12.0</td>\n",
       "      <td>20.0</td>\n",
       "      <td>0</td>\n",
       "      <td>8.31</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>3.0</td>\n",
       "      <td>1510401.0</td>\n",
       "      <td>5900.0</td>\n",
       "      <td>AXISBANK</td>\n",
       "      <td>AXIS BANK</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>2.43</td>\n",
       "      <td>0</td>\n",
       "      <td>12.00</td>\n",
       "      <td>5.0</td>\n",
       "      <td>8.0</td>\n",
       "      <td>0</td>\n",
       "      <td>20.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>4.0</td>\n",
       "      <td>4267265.0</td>\n",
       "      <td>16669.0</td>\n",
       "      <td>BAJAJ-AUTO</td>\n",
       "      <td>BAJAJ AUTO</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.75</td>\n",
       "      <td>0</td>\n",
       "      <td>5.21</td>\n",
       "      <td>12.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>0</td>\n",
       "      <td>8.68</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>5.0</td>\n",
       "      <td>4268801.0</td>\n",
       "      <td>16675.0</td>\n",
       "      <td>BAJAJFINSV</td>\n",
       "      <td>BAJAJ FINSERV.</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.67</td>\n",
       "      <td>0</td>\n",
       "      <td>12.00</td>\n",
       "      <td>5.0</td>\n",
       "      <td>8.0</td>\n",
       "      <td>0</td>\n",
       "      <td>20.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>6.0</td>\n",
       "      <td>81153.0</td>\n",
       "      <td>317.0</td>\n",
       "      <td>BAJFINANCE</td>\n",
       "      <td>BAJAJ FINANCE</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>1.75</td>\n",
       "      <td>0</td>\n",
       "      <td>12.00</td>\n",
       "      <td>5.0</td>\n",
       "      <td>8.0</td>\n",
       "      <td>0</td>\n",
       "      <td>20.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>7.0</td>\n",
       "      <td>2714625.0</td>\n",
       "      <td>10604.0</td>\n",
       "      <td>BHARTIARTL</td>\n",
       "      <td>BHARTI AIRTEL</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>2.08</td>\n",
       "      <td>0</td>\n",
       "      <td>12.00</td>\n",
       "      <td>5.0</td>\n",
       "      <td>8.0</td>\n",
       "      <td>0</td>\n",
       "      <td>20.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>8.0</td>\n",
       "      <td>134657.0</td>\n",
       "      <td>526.0</td>\n",
       "      <td>BPCL</td>\n",
       "      <td>BHARAT PETROLEUM CORP  LT</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.57</td>\n",
       "      <td>0</td>\n",
       "      <td>13.21</td>\n",
       "      <td>5.0</td>\n",
       "      <td>8.0</td>\n",
       "      <td>0</td>\n",
       "      <td>22.01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>9.0</td>\n",
       "      <td>140033.0</td>\n",
       "      <td>547.0</td>\n",
       "      <td>BRITANNIA</td>\n",
       "      <td>BRITANNIA INDUSTRIES</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.82</td>\n",
       "      <td>0</td>\n",
       "      <td>5.50</td>\n",
       "      <td>11.0</td>\n",
       "      <td>18.0</td>\n",
       "      <td>0</td>\n",
       "      <td>9.17</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>10.0</td>\n",
       "      <td>177665.0</td>\n",
       "      <td>694.0</td>\n",
       "      <td>CIPLA</td>\n",
       "      <td>CIPLA</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.76</td>\n",
       "      <td>0</td>\n",
       "      <td>5.50</td>\n",
       "      <td>11.0</td>\n",
       "      <td>18.0</td>\n",
       "      <td>0</td>\n",
       "      <td>9.17</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>11.0</td>\n",
       "      <td>5215745.0</td>\n",
       "      <td>20374.0</td>\n",
       "      <td>COALINDIA</td>\n",
       "      <td>COAL INDIA</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.48</td>\n",
       "      <td>0</td>\n",
       "      <td>5.24</td>\n",
       "      <td>11.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>0</td>\n",
       "      <td>8.74</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>12.0</td>\n",
       "      <td>2800641.0</td>\n",
       "      <td>10940.0</td>\n",
       "      <td>DIVISLAB</td>\n",
       "      <td>DIVIS LABORATORIES</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.80</td>\n",
       "      <td>0</td>\n",
       "      <td>5.35</td>\n",
       "      <td>11.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>0</td>\n",
       "      <td>8.91</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>12</th>\n",
       "      <td>13.0</td>\n",
       "      <td>225537.0</td>\n",
       "      <td>881.0</td>\n",
       "      <td>DRREDDY</td>\n",
       "      <td>DR. REDDYS LABORATORIES</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>1.18</td>\n",
       "      <td>0</td>\n",
       "      <td>4.81</td>\n",
       "      <td>12.0</td>\n",
       "      <td>21.0</td>\n",
       "      <td>0</td>\n",
       "      <td>8.02</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>13</th>\n",
       "      <td>14.0</td>\n",
       "      <td>232961.0</td>\n",
       "      <td>910.0</td>\n",
       "      <td>EICHERMOT</td>\n",
       "      <td>EICHER MOTORS</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.58</td>\n",
       "      <td>0</td>\n",
       "      <td>6.26</td>\n",
       "      <td>10.0</td>\n",
       "      <td>16.0</td>\n",
       "      <td>0</td>\n",
       "      <td>10.43</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>14</th>\n",
       "      <td>15.0</td>\n",
       "      <td>1207553.0</td>\n",
       "      <td>4717.0</td>\n",
       "      <td>GAIL</td>\n",
       "      <td>GAIL (INDIA)</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.31</td>\n",
       "      <td>0</td>\n",
       "      <td>5.95</td>\n",
       "      <td>10.0</td>\n",
       "      <td>17.0</td>\n",
       "      <td>0</td>\n",
       "      <td>9.92</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>15</th>\n",
       "      <td>16.0</td>\n",
       "      <td>315393.0</td>\n",
       "      <td>1232.0</td>\n",
       "      <td>GRASIM</td>\n",
       "      <td>GRASIM INDUSTRIES</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.61</td>\n",
       "      <td>0</td>\n",
       "      <td>12.00</td>\n",
       "      <td>5.0</td>\n",
       "      <td>8.0</td>\n",
       "      <td>0</td>\n",
       "      <td>20.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>16</th>\n",
       "      <td>17.0</td>\n",
       "      <td>1850625.0</td>\n",
       "      <td>7229.0</td>\n",
       "      <td>HCLTECH</td>\n",
       "      <td>HCL TECHNOLOGIES</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>1.82</td>\n",
       "      <td>0</td>\n",
       "      <td>5.61</td>\n",
       "      <td>11.0</td>\n",
       "      <td>18.0</td>\n",
       "      <td>0</td>\n",
       "      <td>9.36</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17</th>\n",
       "      <td>18.0</td>\n",
       "      <td>340481.0</td>\n",
       "      <td>1330.0</td>\n",
       "      <td>HDFC</td>\n",
       "      <td>HDFC</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>6.87</td>\n",
       "      <td>0</td>\n",
       "      <td>7.76</td>\n",
       "      <td>8.0</td>\n",
       "      <td>13.0</td>\n",
       "      <td>0</td>\n",
       "      <td>12.94</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18</th>\n",
       "      <td>19.0</td>\n",
       "      <td>341249.0</td>\n",
       "      <td>1333.0</td>\n",
       "      <td>HDFCBANK</td>\n",
       "      <td>HDFC BANK</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>10.25</td>\n",
       "      <td>0</td>\n",
       "      <td>5.12</td>\n",
       "      <td>12.0</td>\n",
       "      <td>20.0</td>\n",
       "      <td>0</td>\n",
       "      <td>8.53</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19</th>\n",
       "      <td>20.0</td>\n",
       "      <td>119553.0</td>\n",
       "      <td>467.0</td>\n",
       "      <td>HDFCLIFE</td>\n",
       "      <td>HDFC LIFE INS CO</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.93</td>\n",
       "      <td>0</td>\n",
       "      <td>12.00</td>\n",
       "      <td>5.0</td>\n",
       "      <td>8.0</td>\n",
       "      <td>0</td>\n",
       "      <td>20.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>20</th>\n",
       "      <td>21.0</td>\n",
       "      <td>345089.0</td>\n",
       "      <td>1348.0</td>\n",
       "      <td>HEROMOTOCO</td>\n",
       "      <td>HERO MOTOCORP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.72</td>\n",
       "      <td>0</td>\n",
       "      <td>6.30</td>\n",
       "      <td>10.0</td>\n",
       "      <td>16.0</td>\n",
       "      <td>0</td>\n",
       "      <td>10.50</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>21</th>\n",
       "      <td>22.0</td>\n",
       "      <td>348929.0</td>\n",
       "      <td>1363.0</td>\n",
       "      <td>HINDALCO</td>\n",
       "      <td>HINDALCO  INDUSTRIES</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.50</td>\n",
       "      <td>0</td>\n",
       "      <td>8.18</td>\n",
       "      <td>7.0</td>\n",
       "      <td>12.0</td>\n",
       "      <td>0</td>\n",
       "      <td>13.63</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>22</th>\n",
       "      <td>23.0</td>\n",
       "      <td>356865.0</td>\n",
       "      <td>1394.0</td>\n",
       "      <td>HINDUNILVR</td>\n",
       "      <td>HINDUSTAN UNILEVER.</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>3.69</td>\n",
       "      <td>0</td>\n",
       "      <td>4.64</td>\n",
       "      <td>13.0</td>\n",
       "      <td>22.0</td>\n",
       "      <td>0</td>\n",
       "      <td>7.74</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>23</th>\n",
       "      <td>24.0</td>\n",
       "      <td>1270529.0</td>\n",
       "      <td>4963.0</td>\n",
       "      <td>ICICIBANK</td>\n",
       "      <td>ICICI BANK.</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>5.40</td>\n",
       "      <td>0</td>\n",
       "      <td>12.00</td>\n",
       "      <td>5.0</td>\n",
       "      <td>8.0</td>\n",
       "      <td>0</td>\n",
       "      <td>20.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>24</th>\n",
       "      <td>25.0</td>\n",
       "      <td>1346049.0</td>\n",
       "      <td>5258.0</td>\n",
       "      <td>INDUSINDBK</td>\n",
       "      <td>INDUSIND BANK</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.66</td>\n",
       "      <td>0</td>\n",
       "      <td>15.54</td>\n",
       "      <td>4.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>0</td>\n",
       "      <td>25.90</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>25</th>\n",
       "      <td>26.0</td>\n",
       "      <td>408065.0</td>\n",
       "      <td>1594.0</td>\n",
       "      <td>INFY</td>\n",
       "      <td>INFOSYS</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>7.74</td>\n",
       "      <td>0</td>\n",
       "      <td>5.51</td>\n",
       "      <td>11.0</td>\n",
       "      <td>18.0</td>\n",
       "      <td>0</td>\n",
       "      <td>9.18</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>26</th>\n",
       "      <td>27.0</td>\n",
       "      <td>415745.0</td>\n",
       "      <td>1624.0</td>\n",
       "      <td>IOC</td>\n",
       "      <td>INDIAN OIL CORP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.40</td>\n",
       "      <td>0</td>\n",
       "      <td>5.15</td>\n",
       "      <td>12.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>0</td>\n",
       "      <td>8.58</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>27</th>\n",
       "      <td>28.0</td>\n",
       "      <td>424961.0</td>\n",
       "      <td>1660.0</td>\n",
       "      <td>ITC</td>\n",
       "      <td>ITC</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>2.88</td>\n",
       "      <td>0</td>\n",
       "      <td>5.00</td>\n",
       "      <td>12.0</td>\n",
       "      <td>20.0</td>\n",
       "      <td>0</td>\n",
       "      <td>8.34</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>28</th>\n",
       "      <td>29.0</td>\n",
       "      <td>3001089.0</td>\n",
       "      <td>11723.0</td>\n",
       "      <td>JSWSTEEL</td>\n",
       "      <td>JSW STEEL</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.61</td>\n",
       "      <td>0</td>\n",
       "      <td>7.88</td>\n",
       "      <td>8.0</td>\n",
       "      <td>13.0</td>\n",
       "      <td>0</td>\n",
       "      <td>13.14</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>29</th>\n",
       "      <td>30.0</td>\n",
       "      <td>492033.0</td>\n",
       "      <td>1922.0</td>\n",
       "      <td>KOTAKBANK</td>\n",
       "      <td>KOTAK MAHINDRA BANK</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>4.52</td>\n",
       "      <td>0</td>\n",
       "      <td>12.00</td>\n",
       "      <td>5.0</td>\n",
       "      <td>8.0</td>\n",
       "      <td>0</td>\n",
       "      <td>20.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>30</th>\n",
       "      <td>31.0</td>\n",
       "      <td>2939649.0</td>\n",
       "      <td>11483.0</td>\n",
       "      <td>LT</td>\n",
       "      <td>LARSEN &amp; TOUBRO.</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>2.26</td>\n",
       "      <td>0</td>\n",
       "      <td>5.44</td>\n",
       "      <td>11.0</td>\n",
       "      <td>18.0</td>\n",
       "      <td>0</td>\n",
       "      <td>9.06</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>31</th>\n",
       "      <td>32.0</td>\n",
       "      <td>519937.0</td>\n",
       "      <td>2031.0</td>\n",
       "      <td>M&amp;M</td>\n",
       "      <td>MAHINDRA &amp; MAHINDRA</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>1.13</td>\n",
       "      <td>0</td>\n",
       "      <td>9.06</td>\n",
       "      <td>7.0</td>\n",
       "      <td>11.0</td>\n",
       "      <td>0</td>\n",
       "      <td>15.10</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>32</th>\n",
       "      <td>33.0</td>\n",
       "      <td>2815745.0</td>\n",
       "      <td>10999.0</td>\n",
       "      <td>MARUTI</td>\n",
       "      <td>MARUTI SUZUKI INDIA.</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>1.85</td>\n",
       "      <td>0</td>\n",
       "      <td>5.99</td>\n",
       "      <td>10.0</td>\n",
       "      <td>17.0</td>\n",
       "      <td>0</td>\n",
       "      <td>9.99</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>33</th>\n",
       "      <td>34.0</td>\n",
       "      <td>4598529.0</td>\n",
       "      <td>17963.0</td>\n",
       "      <td>NESTLEIND</td>\n",
       "      <td>NESTLE INDIA</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>1.22</td>\n",
       "      <td>0</td>\n",
       "      <td>4.95</td>\n",
       "      <td>12.0</td>\n",
       "      <td>20.0</td>\n",
       "      <td>0</td>\n",
       "      <td>8.25</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>34</th>\n",
       "      <td>35.0</td>\n",
       "      <td>2977281.0</td>\n",
       "      <td>11630.0</td>\n",
       "      <td>NTPC</td>\n",
       "      <td>NTPC</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.85</td>\n",
       "      <td>0</td>\n",
       "      <td>4.91</td>\n",
       "      <td>12.0</td>\n",
       "      <td>20.0</td>\n",
       "      <td>0</td>\n",
       "      <td>8.19</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>35</th>\n",
       "      <td>36.0</td>\n",
       "      <td>633601.0</td>\n",
       "      <td>2475.0</td>\n",
       "      <td>ONGC</td>\n",
       "      <td>OIL AND NATURAL GAS CORP.</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.47</td>\n",
       "      <td>0</td>\n",
       "      <td>15.29</td>\n",
       "      <td>4.0</td>\n",
       "      <td>7.0</td>\n",
       "      <td>0</td>\n",
       "      <td>25.48</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>36</th>\n",
       "      <td>37.0</td>\n",
       "      <td>3834113.0</td>\n",
       "      <td>14977.0</td>\n",
       "      <td>POWERGRID</td>\n",
       "      <td>POWER GRID CORP..</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.87</td>\n",
       "      <td>0</td>\n",
       "      <td>4.74</td>\n",
       "      <td>13.0</td>\n",
       "      <td>21.0</td>\n",
       "      <td>0</td>\n",
       "      <td>7.90</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>37</th>\n",
       "      <td>38.0</td>\n",
       "      <td>738561.0</td>\n",
       "      <td>2885.0</td>\n",
       "      <td>RELIANCE</td>\n",
       "      <td>RELIANCE INDUSTRIES</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>13.24</td>\n",
       "      <td>0</td>\n",
       "      <td>6.09</td>\n",
       "      <td>10.0</td>\n",
       "      <td>16.0</td>\n",
       "      <td>0</td>\n",
       "      <td>10.15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>38</th>\n",
       "      <td>39.0</td>\n",
       "      <td>5582849.0</td>\n",
       "      <td>21808.0</td>\n",
       "      <td>SBILIFE</td>\n",
       "      <td>SBI LIFE INSURANCE CO</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.60</td>\n",
       "      <td>0</td>\n",
       "      <td>5.90</td>\n",
       "      <td>10.0</td>\n",
       "      <td>17.0</td>\n",
       "      <td>0</td>\n",
       "      <td>9.84</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>39</th>\n",
       "      <td>40.0</td>\n",
       "      <td>779521.0</td>\n",
       "      <td>3045.0</td>\n",
       "      <td>SBIN</td>\n",
       "      <td>STATE BANK OF INDIA</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>1.45</td>\n",
       "      <td>0</td>\n",
       "      <td>12.00</td>\n",
       "      <td>5.0</td>\n",
       "      <td>8.0</td>\n",
       "      <td>0</td>\n",
       "      <td>20.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>40</th>\n",
       "      <td>41.0</td>\n",
       "      <td>794369.0</td>\n",
       "      <td>3103.0</td>\n",
       "      <td>SHREECEM</td>\n",
       "      <td>SHREE CEMENT</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.57</td>\n",
       "      <td>0</td>\n",
       "      <td>5.53</td>\n",
       "      <td>11.0</td>\n",
       "      <td>18.0</td>\n",
       "      <td>0</td>\n",
       "      <td>9.21</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>41</th>\n",
       "      <td>42.0</td>\n",
       "      <td>857857.0</td>\n",
       "      <td>3351.0</td>\n",
       "      <td>SUNPHARMA</td>\n",
       "      <td>SUN PHARMACEUTICAL IND L</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>1.00</td>\n",
       "      <td>0</td>\n",
       "      <td>5.50</td>\n",
       "      <td>11.0</td>\n",
       "      <td>18.0</td>\n",
       "      <td>0</td>\n",
       "      <td>9.17</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42</th>\n",
       "      <td>43.0</td>\n",
       "      <td>884737.0</td>\n",
       "      <td>3456.0</td>\n",
       "      <td>TATAMOTORS</td>\n",
       "      <td>TATA MOTORS</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.47</td>\n",
       "      <td>0</td>\n",
       "      <td>12.00</td>\n",
       "      <td>5.0</td>\n",
       "      <td>8.0</td>\n",
       "      <td>0</td>\n",
       "      <td>20.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>43</th>\n",
       "      <td>44.0</td>\n",
       "      <td>895745.0</td>\n",
       "      <td>3499.0</td>\n",
       "      <td>TATASTEEL</td>\n",
       "      <td>TATA STEEL</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.62</td>\n",
       "      <td>0</td>\n",
       "      <td>12.00</td>\n",
       "      <td>5.0</td>\n",
       "      <td>8.0</td>\n",
       "      <td>0</td>\n",
       "      <td>20.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>44</th>\n",
       "      <td>45.0</td>\n",
       "      <td>2953217.0</td>\n",
       "      <td>11536.0</td>\n",
       "      <td>TCS</td>\n",
       "      <td>TATA CONSULTANCY SERV LT</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>5.58</td>\n",
       "      <td>0</td>\n",
       "      <td>4.97</td>\n",
       "      <td>12.0</td>\n",
       "      <td>20.0</td>\n",
       "      <td>0</td>\n",
       "      <td>8.29</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>45</th>\n",
       "      <td>46.0</td>\n",
       "      <td>3465729.0</td>\n",
       "      <td>13538.0</td>\n",
       "      <td>TECHM</td>\n",
       "      <td>TECH MAHINDRA</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>1.00</td>\n",
       "      <td>0</td>\n",
       "      <td>5.70</td>\n",
       "      <td>11.0</td>\n",
       "      <td>18.0</td>\n",
       "      <td>0</td>\n",
       "      <td>9.51</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>46</th>\n",
       "      <td>47.0</td>\n",
       "      <td>897537.0</td>\n",
       "      <td>3506.0</td>\n",
       "      <td>TITAN</td>\n",
       "      <td>TITAN COMPANY</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.97</td>\n",
       "      <td>0</td>\n",
       "      <td>6.17</td>\n",
       "      <td>10.0</td>\n",
       "      <td>16.0</td>\n",
       "      <td>0</td>\n",
       "      <td>10.28</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>47</th>\n",
       "      <td>48.0</td>\n",
       "      <td>2952193.0</td>\n",
       "      <td>11532.0</td>\n",
       "      <td>ULTRACEMCO</td>\n",
       "      <td>ULTRATECH CEMENT</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>1.05</td>\n",
       "      <td>0</td>\n",
       "      <td>5.39</td>\n",
       "      <td>11.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>0</td>\n",
       "      <td>8.99</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>48</th>\n",
       "      <td>49.0</td>\n",
       "      <td>2889473.0</td>\n",
       "      <td>11287.0</td>\n",
       "      <td>UPL</td>\n",
       "      <td>UPL</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>0.50</td>\n",
       "      <td>0</td>\n",
       "      <td>12.00</td>\n",
       "      <td>5.0</td>\n",
       "      <td>8.0</td>\n",
       "      <td>0</td>\n",
       "      <td>20.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>49</th>\n",
       "      <td>50.0</td>\n",
       "      <td>969473.0</td>\n",
       "      <td>3787.0</td>\n",
       "      <td>WIPRO</td>\n",
       "      <td>WIPRO</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>1.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NSE</td>\n",
       "      <td>NSE</td>\n",
       "      <td>y</td>\n",
       "      <td>1.01</td>\n",
       "      <td>0</td>\n",
       "      <td>12.00</td>\n",
       "      <td>5.0</td>\n",
       "      <td>8.0</td>\n",
       "      <td>0</td>\n",
       "      <td>20.00</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>50 rows × 21 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "     Sr.  instrument_token  exchange_token tradingsymbol  \\\n",
       "0    1.0         3861249.0         15083.0    ADANIPORTS   \n",
       "1    2.0           60417.0           236.0    ASIANPAINT   \n",
       "2    3.0         1510401.0          5900.0      AXISBANK   \n",
       "3    4.0         4267265.0         16669.0    BAJAJ-AUTO   \n",
       "4    5.0         4268801.0         16675.0    BAJAJFINSV   \n",
       "5    6.0           81153.0           317.0    BAJFINANCE   \n",
       "6    7.0         2714625.0         10604.0    BHARTIARTL   \n",
       "7    8.0          134657.0           526.0          BPCL   \n",
       "8    9.0          140033.0           547.0     BRITANNIA   \n",
       "9   10.0          177665.0           694.0         CIPLA   \n",
       "10  11.0         5215745.0         20374.0     COALINDIA   \n",
       "11  12.0         2800641.0         10940.0      DIVISLAB   \n",
       "12  13.0          225537.0           881.0       DRREDDY   \n",
       "13  14.0          232961.0           910.0     EICHERMOT   \n",
       "14  15.0         1207553.0          4717.0          GAIL   \n",
       "15  16.0          315393.0          1232.0        GRASIM   \n",
       "16  17.0         1850625.0          7229.0       HCLTECH   \n",
       "17  18.0          340481.0          1330.0          HDFC   \n",
       "18  19.0          341249.0          1333.0      HDFCBANK   \n",
       "19  20.0          119553.0           467.0      HDFCLIFE   \n",
       "20  21.0          345089.0          1348.0    HEROMOTOCO   \n",
       "21  22.0          348929.0          1363.0      HINDALCO   \n",
       "22  23.0          356865.0          1394.0    HINDUNILVR   \n",
       "23  24.0         1270529.0          4963.0     ICICIBANK   \n",
       "24  25.0         1346049.0          5258.0    INDUSINDBK   \n",
       "25  26.0          408065.0          1594.0          INFY   \n",
       "26  27.0          415745.0          1624.0           IOC   \n",
       "27  28.0          424961.0          1660.0           ITC   \n",
       "28  29.0         3001089.0         11723.0      JSWSTEEL   \n",
       "29  30.0          492033.0          1922.0     KOTAKBANK   \n",
       "30  31.0         2939649.0         11483.0            LT   \n",
       "31  32.0          519937.0          2031.0           M&M   \n",
       "32  33.0         2815745.0         10999.0        MARUTI   \n",
       "33  34.0         4598529.0         17963.0     NESTLEIND   \n",
       "34  35.0         2977281.0         11630.0          NTPC   \n",
       "35  36.0          633601.0          2475.0          ONGC   \n",
       "36  37.0         3834113.0         14977.0     POWERGRID   \n",
       "37  38.0          738561.0          2885.0      RELIANCE   \n",
       "38  39.0         5582849.0         21808.0       SBILIFE   \n",
       "39  40.0          779521.0          3045.0          SBIN   \n",
       "40  41.0          794369.0          3103.0      SHREECEM   \n",
       "41  42.0          857857.0          3351.0     SUNPHARMA   \n",
       "42  43.0          884737.0          3456.0    TATAMOTORS   \n",
       "43  44.0          895745.0          3499.0     TATASTEEL   \n",
       "44  45.0         2953217.0         11536.0           TCS   \n",
       "45  46.0         3465729.0         13538.0         TECHM   \n",
       "46  47.0          897537.0          3506.0         TITAN   \n",
       "47  48.0         2952193.0         11532.0    ULTRACEMCO   \n",
       "48  49.0         2889473.0         11287.0           UPL   \n",
       "49  50.0          969473.0          3787.0         WIPRO   \n",
       "\n",
       "                         name  last_price  expiry  strike  tick_size  \\\n",
       "0            ADANI PORT & SEZ         0.0     NaN     0.0       0.05   \n",
       "1                ASIAN PAINTS         0.0     NaN     0.0       0.05   \n",
       "2                   AXIS BANK         0.0     NaN     0.0       0.05   \n",
       "3                  BAJAJ AUTO         0.0     NaN     0.0       0.05   \n",
       "4              BAJAJ FINSERV.         0.0     NaN     0.0       0.05   \n",
       "5               BAJAJ FINANCE         0.0     NaN     0.0       0.05   \n",
       "6               BHARTI AIRTEL         0.0     NaN     0.0       0.05   \n",
       "7   BHARAT PETROLEUM CORP  LT         0.0     NaN     0.0       0.05   \n",
       "8        BRITANNIA INDUSTRIES         0.0     NaN     0.0       0.05   \n",
       "9                       CIPLA         0.0     NaN     0.0       0.05   \n",
       "10                 COAL INDIA         0.0     NaN     0.0       0.05   \n",
       "11         DIVIS LABORATORIES         0.0     NaN     0.0       0.05   \n",
       "12    DR. REDDYS LABORATORIES         0.0     NaN     0.0       0.05   \n",
       "13              EICHER MOTORS         0.0     NaN     0.0       0.05   \n",
       "14               GAIL (INDIA)         0.0     NaN     0.0       0.05   \n",
       "15          GRASIM INDUSTRIES         0.0     NaN     0.0       0.05   \n",
       "16           HCL TECHNOLOGIES         0.0     NaN     0.0       0.05   \n",
       "17                       HDFC         0.0     NaN     0.0       0.05   \n",
       "18                  HDFC BANK         0.0     NaN     0.0       0.05   \n",
       "19           HDFC LIFE INS CO         0.0     NaN     0.0       0.05   \n",
       "20              HERO MOTOCORP         0.0     NaN     0.0       0.05   \n",
       "21      HINDALCO  INDUSTRIES          0.0     NaN     0.0       0.05   \n",
       "22        HINDUSTAN UNILEVER.         0.0     NaN     0.0       0.05   \n",
       "23                ICICI BANK.         0.0     NaN     0.0       0.05   \n",
       "24              INDUSIND BANK         0.0     NaN     0.0       0.05   \n",
       "25                    INFOSYS         0.0     NaN     0.0       0.05   \n",
       "26            INDIAN OIL CORP         0.0     NaN     0.0       0.05   \n",
       "27                        ITC         0.0     NaN     0.0       0.05   \n",
       "28                  JSW STEEL         0.0     NaN     0.0       0.05   \n",
       "29        KOTAK MAHINDRA BANK         0.0     NaN     0.0       0.05   \n",
       "30           LARSEN & TOUBRO.         0.0     NaN     0.0       0.05   \n",
       "31        MAHINDRA & MAHINDRA         0.0     NaN     0.0       0.05   \n",
       "32       MARUTI SUZUKI INDIA.         0.0     NaN     0.0       0.05   \n",
       "33               NESTLE INDIA         0.0     NaN     0.0       0.05   \n",
       "34                       NTPC         0.0     NaN     0.0       0.05   \n",
       "35  OIL AND NATURAL GAS CORP.         0.0     NaN     0.0       0.05   \n",
       "36          POWER GRID CORP..         0.0     NaN     0.0       0.05   \n",
       "37        RELIANCE INDUSTRIES         0.0     NaN     0.0       0.05   \n",
       "38      SBI LIFE INSURANCE CO         0.0     NaN     0.0       0.05   \n",
       "39        STATE BANK OF INDIA         0.0     NaN     0.0       0.05   \n",
       "40               SHREE CEMENT         0.0     NaN     0.0       0.05   \n",
       "41   SUN PHARMACEUTICAL IND L         0.0     NaN     0.0       0.05   \n",
       "42                TATA MOTORS         0.0     NaN     0.0       0.05   \n",
       "43                 TATA STEEL         0.0     NaN     0.0       0.05   \n",
       "44   TATA CONSULTANCY SERV LT         0.0     NaN     0.0       0.05   \n",
       "45              TECH MAHINDRA         0.0     NaN     0.0       0.05   \n",
       "46              TITAN COMPANY         0.0     NaN     0.0       0.05   \n",
       "47           ULTRATECH CEMENT         0.0     NaN     0.0       0.05   \n",
       "48                        UPL         0.0     NaN     0.0       0.05   \n",
       "49                      WIPRO         0.0     NaN     0.0       0.05   \n",
       "\n",
       "    lot_size  ... segment exchange tradable weight  margin  co_lower  \\\n",
       "0        1.0  ...     NSE      NSE        y   0.52       0     12.00   \n",
       "1        1.0  ...     NSE      NSE        y   1.99       0      4.99   \n",
       "2        1.0  ...     NSE      NSE        y   2.43       0     12.00   \n",
       "3        1.0  ...     NSE      NSE        y   0.75       0      5.21   \n",
       "4        1.0  ...     NSE      NSE        y   0.67       0     12.00   \n",
       "5        1.0  ...     NSE      NSE        y   1.75       0     12.00   \n",
       "6        1.0  ...     NSE      NSE        y   2.08       0     12.00   \n",
       "7        1.0  ...     NSE      NSE        y   0.57       0     13.21   \n",
       "8        1.0  ...     NSE      NSE        y   0.82       0      5.50   \n",
       "9        1.0  ...     NSE      NSE        y   0.76       0      5.50   \n",
       "10       1.0  ...     NSE      NSE        y   0.48       0      5.24   \n",
       "11       1.0  ...     NSE      NSE        y   0.80       0      5.35   \n",
       "12       1.0  ...     NSE      NSE        y   1.18       0      4.81   \n",
       "13       1.0  ...     NSE      NSE        y   0.58       0      6.26   \n",
       "14       1.0  ...     NSE      NSE        y   0.31       0      5.95   \n",
       "15       1.0  ...     NSE      NSE        y   0.61       0     12.00   \n",
       "16       1.0  ...     NSE      NSE        y   1.82       0      5.61   \n",
       "17       1.0  ...     NSE      NSE        y   6.87       0      7.76   \n",
       "18       1.0  ...     NSE      NSE        y  10.25       0      5.12   \n",
       "19       1.0  ...     NSE      NSE        y   0.93       0     12.00   \n",
       "20       1.0  ...     NSE      NSE        y   0.72       0      6.30   \n",
       "21       1.0  ...     NSE      NSE        y   0.50       0      8.18   \n",
       "22       1.0  ...     NSE      NSE        y   3.69       0      4.64   \n",
       "23       1.0  ...     NSE      NSE        y   5.40       0     12.00   \n",
       "24       1.0  ...     NSE      NSE        y   0.66       0     15.54   \n",
       "25       1.0  ...     NSE      NSE        y   7.74       0      5.51   \n",
       "26       1.0  ...     NSE      NSE        y   0.40       0      5.15   \n",
       "27       1.0  ...     NSE      NSE        y   2.88       0      5.00   \n",
       "28       1.0  ...     NSE      NSE        y   0.61       0      7.88   \n",
       "29       1.0  ...     NSE      NSE        y   4.52       0     12.00   \n",
       "30       1.0  ...     NSE      NSE        y   2.26       0      5.44   \n",
       "31       1.0  ...     NSE      NSE        y   1.13       0      9.06   \n",
       "32       1.0  ...     NSE      NSE        y   1.85       0      5.99   \n",
       "33       1.0  ...     NSE      NSE        y   1.22       0      4.95   \n",
       "34       1.0  ...     NSE      NSE        y   0.85       0      4.91   \n",
       "35       1.0  ...     NSE      NSE        y   0.47       0     15.29   \n",
       "36       1.0  ...     NSE      NSE        y   0.87       0      4.74   \n",
       "37       1.0  ...     NSE      NSE        y  13.24       0      6.09   \n",
       "38       1.0  ...     NSE      NSE        y   0.60       0      5.90   \n",
       "39       1.0  ...     NSE      NSE        y   1.45       0     12.00   \n",
       "40       1.0  ...     NSE      NSE        y   0.57       0      5.53   \n",
       "41       1.0  ...     NSE      NSE        y   1.00       0      5.50   \n",
       "42       1.0  ...     NSE      NSE        y   0.47       0     12.00   \n",
       "43       1.0  ...     NSE      NSE        y   0.62       0     12.00   \n",
       "44       1.0  ...     NSE      NSE        y   5.58       0      4.97   \n",
       "45       1.0  ...     NSE      NSE        y   1.00       0      5.70   \n",
       "46       1.0  ...     NSE      NSE        y   0.97       0      6.17   \n",
       "47       1.0  ...     NSE      NSE        y   1.05       0      5.39   \n",
       "48       1.0  ...     NSE      NSE        y   0.50       0     12.00   \n",
       "49       1.0  ...     NSE      NSE        y   1.01       0     12.00   \n",
       "\n",
       "    mis_multiplier  co_upper  nrml_margin  mis_margin  \n",
       "0              5.0       8.0            0       20.00  \n",
       "1             12.0      20.0            0        8.31  \n",
       "2              5.0       8.0            0       20.00  \n",
       "3             12.0      19.0            0        8.68  \n",
       "4              5.0       8.0            0       20.00  \n",
       "5              5.0       8.0            0       20.00  \n",
       "6              5.0       8.0            0       20.00  \n",
       "7              5.0       8.0            0       22.01  \n",
       "8             11.0      18.0            0        9.17  \n",
       "9             11.0      18.0            0        9.17  \n",
       "10            11.0      19.0            0        8.74  \n",
       "11            11.0      19.0            0        8.91  \n",
       "12            12.0      21.0            0        8.02  \n",
       "13            10.0      16.0            0       10.43  \n",
       "14            10.0      17.0            0        9.92  \n",
       "15             5.0       8.0            0       20.00  \n",
       "16            11.0      18.0            0        9.36  \n",
       "17             8.0      13.0            0       12.94  \n",
       "18            12.0      20.0            0        8.53  \n",
       "19             5.0       8.0            0       20.00  \n",
       "20            10.0      16.0            0       10.50  \n",
       "21             7.0      12.0            0       13.63  \n",
       "22            13.0      22.0            0        7.74  \n",
       "23             5.0       8.0            0       20.00  \n",
       "24             4.0       6.0            0       25.90  \n",
       "25            11.0      18.0            0        9.18  \n",
       "26            12.0      19.0            0        8.58  \n",
       "27            12.0      20.0            0        8.34  \n",
       "28             8.0      13.0            0       13.14  \n",
       "29             5.0       8.0            0       20.00  \n",
       "30            11.0      18.0            0        9.06  \n",
       "31             7.0      11.0            0       15.10  \n",
       "32            10.0      17.0            0        9.99  \n",
       "33            12.0      20.0            0        8.25  \n",
       "34            12.0      20.0            0        8.19  \n",
       "35             4.0       7.0            0       25.48  \n",
       "36            13.0      21.0            0        7.90  \n",
       "37            10.0      16.0            0       10.15  \n",
       "38            10.0      17.0            0        9.84  \n",
       "39             5.0       8.0            0       20.00  \n",
       "40            11.0      18.0            0        9.21  \n",
       "41            11.0      18.0            0        9.17  \n",
       "42             5.0       8.0            0       20.00  \n",
       "43             5.0       8.0            0       20.00  \n",
       "44            12.0      20.0            0        8.29  \n",
       "45            11.0      18.0            0        9.51  \n",
       "46            10.0      16.0            0       10.28  \n",
       "47            11.0      19.0            0        8.99  \n",
       "48             5.0       8.0            0       20.00  \n",
       "49             5.0       8.0            0       20.00  \n",
       "\n",
       "[50 rows x 21 columns]"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "###### Get Stocks Margin Map ############\n",
    "import requests\n",
    "url = 'https://api.kite.trade/margins/equity'\n",
    "margin_data = requests.get(url, timeout=2.50)\n",
    "margin_map = json.loads(margin_data.content.decode('utf-8'))\n",
    "margin_map_df = pd.DataFrame(margin_map)\n",
    "\n",
    "############ Get N/50 Stocks List ###########\n",
    "n50df = pd.read_csv('n50.csv')\n",
    "n50df = n50df.loc[n50df['tradable'] == 'y']\n",
    "\n",
    "############ Merge Both Data ################\n",
    "merged_df = pd.merge(n50df, margin_map_df, on=\"tradingsymbol\")\n",
    "merged_df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-21T06:01:33.039537Z",
     "start_time": "2020-11-21T06:01:33.027271Z"
    }
   },
   "outputs": [],
   "source": [
    "############## Stock Margin Calucator for Bracket Order #####################\n",
    "def calc_margin(co_upper,co_lower,price,stoploss=100, transaction_type = 'sell',quantity=1):\n",
    "    '''calc_margin(co_upper,co_lower,stk_data,price,stoploss=10, transaction_type = 'sell',quantity=1)'''\n",
    "    co_lower = co_lower/100\n",
    "    co_upper = co_upper/100\n",
    "    trigger = price - (co_upper * price)\n",
    "    \n",
    "    if stoploss < trigger:\n",
    "        stoploss = trigger\n",
    "    else:\n",
    "        trigger = stoploss\n",
    "    x = 0\n",
    "    if transaction_type == 'buy':\n",
    "        x = (price - trigger) * quantity\n",
    "    else:\n",
    "        x = (trigger - price) * quantity\n",
    "        \n",
    "    y = co_lower * price * quantity\n",
    "    margin  = x if( x > y) else y\n",
    "    margin = margin + (margin * 0.2)\n",
    "    return margin\n",
    "\n",
    "############# Get 9:15 Data ##############################################\n",
    "def get_mornign_data( inst_token, interval='5minute'):\n",
    "    '''get_mornign_data( inst_token, interval='5minute')'''\n",
    "    interval=interval\n",
    "    inst_token = inst_token\n",
    "    todaydt=datetime.date.today()\n",
    "    hud_ago=todaydt-datetime.timedelta(days=1)\n",
    "    to_date=datetime.date.isoformat(todaydt)\n",
    "\n",
    "    from_date=datetime.date.isoformat(hud_ago)\n",
    "    data = kite.historical_data(inst_token, from_date, to_date, interval, continuous=False)\n",
    "\n",
    "    mydata = pd.DataFrame(data)\n",
    "    today = datetime.date.today()\n",
    "\n",
    "#     print('Today Date : '+str(today))\n",
    "    yest_date =  mydata[-days_ago:][['date']].to_numpy()[0][0]\n",
    "    last_close =  mydata[-days_ago:][['close']].to_numpy()[0][0]\n",
    "    last_high =  mydata[-days_ago:][['high']].to_numpy()[0][0]\n",
    "    last_low =  mydata[-days_ago:][['low']].to_numpy()[0][0]\n",
    "#     print('yest_date : '+str(yest_date))\n",
    "#     print('last close : '+ str(last_close))\n",
    "#     print('last high : '+ str(last_high))\n",
    "#     print('last low : '+ str(last_low))\n",
    "\n",
    "    import pytz\n",
    "    tz = pytz.timezone(\"Asia/Calcutta\")\n",
    "    b =tz.localize( datetime.datetime(today.year, today.month, 20, 9, 15,0,0))\n",
    "    # today.day\n",
    "    timestamp = pd.Timestamp(b)\n",
    "\n",
    "    mycandle = mydata.loc[mydata['date'] == timestamp]\n",
    "    return {'open':mycandle['open'].to_numpy()[0],\n",
    "            'high':mycandle['high'].to_numpy()[0],\n",
    "            'low':mycandle['low'].to_numpy()[0],\n",
    "            'close':mycandle['close'].to_numpy()[0],\n",
    "           }\n",
    "\n",
    "########### Decide Buy/Sell ###############\n",
    "def decide_buy_sell(morning_candle):\n",
    "    direction = ''\n",
    "    if(morning_candle['open']>morning_candle['close']):\n",
    "        direction = 'sell'\n",
    "    if(morning_candle['open']<morning_candle['close']):\n",
    "        direction = 'buy'\n",
    "    return direction"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-20T19:41:48.061318Z",
     "start_time": "2020-11-20T19:41:48.052666Z"
    }
   },
   "outputs": [],
   "source": [
    "# ################ Wait Till 9:20 #####################\n",
    "# def act(x):\n",
    "#     return x+10\n",
    "\n",
    "# def wait_start(runTime, action):\n",
    "#     startTime = datetime.time(*(map(int, runTime.split(':'))))\n",
    "#     while startTime > datetime.datetime.today().time(): \n",
    "#         sleep(1)\n",
    "#     return action\n",
    "\n",
    "# wait_start('9:20', lambda: act(100))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-20T19:42:08.763303Z",
     "start_time": "2020-11-20T19:41:48.066003Z"
    },
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "################# Add Buy/Sell Direction to merged_df ############\n",
    "direction_list = []\n",
    "for i in merged_df.instrument_token.to_list():\n",
    "    this_map = get_mornign_data(i)\n",
    "    this_dir = decide_buy_sell(this_map)\n",
    "    direction_list.append({'instrument_token':i,'direction':this_dir,\n",
    "                           'morning_open':this_map['open'],\n",
    "                           'morning_high':this_map['high'],\n",
    "                           'morning_low':this_map['low'],\n",
    "                           'morning_close':this_map['close']})\n",
    "    print(i)\n",
    "\n",
    "direction_list_df = pd.DataFrame(direction_list)\n",
    "merged_df2 = pd.merge(merged_df, direction_list_df, on=\"instrument_token\")\n",
    "# merged_df2"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-20T19:42:09.104957Z",
     "start_time": "2020-11-20T19:42:08.767638Z"
    }
   },
   "outputs": [],
   "source": [
    "################ Get Considered DF Comparing to N50 Direction ########## \n",
    "nifty50_morning_candle = get_mornign_data(n50_token)\n",
    "nifty_direction = decide_buy_sell(nifty50_morning_candle)\n",
    "considered_df = merged_df2.loc[merged_df2['direction'] == nifty_direction]\n",
    "# considered_df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-20T19:42:09.240831Z",
     "start_time": "2020-11-20T19:42:09.107128Z"
    },
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "################### Decide Qty for Every Symbol #####################\n",
    "total_margin_parts = len(considered_df.instrument_token)\n",
    "per_symbol_margin = my_margin/total_margin_parts\n",
    "\n",
    "qty_df_list = []\n",
    "\n",
    "for inst in considered_df.instrument_token:\n",
    "    this_co_upper = considered_df.loc[considered_df['instrument_token'] == inst]['co_upper'].to_numpy()[0]\n",
    "    this_co_lower = considered_df.loc[considered_df['instrument_token'] == inst]['co_lower'].to_numpy()[0]\n",
    "    this_price = 1.0\n",
    "    this_sl = 1.0\n",
    "    if(nifty_direction=='buy'):\n",
    "        this_price = considered_df.loc[considered_df['instrument_token'] == inst]['morning_high'].to_numpy()[0]\n",
    "        this_sl = considered_df.loc[considered_df['instrument_token'] == inst]['morning_low'].to_numpy()[0]\n",
    "    else:\n",
    "        this_price = considered_df.loc[considered_df['instrument_token'] == inst]['morning_low'].to_numpy()[0]\n",
    "        this_sl = considered_df.loc[considered_df['instrument_token'] == inst]['morning_high'].to_numpy()[0]\n",
    "    this_marg = calc_margin(this_co_upper,this_co_lower,this_price,stoploss=this_sl,\n",
    "                            transaction_type = nifty_direction) \n",
    "    this_qty = int(per_symbol_margin/this_marg)\n",
    "    qty_df_list.append({'instrument_token':inst,'co_bo_margin':this_marg,\n",
    "                        'trade_qty':this_qty,'my_qty':0,'ltp':0.0, 'stop_trading':False,\n",
    "                        'last_updated_on':str(datetime.date.today())})\n",
    "\n",
    "qty_df = pd.DataFrame(qty_df_list)\n",
    "print('Per Symbol Margin : '+str(per_symbol_margin))\n",
    "\n",
    "qty_df = pd.merge(considered_df,qty_df, on=\"instrument_token\")\n",
    "\n",
    "if(!old_qty_df.empty):\n",
    "    qty_df['stop_trading'] = old_qty_df['stop_trading']\n",
    "    qty_df['last_updated_on'] = old_qty_df['last_updated_on']\n",
    "\n",
    "# qty_df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-20T19:42:09.390394Z",
     "start_time": "2020-11-20T19:42:09.244910Z"
    }
   },
   "outputs": [],
   "source": [
    "###################### Clear Yesterday True/False ##################################\n",
    "for my_inst in qty_df.instrument_token:\n",
    "    this_last_up = str(qty_df.loc[qty_df['instrument_token'] ==\n",
    "                                                         my_inst]['last_updated_on'].to_numpy()[0]).split('-')[2]\n",
    "    this_last_up = int(this_last_up)\n",
    "    this_day = datetime.date.today().day\n",
    "    if(this_day!=this_last_up):\n",
    "        qty_df.at[qty_df.index[qty_df['instrument_token'] == my_inst].tolist()[0],'stop_trading']= False\n",
    "        qty_df.at[qty_df.index[qty_df['instrument_token'] == my_inst].tolist()[0],'last_updated_on']= str(datetime.date.today())\n",
    "        print('Stop Trading Changed for  : '+str(my_inst))\n",
    "\n",
    "joblib.dump(qty_df,'./qty_df.p')\n",
    "qty_df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-20T19:42:09.397601Z",
     "start_time": "2020-11-20T19:42:09.394063Z"
    },
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "# from pivottablejs import pivot_ui\n",
    "# from IPython.display import HTML\n",
    "# pvi = pivot_ui(qty_df,outfile_path='./pivottablejs.html')\n",
    "# pvi"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-20T19:42:10.206194Z",
     "start_time": "2020-11-20T19:42:09.401394Z"
    }
   },
   "outputs": [],
   "source": [
    "############# Get My Qty ########################################\n",
    "myquantity = 0\n",
    "def getquant():\n",
    "    global myquantity\n",
    "    global order_type\n",
    "    allpos = kite.positions()['net']\n",
    "    for i in range(len(allpos)):\n",
    "        for j in qty_df.instrument_token.to_list():\n",
    "            if(allpos[i]['instrument_token']==j and  allpos[i]['product']== 'CO'):\n",
    "                myquantity = allpos[i]['quantity']\n",
    "                qty_df.at[qty_df.index[qty_df['instrument_token'] == j].tolist()[0],'my_qty']= myquantity\n",
    "                this_smb = qty_df.loc[qty_df['instrument_token'] == j]['tradingsymbol'].to_numpy()[0]\n",
    "                print('My Quantity : '+ this_smb + ' : ' + str(allpos[i]['quantity']))\n",
    "    joblib.dump(qty_df,'./qty_df.p')\n",
    "getquant()\n",
    "################# Place Order #####################################\n",
    "stopbuy = False\n",
    "stopsell = False\n",
    "placing_order = False\n",
    "def placeneworder(inst_token,quantdiff,trigger_price):\n",
    "    '''placeneworder(inst_token,quantdiff,trigger_price)'''\n",
    "    global stopbuy,stopsell,placing_order\n",
    "    my_symbol_ip = qty_df.loc[qty_df['instrument_token'] == inst_token]['tradingsymbol'].to_numpy()[0]\n",
    "        \n",
    "    if(quantdiff>0 and stopbuy == False):\n",
    "        placing_order = True\n",
    "        try:\n",
    "            order_id= kite.place_order(tradingsymbol=my_symbol_ip, \n",
    "                        exchange=kite.EXCHANGE_NSE, \n",
    "                        transaction_type=kite.TRANSACTION_TYPE_BUY,\n",
    "                        trigger_price = trigger_price,\n",
    "                        quantity=abs(quantdiff),\n",
    "                        order_type=kite.ORDER_TYPE_MARKET,\n",
    "                        variety = kite.VARIETY_CO,\n",
    "                        product=kite.PRODUCT_CO,)\n",
    "            qty_df.at[qty_df.index[qty_df['instrument_token'] == inst_token].tolist()[0],'stop_trading']= True\n",
    "            qty_df.at[qty_df.index[qty_df['instrument_token'] == inst_token].tolist()[0],'last_updated_on']= datetime.date.today()\n",
    "            getquant()\n",
    "            joblib.dump(qty_df,'./qty_df.p')\n",
    "            stopsell = False\n",
    "        except Exception as e:\n",
    "            stopbuy = False\n",
    "            print(e)\n",
    "            getquant()\n",
    "        placing_order = False\n",
    "    if(quantdiff<0 and stopsell == False):\n",
    "        placing_order = True\n",
    "        try:\n",
    "            order_id= kite.place_order(tradingsymbol=my_symbol_ip, \n",
    "                    exchange=kite.EXCHANGE_NSE, \n",
    "                    transaction_type=kite.TRANSACTION_TYPE_SELL,\n",
    "                    trigger_price = trigger_price,\n",
    "                    quantity=abs(quantdiff),\n",
    "                    order_type=kite.ORDER_TYPE_MARKET,\n",
    "                    variety = kite.VARIETY_CO,\n",
    "                    product=kite.PRODUCT_CO,)\n",
    "            qty_df.at[qty_df.index[qty_df['instrument_token'] == inst_token].tolist()[0],'stop_trading']= True\n",
    "            qty_df.at[qty_df.index[qty_df['instrument_token'] == inst_token].tolist()[0],'last_updated_on']= datetime.date.today()\n",
    "            getquant()\n",
    "            joblib.dump(qty_df,'./qty_df.p')\n",
    "            stopbuy = False\n",
    "        except Exception as e:\n",
    "            stopsell = True\n",
    "            print(e)\n",
    "            getquant()\n",
    "        placing_order = False\n",
    "############### CHK QTY #####################################\n",
    "def ckqnt (tkn,orderquant,trigger_price):\n",
    "    '''ckqnt (tkn,orderquant,trigger_price)'''\n",
    "    global placing_order\n",
    "    myquantity=qty_df.loc[qty_df['instrument_token'] == tkn]['my_qty'].to_numpy()[0]\n",
    "    quantdiff = orderquant - myquantity\n",
    "    if(placing_order==False and quantdiff!=0):\n",
    "        placeneworder(inst_token=tkn,quantdiff=quantdiff,trigger_price=trigger_price)\n",
    "    return myquantity"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-20T19:43:40.199823Z",
     "start_time": "2020-11-20T19:42:10.209058Z"
    }
   },
   "outputs": [],
   "source": [
    "############# Start Trading ###############################\n",
    "import logging\n",
    "import threading\n",
    "from kiteconnect import KiteTicker\n",
    "logging.basicConfig(level=logging.DEBUG)\n",
    "\n",
    "counter = 0\n",
    "\n",
    "def on_ticks(ws, ticks):\n",
    "    global counter\n",
    "    counter = counter+1\n",
    "    print('==========================')\n",
    "    this_min = datetime.datetime.now().minute\n",
    "    this_hour = datetime.datetime.now().hour\n",
    "\n",
    "    for one_stk_data in ticks:\n",
    "        print('Symbol : ' + str(qty_df.loc[qty_df['instrument_token'] ==\n",
    "                                           one_stk_data['instrument_token']]\n",
    "                                ['tradingsymbol'].to_numpy()[0]))\n",
    "        print('LTP : ' + str(one_stk_data['last_price']))\n",
    "        \n",
    "        this_ltp = one_stk_data['last_price']\n",
    "        \n",
    "        this_morning_low = qty_df.loc[\n",
    "            qty_df['instrument_token'] ==\n",
    "            one_stk_data['instrument_token']]['morning_low'].to_numpy()[0]\n",
    "        this_morning_high = qty_df.loc[\n",
    "            qty_df['instrument_token'] ==\n",
    "            one_stk_data['instrument_token']]['morning_high'].to_numpy()[0]\n",
    "        this_stk_qty = qty_df.loc[\n",
    "            qty_df['instrument_token'] ==\n",
    "            one_stk_data['instrument_token']]['trade_qty'].to_numpy()[0]\n",
    "        this_stop_trading = qty_df.loc[\n",
    "            qty_df['instrument_token'] ==\n",
    "            one_stk_data['instrument_token']]['stop_trading'].to_numpy()[0]\n",
    "        last_ltp = qty_df.loc[\n",
    "            qty_df['instrument_token'] ==\n",
    "            one_stk_data['instrument_token']]['ltp'].to_numpy()[0]\n",
    "        \n",
    "        qty_df.at[qty_df.index[qty_df['instrument_token'] ==\n",
    "                               one_stk_data['instrument_token']].tolist()[0],'ltp'] = this_ltp\n",
    "        \n",
    "        if (nifty_direction == 'sell'):\n",
    "            print('Morning Low : ' + str(this_morning_low))\n",
    "        else:\n",
    "            print('Morning High : ' + str(this_morning_high))\n",
    "        print('*****************************')\n",
    "\n",
    "        if (this_hour <= 10 and this_min <= 45 and this_stk_qty != 0 and this_stop_trading==False):\n",
    "            if (nifty_direction == 'sell' and this_ltp < this_morning_low and last_ltp >= this_morning_low):\n",
    "                ckqnt(one_stk_data['instrument_token'], -this_stk_qty,\n",
    "                      this_morning_high)\n",
    "            if (nifty_direction == 'buy' and this_ltp > this_morning_high and last_ltp <= this_morning_high):\n",
    "                ckqnt(one_stk_data['instrument_token'], this_stk_qty,\n",
    "                      this_morning_low)\n",
    "    if(counter%10==0):\n",
    "        qty_df.to_csv('./live_data.csv')\n",
    "        joblib.dump(qty_df,'./qty_df.p')\n",
    "        \n",
    "    print('==========================')\n",
    "    print()\n",
    "\n",
    "def on_connect(ws, response):\n",
    "    ws.subscribe(qty_df.instrument_token.to_list())\n",
    "    ws.set_mode(ws.MODE_FULL, qty_df.instrument_token.to_list())\n",
    "\n",
    "def on_close(ws, code, reason):\n",
    "    ws.stop()\n",
    "\n",
    "def on_error(ws, code, reason):\n",
    "    logging.error(\"closed connection on error: {} {}\".format(code, reason))\n",
    "\n",
    "def on_noreconnect(ws):\n",
    "    logging.error(\"Reconnecting the websocket failed\")\n",
    "\n",
    "def on_reconnect(ws, attempt_count):\n",
    "    logging.debug(\"Reconnecting the websocket: {}\".format(attempt_count))\n",
    "\n",
    "def on_order_update(ws, data):\n",
    "    print(\"order update: \", data)\n",
    "\n",
    "kws.on_error = on_error\n",
    "kws.on_noreconnect = on_noreconnect\n",
    "kws.on_reconnect = on_reconnect\n",
    "kws.on_order_update = on_order_update\n",
    "\n",
    "kws.on_ticks = on_ticks\n",
    "kws.on_connect = on_connect\n",
    "kws.on_close = on_close\n",
    "\n",
    "kws.connect()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-20T19:43:40.206345Z",
     "start_time": "2020-11-20T19:43:40.202941Z"
    }
   },
   "outputs": [],
   "source": [
    "# kite.place_order(\n",
    "#     tradingsymbol = 'ONGC',\n",
    "#     transaction_type =kite.TRANSACTION_TYPE_BUY,\n",
    "#     trigger_price = 70.00,\n",
    "#     quantity = 1,\n",
    "#     order_type=kite.ORDER_TYPE_MARKET,\n",
    "#     variety=kite.VARIETY_CO,\n",
    "#     exchange=kite.EXCHANGE_NSE,\n",
    "#     product=kite.PRODUCT_CO)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "ExecuteTime": {
     "end_time": "2020-11-20T19:43:40.220472Z",
     "start_time": "2020-11-20T19:43:40.211615Z"
    }
   },
   "outputs": [],
   "source": [
    "# inst = kite.instruments()\n",
    "# leninst = len(inst)\n",
    "# n50list = []\n",
    "# for i in range(leninst):\n",
    "#     for j in range(len(nifty50)):\n",
    "#         if(inst[i]['tradingsymbol']==nifty50[j] and inst[i]['exchange']=='NSE'):\n",
    "#             n50list.append(inst[i])\n",
    "# n50list\n",
    "# mydf = pd.DataFrame(n50list)  \n",
    "# mydf.to_csv('n50.csv')  "
   ]
  }
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