Initial Commit

Author: hirawatt

README.md

@@ -0,0 +1,18 @@
+# MMI - Risk o Meter
+> Inspired by [Ticker Tape](https://www.tickertape.in/market-mood-index)
+
+## Steps to Use
+- Install the requirements.txt file
+- Uncomment the get_fii_activity() function in the code
+- Run the code
+
+## Features
+
+## Roadmap
+- [ ] Gauge Charts Setup
+- [x] FII Activity
+- [ ] Volatility and Skew
+- [x] Momentum
+- [ ] Market Breadth
+- [ ] Price Strength
+- [ ] Demand for Gold

__init__.py

@@ -0,0 +1,265 @@
+Month,Advances,Declines,Advance/Decline Ratio
+Mar-2022,1042,1088,0.96
+Feb-2022,921,1208,0.76
+Jan-2022,1064,1069,0.99
+Dec-2021,1125,964,1.17
+Nov-2021,982,1069,0.92
+Oct-2021,958,1091,0.88
+Sep-2021,989,1022,0.97
+Aug-2021,911,1097,0.83
+Jul-2021,996,996,1.00
+Jun-2021,1021,976,1.05
+May-2021,1082,879,1.23
+Apr-2021,1031,899,1.15
+Mar-2021,881,1072,0.82
+Feb-2021,978,950,1.03
+Jan-2021,886,1068,0.83
+Dec-2020,1080,866,1.25
+Nov-2020,1057,816,1.30
+Oct-2020,878,1001,0.88
+Sep-2020,867,1008,0.86
+Aug-2020,1494,852,1.75
+Jul-2020,879,1010,0.87
+Jun-2020,1102,781,1.41
+May-2020,848,950,0.89
+Apr-2020,1096,748,1.46
+Mar-2020,697,1181,0.59
+Feb-2020,742,1098,0.68
+Jan-2020,924,913,1.01
+Dec-2019,867,968,0.90
+Nov-2019,864,979,0.88
+Oct-2019,892,933,0.96
+Sep-2019,919,916,1.00
+Aug-2019,854,972,0.88
+Jul-2019,716,1099,0.65
+Jun-2019,759,1066,0.71
+May-2019,828,983,0.84
+Apr-2019,803,1006,0.80
+Mar-2019,961,879,1.09
+Feb-2019,824,979,0.84
+Jan-2019,737,1039,0.71
+Dec-2018,872,924,0.94
+Nov-2018,869,918,0.95
+Oct-2018,853,977,0.87
+Sep-2018,661,1179,0.56
+Aug-2018,884,924,0.96
+Jul-2018,884,912,0.97
+Jun-2018,734,1066,0.69
+May-2018,733,1066,0.69
+Apr-2018,941,860,1.09
+Mar-2018,701,1102,0.64
+Feb-2018,788,1011,0.78
+Jan-2018,761,1017,0.75
+Dec-2017,893,871,1.02
+Nov-2017,840,901,0.93
+Oct-2017,907,808,1.12
+Sep-2017,794,898,0.88
+Aug-2017,770,921,0.84
+Jul-2017,834,851,0.98
+Jun-2017,780,894,0.87
+May-2017,735,935,0.79
+Apr-2017,866,820,1.06
+Mar-2017,793,863,0.92
+Feb-2017,820,828,0.99
+Jan-2017,860,767,1.12
+Dec-2016,729,877,0.83
+Nov-2016,734,899,0.82
+Oct-2016,876,757,1.16
+Sep-2016,803,816,0.98
+Aug-2016,746,856,0.87
+Jul-2016,798,810,0.99
+Jun-2016,814,749,1.09
+May-2016,715,835,0.86
+Apr-2016,815,738,1.00
+Mar-2016,840,718,1.17
+Feb-2016,598,953,0.63
+Jan-2016,698,877,0.80
+Dec-2015,773,771,1.00
+Nov-2015,760,753,1.01
+Oct-2015,759,754,1.01
+Sep-2015,741,764,0.97
+Aug-2015,686,833,0.82
+Jul-2015,803,703,1.14
+Jun-2015,690,796,0.87
+May-2015,732,759,0.97
+Apr-2015,728,788,0.92
+Mar-2015,627,881,0.71
+Feb-2015,683,813,0.84
+Jan-2015,748,786,0.95
+Dec-2014,706,822,0.86
+Nov-2014,736,808,0.91
+Oct-2014,770,759,1.01
+Sep-2014,778,782,1.00
+Aug-2014,752,790,0.95
+Jul-2014,730,816,0.90
+Jun-2014,876,685,1.28
+May-2014,851,681,1.25
+Apr-2014,783,712,1.10
+Mar-2014,772,689,1.12
+Feb-2014,680,735,0.93
+Jan-2014,621,792,0.78
+Dec-2013,686,668,1.03
+Nov-2013,672,672,1.00
+Oct-2013,706,627,1.13
+Sep-2013,677,641,1.06
+Aug-2013,602,703,0.86
+Jul-2013,572,747,0.77
+Jun-2013,572,786,0.73
+May-2013,619,759,0.82
+Apr-2013,713,678,1.05
+Mar-2013,625,875,0.71
+Feb-2013,576,926,0.62
+Jan-2013,663,849,0.78
+Dec-2012,723,790,0.91
+Nov-2012,730,773,0.94
+Oct-2012,691,818,0.84
+Sep-2012,814,664,1.23
+Aug-2012,671,805,0.83
+Jul-2012,667,816,0.82
+Jun-2012,753,703,1.07
+May-2012,616,843,0.73
+Apr-2012,706,762,0.93
+Mar-2012,639,849,0.75
+Feb-2012,781,719,1.09
+Jan-2012,870,605,1.44
+Dec-2011,560,909,0.62
+Nov-2011,581,895,0.65
+Oct-2011,738,719,1.03
+Sep-2011,693,774,0.89
+Aug-2011,580,889,0.65
+Jul-2011,689,756,0.91
+Jun-2011,648,1131,0.57
+May-2011,610,819,0.74
+Apr-2011,729,720,1.01
+Mar-2011,715,739,0.97
+Feb-2011,611,820,0.74
+Jan-2011,526,901,0.58
+Dec-2010,727,695,1.05
+Nov-2010,604,823,0.73
+Oct-2010,642,765,0.84
+Sep-2010,693,697,1.00
+Aug-2010,624,755,0.83
+Jul-2010,645,710,0.91
+Jun-2010,693,648,1.07
+May-2010,559,779,0.72
+Apr-2010,698,640,1.09
+Mar-2010,646,680,0.95
+Feb-2010,591,715,0.83
+Jan-2010,598,725,0.83
+Dec-2009,673,614,1.10
+Nov-2009,671,607,1.10
+Oct-2009,518,751,0.69
+Sep-2009,632,630,1.00
+Aug-2009,667,582,1.15
+Jul-2009,650,588,1.11
+Jun-2009,576,675,0.85
+May-2009,775,431,1.80
+Apr-2009,732,495,1.48
+Mar-2009,604,588,1.03
+Feb-2009,502,676,0.74
+Jan-2009,533,663,0.80
+Dec-2008,656,541,1.21
+Nov-2008,483,726,0.66
+Oct-2008,436,795,0.55
+Sep-2008,435,790,0.55
+Aug-2008,572,644,0.89
+Jul-2008,607,605,1.00
+Jun-2008,440,769,0.57
+May-2008,495,708,0.70
+Apr-2008,675,525,1.29
+Mar-2008,467,737,0.63
+Feb-2008,550,639,0.86
+Jan-2008,433,756,0.57
+Dec-2007,720,460,1.57
+Nov-2007,576,576,1.00
+Oct-2007,533,607,0.88
+Sep-2007,585,549,1.07
+Aug-2007,544,573,0.95
+Jul-2007,508,592,0.86
+Jun-2007,507,569,0.89
+May-2007,507,557,0.91
+Apr-2007,556,493,1.13
+Mar-2007,478,552,0.87
+Feb-2007,397,622,0.64
+Jan-2007,499,499,1.00
+Dec-2006,456,502,0.91
+Nov-2006,422,517,0.81
+Oct-2006,452,479,0.94
+Sep-2006,462,455,1.02
+Aug-2006,496,412,1.20
+Jul-2006,403,500,0.81
+Jun-2006,402,510,0.79
+May-2006,387,533,0.73
+Apr-2006,464,440,1.06
+Mar-2006,416,467,0.89
+Feb-2006,381,485,0.79
+Jan-2006,407,457,0.89
+Dec-2005,416,430,0.97
+Nov-2005,467,376,1.24
+Oct-2005,317,533,0.60
+Sep-2005,388,470,0.83
+Aug-2005,458,389,1.18
+Jul-2005,449,384,1.17
+Jun-2005,373,439,0.85
+May-2005,439,364,1.21
+Apr-2005,368,430,0.86
+Mar-2005,344,462,0.74
+Feb-2005,380,419,0.91
+Jan-2005,375,427,0.88
+Dec-2004,400,391,1.02
+Nov-2004,441,344,1.28
+Oct-2004,354,415,0.85
+Sep-2004,398,369,1.08
+Aug-2004,390,356,1.10
+Jul-2004,402,331,1.22
+Jun-2004,349,370,0.94
+May-2004,329,403,0.82
+Apr-2004,399,324,1.23
+Mar-2004,319,399,0.80
+Feb-2004,310,407,0.76
+Jan-2004,290,446,0.65
+Dec-2003,409,316,1.30
+Nov-2003,382,304,1.26
+Oct-2003,321,344,0.93
+Sep-2003,286,364,0.78
+Aug-2003,374,349,1.07
+Jul-2003,351,360,0.97
+Jun-2003,381,313,1.22
+May-2003,397,280,1.42
+Apr-2003,347,289,1.20
+Mar-2003,247,413,0.60
+Feb-2003,303,361,0.84
+Jan-2003,296,378,0.78
+Dec-2002,323,357,0.91
+Nov-2002,374,297,1.26
+Oct-2002,301,369,0.82
+Sep-2002,302,419,0.72
+Aug-2002,355,376,0.94
+Jul-2002,304,464,0.66
+Jun-2002,420,345,1.22
+May-2002,329,412,0.80
+Apr-2002,381,354,1.08
+Mar-2002,342,374,0.91
+Feb-2002,361,361,1.00
+Jan-2002,342,372,0.92
+Dec-2001,481,551,0.87
+Nov-2001,597,458,1.30
+Oct-2001,527,446,1.18
+Sep-2001,432,541,0.80
+Aug-2001,480,488,0.98
+Jul-2001,395,525,0.75
+Jun-2001,328,474,0.69
+May-2001,426,401,1.06
+Apr-2001,372,421,0.88
+Mar-2001,318,499,0.64
+Feb-2001,405,478,0.85
+Jan-2001,399,451,0.89
+Dec-2000,424,431,0.99
+Nov-2000,455,382,1.19
+Oct-2000,352,425,0.83
+Sep-2000,365,486,0.75
+Aug-2000,419,427,0.98
+Jul-2000,413,491,0.84
+Jun-2000,448,485,0.92
+May-2000,447,485,0.92
+Apr-2000,394,583,0.68

__pycache__/nsepyData.cpython-310.pyc

@@ -0,0 +1,20 @@
+,FII DERIVATIVES STATISTICS FOR 01-Apr-2022,Unnamed: 1,Unnamed: 2,Unnamed: 3,Unnamed: 4,Unnamed: 5,Unnamed: 6
+0,,BUY,BUY,SELL,SELL,OPEN INTEREST AT THE END OF THE DAY,
+1,,No. of contracts,Amt in Crores,No. of contracts,Amt in Crores,No. of contracts,Amt in Crores
+2,INDEX FUTURES,44022,3964.34,47294,4242.67,145722,13073.21
+3,INDEX OPTIONS,3527359,321399.50,3556536,324248.96,829373,74268.77
+4,STOCK FUTURES,176054,12694.88,177128,12739.15,1894823,134487.66
+5,STOCK OPTIONS,72710,5907.50,78312,6310.69,81999,6362.99
+6,,,,,,,
+7,,,,,,,
+8,,,,,,,
+9,,,,,,,
+10,Notes:,,,,,,
+11,,,,,,,
+12,Both buy and sell positions have been considered,,,,,,
+13,Options Value (Buy/Sell) = Strike price * Qty,,,,,,
+14,Futures Value (Buy/Sell) = Traded Price * Qty,,,,,,
+15,,,,,,,
+16,Value & Open Interest at the end of day:,,,,,,
+17,Options Value (End of day) = Underlying Close Price * Qty,,,,,,
+18,Futures Value (End of day) = Closing Futures Price * Qty  (closing price is the daily settlement price of futures contracts),,,,,,

data/ad_ratio/ad_ratio_monthly.csv

@@ -0,0 +1,20 @@
+,FII DERIVATIVES STATISTICS FOR 01-Feb-2022,Unnamed: 1,Unnamed: 2,Unnamed: 3,Unnamed: 4,Unnamed: 5,Unnamed: 6
+0,,BUY,BUY,SELL,SELL,OPEN INTEREST AT THE END OF THE DAY,
+1,,No. of contracts,Amt in Crores,No. of contracts,Amt in Crores,No. of contracts,Amt in Crores
+2,INDEX FUTURES,104855,9609.84,109640,10024.54,146248,13183.16
+3,INDEX OPTIONS,8043769,755033.22,8008578,751695.68,1356796,122598.03
+4,STOCK FUTURES,325520,24474.71,293676,22368.08,1859227,131332.62
+5,STOCK OPTIONS,262860,20337.66,263895,20469.31,204334,15335.95
+6,,,,,,,
+7,,,,,,,
+8,,,,,,,
+9,,,,,,,
+10,Notes:,,,,,,
+11,,,,,,,
+12,Both buy and sell positions have been considered,,,,,,
+13,Options Value (Buy/Sell) = Strike price * Qty,,,,,,
+14,Futures Value (Buy/Sell) = Traded Price * Qty,,,,,,
+15,,,,,,,
+16,Value & Open Interest at the end of day:,,,,,,
+17,Options Value (End of day) = Underlying Close Price * Qty,,,,,,
+18,Futures Value (End of day) = Closing Futures Price * Qty  (closing price is the daily settlement price of futures contracts),,,,,,

data/fii/fii_stats_01-Apr-2022.csv

@@ -0,0 +1,20 @@
+,FII DERIVATIVES STATISTICS FOR 02-Feb-2022,Unnamed: 1,Unnamed: 2,Unnamed: 3,Unnamed: 4,Unnamed: 5,Unnamed: 6
+0,,BUY,BUY,SELL,SELL,OPEN INTEREST AT THE END OF THE DAY,
+1,,No. of contracts,Amt in Crores,No. of contracts,Amt in Crores,No. of contracts,Amt in Crores
+2,INDEX FUTURES,63875,5910.24,45092,4212.85,149475,13677.89
+3,INDEX OPTIONS,7052730,676439.70,7050019,676316.41,1379281,126639.06
+4,STOCK FUTURES,202574,14762.69,198765,14545.42,1859546,132764.27
+5,STOCK OPTIONS,201167,15803.47,200351,15752.86,218396,16603.30
+6,,,,,,,
+7,,,,,,,
+8,,,,,,,
+9,,,,,,,
+10,Notes:,,,,,,
+11,,,,,,,
+12,Both buy and sell positions have been considered,,,,,,
+13,Options Value (Buy/Sell) = Strike price * Qty,,,,,,
+14,Futures Value (Buy/Sell) = Traded Price * Qty,,,,,,
+15,,,,,,,
+16,Value & Open Interest at the end of day:,,,,,,
+17,Options Value (End of day) = Underlying Close Price * Qty,,,,,,
+18,Futures Value (End of day) = Closing Futures Price * Qty  (closing price is the daily settlement price of futures contracts),,,,,,

data/fii/fii_stats_01-Feb-2022.csv

@@ -0,0 +1,20 @@
+,FII DERIVATIVES STATISTICS FOR 02-Mar-2022,Unnamed: 1,Unnamed: 2,Unnamed: 3,Unnamed: 4,Unnamed: 5,Unnamed: 6
+0,,BUY,BUY,SELL,SELL,OPEN INTEREST AT THE END OF THE DAY,
+1,,No. of contracts,Amt in Crores,No. of contracts,Amt in Crores,No. of contracts,Amt in Crores
+2,INDEX FUTURES,61709,5288.24,100597,8532.85,192999,16261.71
+3,INDEX OPTIONS,6515433,563993.41,6520588,564518.88,1595399,134438.66
+4,STOCK FUTURES,250187,16904.61,257658,18158.93,2109258,138884.27
+5,STOCK OPTIONS,160746,11494.24,162518,11667.01,170354,11762.46
+6,,,,,,,
+7,,,,,,,
+8,,,,,,,
+9,,,,,,,
+10,Notes:,,,,,,
+11,,,,,,,
+12,Both buy and sell positions have been considered,,,,,,
+13,Options Value (Buy/Sell) = Strike price * Qty,,,,,,
+14,Futures Value (Buy/Sell) = Traded Price * Qty,,,,,,
+15,,,,,,,
+16,Value & Open Interest at the end of day:,,,,,,
+17,Options Value (End of day) = Underlying Close Price * Qty,,,,,,
+18,Futures Value (End of day) = Closing Futures Price * Qty  (closing price is the daily settlement price of futures contracts),,,,,,

data/fii/fii_stats_02-Feb-2022.csv

@@ -0,0 +1,20 @@
+,FII DERIVATIVES STATISTICS FOR 03-Feb-2022,Unnamed: 1,Unnamed: 2,Unnamed: 3,Unnamed: 4,Unnamed: 5,Unnamed: 6
+0,,BUY,BUY,SELL,SELL,OPEN INTEREST AT THE END OF THE DAY,
+1,,No. of contracts,Amt in Crores,No. of contracts,Amt in Crores,No. of contracts,Amt in Crores
+2,INDEX FUTURES,43355,3990.00,56279,5175.00,161191,14542.00
+3,INDEX OPTIONS,15610449,1506211.25,15501483,1495725.82,1016824,91461.31
+4,STOCK FUTURES,176628,12956.99,198191,14244.02,1865237,131233.18
+5,STOCK OPTIONS,149891,11399.91,152523,11566.57,237928,17938.20
+6,,,,,,,
+7,,,,,,,
+8,,,,,,,
+9,,,,,,,
+10,Notes:,,,,,,
+11,,,,,,,
+12,Both buy and sell positions have been considered,,,,,,
+13,Options Value (Buy/Sell) = Strike price * Qty,,,,,,
+14,Futures Value (Buy/Sell) = Traded Price * Qty,,,,,,
+15,,,,,,,
+16,Value & Open Interest at the end of day:,,,,,,
+17,Options Value (End of day) = Underlying Close Price * Qty,,,,,,
+18,Futures Value (End of day) = Closing Futures Price * Qty  (closing price is the daily settlement price of futures contracts),,,,,,