Merge pull request #100 from fuzzyhandle/master

Survived

nsepy/derivatives/__init__.py

@@ -11,90 +11,109 @@
 vix_exp = {}
 stk_exp = {}
 
+
 def add_dt(instru, dt):
-    try:
-        instru[dt.year][dt.month] = dt
-    except:
-        instru[dt.year]={}
-        instru[dt.year][dt.month] = dt
+    if not dt.year in instru:
+        instru[dt.year] = {}
+
+    if not dt.month in instru[dt.year]:
+        instru[dt.year][dt.month] = set()
+
+    instru[dt.year][dt.month].add(dt)
+
 
 class ExpiryDateError(Exception):
     def __init__(self, message):
 
         # Call the base class constructor with the parameters it needs
         super(ExpiryDateError, self).__init__(message)
 
-        
+
 def build_dt_dict():
     lines = urls.derivative_expiry_dates_url().text
-    
+
     for line in lines.split('\n'):
-        s =  re_date.search(line)
-        
+        s = re_date.search(line)
+
         if s:
             dt = datetime.datetime.strptime(s.group(1), "%d-%m-%Y").date()
-
-            if line.find('indxExpryDt')>-1 :
+            # Start Kludge
+            # The list on NSE portal for expiry date has a wrong entry for 20 Sep 2019
+            # Handle this oulier use case by ignoring this date and skpping it for processing
+            if dt == datetime.datetime(2019, 9, 20).date():
+                continue
+            # End Kludge
+            if line.find('indxExpryDt') > -1:
                 try:
-
-                    existing_date = try_to_get_expiry_date(dt.year, dt.month, index=True)
+                    existing_date = try_to_get_expiry_date(
+                        dt.year, dt.month, index=True)
                     if existing_date < dt:
                         add_dt(idx_exp, dt)
                 except:
                     add_dt(idx_exp, dt)
-                    
-            if line.find('stk')>-1 :
+
+            if line.find('stk') > -1:
                 try:
-                    existing_date = try_to_get_expiry_date(dt.year, dt.month, index=True)
+                    existing_date = try_to_get_expiry_date(
+                        dt.year, dt.month, index=False, stock=False, vix=False)
                     if existing_date < dt:
                         add_dt(stk_exp, dt)
                 except:
                     add_dt(stk_exp, dt)
 
-            if line.find('vix')>-1:
-                add_dt(vix_exp, dt)
+            if line.find('vix') > -1:
+                try:
+                    existing_date = try_to_get_expiry_date(
+                        dt.year, dt.month, index=False, stock=False, vix=True)
+                    if existing_date < dt:
+                        add_dt(vix_exp, dt)
+                except:
+                    add_dt(vix_exp, dt)
+
 
 def is_valid_expiry(dt):
     # not a perfect logic :P
-    if (dt.month!=2 and dt.day>=23) or (dt.month==2 and dt.day>=21):
+    if (dt.month != 2 and dt.day >= 23) or (dt.month == 2 and dt.day >= 21):
         return True
-        
-        
-def try_to_get_expiry_date(year, month,index=True, stock=False, vix=False):
-    
+
+
+def try_to_get_expiry_date(year, month, index=True, stock=False, vix=False):
+
     try:
         if vix and vix_exp:
             return vix_exp[year][month]
-        
+
         if stock and stk_exp:
             return stk_exp[year][month]
 
         if index and idx_exp:
             return idx_exp[year][month]
-        
+
         raise Exception
     except:
-    
+
         if index:
             name = 'index derivatives'
         if stock:
             name = 'stock derivatives'
         else:
             name = 'vix derivatives'
-        raise ExpiryDateError('No expiry date found in the month of {}-{} for {}'.format(year, month, name))
-
-
+        raise ExpiryDateError(
+            'No expiry date found in the month of {}-{} for {}'.format(year, month, name))
+
+
 def get_expiry_date(year, month, index=True, stock=False, vix=False, recursion=0):
-    
+
     try:
         return try_to_get_expiry_date(year, month, index, stock, vix)
     except:
-        
-        if recursion>1:
+
+        if recursion > 1:
             raise
-
-        else: pass
-
+
+        else:
+            pass
+
     #print("building dictionary")
 
     build_dt_dict()

nsepy/derivatives/archives.py

@@ -12,9 +12,9 @@
 from nsepy.archives import date_to_str, __raw_zip_data_to_str
 
 
-PRICE_LIST_URL = 'http://www.nseindia.com/content/historical/DERIVATIVES/%s/%s/fo%sbhav.csv.zip'
+PRICE_LIST_URL = 'http://www1.nseindia.com/content/historical/DERIVATIVES/%s/%s/fo%sbhav.csv.zip'
 
-DERIVATIVE_ARCHIVES = 'http://www.nseindia.com/products/dynaContent/common/productsSymbolMapping.jsp?instrumentType=OPTIDX&symbol=NIFTY&expiryDate=27-07-2006&optionType=CE&strikePrice=&dateRange=week&fromDate=&toDate=&segmentLink=9&symbolCount='
+DERIVATIVE_ARCHIVES = 'http://www1.nseindia.com/products/dynaContent/common/productsSymbolMapping.jsp?instrumentType=OPTIDX&symbol=NIFTY&expiryDate=27-07-2006&optionType=CE&strikePrice=&dateRange=week&fromDate=&toDate=&segmentLink=9&symbolCount='
 
 
 def get_price_list(dt, proxies={}):