使用 Python 的 NSE 期权链数据 - 第二部分 |沙阿·斯塔万

import aiohttpimport asyncioimport requestsimport jsonimport mathimport timedef strRed(skk):         return "[91m {}[00m".format(skk)def strGreen(skk):       return "[92m {}[00m".format(skk)def strYellow(skk):      return "[93m {}[00m".format(skk)def strLightPurple(skk): return "[94m {}[00m".format(skk)def strPurple(skk):      return "[95m {}[00m".format(skk)def strCyan(skk):        return "[96m {}[00m".format(skk)def strLightGray(skk):   return "[97m {}[00m".format(skk)def strBlack(skk):       return "[98m {}[00m".format(skk)def strBold(skk):        return "[1m {}[00m".format(skk)def round_nearest(x, num=50): return int(math.ceil(float(x)/num)*num)def nearest_strike_bnf(x): return round_nearest(x, 100)def nearest_strike_nf(x): return round_nearest(x, 50)url_oc      = "https://www.nseindia.com/option-chain"url_bnf     = 'https://www.nseindia.com/api/option-chain-indices?symbol=BANKNIFTY'url_nf      = 'https://www.nseindia.com/api/option-chain-indices?symbol=NIFTY'url_indices = "https://www.nseindia.com/api/allIndices"headers = {'user-agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/80.0.3987.149 Safari/537.36',            'accept-language': 'en,gu;q=0.9,hi;q=0.8',            'accept-encoding': 'gzip, deflate, br'}cookies = dict()def set_cookie():    sess = requests.Session()    request = sess.get(url_oc, headers=headers, timeout=5)    return dict(request.cookies)async def get_data(url, session):    global cookies    async with session.get(url, headers=headers, timeout=5, cookies=cookies) as response:        if response.status == 401:            cookies = set_cookie()            async with session.get(url, headers=headers, timeout=5, cookies=cookies) as response:                return await response.text()        elif response.status == 200:            return await response.text()        return ""async def fetch_all_data():    async with aiohttp.ClientSession() as session:        indices_data = await get_data(url_indices, session)        bnf_data = await get_data(url_bnf, session)        nf_data = await get_data(url_nf, session)    return indices_data, bnf_data, nf_data# Process the fetched datadef process_indices_data(data):    global bnf_ul, nf_ul, bnf_nearest, nf_nearest    data = json.loads(data)    for index in data["data"]:        if index["index"] == "NIFTY 50":            nf_ul = index["last"]        if index["index"] == "NIFTY BANK":            bnf_ul = index["last"]    bnf_nearest = nearest_strike_bnf(bnf_ul)    nf_nearest = nearest_strike_nf(nf_ul)def process_oi_data(data, nearest, step, num):    data = json.loads(data)    currExpiryDate = data["records"]["expiryDates"][0]    oi_data = []    for item in data['records']['data']:        if item["expiryDate"] == currExpiryDate:            if nearest - step*num <= item["strikePrice"] <= nearest + step*num:                oi_data.append((item["strikePrice"], item["CE"]["openInterest"], item["PE"]["openInterest"]))    return oi_datadef print_oi_data(nifty_data, bank_nifty_data, prev_nifty_data, prev_bank_nifty_data):    print(strBold(strLightPurple("Nifty Open Interest:")))    for i, (strike, ce_oi, pe_oi) in enumerate(nifty_data):        ce_change = ce_oi - prev_nifty_data[i][1] if prev_nifty_data else 0        pe_change = pe_oi - prev_nifty_data[i][2] if prev_nifty_data else 0        ce_color = strGreen(ce_oi) if ce_change > 0 else strRed(ce_oi)        pe_color = strGreen(pe_oi) if pe_change > 0 else strRed(pe_oi)        print(f"Strike Price: {strike}, Call OI: {ce_color} ({strBold(f'+{ce_change}') if ce_change > 0 else strBold(ce_change) if ce_change < 0 else ce_change}), Put OI: {pe_color} ({strBold(f'+{pe_change}') if pe_change > 0 else strBold(pe_change) if pe_change < 0 else pe_change})")    print(strBold(strLightPurple("Bank Nifty Open Interest:")))    for i, (strike, ce_oi, pe_oi) in enumerate(bank_nifty_data):        ce_change = ce_oi - prev_bank_nifty_data[i][1] if prev_bank_nifty_data else 0        pe_change = pe_oi - prev_bank_nifty_data[i][2] if prev_bank_nifty_data else 0        ce_color = strGreen(ce_oi) if ce_change > 0 else strRed(ce_oi)        pe_color = strGreen(pe_oi) if pe_change > 0 else strRed(pe_oi)        print(f"Strike Price: {strike}, Call OI: {ce_color} ({strBold(f'+{ce_change}') if ce_change > 0 else strBold(ce_change) if ce_change < 0 else ce_change}), Put OI: {pe_color} ({strBold(f'+{pe_change}') if pe_change > 0 else strBold(pe_change) if pe_change < 0 else pe_change})")def calculate_support_resistance(oi_data):    highest_oi_ce = max(oi_data, key=lambda x: x[1])    highest_oi_pe = max(oi_data, key=lambda x: x[2])    return highest_oi_ce[0], highest_oi_pe[0]async def update_data():    global cookies    prev_nifty_data = prev_bank_nifty_data = None    while True:        cookies = set_cookie()        indices_data, bnf_data, nf_data = await fetch_all_data()        process_indices_data(indices_data)        nifty_oi_data = process_oi_data(nf_data, nf_nearest, 50, 10)        bank_nifty_oi_data = process_oi_data(bnf_data, bnf_nearest, 100, 10)        support_nifty, resistance_nifty = calculate_support_resistance(nifty_oi_data)        support_bank_nifty, resistance_bank_nifty = calculate_support_resistance(bank_nifty_oi_data)        print(strBold(strCyan(f"Major Support and Resistance Levels:")))        print(f"Nifty Support: {strYellow(support_nifty)}, Nifty Resistance: {strYellow(resistance_nifty)}")        print(f"Bank Nifty Support: {strYellow(support_bank_nifty)}, Bank Nifty Resistance: {strYellow(resistance_bank_nifty)}")        print_oi_data(nifty_oi_data, bank_nifty_oi_data, prev_nifty_data, prev_bank_nifty_data)        prev_nifty_data = nifty_oi_data        prev_bank_nifty_data = bank_nifty_oi_data        for i in range(30, 0, -1):            print(strBold(strLightGray(f"Fetching data in {i} seconds...")), end="")            time.sleep(1)        print(strBold(strCyan("Fetching new data... Please wait.")))        await asyncio.sleep(1)async def main():    await update_data()asyncio.run(main())