(20241226) Change and Percent Change bug fixed for Zerodha's ticks.

models/finstitutions/trading/ticks.py

@@ -208,6 +208,11 @@ class TradingTick(BaseModel):
         examples = ["UTC", "Asia/Kolkata"]
     )
 
+    prevClose: float = Field(
+        description = "the closing price of this instrument on the previous day",
+        frozen = True
+    )
+
     ltp: float = Field(
         description = "the last price of this instrument at the time of requesting the symbol list",
         frozen = True
@@ -233,17 +238,17 @@ class TradingTick(BaseModel):
     )
 
     h: float = Field(
-        description = "this session's high price",
+        description = "this session's highest price",
         frozen = True
     )
 
     l: float = Field(
-        description = "this session's low price",
+        description = "this session's lowest price",
         frozen = True
     )
 
     c: float = Field(
-        description = "this session's close price",
+        description = "this session's close price; typically the same as the ltp",
         frozen = True
     )
 
@@ -364,7 +369,7 @@ class TradingTick(BaseModel):
             "ltp": self.ltp,
             "chg": self.chg,
             "pChg": self.pChg,
-            "totVol": self.totVol,
+            "totVol": self.totVol
         }
     
     @staticmethod
@@ -383,8 +388,10 @@ class TradingTick(BaseModel):
             # Stash frequently needed vars:
             broker_token = tick["instrument_token"]
             tick_lookup = instrument_lookup[broker_token]
-            change = tick["change"]
             last_price = tick["last_price"]
+            prev_close = tick["ohlc"]["close"]
+            change = last_price - prev_close
+            p_change = tick["change"]
 
             # Model the currently picked tick:
             modelled_ticks.append(
@@ -400,14 +407,15 @@ class TradingTick(BaseModel):
                     strike = tick_lookup.get("strike"),
                     expiryTs = tick_lookup.get("expiryTs"),
                     expiryTz = tick_lookup.get("expiryTz"),
+                    prevClose = prev_close,
                     ltp = last_price,
                     qty = tick.get("last_traded_quantity"),
                     chg = change,
-                    pChg = change / (last_price - change),
+                    pChg = p_change,
                     o = tick["ohlc"]["open"],
                     h = tick["ohlc"]["high"],
                     l = tick["ohlc"]["low"],
-                    c = tick["ohlc"]["close"],
+                    c = last_price,
                     totVol = tick.get("volume_traded"),
                     vwap = tick.get("average_traded_price"),
                     totBuyQty = tick.get("total_buy_quantity"),