From 442f1695773354eab07ebd1570dd1ac198de5c5b Mon Sep 17 00:00:00 2001 From: khushal Date: Mon, 7 Apr 2025 10:18:41 +0530 Subject: [PATCH] (20250407) Added support for Indices by removing the constaint for having a trade timestamp since indices cannot be traded directly and won't have a trade timestamp. --- background/finstitutions/trading/tick_in_stateful.py | 5 ++--- models/finstitutions/trading/ticks.py | 2 +- 2 files changed, 3 insertions(+), 4 deletions(-) diff --git a/background/finstitutions/trading/tick_in_stateful.py b/background/finstitutions/trading/tick_in_stateful.py index 0dacc29..7cecc4f 100644 --- a/background/finstitutions/trading/tick_in_stateful.py +++ b/background/finstitutions/trading/tick_in_stateful.py @@ -305,9 +305,8 @@ def setup_zerodha_kite_feed( not_found_df = total_instruments_df[total_instruments_df["broker_token"].isin(not_found_broker_tokens)] not_found_df['expiry_date'] = pd.to_datetime(not_found_df['expiry_date']) not_found_df['expiry_date'] = not_found_df['expiry_date'].dt.strftime('%Y-%m-%d') - print(not_found_df.to_string()) - while True: pass - + # print(not_found_df.to_string()) + # while True: pass printer("Zerodha instruments loaded.") diff --git a/models/finstitutions/trading/ticks.py b/models/finstitutions/trading/ticks.py index 56dd884..aa6a4ac 100644 --- a/models/finstitutions/trading/ticks.py +++ b/models/finstitutions/trading/ticks.py @@ -388,7 +388,7 @@ class TradingTick(BaseModel): "vwap": self.vwap, "totVol": self.totVol, "rcvdTs": self.rcvdTs.timestamp(), - "tradeTs": self.tradeTs.timestamp(), + "tradeTs": None if self.tradeTs is None else self.tradeTs.timestamp(), "tradeTz": self.tradeTz, "exchgTs": self.exchgTs.timestamp(), "exchgTz": self.exchgTz