Issue
CODE :-
from datetime import date
from datetime import timedelta
from nsepy import get_history
import pandas as pd
end1 =date.today()
start1 = end1 - timedelta(days=10)
exp_date1 = date(2022,8,25)
exp_date2 = date(2022,9,29)
stock = ['RELIANCE','HDFCBANK','INFY','ICICIBANK','HDFC','TCS','KOTAKBANK','LT','SBIN','HINDUNILVR','AXISBANK',
'ITC','BAJFINANCE','BHARTIARTL','ASIANPAINT','HCLTECH','MARUTI','TITAN','BAJAJFINSV','TATAMOTORS',
'TECHM','SUNPHARMA','TATASTEEL','M&M','WIPRO','ULTRACEMCO','POWERGRID','HINDALCO','NTPC','NESTLEIND',
'GRASIM','ONGC','JSWSTEEL','HDFCLIFE','INDUSINDBK','SBILIFE','DRREDDY','ADANIPORTS','DIVISLAB','CIPLA',
'BAJAJ-AUTO','TATACONSUM','UPL','BRITANNIA','BPCL','EICHERMOT','HEROMOTOCO','COALINDIA','SHREECEM','IOC']
for stock in stock:
stock_jan = get_history(symbol=stock,
start=start1,
end=end1,
futures=True,
expiry_date=exp_date1)
stock_feb = get_history(symbol=stock,
start=start1,
end=end1,
futures=True,
expiry_date=exp_date2)
delivery_per_age = get_history(symbol=stock,
start=start1,
end=end1)
symbol_s = get_history(symbol=stock,
start=start1,
end=end1)
oi_combined = pd.concat([stock_jan['Change in OI'] + stock_feb['Change in OI']])
total_oi = pd.concat([stock_jan['Open Interest']+stock_feb['Open Interest']])
delivery_vol = pd.concat([delivery_per_age['Deliverable Volume']])
na_me = pd.concat([symbol_s['Symbol']])
close = pd.concat([delivery_per_age['Close']])
df = pd.DataFrame(na_me)
df['TOTAL_OPN_INT'] = total_oi
df['OI_COMBINED'] = oi_combined
df['%_CHANGE'] = ((df['OI_COMBINED'] / df['TOTAL_OPN_INT']) * 100).__round__(0)
pd.set_option('display.max_columns',8)
pd.set_option('display.width',200)
print(df)
PRODUCT:-
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 RELIANCE 24406250 6664500 27.0
2022-07-27 RELIANCE 30434500 6028250 20.0
2022-07-28 RELIANCE 36177500 5743000 16.0
2022-07-29 RELIANCE 35629250 -548250 -2.0
2022-08-01 RELIANCE 33920750 -1708500 -5.0
2022-08-02 RELIANCE 32738250 -1182500 -4.0
2022-08-03 RELIANCE 32026500 -711750 -2.0
2022-08-04 RELIANCE 32886500 860000 3.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 HDFCBANK 44094050 12837550 29.0
2022-07-27 HDFCBANK 53098100 9004050 17.0
2022-07-28 HDFCBANK 58785650 5687550 10.0
2022-07-29 HDFCBANK 59424200 638550 1.0
2022-08-01 HDFCBANK 60106200 682000 1.0
2022-08-02 HDFCBANK 60987300 881100 1.0
2022-08-03 HDFCBANK 60483500 -503800 -1.0
2022-08-04 HDFCBANK 60819550 336050 1.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 INFY 27968100 10026900 36.0
2022-07-27 INFY 32902800 4934700 15.0
2022-07-28 INFY 36741900 3839100 10.0
2022-07-29 INFY 36555000 -186900 -1.0
2022-08-01 INFY 36683100 128100 0.0
2022-08-02 INFY 36653700 -29400 -0.0
2022-08-03 INFY 36848700 195000 1.0
2022-08-04 INFY 36459900 -388800 -1.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 ICICIBANK 50990500 10811625 21.0
2022-07-27 ICICIBANK 59917000 8926500 15.0
2022-07-28 ICICIBANK 65434875 5517875 8.0
2022-07-29 ICICIBANK 64421500 -1013375 -2.0
2022-08-01 ICICIBANK 63976000 -445500 -1.0
2022-08-02 ICICIBANK 64975625 999625 2.0
2022-08-03 ICICIBANK 64824375 -151250 -0.0
2022-08-04 ICICIBANK 64097000 -727375 -1.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 HDFC 14214900 4004400 28.0
2022-07-27 HDFC 16781100 2566200 15.0
2022-07-28 HDFC 21082800 4301700 20.0
2022-07-29 HDFC 21459600 376800 2.0
2022-08-01 HDFC 21417300 -42300 -0.0
2022-08-02 HDFC 21621300 204000 1.0
2022-08-03 HDFC 21690900 69600 0.0
2022-08-04 HDFC 21563100 -127800 -1.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 TCS 8746050 2746050 31.0
2022-07-27 TCS 10440150 1694100 16.0
2022-07-28 TCS 12167850 1727700 14.0
2022-07-29 TCS 11899800 -268050 -2.0
2022-08-01 TCS 11961300 61500 1.0
2022-08-02 TCS 12141900 180600 1.0
2022-08-03 TCS 12310350 168450 1.0
2022-08-04 TCS 12492900 182550 1.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 KOTAKBANK 10294000 4272400 42.0
2022-07-27 KOTAKBANK 13121600 2827600 22.0
2022-07-28 KOTAKBANK 14876800 1755200 12.0
2022-07-29 KOTAKBANK 14772000 -104800 -1.0
2022-08-01 KOTAKBANK 15180000 408000 3.0
2022-08-02 KOTAKBANK 15558000 378000 2.0
2022-08-03 KOTAKBANK 15645200 87200 1.0
2022-08-04 KOTAKBANK 15792800 147600 1.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 LT 6851700 1901100 28.0
2022-07-27 LT 8606700 1755000 20.0
2022-07-28 LT 9540300 933600 10.0
2022-07-29 LT 9676200 135900 1.0
2022-08-01 LT 9579600 -96600 -1.0
2022-08-02 LT 9432300 -147300 -2.0
2022-08-03 LT 9510600 78300 1.0
2022-08-04 LT 9499200 -11400 -0.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 SBIN 30426000 10119000 33.0
2022-07-27 SBIN 43723500 13297500 30.0
2022-07-28 SBIN 48078000 4354500 9.0
2022-07-29 SBIN 45868500 -2209500 -5.0
2022-08-01 SBIN 47425500 1557000 3.0
2022-08-02 SBIN 50124000 2698500 5.0
2022-08-03 SBIN 52092000 1968000 4.0
2022-08-04 SBIN 51882000 -210000 -0.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 HINDUNILVR 6886200 1464900 21.0
2022-07-27 HINDUNILVR 8522700 1636500 19.0
2022-07-28 HINDUNILVR 10300200 1777500 17.0
2022-07-29 HINDUNILVR 10250100 -50100 -0.0
2022-08-01 HINDUNILVR 10237200 -12900 -0.0
2022-08-02 HINDUNILVR 10178700 -58500 -1.0
2022-08-03 HINDUNILVR 10208400 29700 0.0
2022-08-04 HINDUNILVR 10289700 81300 1.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 AXISBANK 38370000 13545600 35.0
2022-07-27 AXISBANK 44377200 6007200 14.0
2022-07-28 AXISBANK 48842400 4465200 9.0
2022-07-29 AXISBANK 48660000 -182400 -0.0
2022-08-01 AXISBANK 48901200 241200 0.0
2022-08-02 AXISBANK 50166000 1264800 3.0
2022-08-03 AXISBANK 50004000 -162000 -0.0
2022-08-04 AXISBANK 50222400 218400 0.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 ITC 52278400 13782400 26.0
2022-07-27 ITC 66179200 13900800 21.0
2022-07-28 ITC 78844800 12665600 16.0
2022-07-29 ITC 83827200 4982400 6.0
2022-08-01 ITC 85734400 1907200 2.0
2022-08-02 ITC 86812800 1078400 1.0
2022-08-03 ITC 83555200 -3257600 -4.0
2022-08-04 ITC 80704000 -2851200 -4.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 BAJFINANCE 3364500 1196625 36.0
2022-07-27 BAJFINANCE 4470500 1106000 25.0
2022-07-28 BAJFINANCE 4969750 499250 10.0
2022-07-29 BAJFINANCE 4754000 -215750 -5.0
2022-08-01 BAJFINANCE 4698125 -55875 -1.0
2022-08-02 BAJFINANCE 4670750 -27375 -1.0
2022-08-03 BAJFINANCE 4645625 -25125 -1.0
2022-08-04 BAJFINANCE 4619000 -26625 -1.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 BHARTIARTL 31892450 11726800 37.0
2022-07-27 BHARTIARTL 41211950 9319500 23.0
2022-07-28 BHARTIARTL 50717650 9505700 19.0
2022-07-29 BHARTIARTL 52344050 1626400 3.0
2022-08-01 BHARTIARTL 53248450 904400 2.0
2022-08-02 BHARTIARTL 53561950 313500 1.0
2022-08-03 BHARTIARTL 53350100 -211850 -0.0
2022-08-04 BHARTIARTL 53362450 12350 0.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 ASIANPAINT 4498800 1840000 41.0
2022-07-27 ASIANPAINT 5360400 861600 16.0
2022-07-28 ASIANPAINT 5885400 525000 9.0
2022-07-29 ASIANPAINT 5864200 -21200 -0.0
2022-08-01 ASIANPAINT 5812200 -52000 -1.0
2022-08-02 ASIANPAINT 5809800 -2400 -0.0
2022-08-03 ASIANPAINT 5773000 -36800 -1.0
2022-08-04 ASIANPAINT 5824800 51800 1.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 HCLTECH 16972200 4148900 24.0
2022-07-27 HCLTECH 19371800 2399600 12.0
2022-07-28 HCLTECH 21725200 2353400 11.0
2022-07-29 HCLTECH 21765100 39900 0.0
2022-08-01 HCLTECH 21652400 -112700 -1.0
2022-08-02 HCLTECH 21272300 -380100 -2.0
2022-08-03 HCLTECH 21593600 321300 1.0
2022-08-04 HCLTECH 21654500 60900 0.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 MARUTI 2804400 1075200 38.0
2022-07-27 MARUTI 3538900 734500 21.0
2022-07-28 MARUTI 3836200 297300 8.0
2022-07-29 MARUTI 3983700 147500 4.0
2022-08-01 MARUTI 3996700 13000 0.0
2022-08-02 MARUTI 4102600 105900 3.0
2022-08-03 MARUTI 3949400 -153200 -4.0
2022-08-04 MARUTI 3952000 2600 0.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 TITAN 3439875 1219125 35.0
2022-07-27 TITAN 4491000 1051125 23.0
2022-07-28 TITAN 5237625 746625 14.0
2022-07-29 TITAN 5311875 74250 1.0
2022-08-01 TITAN 5392875 81000 2.0
2022-08-02 TITAN 5452500 59625 1.0
2022-08-03 TITAN 5470500 18000 0.0
2022-08-04 TITAN 5572125 101625 2.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 BAJAJFINSV 616100 193350 31.0
2022-07-27 BAJAJFINSV 776000 159900 21.0
2022-07-28 BAJAJFINSV 868250 92250 11.0
2022-07-29 BAJAJFINSV 816100 -52150 -6.0
2022-08-01 BAJAJFINSV 785600 -30500 -4.0
2022-08-02 BAJAJFINSV 788650 3050 0.0
2022-08-03 BAJAJFINSV 772850 -15800 -2.0
2022-08-04 BAJAJFINSV 746550 -26300 -4.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 TATAMOTORS 38274075 12728100 33.0
2022-07-27 TATAMOTORS 52608150 14334075 27.0
2022-07-28 TATAMOTORS 70717050 18108900 26.0
2022-07-29 TATAMOTORS 69433125 -1283925 -2.0
2022-08-01 TATAMOTORS 70537500 1104375 2.0
2022-08-02 TATAMOTORS 69673950 -863550 -1.0
2022-08-03 TATAMOTORS 67837125 -1836825 -3.0
2022-08-04 TATAMOTORS 67834275 -2850 -0.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 TECHM 14919000 4667400 31.0
2022-07-27 TECHM 18929400 4010400 21.0
2022-07-28 TECHM 22117800 3188400 14.0
2022-07-29 TECHM 22616400 498600 2.0
2022-08-01 TECHM 22501800 -114600 -1.0
2022-08-02 TECHM 22698600 196800 1.0
2022-08-03 TECHM 22839600 141000 1.0
2022-08-04 TECHM 22904400 64800 0.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 SUNPHARMA 7263200 3342500 46.0
2022-07-27 SUNPHARMA 14949900 7686700 51.0
2022-07-28 SUNPHARMA 18085200 3135300 17.0
2022-07-29 SUNPHARMA 20848100 2762900 13.0
2022-08-01 SUNPHARMA 20908300 60200 0.0
2022-08-02 SUNPHARMA 20686400 -221900 -1.0
2022-08-03 SUNPHARMA 21007000 320600 2.0
2022-08-04 SUNPHARMA 21337400 330400 2.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 TATASTEEL 15523550 5135700 33.0
2022-07-27 TATASTEEL 20983950 5460400 26.0
2022-07-28 TATASTEEL 247078000 226094050 92.0
2022-07-29 TATASTEEL 239398250 -7679750 -3.0
2022-08-01 TATASTEEL 248765250 9367000 4.0
2022-08-02 TATASTEEL 243975500 -4789750 -2.0
2022-08-03 TATASTEEL 241000500 -2975000 -1.0
2022-08-04 TATASTEEL 240758250 -242250 -0.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 M&M 8032500 2580200 32.0
2022-07-27 M&M 10152100 2119600 21.0
2022-07-28 M&M 10845100 693000 6.0
2022-07-29 M&M 11348400 503300 4.0
2022-08-01 M&M 11429600 81200 1.0
2022-08-02 M&M 11151000 -278600 -2.0
2022-08-03 M&M 11196500 45500 0.0
2022-08-04 M&M 11816700 620200 5.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 WIPRO 29145000 9058000 31.0
2022-07-27 WIPRO 38028000 8883000 23.0
2022-07-28 WIPRO 44330000 6302000 14.0
2022-07-29 WIPRO 44173000 -157000 -0.0
2022-08-01 WIPRO 43964000 -209000 -0.0
2022-08-02 WIPRO 42742000 -1222000 -3.0
2022-08-03 WIPRO 41634000 -1108000 -3.0
2022-08-04 WIPRO 39661000 -1973000 -5.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 ULTRACEMCO 1822300 469300 26.0
2022-07-27 ULTRACEMCO 2157000 334700 16.0
2022-07-28 ULTRACEMCO 2222100 65100 3.0
2022-07-29 ULTRACEMCO 2168600 -53500 -2.0
2022-08-01 ULTRACEMCO 2078700 -89900 -4.0
2022-08-02 ULTRACEMCO 2094200 15500 1.0
2022-08-03 ULTRACEMCO 2036500 -57700 -3.0
2022-08-04 ULTRACEMCO 2013200 -23300 -1.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 POWERGRID 41042700 16669800 41.0
2022-07-27 POWERGRID 47209500 6166800 13.0
2022-07-28 POWERGRID 49596300 2386800 5.0
2022-07-29 POWERGRID 51262200 1665900 3.0
2022-08-01 POWERGRID 51135300 -126900 -0.0
2022-08-02 POWERGRID 49148100 -1987200 -4.0
2022-08-03 POWERGRID 45613800 -3534300 -8.0
2022-08-04 POWERGRID 44012700 -1601100 -4.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 HINDALCO 19059750 6948800 36.0
2022-07-27 HINDALCO 24745425 5685675 23.0
2022-07-28 HINDALCO 30913775 6168350 20.0
2022-07-29 HINDALCO 30877225 -36550 -0.0
2022-08-01 HINDALCO 28327325 -2549900 -9.0
2022-08-02 HINDALCO 26728800 -1598525 -6.0
2022-08-03 HINDALCO 26794375 65575 0.0
2022-08-04 HINDALCO 27211475 417100 2.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 NTPC 46358100 20565600 44.0
2022-07-27 NTPC 54326700 7968600 15.0
2022-07-28 NTPC 62933700 8607000 14.0
2022-07-29 NTPC 67641900 4708200 7.0
2022-08-01 NTPC 67225800 -416100 -1.0
2022-08-02 NTPC 67282800 57000 0.0
2022-08-03 NTPC 66353700 -929100 -1.0
2022-08-04 NTPC 62244000 -4109700 -7.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 NESTLEIND 256560 139920 55.0
2022-07-27 NESTLEIND 345520 88960 26.0
2022-07-28 NESTLEIND 395240 49720 13.0
2022-07-29 NESTLEIND 396520 1280 0.0
2022-08-01 NESTLEIND 388440 -8080 -2.0
2022-08-02 NESTLEIND 389280 840 0.0
2022-08-03 NESTLEIND 390400 1120 0.0
2022-08-04 NESTLEIND 392600 2200 1.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 GRASIM 10256200 2748350 27.0
2022-07-27 GRASIM 11433725 1177525 10.0
2022-07-28 GRASIM 11896850 463125 4.0
2022-07-29 GRASIM 11830350 -66500 -1.0
2022-08-01 GRASIM 11571000 -259350 -2.0
2022-08-02 GRASIM 11541075 -29925 -0.0
2022-08-03 GRASIM 11362475 -178600 -2.0
2022-08-04 GRASIM 11183400 -179075 -2.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 ONGC 39350850 11992750 30.0
2022-07-27 ONGC 46153800 6802950 15.0
2022-07-28 ONGC 45957450 -196350 -0.0
2022-07-29 ONGC 45052700 -904750 -2.0
2022-08-01 ONGC 45480050 427350 1.0
2022-08-02 ONGC 46061400 581350 1.0
2022-08-03 ONGC 48263600 2202200 5.0
2022-08-04 ONGC 47682250 -581350 -1.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 JSWSTEEL 41593500 9583650 23.0
2022-07-27 JSWSTEEL 45940500 4347000 9.0
2022-07-28 JSWSTEEL 46996200 1055700 2.0
2022-07-29 JSWSTEEL 45624600 -1371600 -3.0
2022-08-01 JSWSTEEL 45524700 -99900 -0.0
2022-08-02 JSWSTEEL 45318150 -206550 -0.0
2022-08-03 JSWSTEEL 45300600 -17550 -0.0
2022-08-04 JSWSTEEL 45576000 275400 1.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 HDFCLIFE 18042200 4721200 26.0
2022-07-27 HDFCLIFE 24107600 6065400 25.0
2022-07-28 HDFCLIFE 30991400 6883800 22.0
2022-07-29 HDFCLIFE 32433500 1442100 4.0
2022-08-01 HDFCLIFE 32698600 265100 1.0
2022-08-02 HDFCLIFE 32905400 206800 1.0
2022-08-03 HDFCLIFE 33080300 174900 1.0
2022-08-04 HDFCLIFE 33061600 -18700 -0.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 INDUSINDBK 22698000 4559400 20.0
2022-07-27 INDUSINDBK 25984800 3286800 13.0
2022-07-28 INDUSINDBK 27224100 1239300 5.0
2022-07-29 INDUSINDBK 26694000 -530100 -2.0
2022-08-01 INDUSINDBK 25869600 -824400 -3.0
2022-08-02 INDUSINDBK 26315100 445500 2.0
2022-08-03 INDUSINDBK 26329500 14400 0.0
2022-08-04 INDUSINDBK 26091000 -238500 -1.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 SBILIFE 3927000 1581000 40.0
2022-07-27 SBILIFE 5461500 1534500 28.0
2022-07-28 SBILIFE 6110250 648750 11.0
2022-07-29 SBILIFE 7089000 978750 14.0
2022-08-01 SBILIFE 6964500 -124500 -2.0
2022-08-02 SBILIFE 6978750 14250 0.0
2022-08-03 SBILIFE 6897750 -81000 -1.0
2022-08-04 SBILIFE 6791250 -106500 -2.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 DRREDDY 1435000 704375 49.0
2022-07-27 DRREDDY 1753125 318125 18.0
2022-07-28 DRREDDY 2011375 258250 13.0
2022-07-29 DRREDDY 2667250 655875 25.0
2022-08-01 DRREDDY 2681625 14375 1.0
2022-08-02 DRREDDY 2735625 54000 2.0
2022-08-03 DRREDDY 2735000 -625 -0.0
2022-08-04 DRREDDY 2580000 -155000 -6.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 ADANIPORTS 66928750 7380000 11.0
2022-07-27 ADANIPORTS 73210000 6281250 9.0
2022-07-28 ADANIPORTS 76423750 3213750 4.0
2022-07-29 ADANIPORTS 76556250 132500 0.0
2022-08-01 ADANIPORTS 76650000 93750 0.0
2022-08-02 ADANIPORTS 76297500 -352500 -0.0
2022-08-03 ADANIPORTS 75886250 -411250 -1.0
2022-08-04 ADANIPORTS 75835000 -51250 -0.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 DIVISLAB 1836000 766200 42.0
2022-07-27 DIVISLAB 2267700 431700 19.0
2022-07-28 DIVISLAB 2399550 131850 5.0
2022-07-29 DIVISLAB 2419350 19800 1.0
2022-08-01 DIVISLAB 2467800 48450 2.0
2022-08-02 DIVISLAB 2503950 36150 1.0
2022-08-03 DIVISLAB 2511900 7950 0.0
2022-08-04 DIVISLAB 2540700 28800 1.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 CIPLA 4988750 3086850 62.0
2022-07-27 CIPLA 6264050 1275300 20.0
2022-07-28 CIPLA 8102900 1838850 23.0
2022-07-29 CIPLA 9441900 1339000 14.0
2022-08-01 CIPLA 9381450 -60450 -1.0
2022-08-02 CIPLA 9222850 -158600 -2.0
2022-08-03 CIPLA 8828300 -394550 -4.0
2022-08-04 CIPLA 8856250 27950 0.0
Symbol TOTAL_OPN_INT OI_COMBINED %_CHANGE
Date
2022-07-26 BAJAJ-AUTO 1353000 413500 31.0
2022-07-27 BAJAJ-AUTO 1749000 396000 23.0
2022-07-28 BAJAJ-AUTO 1951500 202500 10.0
2022-07-29 BAJAJ-AUTO 1852250 -99250 -5.0
2022-08-01 BAJAJ-AUTO 1924000 71750 4.0
2022-08-02 BAJAJ-AUTO 1961500 37500 2.0
2022-08-03 BAJAJ-AUTO 1940000 -21500 -1.0
2022-08-04 BAJAJ-AUTO 1964250 24250 1.0
I have created a screener which shows stocks data of Indian markets. after running the code the product which getting to me is shown above. in this product how can I add a condition that is [ the stocks should have positive %_CHANGE(column name) for at least previous 4 to 5 days in a row and suddenly if product shows negative %_CHANGE then only that stock name should occur after running the code.] In my code all positive and negative data is showing so how can I eliminate this and get the stocks which follows my criteria.
So please tell me the code to solve the problem. I have shared my code and product.
Thank you.
Solution
A few lines of code are sufficient to check the condition and add the stock's symbol.
# ... your code before the loop
target_stocks = []
for stock in stock:
# ... your code in the loop
print(df)
# check condition
cond_loc = ((df.loc[df.index[-5:-1], '%_CHANGE'].agg(min) > 0) |(df.loc[df.index[-6:-1], '%_CHANGE'].agg(min) > 0)) & (df.loc[df.index[-1], '%_CHANGE'] < 0)
if(cond_loc):
target_stocks.append(df['Symbol'][0])
However, please note that your condition is rather restrictive. Often, the list of target_stocks will remain empty (such as today). An elementary explanation based on some probability theory provides an intuition why that is.
Assume that a stock moves up or down with ~50% probability (this assumption is fairly realistic, btw.) Then, for example, 4 consecutive up-movements followed by a single down-movement has a chance of 0.5^(4+1)=0.03125=3.125% assuming stochastic independence between the movements (another very realistic assumption w.r.t. stock price movements). That probability is about a mere 3%. The chance that not a single of your 13 (initially provided) stocks displays this behavior is, therefore (0.0312)^13, approximately 66% and quite likely. Lowering the number of days with up-movement to 2 provides only a single stock for today's data, namely INFY.
For the bigger dataset of 50 stocks, this chance shrinks to around 20% though - in theory. Since stock price movements usually display a positive correlation (due to an overlap in industries/markets etc.) it will be more likely to observe comovement - if the overall market conditions are conducive.
Answered By - 7shoe
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