Merge commit '3dcc80e729011d6ee58e3af70b677f3fd9659c7a' as 'utils_v2'

utils_v2/nse/models/pre_market.py

@@ -0,0 +1,300 @@
+"""
+
+    AUTHOR:
+
+        Khushal P Soonderji
+
+    DATE:
+
+        Monday, 13th Jan., 2025.
+
+    OBJECTIVE:
+
+        To provide data model(s) for NSE's pre-market data. This will be useful for catching gap-ups and gap-downs.
+
+    REFERENCES:
+
+        N/A
+
+    DOWNLOADS:
+
+        N/A
+
+"""
+
+
+#   *****************************************************************************************************************
+#  *****                                                                                                          ****
+# ***                                                   IMPORT                                                      ***
+#  *****                                                                                                          ****
+#   *****************************************************************************************************************
+
+
+# To make sibling directories accessible for imports:
+import sys
+sys.path.append(".")
+sys.path.append("..")
+
+# For making data behaviour_models:
+from pydantic import BaseModel, Field, field_validator, AwareDatetime, computed_field
+from typing import Optional, Literal, List
+
+# My utils:
+from utils_v2.string import regex
+from utils_v2.date_time import date_time
+
+# To work with date and time:
+import datetime
+
+
+#   *****************************************************************************************************************
+#  *****                                                                                                          ****
+# ***                                           MACROS / ONE-TIME INIT                                              ***
+#  *****                                                                                                          ****
+#   *****************************************************************************************************************
+
+
+# --- Nothing Yet
+
+
+#   *****************************************************************************************************************
+#  *****                                                                                                          ****
+# ***                                                VARIABLES                                                      ***
+#  *****                                                                                                          ****
+#   *****************************************************************************************************************
+
+
+# --- Nothing Yet
+
+
+#   *****************************************************************************************************************
+#  *****                                                                                                          ****
+# ***                                                  FUNCTIONS                                                    ***
+#  *****                                                                                                          ****
+#   *****************************************************************************************************************
+
+
+class NSEPreMarketSymbol(BaseModel):
+
+    scrapeTs: AwareDatetime = Field(
+        description = "The time (UTC) at which this this data was scraped.",
+        frozen = True,
+        default_factory = lambda: date_time.get_current_utc_date_time(as_string = False)
+    )
+
+    tz: str = Field(
+        description = "The timezone in which the dates have to be interpreted.",
+        frozen = True,
+        default = "Asia/Kolkata"
+    )
+
+    symbol: str = Field(
+        description = "The trading symbol of this listing.",
+        frozen = True
+    )
+
+    ffmc: float | None = Field(
+        description = "The free-floating market cap. of this symbol.",
+        frozen = True
+    )
+
+    trigger: str | None = Field(
+        description = "Any known trigger.",
+        frozen = True,
+        default = None
+    )
+
+    yearHigh: float | None = Field(
+        description = "The year-high value of this symbol.",
+        frozen = True
+    )
+
+    yearLow: float | None = Field(
+        description = "The year-low value of this symbol.",
+        frozen = True
+    )
+
+    prevClose: float | None = Field(
+        description = "The previous trading session's closing price of this symbol.",
+        frozen = True
+    )
+
+    preMarketPrice: float | None = Field(
+        description = "The pre-market decided price of this symbol.",
+        frozen = True
+    )
+
+    chg: float | None = Field(
+        description = "The absolute change between last closing price and the pre-market price.",
+        frozen = True
+    )
+
+    pChg: float | None = Field(
+        description = "The percent change between last closing price and the pre-market price.",
+        frozen = True
+    )
+
+    totalTradedVolume: int | None = Field(
+        description = "The total volume that was traded in the pre-market session.",
+        frozen = True
+    )
+
+    totalBuyVolume: int | None = Field(
+        description = "The total buying volume that was punched-in in the pre-market session.",
+        frozen = True
+    )
+
+    totalSellVolume: int | None = Field(
+        description = "The total selling volume that was punched-in in the pre-market session.",
+        frozen = True
+    )
+
+    # ┏┓    ┏•
+    # ┃ ┏┓┏┓╋┓┏┓
+    # ┗┛┗┛┛┗┛┗┗┫
+    #          ┛
+
+    class Config:
+        extra = "ignore"
+
+    # ┏┓       ┏┓             ┓  ┏┓•  ┓ ┓
+    # ┣┫┓┏╋┏┓━━┃ ┏┓┏┳┓┏┓┓┏╋┏┓┏┫  ┣ ┓┏┓┃┏┫┏
+    # ┛┗┗┻┗┗┛  ┗┛┗┛┛┗┗┣┛┗┻┗┗ ┗┻  ┻ ┗┗ ┗┗┻┛
+    #                 ┛
+
+    @computed_field()
+    def dateIst(self) -> str:
+        return date_time.to_timezone(self.scrapeTs, timezone = date_time.TIMEZONE_IST).strftime("%Y%m%d")
+
+    # ┓┏  ┓• ┓   •
+    # ┃┃┏┓┃┓┏┫┏┓╋┓┏┓┏┓┏
+    # ┗┛┗┻┗┗┗┻┗┻┗┗┗┛┛┗┛
+
+    @field_validator("scrapeTs", mode = "before")
+    def parse_date_time(cls, value):
+        if isinstance(value, datetime.datetime):
+            value = date_time.to_timezone(value, date_time.TIMEZONE_UTC)
+        return value
+
+    # ┏┓           ┏┓
+    # ┃ ┓┏┏╋┏┓┏┳┓  ┣ ┓┏┏┓┏┏
+    # ┗┛┗┻┛┗┗┛┛┗┗  ┻ ┗┻┛┗┗┛
+
+    def to_json(self) -> dict:
+        model_json = self.model_dump()
+        model_json["scrapeTs"] = model_json["scrapeTs"].timestamp()
+        return model_json
+
+
+# ---------------------------------------------------------------------------------------------------------------------
+
+
+class NSEPreMarketData(BaseModel):
+
+    scrapeTs: AwareDatetime = Field(
+        description = "The time (UTC) at which this this data was scraped.",
+        frozen = True,
+        default_factory = lambda: date_time.get_current_utc_date_time(as_string = False)
+    )
+
+    ts: AwareDatetime = Field(
+        description = "The time (UTC) at which this data was made available by NSE.",
+        frozen = True
+    )
+
+    tz: str = Field(
+        description = "The timezone in which the dates have to be interpreted.",
+        frozen = True,
+        default = "Asia/Kolkata"
+    )
+
+    key: str | None = Field(
+        description = "The kind of list that was fetched.",
+        frozen = True,
+        default = None,
+        examples = ["NIFTY", "BANKNIFTY", "SME", "FO", "OTHERS", "ALL"]
+    )
+
+    advances: int = Field(
+        description = "The no. of symbols that will be opening positive.",
+        frozen = True
+    )
+
+    declines: int = Field(
+        description = "The no. of symbols that will be opening negative.",
+        frozen = True
+    )
+
+    unchanged: int = Field(
+        description = "The no. of symbols that will be opening flat.",
+        frozen = True
+    )
+
+    totalMarketCap: float | int | None = Field(
+        description = "The total market cap. of all of the listed symbols.",
+        frozen = True
+    )
+
+    totalTradedValue: float | int | None = Field(
+        description = "The total value in Rupees that was traded in this pre-market session.",
+        frozen = True
+    )
+
+    totalTradedVolume: int | None = Field(
+        description = "The total volume that was traded in the pre-market session.",
+        frozen = True
+    )
+
+    symbols: List[NSEPreMarketSymbol] = Field(
+        description = "The actual symbol-wise data.",
+        frozen = True
+    )
+
+    # ┏┓    ┏•
+    # ┃ ┏┓┏┓╋┓┏┓
+    # ┗┛┗┛┛┗┛┗┗┫
+    #          ┛
+
+    class Config:
+        extra = "ignore"
+
+    # ┏┓       ┏┓             ┓  ┏┓•  ┓ ┓
+    # ┣┫┓┏╋┏┓━━┃ ┏┓┏┳┓┏┓┓┏╋┏┓┏┫  ┣ ┓┏┓┃┏┫┏
+    # ┛┗┗┻┗┗┛  ┗┛┗┛┛┗┗┣┛┗┻┗┗ ┗┻  ┻ ┗┗ ┗┗┻┛
+    #                 ┛
+
+    @computed_field()
+    def dateIst(self) -> str:
+        return date_time.to_timezone(self.ts, timezone = date_time.TIMEZONE_IST).strftime("%Y%m%d")
+
+    # ┓┏  ┓• ┓   •
+    # ┃┃┏┓┃┓┏┫┏┓╋┓┏┓┏┓┏
+    # ┗┛┗┻┗┗┗┻┗┻┗┗┗┛┛┗┛
+
+    @field_validator("scrapeTs", "ts", mode = "before")
+    def parse_date_time(cls, value):
+        if isinstance(value, datetime.datetime):
+            value = date_time.to_timezone(value, date_time.TIMEZONE_UTC)
+        return value
+
+    # ┏┓           ┏┓
+    # ┃ ┓┏┏╋┏┓┏┳┓  ┣ ┓┏┏┓┏┏
+    # ┗┛┗┻┛┗┗┛┛┗┗  ┻ ┗┻┛┗┗┛
+
+    def to_json(self) -> dict:
+        model_json = self.model_dump()
+        model_json["scrapeTs"] = model_json["scrapeTs"].timestamp()
+        for s in model_json["symbols"]: s["scrapeTs"].timestamp()
+        return model_json
+
+
+#   *****************************************************************************************************************
+#  *****                                                                                                          ****
+# ***                                               MAIN PROGRAM                                                    ***
+#  *****                                                                                                          ****
+#   *****************************************************************************************************************
+
+
+if __name__ == "__main__":
+
+    pass