├── .gitattributes ├── Bayesian_rolling_reg ├── images │ ├── image1.png │ ├── image3.png │ ├── image4.png │ └── image5.png └── sj_dynamic_hedge_ratio.ipynb ├── Black–Litterman ├── .ipynb_checkpoints │ ├── sj_bl_allocation_backtest_part1-checkpoint.ipynb │ └── sj_bl_allocation_backtest_part2-checkpoint.ipynb ├── data │ ├── S_bl.csv │ ├── S_bl_confi.csv │ ├── mcap.csv │ ├── prices.csv │ ├── prices_all.csv │ ├── returns.csv │ ├── views.csv │ └── wt_min_vola_wts.csv ├── images │ ├── chart1.png │ ├── chart10.png │ ├── chart2.png │ ├── chart3.png │ ├── chart4.png │ ├── chart5.png │ ├── chart6.png │ ├── chart7.png │ ├── chart8.png │ └── chart9.png ├── sj_bl_allocation_backtest_part1.ipynb └── sj_bl_allocation_backtest_part2.ipynb ├── Classification_ML ├── .ipynb_checkpoints │ └── sj_claasification_ml-checkpoint.ipynb ├── images │ ├── chart1.png │ ├── chart2.png │ ├── chart3.png │ └── chart4.png └── sj_claasification_ml.ipynb ├── Custom_bundle_zipline ├── BSE 500index_Constituents.csv ├── bse500_bundle.ipynb ├── extension.py ├── india_investing_data.py ├── india_nse_data.py └── india_stock_data.py ├── Deep_Learning ├── .ipynb_checkpoints │ └── sj_tf_backtesting-checkpoint.ipynb ├── images │ ├── chart1.png │ ├── chart2.png │ ├── chart3.png │ ├── chart4.png │ ├── performance.png │ └── returns_stds.png └── sj_tf_backtesting.ipynb ├── Pair_Trading ├── .ipynb_checkpoints │ └── sj_pairs_trading-checkpoint.ipynb ├── data │ ├── nifty_meta.csv │ └── prices.csv ├── images │ ├── chart1.png │ ├── chart2.png │ ├── chart3.png │ ├── chart4.1.png │ ├── chart4.png │ ├── chart5.png │ ├── chart6.png │ ├── chart7.png │ └── chart8.png └── sj_pairs_trading.ipynb ├── Portfolio Diversification ├── chart1.png ├── chart2.png ├── chart3.png ├── data │ ├── BSE-100.csv │ ├── MF103178.csv │ ├── MF113047.csv │ └── QNIFTY.csv └── sj_equity_debt.ipynb ├── README.md └── RSI ├── data ├── data │ ├── ACC.csv │ ├── ADANIPORTS.csv │ ├── AMBUJACEM.csv │ ├── ASHOKLEY.csv │ ├── ASIANPAINT.csv │ ├── AUROPHARMA.csv │ ├── AXISBANK.csv │ ├── BAJAJFINSV.csv │ ├── BAJAJHLDNG.csv │ ├── BAJFINANCE.csv │ ├── BANKBARODA.csv │ ├── BERGEPAINT.csv │ ├── BHARTIARTL.csv │ ├── BIOCON.csv │ ├── BOSCHLTD.csv │ ├── BPCL.csv │ ├── BRITANNIA.csv │ ├── CADILAHC.csv │ ├── CIPLA.csv │ ├── COLPAL.csv │ ├── CONCOR.csv │ ├── DABUR.csv │ ├── DIVISLAB.csv │ ├── DLF.csv │ ├── DRREDDY.csv │ ├── EICHERMOT.csv │ ├── GAIL.csv │ ├── GODREJCP.csv │ ├── GRASIM.csv │ ├── HAVELLS.csv │ ├── HCLTECH.csv │ ├── HDFC.csv │ ├── HDFCBANK.csv │ ├── HEROMOTOCO.csv │ ├── HINDALCO.csv │ ├── HINDPETRO.csv │ ├── HINDUNILVR.csv │ ├── HINDZINC.csv │ ├── ICICIBANK.csv │ ├── IDEA.csv │ ├── INDUSINDBK.csv │ ├── INFY.csv │ ├── IOC.csv │ ├── ITC.csv │ ├── JSWSTEEL.csv │ ├── KOTAKBANK.csv │ ├── LT.csv │ ├── LUPIN.csv │ ├── M&M.csv │ ├── MARICO.csv │ ├── MARUTI.csv │ ├── MOTHERSUMI.csv │ ├── NESTLEIND.csv │ ├── NHPC.csv │ ├── NMDC.csv │ ├── NTPC.csv │ ├── OFSS.csv │ ├── ONGC.csv │ ├── PAGEIND.csv │ ├── PEL.csv │ ├── PETRONET.csv │ ├── PFC.csv │ ├── PGHH.csv │ ├── PIDILITIND.csv │ ├── PNB.csv │ ├── POWERGRID.csv │ ├── RELIANCE.csv │ ├── SBIN.csv │ ├── SHREECEM.csv │ ├── SIEMENS.csv │ ├── SRTRANSFIN.csv │ ├── SUNPHARMA.csv │ ├── TATAMOTORS.csv │ ├── TATAMTRDVR.csv │ ├── TATASTEEL.csv │ ├── TCS.csv │ ├── TECHM.csv │ ├── TITAN.csv │ ├── UBL.csv │ ├── ULTRACEMCO.csv │ ├── UPL.csv │ ├── VEDL.csv │ ├── WIPRO.csv │ └── ZEEL.csv ├── nifty100.csv └── nifty100_meta.csv ├── images ├── chart1.png ├── chart2.png ├── chart3.png └── chart4.png └── sj_rsi_nifty100_zipline.ipynb /.gitattributes: -------------------------------------------------------------------------------- 1 | # Auto detect text files and perform LF normalization 2 | * text=auto 3 | -------------------------------------------------------------------------------- /Bayesian_rolling_reg/images/image1.png: -------------------------------------------------------------------------------- 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https://raw.githubusercontent.com/sabirjana/blog/7aa8a378ad55c86e18ece3990c5da1ea87cc32bc/Bayesian_rolling_reg/images/image5.png -------------------------------------------------------------------------------- /Black–Litterman/data/S_bl.csv: -------------------------------------------------------------------------------- 1 | ,ASIANPAINT,AXISBANK,BAJFINANCE,BHARTIARTL,HCLTECH,HDFC,HDFCBANK,HINDUNILVR,ICICIBANK,INFY,ITC,KOTAKBANK,LT,MARUTI,NESTLEIND,RELIANCE,SBIN,SUNPHARMA,TCS,WIPRO 2 | ASIANPAINT,0.14434873203404697,0.0029279245626156057,0.002503811117914827,0.001835320442562582,0.0011191476127252729,0.0024815173169538715,0.0019907893139301394,0.0017663325617742962,0.0028032409457536974,0.0010703871945321798,0.0014820301878960202,0.0023360176687303607,0.0024972460962969147,0.002663001913303346,0.0022262541171199964,0.002233407855056831,0.0023189423667219016,0.0013813188077342632,0.0010559862163599654,0.0011099245118746043 3 | AXISBANK,0.002927924562615606,0.15079760957869154,0.005257852010906627,0.002961126587256805,0.0022321947380314596,0.004911331889295658,0.004530087349923778,0.001875706473683022,0.008297033915100359,0.0022524582525740786,0.0022699742084764172,0.0049029213684916705,0.0059666529661779035,0.004740759668898984,0.0020018064492788004,0.004170980314272212,0.007252534809547231,0.0022347523939876316,0.0018294275869731957,0.0019194363685749666 4 | BAJFINANCE,0.002503811117914827,0.005257852010906627,0.1519432196800849,0.002528341823682325,0.001508297427134381,0.004190223130555575,0.003270732183552895,0.0019498457928649941,0.00476772177022022,0.0016950471984786856,0.0021262305691398726,0.003995388767528012,0.0038849952401735963,0.003969573962719839,0.002319054610811158,0.003223466209422541,0.004620668430706271,0.0018858744853601638,0.001506606184234757,0.0014210909129006915 5 | BHARTIARTL,0.001835320442562582,0.002961126587256805,0.002528341823682325,0.14835214817924924,0.0012201114705135603,0.0026770991492631197,0.0021916562948462964,0.0013434460121155736,0.0033339646191451024,0.0015227678668000148,0.0017876142932883217,0.0022674117540889796,0.002887532195920206,0.002280783057419692,0.0007814470916920717,0.0026781147087876216,0.003317456117450188,0.0015218710553637194,0.001207782543405114,0.00118992356892045 6 | HCLTECH,0.0011191476127252729,0.0022321947380314596,0.001508297427134381,0.0012201114705135603,0.14603033561442744,0.0019914247839319683,0.0016514367455474637,0.0013714511125847637,0.0023201093298446615,0.003711109011795867,0.0013167978336854603,0.0017531771194672693,0.0017473954269833188,0.0015972552787704023,0.00043015357086485854,0.002227497348395642,0.0016825695485531656,0.001399627419233695,0.0037994825686216813,0.0033706927362041365 7 | HDFC,0.0024815173169538715,0.004911331889295658,0.004190223130555575,0.0026770991492631197,0.0019914247839319683,0.1456999230358943,0.004157069866071689,0.0017919073519842726,0.004941699975882077,0.001978923841665523,0.0025004774746754483,0.004090065642131648,0.0038082515956093846,0.0033074063521056304,0.0007036672648661633,0.003190316177540856,0.004232130443230523,0.001745178892721397,0.0017557627737188489,0.0016744599727046177 8 | HDFCBANK,0.0019907893139301394,0.004530087349923778,0.003270732183552895,0.0021916562948462964,0.0016514367455474637,0.004157069866071689,0.14301789907886392,0.0015489592867776781,0.0043865962752099785,0.0016694555883428276,0.0019570346216488794,0.0038965501248257486,0.0035524172057384545,0.002858816580017247,0.0011203814868647,0.002918946550121774,0.0035600773939880185,0.001617972914335848,0.001528973922548089,0.0013489433931171283 9 | HINDUNILVR,0.0017663325617742962,0.001875706473683022,0.0019498457928649941,0.0013434460121155736,0.0013714511125847637,0.0017919073519842726,0.0015489592867776781,0.14362813130393356,0.0019378849304269473,0.0011655012835161884,0.0016364576501890298,0.0018669855160654799,0.0016002679286317364,0.0017850464717901117,0.001982534985221187,0.0017827230894148366,0.0014409431622273332,0.001238606377557186,0.0011711179998261441,0.0011966539250165904 10 | ICICIBANK,0.0028032409457536974,0.008297033915100359,0.00476772177022022,0.0033339646191451024,0.0023201093298446615,0.004941699975882077,0.0043865962752099785,0.0019378849304269473,0.14952405906822497,0.0023544245005447826,0.0025377350072395485,0.004698645081201112,0.005659340951419801,0.0042548511007591645,0.0010149951527836888,0.004285209256549407,0.007822121349967473,0.002197487197268818,0.00200906799149391,0.00201227278516254 11 | INFY,0.0010703871945321798,0.0022524582525740786,0.0016950471984786856,0.0015227678668000148,0.003711109011795867,0.001978923841665523,0.0016694555883428276,0.0011655012835161884,0.0023544245005447826,0.14574445667836516,0.0011431931260394161,0.0018019426704524873,0.0018209394429133886,0.0013485278346602792,0.00021510894110687574,0.001893622220205162,0.0018248628700355042,0.0013055193089241799,0.0037097566119340436,0.0032172979794800874 12 | ITC,0.0014820301878960202,0.0022699742084764172,0.0021262305691398726,0.0017876142932883217,0.0013167978336854603,0.0025004774746754483,0.0019570346216488794,0.0016364576501890296,0.0025377350072395485,0.0011431931260394161,0.1441313649683033,0.0019341798792882735,0.00203817206921684,0.001655261466663777,0.0009918667829359217,0.0017142134557252007,0.002236090798563857,0.0014193108596926185,0.0013825845277546122,0.0011798890034188823 13 | KOTAKBANK,0.0023360176687303607,0.0049029213684916705,0.003995388767528012,0.0022674117540889796,0.0017531771194672693,0.004090065642131648,0.0038965501248257486,0.0018669855160654799,0.004698645081201112,0.0018019426704524875,0.0019341798792882735,0.14572039345442428,0.003985438723144654,0.0031490386012546236,0.0009438673849566327,0.003416380997230034,0.003954512521544588,0.001849759458894093,0.0016353002740817696,0.0015460880089445681 14 | LT,0.0024972460962969147,0.0059666529661779035,0.0038849952401735963,0.002887532195920206,0.001747395426983319,0.0038082515956093846,0.0035524172057384545,0.0016002679286317364,0.005659340951419801,0.0018209394429133886,0.00203817206921684,0.003985438723144654,0.14637966920341683,0.0037570526549144134,0.001444057789847656,0.003496707116708467,0.005427783158825583,0.0018587659160960981,0.001471480200079327,0.0015413938254188035 15 | MARUTI,0.002663001913303346,0.004740759668898984,0.003969573962719839,0.002280783057419692,0.0015972552787704023,0.0033074063521056304,0.002858816580017247,0.0017850464717901117,0.0042548511007591645,0.0013485278346602792,0.001655261466663777,0.0031490386012546236,0.0037570526549144134,0.14632236790666908,0.0008400797624634067,0.0030645605111790397,0.004000516659655561,0.0015150305840283308,0.0011445181357913699,0.0012100271208318485 16 | NESTLEIND,0.0022262541171199964,0.0020018064492788004,0.002319054610811158,0.0007814470916920717,0.00043015357086485854,0.0007036672648661633,0.0011203814868647,0.001982534985221187,0.0010149951527836888,0.00021510894110687574,0.0009918667829359217,0.0009438673849566327,0.001444057789847656,0.0008400797624634067,0.2659092516360717,0.0014553536198078588,0.0010952294452392691,0.001637051237629465,0.0002639822752129458,0.0004750490456550651 17 | RELIANCE,0.002233407855056831,0.004170980314272212,0.003223466209422541,0.0026781147087876216,0.002227497348395642,0.003190316177540856,0.002918946550121774,0.0017827230894148366,0.004285209256549407,0.001893622220205162,0.0017142134557252007,0.003416380997230034,0.003496707116708467,0.0030645605111790397,0.0014553536198078588,0.1456372863393083,0.003913512024281747,0.0021041560142222022,0.0018956580307859558,0.0018181935279945583 18 | SBIN,0.0023189423667219016,0.007252534809547231,0.004620668430706271,0.003317456117450188,0.0016825695485531656,0.004232130443230523,0.0035600773939880185,0.0014409431622273332,0.007822121349967473,0.0018248628700355042,0.002236090798563857,0.003954512521544588,0.005427783158825583,0.004000516659655561,0.0010952294452392691,0.003913512024281747,0.15077684442570977,0.0018171730563938063,0.0013068918436812194,0.0014729231598270755 19 | SUNPHARMA,0.0013813188077342632,0.0022347523939876316,0.0018858744853601638,0.0015218710553637194,0.001399627419233695,0.001745178892721397,0.001617972914335848,0.001238606377557186,0.002197487197268818,0.0013055193089241799,0.0014193108596926185,0.001849759458894093,0.0018587659160960981,0.0015150305840283308,0.001637051237629465,0.0021041560142222022,0.0018171730563938063,0.14669811880932662,0.0011803209369667435,0.0013342296566173197 20 | TCS,0.0010559862163599654,0.0018294275869731957,0.001506606184234757,0.001207782543405114,0.0037994825686216813,0.0017557627737188489,0.001528973922548089,0.0011711179998261441,0.00200906799149391,0.0037097566119340436,0.0013825845277546122,0.0016353002740817696,0.001471480200079327,0.0011445181357913699,0.0002639822752129458,0.0018956580307859558,0.0013068918436812194,0.0011803209369667435,0.1443092107650149,0.0030456354343625404 21 | WIPRO,0.0011099245118746043,0.0019194363685749666,0.0014210909129006915,0.00118992356892045,0.0033706927362041365,0.0016744599727046177,0.0013489433931171283,0.0011966539250165904,0.00201227278516254,0.0032172979794800874,0.0011798890034188823,0.0015460880089445681,0.0015413938254188035,0.0012100271208318485,0.0004750490456550651,0.0018181935279945583,0.0014729231598270755,0.0013342296566173197,0.0030456354343625404,0.1440961259999042 22 | -------------------------------------------------------------------------------- /Black–Litterman/data/S_bl_confi.csv: -------------------------------------------------------------------------------- 1 | ,ASIANPAINT,AXISBANK,BAJFINANCE,BHARTIARTL,HCLTECH,HDFC,HDFCBANK,HINDUNILVR,ICICIBANK,INFY,ITC,KOTAKBANK,LT,MARUTI,NESTLEIND,RELIANCE,SBIN,SUNPHARMA,TCS,WIPRO 2 | ASIANPAINT,0.14294202359637082,0.002914686689957541,0.002492434253631437,0.0018224100699168353,0.0011116161083810157,0.002464176533506468,0.0019771105473575775,0.0017535100712653016,0.002784064294111267,0.0010632300221970826,0.0014716304242705567,0.002319763621221244,0.0024768960544536206,0.002647342415286758,0.002209499682565952,0.0022150599871705095,0.0023086536063044016,0.0013699015826440226,0.0010488017813051953,0.001103606242158418 3 | AXISBANK,0.002914686689957541,0.15079410584569125,0.005255358769299661,0.0029478726217567345,0.0022222053666694584,0.004888991383599021,0.004509371480542673,0.0018673737215520023,0.008258461768999508,0.002242379262530185,0.002259860735313473,0.004880521486748757,0.0059266734680330745,0.004728834432894144,0.0019925899272939976,0.004143717786492836,0.007249444930378565,0.0022202826670956995,0.0018213189848720556,0.001914513161448738 4 | BAJFINANCE,0.002492434253631437,0.005255358769299661,0.15194137363658863,0.0025169297309754033,0.0015017042478511836,0.0041710515062618305,0.003255962173464465,0.0019409411494683828,0.004746341769093118,0.0016875199951083863,0.0021165852230929385,0.003977125168018142,0.003859671941302984,0.00395967926396443,0.0023081231909252257,0.0032024502666259756,0.00461849079416358,0.001873547290934923,0.0014999019849935005,0.0014174768971356405 5 | BHARTIARTL,0.0018224100699168353,0.0029478726217567345,0.0025169297309754033,0.14690662784562006,0.001211911911929255,0.002658412836395477,0.002176553585567208,0.0013340532208203592,0.0033108523107272386,0.0015121329520410426,0.001774886612993168,0.002251915511964596,0.0028637672136425252,0.002267743909374154,0.0007762170256607316,0.0026557718870787333,0.0033022568661347286,0.0015092337712409392,0.0011995122557137226,0.0011831704253089733 6 | HCLTECH,0.0011116161083810157,0.0022222053666694584,0.0015017042478511836,0.001211911911929255,0.14460731937690113,0.0019777015479179663,0.001640182474627803,0.0013616617424289069,0.0023043477580144433,0.0036831422095457813,0.0013075866754250064,0.0017412761778453378,0.001733691545007818,0.001588249650754331,0.0004274780375946475,0.0022089278402982002,0.0016752336484014583,0.0013879228972075983,0.003770694025906028,0.0033498875059861143 7 | HDFC,0.002464176533506468,0.004888991383599021,0.0041710515062618305,0.002658412836395477,0.0019777015479179663,0.14428231359329033,0.004127262516639367,0.0017794919011899287,0.004907239609966843,0.00196529778095948,0.0024826911453524774,0.004061109296790964,0.0037773206616899127,0.0032884829094764994,0.0006994967096215882,0.0031644224498518078,0.0042130324668627405,0.0017311635798331457,0.001743697325424344,0.001664976691185119 8 | HDFCBANK,0.0019771105473575775,0.004509371480542673,0.003255962173464465,0.002176553585567208,0.001640182474627803,0.004127262516639367,0.14162561645697042,0.001538275186183238,0.004356024072826904,0.0016580496406409446,0.0019433575070928492,0.003868723040417086,0.0035233371787324877,0.002842515482599747,0.0011126996512426449,0.002895146547028014,0.00354410634522316,0.0016048858806411318,0.0015184869580970371,0.0013414111941976057 9 | HINDUNILVR,0.0017535100712653016,0.0018673737215520023,0.0019409411494683828,0.0013340532208203594,0.001361661742428907,0.0017794919011899287,0.001538275186183238,0.14222782636423634,0.001924810342529081,0.0011573422560721353,0.0016245172749620057,0.0018538980979706258,0.0015876137599932182,0.0017746827567064662,0.001967522515483621,0.0017679995421195952,0.0014346999083678603,0.0012281936191491202,0.0011628197469241808,0.0011896218788316122 10 | ICICIBANK,0.002784064294111267,0.008258461768999508,0.004746341769093118,0.0033108523107272386,0.0023043477580144433,0.004907239609966843,0.004356024072826904,0.001924810342529081,0.14807234808650116,0.002338390737596184,0.0025202830395496994,0.004665969921927107,0.005612374297833589,0.004230615424537774,0.0010087672790207315,0.00425017933291843,0.007785725448593407,0.0021798808810532663,0.001995475210069345,0.002000981995933017 11 | INFY,0.0010632300221970826,0.002242379262530185,0.0016875199951083863,0.0015121329520410426,0.0036831422095457813,0.00196529778095948,0.0016580496406409446,0.0011573422560721353,0.002338390737596184,0.14432418020167423,0.0011353643261029149,0.0017896414849477267,0.0018065233997161848,0.0013411486866063184,0.00021414136708193144,0.0018782308325366063,0.0018168206247143638,0.0012946893602577292,0.0036816662797462844,0.003197479371004989 12 | ITC,0.0014716304242705567,0.002259860735313473,0.0021165852230929385,0.001774886612993168,0.0013075866754250064,0.0024826911453524774,0.0019433575070928492,0.0016245172749620057,0.0025202830395496994,0.0011353643261029149,0.1427264093146449,0.0019208525170854168,0.002021767435231563,0.001645940109933405,0.0009847980044639533,0.0017004677854363286,0.0022260295812726095,0.0014073415315102057,0.0013727137949906642,0.0011730537951499796 13 | KOTAKBANK,0.002319763621221244,0.004880521486748757,0.003977125168018142,0.002251915511964596,0.0017412761778453378,0.004061109296790964,0.003868723040417086,0.0018538980979706258,0.004665969921927107,0.0017896414849477267,0.0019208525170854168,0.14430230283348577,0.003952620600961355,0.003131057628577532,0.0009377356965439204,0.003388166245692045,0.003936731570035341,0.0018346596676228437,0.0016241097632087762,0.0015373786956456828 14 | LT,0.0024768960544536206,0.005926673468033075,0.003859671941302984,0.0028637672136425252,0.001733691545007818,0.0037773206616899127,0.0035233371787324872,0.0015876137599932182,0.005612374297833589,0.0018065233997161848,0.002021767435231563,0.003952620600961354,0.1442438758998932,0.0037291673969265045,0.0014322710709095314,0.0034652948587095478,0.00539145893783162,0.0018423166793925525,0.0014600761408151814,0.0015304681613513246 15 | MARUTI,0.002647342415286758,0.004728834432894144,0.003959679263964429,0.002267743909374154,0.001588249650754331,0.0032884829094764994,0.002842515482599747,0.0017746827567064662,0.004230615424537774,0.0013411486866063184,0.001645940109933405,0.003131057628577532,0.0037291673969265045,0.1456097227818182,0.0008356024300732534,0.003041890332719932,0.0039905094441729065,0.0015041035429105645,0.0011383065053274047,0.0012051710616752997 16 | NESTLEIND,0.002209499682565952,0.0019925899272939976,0.0023081231909252257,0.0007762170256607317,0.0004274780375946475,0.0006994967096215882,0.0011126996512426449,0.001967522515483621,0.0010087672790207317,0.00021414136708193144,0.0009847980044639533,0.0009377356965439204,0.0014322710709095314,0.0008356024300732536,0.2633156770372808,0.0014431902638657368,0.0010905240824331337,0.0016225649480870346,0.00026255073138873274,0.000472453782864041 17 | RELIANCE,0.0022150599871705095,0.004143717786492836,0.0032024502666259756,0.0026557718870787333,0.0022089278402982002,0.0031644224498518078,0.002895146547028014,0.0017679995421195952,0.00425017933291843,0.0018782308325366063,0.0017004677854363286,0.003388166245692045,0.0034652948587095478,0.003041890332719932,0.0014431902638657368,0.143510406983418,0.003887794250323313,0.002084713810321758,0.0018799816673314034,0.001804697940603451 18 | SBIN,0.0023086536063044016,0.007249444930378565,0.00461849079416358,0.0033022568661347286,0.0016752336484014583,0.0042130324668627405,0.00354410634522316,0.0014346999083678603,0.007785725448593407,0.0018168206247143638,0.0022260295812726095,0.003936731570035341,0.00539145893783162,0.0039905094441729065,0.0010905240824331337,0.003887794250323313,0.1507740853753286,0.0018056303211117265,0.001301310576807884,0.0014691673203915036 19 | SUNPHARMA,0.0013699015826440226,0.0022202826670956995,0.001873547290934923,0.0015092337712409392,0.0013879228972075983,0.0017311635798331457,0.0016048858806411318,0.0012281936191491202,0.0021798808810532663,0.0012946893602577292,0.0014073415315102057,0.0018346596676228437,0.0018423166793925525,0.0015041035429105645,0.0016225649480870346,0.002084713810321758,0.0018056303211117265,0.14455280756178882,0.0011705487531803076,0.0013240874963247496 20 | TCS,0.0010488017813051953,0.0018213189848720556,0.0014999019849935005,0.0011995122557137226,0.0037706940259060284,0.001743697325424344,0.0015184869580970371,0.0011628197469241808,0.0019954752100693456,0.0036816662797462844,0.0013727137949906642,0.0016241097632087762,0.0014600761408151816,0.0011383065053274047,0.00026255073138873274,0.0018799816673314034,0.001301310576807884,0.0011705487531803076,0.14290273451849542,0.003026865451880417 21 | WIPRO,0.001103606242158418,0.001914513161448738,0.0014174768971356405,0.0011831704253089733,0.0033498875059861143,0.001664976691185119,0.0013414111941976057,0.0011896218788316122,0.002000981995933017,0.003197479371004989,0.0011730537951499796,0.0015373786956456828,0.0015304681613513246,0.0012051710616752997,0.000472453782864041,0.001804697940603451,0.0014691673203915036,0.0013240874963247496,0.003026865451880417,0.1433935757836349 22 | -------------------------------------------------------------------------------- /Black–Litterman/data/mcap.csv: -------------------------------------------------------------------------------- 1 | Company Name (M.Cap),Tickers,Market Cap (Cr),Market Cap 2 | Reliance Industries Ltd.(L),RELIANCE.NS,1039662,1.03966E+13 3 | Tata Consultancy Services Ltd.(L),TCS.NS,775918,7.75918E+12 4 | HDFC Bank Ltd.(L),HDFCBANK.NS,531433,5.31433E+12 5 | Hindustan Unilever Ltd.(L),HINDUNILVR.NS,494932,4.94932E+12 6 | Housing Development Finance Corporation Ltd.(L),HDFC.NS,309535,3.09535E+12 7 | Bharti Airtel Ltd.(L),BHARTIARTL.NS,300929,3.00929E+12 8 | Infosys Ltd.(L),INFY.NS,299671,2.99671E+12 9 | Kotak Mahindra Bank Ltd.(L),KOTAKBANK.NS,256977,2.56977E+12 10 | ITC Ltd.(L),ITC.NS,239207,2.39207E+12 11 | ICICI Bank Ltd.(L),ICICIBANK.NS,220911,2.20911E+12 12 | Maruti Suzuki India Ltd.(L),MARUTI.NS,163946,1.63946E+12 13 | Nestle India Ltd.(L),NESTLEIND.NS,160074,1.60074E+12 14 | State Bank Of India(L),SBIN.NS,158144,1.58144E+12 15 | HCL Technologies Ltd.(L),HCLTECH.NS,156863,1.56863E+12 16 | Asian Paints Ltd.(L),ASIANPAINT.NS,154388,1.54388E+12 17 | Bajaj Finance Ltd.(L),BAJFINANCE.NS,140624,1.40624E+12 18 | Larsen & Toubro Ltd.(L),LT.NS,130585,1.30585E+12 19 | Wipro Ltd.(L),WIPRO.NS,121582,1.21582E+12 20 | Axis Bank Ltd.(L),AXISBANK.NS,116675,1.16675E+12 21 | Sun Pharmaceutical Industries Ltd.(L),SUNPHARMA.NS,113633,1.13633E+12 22 | -------------------------------------------------------------------------------- /Black–Litterman/data/returns.csv: -------------------------------------------------------------------------------- 1 | ,Prior,Historical,Posterior,Views,Posterior_confidence 2 | ASIANPAINT,0.023312189940801586,0.29813162636789065,0.08264932082013471,0.134039338,0.10377085191752862 3 | AXISBANK,0.023846159620220395,0.16494567002359556,0.05984965090085525,0.080620015,0.061699455500335995 4 | BAJFINANCE,0.02375709582235475,0.5411256109720485,0.13304997442109426,0.23223383,0.13454735369488569 5 | BHARTIARTL,0.02558548974722929,0.11942784328949066,0.04854357979712651,0.06329739200000001,0.05502878217390343 6 | HCLTECH,0.02350403017189951,0.25754875754559253,0.07421347543504855,0.11778855,0.0922122051435621 7 | HDFC,0.026085576886043807,0.15136198430984807,0.056232156883706544,0.074360553,0.06429390317674216 8 | HDFCBANK,0.028896554745132884,0.21866978983407334,0.07209950417403801,0.105196844,0.08602606284325047 9 | HINDUNILVR,0.02791065662670674,0.2477614231215327,0.0755253862035322,0.116377075,0.09238744750905323 10 | ICICIBANK,0.02530343730332957,0.19231931612201245,0.0659937803897889,0.09249049599999999,0.0774819051605402 11 | INFY,0.025462155691042185,0.2030432128486666,0.06484620777959409,0.096939482,0.07825641702336063 12 | ITC,0.024404837063855902,0.14107212355250753,0.05144610868021336,0.071356641,0.059938602483297174 13 | KOTAKBANK,0.025304905308219258,0.21663344537149254,0.06938889323611236,0.102309112,0.08329341744802524 14 | LT,0.023589723446985098,0.08587111771989984,0.04235242768203105,0.048612752,0.046674183081336765 15 | MARUTI,0.023798446192320296,0.177432186506525,0.059958724541633465,0.08565260300000001,0.06603069364769187 16 | NESTLEIND,0.024851148177568373,0.5794740746628849,0.13918685802635988,0.248298678,0.18317995697682815 17 | RELIANCE,0.0362750867080988,0.1535916359653279,0.06518237633953074,0.083181537,0.07649492105752187 18 | SBIN,0.024164593720201903,0.11635864681454001,0.04931730198274665,0.06122452900000001,0.05080948006593718 19 | SUNPHARMA,0.02260298993389865,0.1717403961198143,0.05601889539343704,0.08268945700000001,0.07235587814663624 20 | TCS,0.03200717683775214,0.22421648675322522,0.07400363056980296,0.109229433,0.08864199384151598 21 | WIPRO,0.022796212827148728,0.09890635163785232,0.041639409259477365,0.053436169000000006,0.044802618776393376 22 | -------------------------------------------------------------------------------- /Black–Litterman/data/views.csv: -------------------------------------------------------------------------------- 1 | ,View,Confidences 2 | ASIANPAINT,0.134039338,0.7 3 | AXISBANK,0.080620015,0.5 4 | BAJFINANCE,0.23223383,0.5 5 | BHARTIARTL,0.063297392,0.7 6 | HCLTECH,0.11778855,0.7 7 | HDFC,0.074360553,0.7 8 | HDFCBANK,0.105196844,0.7 9 | HINDUNILVR,0.116377075,0.7 10 | ICICIBANK,0.092490496,0.7 11 | INFY,0.096939482,0.7 12 | ITC,0.071356641,0.7 13 | KOTAKBANK,0.102309112,0.7 14 | LT,0.048612752,0.8 15 | MARUTI,0.085652603,0.6 16 | NESTLEIND,0.248298678,0.7 17 | RELIANCE,0.083181537,0.8 18 | SBIN,0.061224529,0.5 19 | SUNPHARMA,0.082689457,0.8 20 | TCS,0.109229433,0.7 21 | WIPRO,0.053436169,0.6 22 | -------------------------------------------------------------------------------- /Black–Litterman/data/wt_min_vola_wts.csv: -------------------------------------------------------------------------------- 1 | ,0 2 | ASIANPAINT,5.3050460949855 3 | AXISBANK,4.45053090038327 4 | BAJFINANCE,4.744928182806199 5 | BHARTIARTL,5.17870712426497 6 | HCLTECH,5.27266739586852 7 | HDFC,4.89793240659745 8 | HDFCBANK,5.0882842942981 9 | HINDUNILVR,5.46438474485979 10 | ICICIBANK,4.5170274183420105 11 | INFY,5.29483981039163 12 | ITC,5.39248902675127 13 | KOTAKBANK,4.94335575111937 14 | LT,4.86350114073377 15 | MARUTI,5.01630787685359 16 | NESTLEIND,3.7520838904443403 17 | RELIANCE,5.01107450303204 18 | SBIN,4.63781673478414 19 | SUNPHARMA,5.39722219405121 20 | TCS,5.38208037797089 21 | WIPRO,5.38972013146196 22 | -------------------------------------------------------------------------------- /Black–Litterman/images/chart1.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/sabirjana/blog/7aa8a378ad55c86e18ece3990c5da1ea87cc32bc/Black–Litterman/images/chart1.png -------------------------------------------------------------------------------- /Black–Litterman/images/chart10.png: 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-------------------------------------------------------------------------------- https://raw.githubusercontent.com/sabirjana/blog/7aa8a378ad55c86e18ece3990c5da1ea87cc32bc/Classification_ML/images/chart4.png -------------------------------------------------------------------------------- /Custom_bundle_zipline/BSE 500index_Constituents.csv: -------------------------------------------------------------------------------- 1 | Scrip Code,COMPANY,ISIN No.,Close Price 2 | 523395,3M India Ltd,INE470A01017,18033.6 3 | 541988,AAVAS Financiers Ltd,INE216P01012,1012.4 4 | 500488,Abbott India Ltd,INE358A01014,16596.05 5 | 500410,ACC Ltd,INE012A01025,1272.15 6 | 512599,Adani Enterprises Ltd,INE423A01024,142.65 7 | 542066,Adani Gas Ltd,INE399L01023,114.7 8 | 541450,Adani Green Energy Ltd,INE364U01010,245.9 9 | 532921,Adani Ports and Special Economic Zone,INE742F01042,331.75 10 | 533096,Adani Power Ltd,INE814H01011,36.05 11 | 539254,Adani Transmission Ltd,INE931S01010,182.15 12 | 540691,Aditya Birla Capital Ltd,INE674K01013,44.3 13 | 535755,Aditya Birla Fashion and Retail Ltd,INE647O01011,118.35 14 | 540025,Advanced Enzyme Technologies Ltd,INE837H01020,150.15 15 | 500003,Aegis Logistics Ltd,INE208C01025,178.05 16 | 532683,AIA Engineering Ltd,INE212H01026,1629.1 17 | 532331,Ajanta Pharma Ltd,INE031B01049,1485.2 18 | 500710,Akzo Nobel India Ltd,INE133A01011,1812.9 19 | 533573,Alembic Pharmaceuticals Ltd,INE901L01018,860.75 20 | 539523,Alkem Laboratories Ltd,INE540L01014,2321 21 | 506767,Alkyl Amines Chemicals Ltd,INE150B01021,2042.1 22 | 532749,AllCargo Logistics Ltd,INE418H01029,68.25 23 | 500008,Amara Raja Batteries Ltd,INE885A01032,614.3 24 | 540902,Amber Enterprises India Ltd,INE371P01015,1240 25 | 500425,Ambuja Cements Ltd,INE079A01024,191.45 26 | 533758,APL Apollo Tubes Ltd,INE702C01019,1406.6 27 | 508869,Apollo Hospitals Enterprise Ltd,INE437A01024,1336.45 28 | 500877,Apollo Tyres Ltd,INE438A01022,98 29 | 542484,Arvind Fashions Ltd,INE955V01021,122.4 30 | 500477,Ashok Leyland Ltd,INE208A01029,44.35 31 | 533271,Ashoka Buildcon Ltd,INE442H01029,51.95 32 | 500820,Asian Paints Ltd,INE021A01026,1643.75 33 | 540975,Aster DM Healthcare Ltd,INE914M01019,89.9 34 | 532830,Astral Polytechnik Ltd,INE006I01046,845.2 35 | 506820,AstraZeneca Pharm India,INE203A01020,2912.95 36 | 500027,Atul Ltd.,INE100A01010,4401.6 37 | 540611,AU Small Finance Bank Ltd,INE949L01017,398.05 38 | 524804,Aurobindo Pharma Ltd,INE406A01037,713.85 39 | 512573,Avanti Feeds Ltd,INE871C01038,409.95 40 | 540376,Avenue Supermarts Ltd,INE192R01011,2308.2 41 | 532215,Axis Bank Ltd,INE238A01034,390.85 42 | 532977,Bajaj Auto Ltd,INE917I01010,2596.9 43 | 533229,Bajaj Consumer Care Ltd,INE933K01021,132 44 | 500031,Bajaj Electricals Ltd,INE193E01025,363.65 45 | 500034,Bajaj Finance Ltd,INE296A01024,1946.85 46 | 532978,Bajaj Finserv Ltd,INE918I01018,4285.4 47 | 500490,Bajaj Holdings and Investment Ltd,INE118A01012,1997.5 48 | 502355,Balkrishna Industries Ltd,INE787D01026,1105.2 49 | 523319,Balmer Lawrie & Co. Ltd.,INE164A01016,103.8 50 | 500038,Balrampur Chini Mills Ltd,INE119A01028,99.1 51 | 541153,Bandhan Bank Ltd,INE545U01014,221.85 52 | 532134,Bank of Baroda,INE028A01039,38.6 53 | 532149,Bank of India,INE084A01016,32 54 | 532525,Bank Of Maharashtra,INE457A01014,8.54 55 | 500042,BASF India Limited,INE373A01013,1085.55 56 | 500043,Bata India Ltimited,INE176A01028,1301.3 57 | 506285,Bayer CropScience Ltd/India,INE462A01022,5378.5 58 | 500048,BEML Ltd,INE258A01016,602.6 59 | 509480,Berger Paints India Ltd,INE463A01038,460.5 60 | 541143,Bharat Dynamics Ltd,INE171Z01018,238.5 61 | 500049,Bharat Electronics Ltd,INE263A01024,69.55 62 | 500493,Bharat Forge Ltd,INE465A01025,307 63 | 500103,Bharat Heavy Electricals Ltd,INE257A01026,26.85 64 | 500547,Bharat Petroleum Corp Ltd,INE029A01011,325.85 65 | 532454,Bharti Airtel Ltd,INE397D01024,562.7 66 | 534816,Bharti Infratel Ltd.,INE121J01017,223.85 67 | 532523,Biocon Ltd,INE376G01013,345.55 68 | 500335,Birla Corp Ltd,INE340A01012,549.6 69 | 506197,Bliss Gvs Pharma Ltd,INE416D01022,94.05 70 | 526612,Blue Dart Express Ltd,INE233B01017,2009.55 71 | 500067,Blue Star Ltd,INE472A01039,486.6 72 | 501425,Bombay Burmah Trading Corp Ltd.,INE050A01025,915.65 73 | 500020,Bombay Dyeing & Manufacturing Co Ltd,INE032A01023,47.35 74 | 500530,Bosch Ltd,INE323A01026,9844.05 75 | 532929,Brigade Enterprises Ltd,INE791I01019,101.4 76 | 500825,Britannia Industries Ltd.,INE216A01030,3322.35 77 | 532321,Cadila Healthcare Ltd,INE010B01027,338.05 78 | 511196,Can Fin Homes Ltd,INE477A01020,282.15 79 | 532483,Canara Bank,INE476A01014,83.25 80 | 524742,Caplin Point Laboratories Ltd,INE475E01026,315.25 81 | 531595,Capri Global Capital LTD,INE180C01026,146.15 82 | 513375,Carborundum Universal Ltd,INE120A01034,222.2 83 | 534804,CARE Ratings Ltd,INE752H01013,375.1 84 | 500870,Castrol India Ltd,INE172A01027,113.8 85 | 519600,CCL Products (India) Ltd.,INE421D01022,196.65 86 | 500878,CEAT Ltd,INE482A01020,771.1 87 | 532885,Central Bank of India,INE483A01010,13.4 88 | 501150,Centrum Capital Ltd,INE660C01027,10.98 89 | 532548,Century Plyboards India Ltd,INE348B01021,102.85 90 | 532443,Cera Sanitaryware Ltd,INE739E01017,2189.25 91 | 500084,CESC Ltd,INE486A01013,571.95 92 | 542399,Chalet Hotels Ltd,INE427F01016,108.55 93 | 500085,Chambal Fertilizers & Chemicals Ltd,INE085A01013,132.45 94 | 500110,Chennai Petroleum Corp Ltd,INE178A01016,51 95 | 504973,Cholamandalam Financial Holdings Ltd,INE149A01033,234.05 96 | 511243,Cholamandalam Investment & Finance Co. Ltd.,INE121A01024,135 97 | 500087,Cipla Ltd/India,INE059A01026,628.3 98 | 532210,City Union Bank Ltd.,INE491A01021,129.45 99 | 533278,Coal India Ltd,INE522F01014,133.85 100 | 540678,Cochin Shipyard Ltd,INE704P01017,220.05 101 | 500830,Colgate-Palmolive India Ltd,INE259A01022,1298.35 102 | 531344,Container Corp Of India,INE111A01025,351.6 103 | 506395,Coromandel International Ltd,INE169A01031,657.05 104 | 541770,CreditAccess Grameen Ltd,INE741K01010,387.8 105 | 500092,CRISIL Ltd,INE007A01025,1442.1 106 | 539876,Crompton Greaves Consumer Electricals Ltd,INE299U01018,218.85 107 | 500480,Cummins India Ltd,INE298A01020,359.4 108 | 532175,Cyient Ltd,INE136B01020,196.35 109 | 500096,Dabur India Ltd,INE016A01026,448 110 | 542216,Dalmia Bharat Ltd,INE00R701025,560.75 111 | 533151,DB Corp Ltd,INE950I01011,60.15 112 | 532772,DCB Bank Ltd,INE503A01015,62.3 113 | 523367,DCM Shriram Ltd,INE499A01024,284.05 114 | 500645,Deepak Fertilisers & Petrochemicals Corp. Ltd.,INE501A01019,104.3 115 | 506401,Deepak Nitrite Limited,INE288B01029,505.9 116 | 532848,Delta Corp. Ltd.,INE124G01033,86.3 117 | 511072,Dewan Housing Finance Corp Ltd,INE202B01012,11.46 118 | 507717,Dhanuka Agritech Ltd,INE435G01025,571.15 119 | 540047,Dilip Buildcon Ltd,INE917M01012,256.7 120 | 532839,Dish TV India Ltd,INE836F01026,4.46 121 | 540701,Dishman Carbogen Amics Ltd,INE385W01011,67.55 122 | 532488,Divi's Laboratories Ltd,INE361B01024,2283.45 123 | 540699,Dixon Technologies (India) Ltd,INE935N01012,4624.35 124 | 532868,DLF Ltd,INE271C01023,144.1 125 | 500124,Dr Reddy's Laboratories Ltd,INE089A01023,3888.65 126 | 539524,Dr. Lal PathLabs Ltd,INE600L01024,1554.4 127 | 532927,eClerx Services Ltd,INE738I01010,417.35 128 | 532922,Edelweiss Financial Services Ltd,INE532F01054,47.7 129 | 505200,Eicher Motors Ltd,INE066A01013,16216.9 130 | 500125,EID Parry India Ltd,INE126A01031,196.55 131 | 500840,EIH Ltd,INE230A01023,64.8 132 | 531162,Emami Ltd,INE548C01032,191.8 133 | 540153,Endurance Technologies Ltd,INE913H01037,675.05 134 | 532178,Engineers India Ltd,INE510A01028,62.8 135 | 539844,Equitas Holdings Ltd,INE988K01017,42.7 136 | 540596,Eris Lifesciences Ltd,INE406M01024,481 137 | 500133,Esab India Ltd,INE284A01012,1311.65 138 | 500495,Escorts Ltd,INE042A01014,889.65 139 | 500135,Essel Propack Ltd.,INE255A01020,174.95 140 | 500086,Exide Industries Ltd,INE302A01020,158.6 141 | 531599,FDC Ltd,INE258B01022,246.95 142 | 500469,Federal Bank Ltd,INE171A01029,42.75 143 | 541557,Fine Organic Industries Ltd,INE686Y01026,1927.65 144 | 500144,Finolex Cables Ltd,INE235A01022,205.65 145 | 500940,Finolex Industries Ltd,INE183A01016,410.6 146 | 532809,Firstsource Solutions Ltd,INE684F01012,31.15 147 | 500033,Force Motors Ltd,INE451A01017,823 148 | 532843,Fortis Healthcare Ltd.,INE061F01013,115.1 149 | 533400,Future Consumer Ltd,INE220J01025,8.59 150 | 536507,Future Lifestyle Fashions Limited,INE452O01016,145.85 151 | 540064,Future Retail Ltd,INE752P01024,80.9 152 | 532155,Gail India Ltd,INE129A01019,89.05 153 | 540935,Galaxy Surfactants Ltd,INE600K01018,1309.65 154 | 542011,Garden Reach Shipbuilders & Engineers Ltd,INE382Z01011,137.9 155 | 509557,Garware Technical Fibres Ltd,INE276A01018,1379.9 156 | 532622,Gateway Distriparks Ltd,INE852F01015,76.05 157 | 532767,Gayatri Projects Ltd,INE336H01023,12.88 158 | 532309,GE Power India Ltd,INE878A01011,381.5 159 | 522275,GE T&D India Ltd,INE200A01026,61.65 160 | 540755,General Insurance Corporation of India,INE481Y01014,133.2 161 | 500171,GHCL Ltd,INE539A01019,104.3 162 | 511676,GIC Housing Finance Ltd,INE289B01019,64.3 163 | 507815,Gillette India Ltd,INE322A01010,4812.4 164 | 500660,GlaxoSmithKline Pharmaceuticals Ltd,INE159A01016,1341.35 165 | 532296,Glenmark Pharmaceuticals Ltd,INE935A01035,343.35 166 | 505255,GMM Pfaudler Limited,INE541A01023,3628.85 167 | 532754,GMR Infrastructure Ltd,INE776C01039,17.8 168 | 500163,Godfrey Phillips India Ltd,INE260B01028,976.25 169 | 540743,Godrej Agrovet Ltd,INE850D01014,363.35 170 | 532424,Godrej Consumer Products Ltd,INE102D01028,604.4 171 | 500164,Godrej Industries Ltd,INE233A01035,312.75 172 | 533150,Godrej Properties Ltd,INE484J01027,655.3 173 | 532482,Granules India Ltd,INE101D01020,171.55 174 | 509488,Graphite India Ltd.,INE371A01025,183.8 175 | 500300,Grasim Industries Ltd,INE047A01021,576.55 176 | 500620,Great Eastern Shipping Co Ltd/The,INE017A01032,211.3 177 | 501455,Greaves Cotton Ltd.,INE224A01026,71.9 178 | 506076,Grindwell Norton Ltd,INE536A01023,516.8 179 | 530001,Gujarat Alkalies & Chemicals Ltd.,INE186A01019,321.6 180 | 539336,Gujarat Gas Ltd,INE844O01030,232.85 181 | 532181,Gujarat Mineral Development Corp Ltd,INE131A01031,37.55 182 | 500670,Gujarat Narmada Valley Fertilizers and Chemicals Limited,INE113A01013,130.45 183 | 533248,Gujarat Pipavav Port Ltd,INE517F01014,60.8 184 | 500690,Gujarat State Fertilisers & Chemicals Ltd,INE026A01025,40.5 185 | 532702,Gujarat State Petronet Ltd,INE246F01010,192.25 186 | 538567,Gulf Oil Lubricants India Ltd,INE635Q01029,574 187 | 533162,Hathway Cables and Datacom Ltd,INE982F01036,23.8 188 | 517354,Havells India Ltd,INE176B01034,499.8 189 | 508486,HawkiBO Cookers Ltd,INE979B01015,4008.7 190 | 532281,HCL Technologies Ltd,INE860A01027,544.25 191 | 541729,HDFC Asset Management Company Ltd,INE127D01025,2499.55 192 | 500180,HDFC Bank Ltd,INE040A01034,945.05 193 | 540777,HDFC Life Insurance Company Ltd,INE795G01014,516.8 194 | 509631,HEG Ltd,INE545A01016,749.75 195 | 500292,HeidelbergCement India Ltd.,INE578A01017,157.65 196 | 519552,Heritage Foods Ltd,INE978A01027,238.9 197 | 500182,Hero MotoCorp Ltd,INE158A01026,2294.25 198 | 532129,Hexaware Technologies Ltd,INE093A01033,248.65 199 | 500183,HFCL Ltd,INE548A01028,9.26 200 | 500184,Himadri Speciality Chemical Ltd,INE019C01026,46.45 201 | 514043,Himatsingka Seide,INE049A01027,46 202 | 500440,Hindalco Industries Ltd,INE038A01020,138.4 203 | 541154,Hindustan Aeronautics Ltd,INE066F01012,555.5 204 | 513599,Hindustan Copper,INE531E01026,25.9 205 | 500104,Hindustan Petroleum Corp Ltd,INE094A01015,186 206 | 500696,Hindustan Unilever Ltd,INE030A01027,2009.25 207 | 500188,Hindustan Zinc Ltd,INE267A01025,168.6 208 | 517174,Honeywell Automation India Ltd,INE671A01010,26953.9 209 | 540530,Housing and Urban Development Corporation Ltd,INE031A01017,22.9 210 | 500010,Housing Development Finance Corp,INE001A01036,1625.55 211 | 532174,ICICI Bank Ltd,INE090A01021,326.75 212 | 540716,ICICI Lombard General Insurance Company Ltd,INE765G01017,1254.4 213 | 540133,ICICI Prudential Life Insurance Company Ltd,INE726G01019,367.6 214 | 541179,ICICI Securities Ltd,INE763G01038,377.8 215 | 500116,IDBI Bank Ltd,INE008A01015,20.05 216 | 539437,IDFC First Bank Ltd,INE092T01019,20.3 217 | 532659,IDFC Limited,INE043D01016,13.64 218 | 505726,IFB Industries Ltd,INE559A01017,386.9 219 | 500106,IFCI Ltd,INE039A01010,4.08 220 | 532636,IIFL Finance Ltd,INE530B01024,63.95 221 | 530005,India Cements Ltd,INE383A01012,129.35 222 | 532189,India Tourism Development Corp Ltd,INE353K01014,160.5 223 | 535789,Indiabulls Housing Finance Limited,INE148I01020,120.75 224 | 533520,Indiabulls Integrated Services Ltd,INE126M01010,33.75 225 | 532832,Indiabulls Real Estate Ltd,INE069I01010,43.05 226 | 532814,Indian Bank,INE562A01011,43.7 227 | 540750,Indian Energy Exchange Ltd,INE022Q01020,164.8 228 | 500850,Indian Hotels Co Ltd,INE053A01029,73.8 229 | 530965,Indian Oil Corp Ltd,INE242A01010,77.7 230 | 532388,Indian Overseas Bank,INE565A01014,7.28 231 | 541336,Indostar Capital Finance Ltd,INE896L01010,278.8 232 | 532514,Indraprastha Gas Ltd,INE203G01027,470.75 233 | 532187,IndusInd Bank Ltd,INE095A01012,386.8 234 | 539807,Infibeam Avenues Ltd,INE483S01020,48.2 235 | 532777,Info Edge (India) Ltd.,INE663F01024,2573.55 236 | 500209,Infosys Ltd,INE009A01021,707.25 237 | 532706,Inox Leisure,INE312H01016,208.8 238 | 539083,Inox Wind Ltd,INE066P01011,25.9 239 | 538835,Intellect Design Arena Ltd.,INE306R01017,68.05 240 | 539448,InterGlobe Aviation Ltd,INE646L01027,977.65 241 | 524494,Ipca Laboratories Ltd,INE571A01020,1551.3 242 | 532947,IRB Infrastructure Developers Ltd,INE821I01014,60.35 243 | 541956,IRCON International Ltd,INE962Y01021,84.7 244 | 500875,ITC Ltd,INE154A01025,190.55 245 | 509496,ITD Cementation India Ltd,INE686A01026,34.75 246 | 523610,ITI Ltd,INE248A01017,82.6 247 | 530007,J. K. Tyre Industries Ltd,INE573A01042,50.8 248 | 506943,J.B.Chemicals & Pharmaceuticals Ltd.,INE572A01028,645.55 249 | 532644,J.K. Cement Ltd.,INE823G01014,1130.75 250 | 532705,Jagran Prakashan Ltd,INE199G01027,39.25 251 | 512237,Jai Corp Ltd,INE070D01027,67.1 252 | 500219,Jain Irrigation Systems Ltd,INE175A01038,7.33 253 | 532209,Jammu & Kashmir Bank Ltd,INE168A01041,12.29 254 | 520051,Jamna Auto Industries Ltd,INE039C01032,25 255 | 500378,Jindal SAW Ltd,INE324A01024,47.4 256 | 539597,Jindal Stainless (Hisar) Ltd,INE455T01018,37.35 257 | 532508,Jindal Stainless Ltd.,INE220G01021,26.65 258 | 532286,Jindal Steel & Power Ltd,INE749A01030,119.2 259 | 500380,JK Lakshmi Cement Ltd,INE786A01032,244.7 260 | 532162,JK Paper Ltd.,INE789E01012,88.5 261 | 523405,JM Financial Ltd,INE780C01023,60.7 262 | 523398,Johnson Controls -Hitachi Air Conditioning India Ltd,INE782A01015,2382.3 263 | 533148,JSW Energy Ltd,INE121E01018,40.65 264 | 500228,JSW Steel Ltd,INE019A01038,184.25 265 | 520057,JTEKT India Ltd,INE643A01035,53 266 | 533155,Jubilant FoodWorks Ltd,INE797F01012,1686.75 267 | 530019,Jubilant Life Sciences Ltd,INE700A01033,434.75 268 | 535648,Just Dial Ltd,INE599M01018,378.05 269 | 532926,Jyothy Labs Ltd,INE668F01031,101.9 270 | 500233,Kajaria Ceramics Ltd.,INE217B01036,326.25 271 | 522287,Kalpataru Power Transmission Ltd,INE220B01022,207.65 272 | 500165,Kansai Nerolac Paints Ltd.,INE531A01024,359.8 273 | 532652,Karnataka Bank Ltd,INE614B01018,36.2 274 | 532714,KEC International Ltd/India,INE389H01022,192.85 275 | 517569,KEI Industries Ltd,INE878B01027,277.45 276 | 532942,KNR Constructions Ltd,INE634I01029,194 277 | 500247,Kotak Mahindra Bank Ltd,INE237A01028,1228.35 278 | 542651,KPIT Technologies Ltd,INE04I401011,46.9 279 | 532889,KPR Mill Ltd,INE930H01023,409.5 280 | 530813,KRBL Ltd,INE001B01026,178.45 281 | 500249,KSB Ltd,INE999A01015,469.5 282 | 533519,L&T Finance Holdings Ltd,INE498L01015,53.5 283 | 540115,L&T Technology Services Ltd,INE010V01017,1130.95 284 | 526947,La Opala Rg Ltd.,INE059D01020,157.95 285 | 500252,Lakshmi Machine Works Ltd,INE269B01029,2523.15 286 | 534690,Lakshmi Vilas Bank Ltd.,INE694C01018,12.6 287 | 540005,Larsen & Toubro Infotech Ltd,INE214T01019,1787.25 288 | 500510,Larsen & Toubro Ltd,INE018A01030,903.05 289 | 540222,Laurus Labs Ltd,INE947Q01010,458.55 290 | 541233,Lemon Tree Hotels Ltd,INE970X01018,18.3 291 | 500253,LIC Housing Finance Ltd,INE115A01026,244.65 292 | 523457,Linde India Ltd,INE473A01011,502.8 293 | 500257,Lupin Ltd,INE326A01037,881.45 294 | 539542,Lux Industries Ltd,INE150G01020,936.05 295 | 539957,Mahanagar Gas Ltd,INE002S01010,924.1 296 | 500266,Maharashtra Scooters Ltd.,INE288A01013,1921.9 297 | 500265,Maharashtra Seamless Ltd,INE271B01025,194.8 298 | 532720,Mahindra & Mahindra Financial Services Ltd,INE774D01024,136.55 299 | 500520,Mahindra & Mahindra Ltd,INE101A01026,440.05 300 | 532756,Mahindra CIE Automotive Ltd,INE536H01010,89.55 301 | 533088,Mahindra Holidays & Resorts India Ltd,INE998I01010,162.5 302 | 532313,Mahindra Lifespace Developers Ltd,INE813A01018,180 303 | 540768,Mahindra Logistics Ltd,INE766P01016,256.15 304 | 531213,Manappuram Finance Ltd,INE522D01027,120.1 305 | 500109,Mangalore Refinery & Petrochemicals Ltd,INE103A01014,27.85 306 | 531642,Marico Ltd,INE196A01026,331.45 307 | 532500,Maruti Suzuki India Ltd,INE585B01010,5470.55 308 | 540749,MAS Financial Services Ltd,INE348L01012,564.55 309 | 500271,Max Financial Services Ltd,INE180A01020,466.1 310 | 539981,Max India Ltd,INE153U01017,56.2 311 | 532865,Meghmani Organics Ltd,INE974H01013,49.65 312 | 542650,Metropolis Healthcare Ltd,INE112L01020,1321.7 313 | 538962,Minda Corporation Ltd,INE842C01021,56.9 314 | 532539,Minda Industries Ltd,INE405E01023,281.55 315 | 532819,MindTree Ltd,INE018I01017,894.95 316 | 541195,Mishra Dhatu Nigam Ltd,INE099Z01011,198.05 317 | 513377,MMTC LTD,INE123F01029,15.15 318 | 533286,MOIL Ltd,INE490G01020,125.2 319 | 517334,Motherson Sumi Systems Ltd,INE775A01035,92.45 320 | 532892,Motilal Oswal Financial Services Ltd,INE338I01027,515.55 321 | 526299,MphasiS Ltd,INE356A01018,845.55 322 | 500290,MRF Ltd,INE883A01011,58463.05 323 | 534091,Multi Commodity Exchange of India Limited,INE745G01035,1266.15 324 | 533398,Muthoot Finance Ltd,INE414G01012,851.95 325 | 539551,Narayana Hrudayalaya Ltd,INE410P01011,264.95 326 | 524816,Natco Pharma Ltd,INE987B01026,575.2 327 | 532234,National Aluminium Co Ltd,INE139A01034,29.4 328 | 513023,Nava Bharat Ventures Ltd,INE725A01022,38.15 329 | 532504,Navin Fluorine International Ltd.,INE048G01026,1488.1 330 | 508989,Navneet Education Ltd,INE060A01024,68.5 331 | 534309,NBCC (India) Ltd,INE095N01031,17.2 332 | 500294,NCC Ltd/India,INE868B01028,23.5 333 | 505355,Nesco Ltd.,INE317F01035,446.1 334 | 500790,Nestle India Ltd,INE239A01016,16983.35 335 | 532798,Network 18 Media & Investments Ltd,INE870H01013,24.2 336 | 533098,NHPC Ltd,INE848E01016,19.95 337 | 532541,NIIT Technologies Ltd,INE591G01017,1472.9 338 | 523385,Nilkamal Ltd,INE310A01015,1006.25 339 | 540767,Nippon Life India Asset Management Ltd,INE298J01013,243.75 340 | 513683,NLC India Ltd,INE589A01014,41.15 341 | 526371,NMDC Ltd,INE584A01023,79 342 | 500730,NOCIL Ltd.,INE163A01018,87.5 343 | 532555,NTPC Ltd,INE733E01010,95.75 344 | 533273,Oberoi Realty Ltd,INE093I01010,306.6 345 | 500312,Oil & Natural Gas Corp Ltd,INE213A01029,78.85 346 | 533106,Oil India Ltd,INE274J01014,83.6 347 | 532880,Omaxe Ltd,INE800H01010,176.8 348 | 532466,Oracle Financial Services Software Ltd,INE881D01027,2494.1 349 | 535754,Orient Cement Ltd,INE876N01018,44.75 350 | 541301,Orient Electric Ltd,INE142Z01019,165.55 351 | 534076,Orient Refractories Ltd,INE743M01012,145.15 352 | 532827,Page Industries Ltd,INE761H01022,18408.05 353 | 539889,Parag Milk Foods Ltd,INE883N01014,87.05 354 | 534809,PC Jeweller Ltd.,INE785M01013,10.76 355 | 533179,Persistent Systems Ltd,INE262H01013,535.45 356 | 532522,Petronet LNG Ltd,INE347G01014,238.25 357 | 500680,Pfizer Ltd (India),INE182A01018,4183.3 358 | 506590,Phillips Carbon Black Ltd,INE602A01023,74.05 359 | 503100,Phoenix Mills Ltd,INE211B01039,492.6 360 | 523642,PI Industries Ltd,INE603J01030,1591.1 361 | 500331,Pidilite Industries Ltd,INE318A01026,1425.15 362 | 500302,Piramal Enterprises Ltd,INE140A01024,958.5 363 | 540173,PNB Housing Finance Ltd,INE572E01012,175.35 364 | 539150,PNC Infratech Ltd,INE195J01029,101.25 365 | 542652,Polycab India Ltd,INE455K01017,649.9 366 | 532810,Power Finance Corp Ltd,INE134E01011,77.2 367 | 532898,Power Grid Corp of India Ltd,INE752E01010,157.35 368 | 533274,Prestige Estates Projects Ltd,INE811K01011,145.1 369 | 500338,Prism Johnson Ltd,INE010A01011,33.25 370 | 500126,Procter & Gamble Health Limited,INE199A01012,4079.65 371 | 500459,Procter & Gamble Hygiene & Health Care Ltd,INE179A01014,9809.7 372 | 532524,PTC India Ltd,INE877F01012,33.25 373 | 532461,Punjab National Bank,INE160A01022,26.75 374 | 532689,PVR Ltd,INE191H01014,884.25 375 | 539978,Quess Corp Ltd,INE615P01015,211 376 | 532497,Radico Khaitan Ltd,INE944F01028,321.4 377 | 542649,Rail Vikas Nigam Ltd,INE415G01027,16.95 378 | 500339,Rain Industries Limited,INE855B01025,69.55 379 | 531500,Rajesh Exports Ltd,INE343B01030,505.95 380 | 500355,Rallis India Ltd,INE613A01020,216.9 381 | 500260,Ramco Cements Ltd,INE331A01037,617.05 382 | 524230,Rashtriya Chemicals & Fertilizers Ltd.,INE027A01015,38.6 383 | 520111,Ratnamani Metals & Tubes Ltd,INE703B01027,866.65 384 | 500330,Raymond Ltd.,INE301A01014,224 385 | 540065,RBL Bank Ltd,INE976G01028,116.55 386 | 532955,REC Ltd,INE020B01018,87.95 387 | 532805,Redington India Ltd,INE891D01026,82.75 388 | 530517,Relaxo Footwears Ltd,INE131B01039,639.2 389 | 500111,Reliance Capital Ltd,INE013A01015,6.62 390 | 500325,Reliance Industries Ltd,INE002A01018,1472.65 391 | 500390,Reliance Infrastructure Ltd,INE036A01016,16.6 392 | 532939,Reliance Power Ltd,INE614G01033,1.91 393 | 535322,Repco Home Finance Ltd.,INE612J01015,96.55 394 | 505509,Responsive Industries Ltd.,INE688D01026,84.4 395 | 541556,RITES Ltd,INE320J01015,226.25 396 | 539450,S H Kelkar and Company Ltd,INE500L01026,51.2 397 | 532710,Sadbhav Engineering Ltd,INE226H01026,41.65 398 | 500674,Sanofi India Ltd,INE058A01010,7675.85 399 | 540719,SBI Life Insurance Company Ltd,INE123W01016,747.9 400 | 505790,Schaeffler India Ltd,INE513A01014,3122.5 401 | 534139,Schneider Electric Infrastructure Ltd.,INE839M01018,81.6 402 | 540673,Security and Intelligence Services (India) Ltd,INE285J01028,379.9 403 | 540425,Shankara Building Products Ltd,INE274V01019,237.8 404 | 540203,Sheela Foam Ltd,INE916U01025,1390.8 405 | 530549,Shilpa Medicare Ltd,INE790G01031,377 406 | 523598,Shipping Corp of India Ltd,INE109A01011,48.2 407 | 532638,Shoppers Stop Ltd,INE498B01024,133.25 408 | 500387,Shree Cement Ltd,INE070A01015,20770 409 | 532498,Shriram City Union Finance Ltd.,INE722A01011,645.15 410 | 511218,Shriram Transport Finance Co Ltd,INE721A01013,567 411 | 500550,Siemens India Ltd,INE003A01024,1072.05 412 | 533206,SJVN Ltd,INE002L01015,21.05 413 | 500472,SKF India Ltd,INE640A01023,1431.9 414 | 532784,Sobha Limited,INE671H01015,201.4 415 | 532725,Solar Industries India Ltd,INE343H01029,875.35 416 | 531548,Somany Ceramics Ltd,INE355A01028,103.4 417 | 532221,Sonata Software Ltd,INE269A01021,205.65 418 | 532218,South Indian Bank Ltd,INE683A01023,4.97 419 | 500285,SpiceJet Ltd.,INE285B01017,45 420 | 503806,SRF Ltd,INE647A01010,3409.55 421 | 540575,Star Cement Ltd,INE460H01021,73.3 422 | 500112,State Bank of India,INE062A01020,158.3 423 | 500113,Steel Authority of India Ltd,INE114A01011,30.2 424 | 532374,Sterlite Technologies Ltd.,INE089C01029,95.8 425 | 532531,Strides Pharma Science Ltd,INE939A01011,395.8 426 | 506655,Sudarshan Chemical Industries,INE659A01023,395.25 427 | 532872,Sun Pharma Advanced Research Co Ltd,INE232I01014,135.15 428 | 524715,Sun Pharmaceutical Industries Ltd,INE044A01036,459.25 429 | 532733,Sun TV Network Ltd,INE424H01027,389.6 430 | 500403,Sundaram Fastners,INE387A01021,291.05 431 | 512179,Sunteck Realty Ltd,INE805D01034,156.55 432 | 532509,Suprajit Engineering Ltd,INE399C01030,113.55 433 | 509930,Supreme Industries,INE195A01028,984.45 434 | 532667,Suzlon Energy Ltd,INE040H01021,2.82 435 | 503310,Swan Energy Ltd.,INE665A01038,100.6 436 | 517385,Symphony Ltd,INE225D01027,815.05 437 | 539268,Syngene International Ltd,INE398R01022,350.35 438 | 532890,Take Solutions Ltd,INE142I01023,53.15 439 | 531426,Tamilnadu Newsprint & Papers,INE107A01015,91.25 440 | 532301,Tata Coffee Ltd.,INE493A01027,73.95 441 | 532540,Tata Consultancy Services Ltd,INE467B01029,2005.2 442 | 500800,Tata Consumer Products Ltd,INE192A01025,370.85 443 | 500408,Tata Elxsi Ltd,INE670A01012,755.15 444 | 501301,Tata Investment Corp Ltd,INE672A01018,707.95 445 | 513434,Tata Metaliks Ltd.,INE056C01010,424.4 446 | 500570,Tata Motors Ltd,INE155A01022,86.85 447 | 570001,Tata Motors Ltd DVR,IN9155A01020,36 448 | 500400,Tata Power Co Ltd,INE245A01021,36.9 449 | 500470,Tata Steel Ltd,INE081A01012,295.15 450 | 540212,TCI Express Ltd,INE586V01016,626.55 451 | 541700,TCNS Clothing Co. Ltd,INE778U01029,330.85 452 | 539658,TeamLease Services Ltd,INE985S01024,1492.2 453 | 532755,Tech Mahindra Ltd,INE669C01036,529.9 454 | 540595,Tejas Networks Ltd,INE010J01012,32.65 455 | 540769,The New India Assurance Company Ltd,INE470Y01017,117.85 456 | 500411,Thermax Ltd,INE152A01029,721.55 457 | 539871,Thyrocare Technologies Ltd,INE594H01019,513.2 458 | 532856,Time Technoplast Ltd.,INE508G01029,29 459 | 522113,Timken India Ltd.,INE325A01013,786.8 460 | 500114,Titan Co Ltd,INE280A01028,899.8 461 | 500420,Torrent Pharmaceuticals Ltd,INE685A01028,2357.15 462 | 532779,Torrent Power Ltd,INE813H01021,305.25 463 | 500251,Trent Ltd.,INE849A01020,463.95 464 | 521064,Trident Ltd.,INE064C01022,4.57 465 | 517506,TTK Prestige Ltd,INE690A01010,4775.65 466 | 540762,Tube Investments Of India,INE974X01010,340.8 467 | 532515,TV Today Network,INE038F01029,176.25 468 | 532800,TV18 Broadcast Ltd,INE886H01027,21.55 469 | 532343,TVS Motor Co Ltd,INE494B01023,332.95 470 | 509243,TVS Srichakra Ltd,INE421C01016,1415.15 471 | 532505,UCO Bank,INE691A01018,11.01 472 | 500148,Uflex Ltd,INE516A01017,187 473 | 539874,Ujjivan Financial Services Ltd,INE334L01012,169.5 474 | 532538,UltraTech Cement Ltd,INE481G01011,3810.6 475 | 532477,Union Bank of India,INE692A01016,23.4 476 | 532478,United Breweries Ltd,INE686F01025,943.95 477 | 512070,UPL Ltd,INE628A01036,390.85 478 | 532953,V-Guard Industries Ltd,INE951I01027,173.6 479 | 534976,V-Mart Retail Limited,INE665J01013,1598.8 480 | 533269,VA Tech Wabag Ltd,INE956G01038,91.4 481 | 532156,Vaibhav Global Ltd,INE884A01019,1068.6 482 | 502986,Vardhman Textiles Ltd.,INE825A01012,636.1 483 | 541578,Varroc Engineering Ltd,INE665L01035,128.3 484 | 540180,Varun Beverages Ltd,INE200M01013,612.3 485 | 500295,Vedanta Ltd,INE205A01025,89.95 486 | 523261,Venky's India Ltd,INE398A01010,1035.7 487 | 524200,Vinati Organics Ltd,INE410B01037,965.7 488 | 507880,VIP Industries Ltd,INE054A01027,210.25 489 | 532822,Vodafone Idea Ltd,INE669E01016,5.82 490 | 500575,Voltas Ltd,INE226A01021,486.6 491 | 539118,VRL Logistics Ltd,INE366I01010,147 492 | 509966,VST Industries Ltd.,INE710A01016,3084.55 493 | 533023,WABCO India Ltd,INE342J01019,6903.25 494 | 532144,Welspun Corp Ltd,INE191B01025,58.5 495 | 514162,Welspun India Ltd.,INE192B01031,29.7 496 | 505533,Westlife Development Ltd,INE274F01020,285.75 497 | 500238,Whirlpool of India Ltd,INE716A01013,1952.55 498 | 507685,Wipro Ltd,INE075A01022,199.3 499 | 532300,Wockhardt Ltd,INE049B01025,226 500 | 505537,Zee Entertainment Enterprises Ltd,INE256A01028,180.75 501 | 504067,Zensar Technologies Ltd,INE520A01027,90.05 502 | 531335,Zydus Wellness Ltd,INE768C01010,1236.5 503 | -------------------------------------------------------------------------------- /Custom_bundle_zipline/bse500_bundle.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "cells": [ 3 | { 4 | "cell_type": "code", 5 | "execution_count": 15, 6 | "metadata": {}, 7 | "outputs": [], 8 | "source": [ 9 | "# Do necessary Imports\n", 10 | "import os\n", 11 | "import numpy as np\n", 12 | "import pandas as pd\n", 13 | "from pathlib import Path\n", 14 | "import quandl" 15 | ] 16 | }, 17 | { 18 | "cell_type": "code", 19 | "execution_count": 16, 20 | "metadata": {}, 21 | "outputs": [ 22 | { 23 | "data": { 24 | "text/html": [ 25 | "
\n", 26 | "\n", 39 | "\n", 40 | " \n", 41 | " \n", 42 | " \n", 43 | " \n", 44 | " \n", 45 | " \n", 46 | " \n", 47 | " \n", 48 | " \n", 49 | " \n", 50 | " \n", 51 | " \n", 52 | " \n", 53 | " \n", 54 | " \n", 55 | " \n", 56 | " \n", 57 | " \n", 58 | " \n", 59 | " \n", 60 | " \n", 61 | " \n", 62 | " \n", 63 | " \n", 64 | " \n", 65 | "
Scrip CodeCOMPANYISIN No.Close Price
05233953M India LtdINE470A0101718033.6
1541988AAVAS Financiers LtdINE216P010121012.4
\n", 66 | "
" 67 | ], 68 | "text/plain": [ 69 | " Scrip Code COMPANY ISIN No. Close Price\n", 70 | "0 523395 3M India Ltd INE470A01017 18033.6\n", 71 | "1 541988 AAVAS Financiers Ltd INE216P01012 1012.4" 72 | ] 73 | }, 74 | "execution_count": 16, 75 | "metadata": {}, 76 | "output_type": "execute_result" 77 | } 78 | ], 79 | "source": [ 80 | "# Read BSE 500 Constituents csv file\n", 81 | "bse500_metadata = pd.read_csv('BSE 500index_Constituents.csv')\n", 82 | "bse500_metadata.head(2)" 83 | ] 84 | }, 85 | { 86 | "cell_type": "code", 87 | "execution_count": 17, 88 | "metadata": {}, 89 | "outputs": [ 90 | { 91 | "name": "stdout", 92 | "output_type": "stream", 93 | "text": [ 94 | "Number of tickers: 501\n" 95 | ] 96 | } 97 | ], 98 | "source": [ 99 | "# Get all 500+ tickers\n", 100 | "tickers = list(bse500_metadata['Scrip Code'])\n", 101 | "print('Number of tickers: ',len(tickers))" 102 | ] 103 | }, 104 | { 105 | "cell_type": "code", 106 | "execution_count": 18, 107 | "metadata": {}, 108 | "outputs": [], 109 | "source": [ 110 | "# tickers = tickers[:10]" 111 | ] 112 | }, 113 | { 114 | "cell_type": "code", 115 | "execution_count": 19, 116 | "metadata": {}, 117 | "outputs": [], 118 | "source": [ 119 | "quandl.ApiConfig.api_key = 'yoK3TWKCEXy1QsxwyNf6'" 120 | ] 121 | }, 122 | { 123 | "cell_type": "code", 124 | "execution_count": 20, 125 | "metadata": {}, 126 | "outputs": [ 127 | { 128 | "name": "stdout", 129 | "output_type": "stream", 130 | "text": [ 131 | "Processing... BSE/BOM523395\n", 132 | "Processing... BSE/BOM541988\n", 133 | "Processing... BSE/BOM500488\n", 134 | "Processing... BSE/BOM500410\n", 135 | "Processing... BSE/BOM512599\n", 136 | "Processing... BSE/BOM542066\n", 137 | "Processing... BSE/BOM541450\n", 138 | "Processing... BSE/BOM532921\n", 139 | "Processing... BSE/BOM533096\n", 140 | "Processing... BSE/BOM539254\n", 141 | "Processing... BSE/BOM540691\n", 142 | "Processing... BSE/BOM535755\n", 143 | "Processing... BSE/BOM540025\n", 144 | "Processing... BSE/BOM500003\n", 145 | "Processing... BSE/BOM532683\n", 146 | "Processing... BSE/BOM532331\n", 147 | "Processing... BSE/BOM500710\n", 148 | "Processing... BSE/BOM533573\n", 149 | "Processing... BSE/BOM539523\n", 150 | "Processing... BSE/BOM506767\n", 151 | "Processing... BSE/BOM532749\n", 152 | "Processing... BSE/BOM500008\n", 153 | "Processing... BSE/BOM540902\n", 154 | "Processing... BSE/BOM500425\n", 155 | "Processing... BSE/BOM533758\n", 156 | "Processing... BSE/BOM508869\n", 157 | "Processing... BSE/BOM500877\n", 158 | "Processing... BSE/BOM542484\n", 159 | "Processing... BSE/BOM500477\n", 160 | "Processing... BSE/BOM533271\n", 161 | "Processing... BSE/BOM500820\n", 162 | "Processing... BSE/BOM540975\n", 163 | "Processing... BSE/BOM532830\n", 164 | "Processing... BSE/BOM506820\n", 165 | "Processing... BSE/BOM500027\n", 166 | "Processing... BSE/BOM540611\n", 167 | "Processing... BSE/BOM524804\n", 168 | "Processing... BSE/BOM512573\n", 169 | "Processing... BSE/BOM540376\n", 170 | "Processing... BSE/BOM532215\n", 171 | "Processing... BSE/BOM532977\n", 172 | "Processing... BSE/BOM533229\n", 173 | "Processing... BSE/BOM500031\n", 174 | "Processing... BSE/BOM500034\n", 175 | "Processing... BSE/BOM532978\n", 176 | "Processing... BSE/BOM500490\n", 177 | "Processing... BSE/BOM502355\n", 178 | "Processing... BSE/BOM523319\n", 179 | "Processing... BSE/BOM500038\n", 180 | "Processing... BSE/BOM541153\n", 181 | "Processing... BSE/BOM532134\n", 182 | "Processing... BSE/BOM532149\n", 183 | "Processing... BSE/BOM532525\n", 184 | "Processing... BSE/BOM500042\n", 185 | "Processing... BSE/BOM500043\n", 186 | "Processing... BSE/BOM506285\n", 187 | "Processing... BSE/BOM500048\n", 188 | "Processing... BSE/BOM509480\n", 189 | "Processing... BSE/BOM541143\n", 190 | "Processing... BSE/BOM500049\n", 191 | "Processing... BSE/BOM500493\n", 192 | "Processing... BSE/BOM500103\n", 193 | "Processing... BSE/BOM500547\n", 194 | "Processing... BSE/BOM532454\n", 195 | "Processing... BSE/BOM534816\n", 196 | "Processing... BSE/BOM532523\n", 197 | "Processing... BSE/BOM500335\n", 198 | "Processing... BSE/BOM506197\n", 199 | "Processing... BSE/BOM526612\n", 200 | "Processing... BSE/BOM500067\n", 201 | "Processing... BSE/BOM501425\n", 202 | "Processing... BSE/BOM500020\n", 203 | "Processing... BSE/BOM500530\n", 204 | "Processing... BSE/BOM532929\n", 205 | "Processing... BSE/BOM500825\n", 206 | "Processing... BSE/BOM532321\n", 207 | "Processing... BSE/BOM511196\n", 208 | "Processing... BSE/BOM532483\n", 209 | "Processing... BSE/BOM524742\n", 210 | "Processing... BSE/BOM531595\n", 211 | "Processing... BSE/BOM513375\n", 212 | "Processing... BSE/BOM534804\n", 213 | "Processing... BSE/BOM500870\n", 214 | "Processing... BSE/BOM519600\n", 215 | "Processing... BSE/BOM500878\n", 216 | "Processing... BSE/BOM532885\n", 217 | "Processing... BSE/BOM501150\n", 218 | "Processing... BSE/BOM532548\n", 219 | "Processing... BSE/BOM532443\n", 220 | "Processing... BSE/BOM500084\n", 221 | "Processing... BSE/BOM542399\n", 222 | "Processing... BSE/BOM500085\n", 223 | "Processing... BSE/BOM500110\n", 224 | "Processing... BSE/BOM504973\n", 225 | "Processing... BSE/BOM511243\n", 226 | "Processing... BSE/BOM500087\n", 227 | "Processing... BSE/BOM532210\n", 228 | "Processing... BSE/BOM533278\n", 229 | "Processing... BSE/BOM540678\n", 230 | "Processing... BSE/BOM500830\n", 231 | "Processing... BSE/BOM531344\n", 232 | "Processing... BSE/BOM506395\n", 233 | "Processing... BSE/BOM541770\n", 234 | "Processing... BSE/BOM500092\n", 235 | "Processing... BSE/BOM539876\n", 236 | "Processing... BSE/BOM500480\n", 237 | "Processing... BSE/BOM532175\n", 238 | "Processing... BSE/BOM500096\n", 239 | "Processing... BSE/BOM542216\n", 240 | "Processing... BSE/BOM533151\n", 241 | "Processing... BSE/BOM532772\n", 242 | "Processing... BSE/BOM523367\n", 243 | "Processing... BSE/BOM500645\n", 244 | "Processing... BSE/BOM506401\n", 245 | "Processing... BSE/BOM532848\n", 246 | "Processing... BSE/BOM511072\n", 247 | "Processing... BSE/BOM507717\n", 248 | "Processing... BSE/BOM540047\n", 249 | "Processing... BSE/BOM532839\n", 250 | "Processing... BSE/BOM540701\n", 251 | "Processing... BSE/BOM532488\n", 252 | "Processing... BSE/BOM540699\n", 253 | "Processing... BSE/BOM532868\n", 254 | "Processing... BSE/BOM500124\n", 255 | "Processing... BSE/BOM539524\n", 256 | "Processing... BSE/BOM532927\n", 257 | "Processing... BSE/BOM532922\n", 258 | "Processing... BSE/BOM505200\n", 259 | "Processing... BSE/BOM500125\n", 260 | "Processing... BSE/BOM500840\n", 261 | "Processing... BSE/BOM531162\n", 262 | "Processing... BSE/BOM540153\n", 263 | "Processing... BSE/BOM532178\n", 264 | "Processing... BSE/BOM539844\n", 265 | "Processing... BSE/BOM540596\n", 266 | "Processing... BSE/BOM500133\n", 267 | "Processing... BSE/BOM500495\n", 268 | "Processing... BSE/BOM500135\n", 269 | "Processing... BSE/BOM500086\n", 270 | "Processing... BSE/BOM531599\n", 271 | "Processing... BSE/BOM500469\n", 272 | "Processing... BSE/BOM541557\n", 273 | "Processing... BSE/BOM500144\n", 274 | "Processing... BSE/BOM500940\n", 275 | "Processing... BSE/BOM532809\n", 276 | "Processing... BSE/BOM500033\n", 277 | "Processing... BSE/BOM532843\n", 278 | "Processing... BSE/BOM533400\n", 279 | "Processing... BSE/BOM536507\n", 280 | "Processing... BSE/BOM540064\n", 281 | "Processing... BSE/BOM532155\n", 282 | "Processing... BSE/BOM540935\n", 283 | "Processing... BSE/BOM542011\n", 284 | "Processing... BSE/BOM509557\n", 285 | "Processing... BSE/BOM532622\n", 286 | "Processing... BSE/BOM532767\n", 287 | "Processing... BSE/BOM532309\n", 288 | "Processing... BSE/BOM522275\n", 289 | "Processing... BSE/BOM540755\n", 290 | "Processing... BSE/BOM500171\n", 291 | "Processing... BSE/BOM511676\n", 292 | "Processing... BSE/BOM507815\n", 293 | "Processing... BSE/BOM500660\n", 294 | "Processing... BSE/BOM532296\n", 295 | "Processing... BSE/BOM505255\n", 296 | "Processing... BSE/BOM532754\n", 297 | "Processing... BSE/BOM500163\n", 298 | "Processing... BSE/BOM540743\n", 299 | "Processing... BSE/BOM532424\n", 300 | "Processing... BSE/BOM500164\n", 301 | "Processing... BSE/BOM533150\n", 302 | "Processing... BSE/BOM532482\n", 303 | "Processing... BSE/BOM509488\n", 304 | "Processing... BSE/BOM500300\n", 305 | "Processing... BSE/BOM500620\n", 306 | "Processing... BSE/BOM501455\n", 307 | "Processing... BSE/BOM506076\n", 308 | "Processing... BSE/BOM530001\n", 309 | "Processing... BSE/BOM539336\n", 310 | "Processing... BSE/BOM532181\n", 311 | "Processing... BSE/BOM500670\n", 312 | "Processing... BSE/BOM533248\n", 313 | "Processing... BSE/BOM500690\n", 314 | "Processing... BSE/BOM532702\n", 315 | "Processing... BSE/BOM538567\n", 316 | "Processing... BSE/BOM533162\n", 317 | "Processing... BSE/BOM517354\n", 318 | "Processing... BSE/BOM508486\n", 319 | "Processing... BSE/BOM532281\n", 320 | "Processing... BSE/BOM541729\n", 321 | "Processing... BSE/BOM500180\n", 322 | "Processing... BSE/BOM540777\n", 323 | "Processing... BSE/BOM509631\n", 324 | "Processing... BSE/BOM500292\n", 325 | "Processing... BSE/BOM519552\n", 326 | "Processing... BSE/BOM500182\n", 327 | "Processing... BSE/BOM532129\n", 328 | "Processing... BSE/BOM500183\n", 329 | "Processing... BSE/BOM500184\n", 330 | "Processing... BSE/BOM514043\n", 331 | "Processing... BSE/BOM500440\n", 332 | "Processing... BSE/BOM541154\n", 333 | "Processing... BSE/BOM513599\n", 334 | "Processing... BSE/BOM500104\n", 335 | "Processing... BSE/BOM500696\n", 336 | "Processing... BSE/BOM500188\n", 337 | "Processing... BSE/BOM517174\n", 338 | "Processing... BSE/BOM540530\n", 339 | "Processing... BSE/BOM500010\n", 340 | "Processing... BSE/BOM532174\n", 341 | "Processing... BSE/BOM540716\n", 342 | "Processing... BSE/BOM540133\n", 343 | "Processing... BSE/BOM541179\n", 344 | "Processing... BSE/BOM500116\n", 345 | "Processing... BSE/BOM539437\n", 346 | "Processing... BSE/BOM532659\n", 347 | "Processing... BSE/BOM505726\n", 348 | "Processing... BSE/BOM500106\n", 349 | "Processing... BSE/BOM532636\n", 350 | "Processing... BSE/BOM530005\n", 351 | "Processing... BSE/BOM532189\n", 352 | "Processing... BSE/BOM535789\n", 353 | "Processing... BSE/BOM533520\n", 354 | "Processing... BSE/BOM532832\n", 355 | "Processing... BSE/BOM532814\n", 356 | "Processing... BSE/BOM540750\n", 357 | "Processing... BSE/BOM500850\n", 358 | "Processing... BSE/BOM530965\n", 359 | "Processing... BSE/BOM532388\n", 360 | "Processing... BSE/BOM541336\n", 361 | "Processing... BSE/BOM532514\n", 362 | "Processing... BSE/BOM532187\n", 363 | "Processing... BSE/BOM539807\n", 364 | "Processing... BSE/BOM532777\n", 365 | "Processing... BSE/BOM500209\n", 366 | "Processing... BSE/BOM532706\n", 367 | "Processing... BSE/BOM539083\n", 368 | "Processing... BSE/BOM538835\n", 369 | "Processing... BSE/BOM539448\n", 370 | "Processing... BSE/BOM524494\n", 371 | "Processing... BSE/BOM532947\n", 372 | "Processing... BSE/BOM541956\n", 373 | "Processing... BSE/BOM500875\n", 374 | "Processing... BSE/BOM509496\n", 375 | "Processing... BSE/BOM523610\n", 376 | "Processing... BSE/BOM530007\n", 377 | "Processing... BSE/BOM506943\n", 378 | "Processing... BSE/BOM532644\n", 379 | "Processing... BSE/BOM532705\n", 380 | "Processing... BSE/BOM512237\n", 381 | "Processing... BSE/BOM500219\n", 382 | "Processing... BSE/BOM532209\n", 383 | "Processing... BSE/BOM520051\n", 384 | "Processing... BSE/BOM500378\n", 385 | "Processing... BSE/BOM539597\n", 386 | "Processing... BSE/BOM532508\n", 387 | "Processing... BSE/BOM532286\n", 388 | "Processing... BSE/BOM500380\n", 389 | "Processing... BSE/BOM532162\n", 390 | "Processing... BSE/BOM523405\n", 391 | "Processing... BSE/BOM523398\n", 392 | "Processing... BSE/BOM533148\n", 393 | "Processing... BSE/BOM500228\n", 394 | "Processing... BSE/BOM520057\n", 395 | "Processing... BSE/BOM533155\n", 396 | "Processing... BSE/BOM530019\n", 397 | "Processing... BSE/BOM535648\n", 398 | "Processing... BSE/BOM532926\n", 399 | "Processing... BSE/BOM500233\n", 400 | "Processing... BSE/BOM522287\n", 401 | "Processing... BSE/BOM500165\n", 402 | "Processing... BSE/BOM532652\n", 403 | "Processing... BSE/BOM532714\n", 404 | "Processing... BSE/BOM517569\n", 405 | "Processing... BSE/BOM532942\n", 406 | "Processing... BSE/BOM500247\n", 407 | "Processing... BSE/BOM542651\n", 408 | "Processing... BSE/BOM532889\n", 409 | "Processing... BSE/BOM530813\n", 410 | "Processing... BSE/BOM500249\n", 411 | "Processing... BSE/BOM533519\n", 412 | "Processing... BSE/BOM540115\n", 413 | "Processing... BSE/BOM526947\n", 414 | "Processing... BSE/BOM500252\n", 415 | "Processing... BSE/BOM534690\n", 416 | "Processing... BSE/BOM540005\n", 417 | "Processing... BSE/BOM500510\n", 418 | "Processing... BSE/BOM540222\n", 419 | "Processing... BSE/BOM541233\n", 420 | "Processing... BSE/BOM500253\n", 421 | "Processing... BSE/BOM523457\n", 422 | "Processing... BSE/BOM500257\n", 423 | "Processing... BSE/BOM539542\n" 424 | ] 425 | }, 426 | { 427 | "name": "stdout", 428 | "output_type": "stream", 429 | "text": [ 430 | "Processing... BSE/BOM539957\n", 431 | "Processing... BSE/BOM500266\n", 432 | "Processing... BSE/BOM500265\n", 433 | "Processing... BSE/BOM532720\n", 434 | "Processing... BSE/BOM500520\n", 435 | "Processing... BSE/BOM532756\n", 436 | "Processing... BSE/BOM533088\n", 437 | "Processing... BSE/BOM532313\n", 438 | "Processing... BSE/BOM540768\n", 439 | "Processing... BSE/BOM531213\n", 440 | "Processing... BSE/BOM500109\n", 441 | "Processing... BSE/BOM531642\n", 442 | "Processing... BSE/BOM532500\n", 443 | "Processing... BSE/BOM540749\n", 444 | "Processing... BSE/BOM500271\n", 445 | "Processing... BSE/BOM539981\n", 446 | "Processing... BSE/BOM532865\n", 447 | "Processing... BSE/BOM542650\n", 448 | "Processing... BSE/BOM538962\n", 449 | "Processing... BSE/BOM532539\n", 450 | "Processing... BSE/BOM532819\n", 451 | "Processing... BSE/BOM541195\n", 452 | "Processing... BSE/BOM513377\n", 453 | "Processing... BSE/BOM533286\n", 454 | "Processing... BSE/BOM517334\n", 455 | "Processing... BSE/BOM532892\n", 456 | "Processing... BSE/BOM526299\n", 457 | "Processing... BSE/BOM500290\n", 458 | "Processing... BSE/BOM534091\n", 459 | "Processing... BSE/BOM533398\n", 460 | "Processing... BSE/BOM539551\n", 461 | "Processing... BSE/BOM524816\n", 462 | "Processing... BSE/BOM532234\n", 463 | "Processing... BSE/BOM513023\n", 464 | "Processing... BSE/BOM532504\n", 465 | "Processing... BSE/BOM508989\n", 466 | "Processing... BSE/BOM534309\n", 467 | "Processing... BSE/BOM500294\n", 468 | "Processing... BSE/BOM505355\n", 469 | "Processing... BSE/BOM500790\n", 470 | "Processing... BSE/BOM532798\n", 471 | "Processing... BSE/BOM533098\n", 472 | "Processing... BSE/BOM532541\n", 473 | "Processing... BSE/BOM523385\n", 474 | "Processing... BSE/BOM540767\n", 475 | "Processing... BSE/BOM513683\n", 476 | "Processing... BSE/BOM526371\n", 477 | "Processing... BSE/BOM500730\n", 478 | "Processing... BSE/BOM532555\n", 479 | "Processing... BSE/BOM533273\n", 480 | "Processing... BSE/BOM500312\n", 481 | "Processing... BSE/BOM533106\n", 482 | "Processing... BSE/BOM532880\n", 483 | "Processing... BSE/BOM532466\n", 484 | "Processing... BSE/BOM535754\n", 485 | "Processing... BSE/BOM541301\n", 486 | "Processing... BSE/BOM534076\n", 487 | "Processing... BSE/BOM532827\n", 488 | "Processing... BSE/BOM539889\n", 489 | "Processing... BSE/BOM534809\n", 490 | "Processing... BSE/BOM533179\n", 491 | "Processing... BSE/BOM532522\n", 492 | "Processing... BSE/BOM500680\n", 493 | "Processing... BSE/BOM506590\n", 494 | "Processing... BSE/BOM503100\n", 495 | "Processing... BSE/BOM523642\n", 496 | "Processing... BSE/BOM500331\n", 497 | "Processing... BSE/BOM500302\n", 498 | "Processing... BSE/BOM540173\n", 499 | "Processing... BSE/BOM539150\n", 500 | "Processing... BSE/BOM542652\n", 501 | "Processing... BSE/BOM532810\n", 502 | "Processing... BSE/BOM532898\n", 503 | "Processing... BSE/BOM533274\n", 504 | "Processing... BSE/BOM500338\n", 505 | "Processing... BSE/BOM500126\n", 506 | "Processing... BSE/BOM500459\n", 507 | "Processing... BSE/BOM532524\n", 508 | "Processing... BSE/BOM532461\n", 509 | "Processing... BSE/BOM532689\n", 510 | "Processing... BSE/BOM539978\n", 511 | "Processing... BSE/BOM532497\n", 512 | "Processing... BSE/BOM542649\n", 513 | "Processing... BSE/BOM500339\n", 514 | "Processing... BSE/BOM531500\n", 515 | "Processing... BSE/BOM500355\n", 516 | "Processing... BSE/BOM500260\n", 517 | "Processing... BSE/BOM524230\n", 518 | "Processing... BSE/BOM520111\n", 519 | "Processing... BSE/BOM500330\n", 520 | "Processing... BSE/BOM540065\n", 521 | "Processing... BSE/BOM532955\n", 522 | "Processing... BSE/BOM532805\n", 523 | "Processing... BSE/BOM530517\n", 524 | "Processing... BSE/BOM500111\n", 525 | "Processing... BSE/BOM500325\n", 526 | "Processing... BSE/BOM500390\n", 527 | "Processing... BSE/BOM532939\n", 528 | "Processing... BSE/BOM535322\n", 529 | "Processing... BSE/BOM505509\n", 530 | "Processing... BSE/BOM541556\n", 531 | "Processing... BSE/BOM539450\n", 532 | "Processing... BSE/BOM532710\n", 533 | "Processing... BSE/BOM500674\n", 534 | "Processing... BSE/BOM540719\n", 535 | "Processing... BSE/BOM505790\n", 536 | "Processing... BSE/BOM534139\n", 537 | "Processing... BSE/BOM540673\n", 538 | "Processing... BSE/BOM540425\n", 539 | "Processing... BSE/BOM540203\n", 540 | "Processing... BSE/BOM530549\n", 541 | "Processing... BSE/BOM523598\n", 542 | "Processing... BSE/BOM532638\n", 543 | "Processing... BSE/BOM500387\n", 544 | "Processing... BSE/BOM532498\n", 545 | "Processing... BSE/BOM511218\n", 546 | "Processing... BSE/BOM500550\n", 547 | "Processing... BSE/BOM533206\n", 548 | "Processing... BSE/BOM500472\n", 549 | "Processing... BSE/BOM532784\n", 550 | "Processing... BSE/BOM532725\n", 551 | "Processing... BSE/BOM531548\n", 552 | "Processing... BSE/BOM532221\n", 553 | "Processing... BSE/BOM532218\n", 554 | "Processing... BSE/BOM500285\n", 555 | "Processing... BSE/BOM503806\n", 556 | "Processing... BSE/BOM540575\n", 557 | "Processing... BSE/BOM500112\n", 558 | "Processing... BSE/BOM500113\n", 559 | "Processing... BSE/BOM532374\n", 560 | "Processing... BSE/BOM532531\n", 561 | "Processing... BSE/BOM506655\n", 562 | "Processing... BSE/BOM532872\n", 563 | "Processing... BSE/BOM524715\n", 564 | "Processing... BSE/BOM532733\n", 565 | "Processing... BSE/BOM500403\n", 566 | "Processing... BSE/BOM512179\n", 567 | "Processing... BSE/BOM532509\n", 568 | "Processing... BSE/BOM509930\n", 569 | "Processing... BSE/BOM532667\n", 570 | "Processing... BSE/BOM503310\n", 571 | "Processing... BSE/BOM517385\n", 572 | "Processing... BSE/BOM539268\n", 573 | "Processing... BSE/BOM532890\n", 574 | "Processing... BSE/BOM531426\n", 575 | "Processing... BSE/BOM532301\n", 576 | "Processing... BSE/BOM532540\n", 577 | "Processing... BSE/BOM500800\n", 578 | "Processing... BSE/BOM500408\n", 579 | "Processing... BSE/BOM501301\n", 580 | "Processing... BSE/BOM513434\n", 581 | "Processing... BSE/BOM500570\n", 582 | "Processing... BSE/BOM570001\n", 583 | "Processing... BSE/BOM500400\n", 584 | "Processing... BSE/BOM500470\n", 585 | "Processing... BSE/BOM540212\n", 586 | "Processing... BSE/BOM541700\n", 587 | "Processing... BSE/BOM539658\n", 588 | "Processing... BSE/BOM532755\n", 589 | "Processing... BSE/BOM540595\n", 590 | "Processing... BSE/BOM540769\n", 591 | "Processing... BSE/BOM500411\n", 592 | "Processing... BSE/BOM539871\n", 593 | "Processing... BSE/BOM532856\n", 594 | "Processing... BSE/BOM522113\n", 595 | "Processing... BSE/BOM500114\n", 596 | "Processing... BSE/BOM500420\n", 597 | "Processing... BSE/BOM532779\n", 598 | "Processing... BSE/BOM500251\n", 599 | "Processing... BSE/BOM521064\n", 600 | "Processing... BSE/BOM517506\n", 601 | "Processing... BSE/BOM540762\n", 602 | "Processing... BSE/BOM532515\n", 603 | "Processing... BSE/BOM532800\n", 604 | "Processing... BSE/BOM532343\n", 605 | "Processing... BSE/BOM509243\n", 606 | "Processing... BSE/BOM532505\n", 607 | "Processing... BSE/BOM500148\n", 608 | "Processing... BSE/BOM539874\n", 609 | "Processing... BSE/BOM532538\n", 610 | "Processing... BSE/BOM532477\n", 611 | "Processing... BSE/BOM532478\n", 612 | "Processing... BSE/BOM512070\n", 613 | "Processing... BSE/BOM532953\n", 614 | "Processing... BSE/BOM534976\n", 615 | "Processing... BSE/BOM533269\n", 616 | "Processing... BSE/BOM532156\n", 617 | "Processing... BSE/BOM502986\n", 618 | "Processing... BSE/BOM541578\n", 619 | "Processing... BSE/BOM540180\n", 620 | "Processing... BSE/BOM500295\n", 621 | "Processing... BSE/BOM523261\n", 622 | "Processing... BSE/BOM524200\n", 623 | "Processing... BSE/BOM507880\n", 624 | "Processing... BSE/BOM532822\n", 625 | "Processing... BSE/BOM500575\n", 626 | "Processing... BSE/BOM539118\n", 627 | "Processing... BSE/BOM509966\n", 628 | "Processing... BSE/BOM533023\n", 629 | "Processing... BSE/BOM532144\n", 630 | "Processing... BSE/BOM514162\n", 631 | "Processing... BSE/BOM505533\n", 632 | "Processing... BSE/BOM500238\n", 633 | "Processing... BSE/BOM507685\n", 634 | "Processing... BSE/BOM532300\n", 635 | "Processing... BSE/BOM505537\n", 636 | "Processing... BSE/BOM504067\n", 637 | "Processing... BSE/BOM531335\n" 638 | ] 639 | } 640 | ], 641 | "source": [ 642 | "# Start Bulk download in a loop and create a Dataframe\n", 643 | "\n", 644 | "def get(tickers): \n", 645 | " def data(ticker):\n", 646 | " print('Processing...', f'BSE/BOM{ticker}')\n", 647 | " return (quandl.get(f'BSE/BOM{ticker}'))\n", 648 | " datas = map(data, tickers)\n", 649 | " return(pd.concat(datas, keys=tickers, names=['ticker', 'date']))\n", 650 | " \n", 651 | "df = get(tickers)" 652 | ] 653 | }, 654 | { 655 | "cell_type": "code", 656 | "execution_count": 21, 657 | "metadata": {}, 658 | "outputs": [ 659 | { 660 | "data": { 661 | "text/html": [ 662 | "
\n", 663 | "\n", 676 | "\n", 677 | " \n", 678 | " \n", 679 | " \n", 680 | " \n", 681 | " \n", 682 | " \n", 683 | " \n", 684 | " \n", 685 | " \n", 686 | " \n", 687 | " \n", 688 | " \n", 689 | " \n", 690 | " \n", 691 | " \n", 692 | " \n", 693 | " \n", 694 | " \n", 695 | " \n", 696 | " \n", 697 | " \n", 698 | " \n", 699 | " \n", 700 | " \n", 701 | " \n", 702 | " \n", 703 | " \n", 704 | " \n", 705 | " \n", 706 | " \n", 707 | " \n", 708 | " \n", 709 | " \n", 710 | " \n", 711 | " \n", 712 | " \n", 713 | " \n", 714 | " \n", 715 | " \n", 716 | " \n", 717 | " \n", 718 | " \n", 719 | " \n", 720 | " \n", 721 | " \n", 722 | " \n", 723 | " \n", 724 | " \n", 725 | " \n", 726 | " \n", 727 | " \n", 728 | " \n", 729 | " \n", 730 | " \n", 731 | " \n", 732 | " \n", 733 | " \n", 734 | " \n", 735 | " \n", 736 | " \n", 737 | " \n", 738 | " \n", 739 | " \n", 740 | " \n", 741 | " \n", 742 | " \n", 743 | " \n", 744 | "
OpenHighLowCloseWAPNo. of SharesNo. of TradesTotal TurnoverDeliverable Quantity% Deli. Qty to Traded QtySpread H-LSpread C-O
tickerdate
5233951991-06-2680.085.080.085.00.00.00.00.0NaNNaN5.05.0
1991-06-2777.582.577.580.00.00.00.00.0NaNNaN5.02.5
\n", 745 | "
" 746 | ], 747 | "text/plain": [ 748 | " Open High Low Close WAP No. of Shares No. of Trades \\\n", 749 | "ticker date \n", 750 | "523395 1991-06-26 80.0 85.0 80.0 85.0 0.0 0.0 0.0 \n", 751 | " 1991-06-27 77.5 82.5 77.5 80.0 0.0 0.0 0.0 \n", 752 | "\n", 753 | " Total Turnover Deliverable Quantity \\\n", 754 | "ticker date \n", 755 | "523395 1991-06-26 0.0 NaN \n", 756 | " 1991-06-27 0.0 NaN \n", 757 | "\n", 758 | " % Deli. Qty to Traded Qty Spread H-L Spread C-O \n", 759 | "ticker date \n", 760 | "523395 1991-06-26 NaN 5.0 5.0 \n", 761 | " 1991-06-27 NaN 5.0 2.5 " 762 | ] 763 | }, 764 | "execution_count": 21, 765 | "metadata": {}, 766 | "output_type": "execute_result" 767 | } 768 | ], 769 | "source": [ 770 | "# Verify the head of Dataframe\n", 771 | "df.head(2)" 772 | ] 773 | }, 774 | { 775 | "cell_type": "code", 776 | "execution_count": 22, 777 | "metadata": {}, 778 | "outputs": [], 779 | "source": [ 780 | "# Create a data store to save the results\n", 781 | "DATA_STORE = Path('bse500.h5')" 782 | ] 783 | }, 784 | { 785 | "cell_type": "code", 786 | "execution_count": 23, 787 | "metadata": {}, 788 | "outputs": [], 789 | "source": [ 790 | "with pd.HDFStore(DATA_STORE) as store:\n", 791 | " store.put('/quandl/bse/bse500', df)" 792 | ] 793 | }, 794 | { 795 | "cell_type": "code", 796 | "execution_count": 24, 797 | "metadata": {}, 798 | "outputs": [], 799 | "source": [ 800 | "# with pd.HDFStore(DATA_STORE) as store:\n", 801 | "# print(store.info())" 802 | ] 803 | }, 804 | { 805 | "cell_type": "markdown", 806 | "metadata": {}, 807 | "source": [ 808 | "### Create raw CSV files for Ingestion for each ticker" 809 | ] 810 | }, 811 | { 812 | "cell_type": "code", 813 | "execution_count": 25, 814 | "metadata": {}, 815 | "outputs": [], 816 | "source": [ 817 | "# filter required columns from Dataframe\n", 818 | "columns = ['Open','High','Low','Close','No. of Trades']" 819 | ] 820 | }, 821 | { 822 | "cell_type": "code", 823 | "execution_count": 26, 824 | "metadata": {}, 825 | "outputs": [ 826 | { 827 | "data": { 828 | "text/html": [ 829 | "
\n", 830 | "\n", 843 | "\n", 844 | " \n", 845 | " \n", 846 | " \n", 847 | " \n", 848 | " \n", 849 | " \n", 850 | " \n", 851 | " \n", 852 | " \n", 853 | " \n", 854 | " \n", 855 | " \n", 856 | " \n", 857 | " \n", 858 | " \n", 859 | " \n", 860 | " \n", 861 | " \n", 862 | " \n", 863 | " \n", 864 | " \n", 865 | " \n", 866 | " \n", 867 | " \n", 868 | " \n", 869 | " \n", 870 | " \n", 871 | " \n", 872 | " \n", 873 | " \n", 874 | " \n", 875 | " \n", 876 | " \n", 877 | " \n", 878 | " \n", 879 | " \n", 880 | " \n", 881 | " \n", 882 | " \n", 883 | "
OpenHighLowCloseNo. of Trades
tickerdate
5233951991-06-2680.085.080.085.00.0
1991-06-2777.582.577.580.00.0
\n", 884 | "
" 885 | ], 886 | "text/plain": [ 887 | " Open High Low Close No. of Trades\n", 888 | "ticker date \n", 889 | "523395 1991-06-26 80.0 85.0 80.0 85.0 0.0\n", 890 | " 1991-06-27 77.5 82.5 77.5 80.0 0.0" 891 | ] 892 | }, 893 | "execution_count": 26, 894 | "metadata": {}, 895 | "output_type": "execute_result" 896 | } 897 | ], 898 | "source": [ 899 | "prices = df[columns]\n", 900 | "prices.head(2)" 901 | ] 902 | }, 903 | { 904 | "cell_type": "code", 905 | "execution_count": 27, 906 | "metadata": {}, 907 | "outputs": [ 908 | { 909 | "data": { 910 | "text/html": [ 911 | "
\n", 912 | "\n", 925 | "\n", 926 | " \n", 927 | " \n", 928 | " \n", 929 | " \n", 930 | " \n", 931 | " \n", 932 | " \n", 933 | " \n", 934 | " \n", 935 | " \n", 936 | " \n", 937 | " \n", 938 | " \n", 939 | " \n", 940 | " \n", 941 | " \n", 942 | " \n", 943 | " \n", 944 | " \n", 945 | " \n", 946 | " \n", 947 | " \n", 948 | " \n", 949 | " \n", 950 | " \n", 951 | " \n", 952 | " \n", 953 | " \n", 954 | " \n", 955 | " \n", 956 | " \n", 957 | " \n", 958 | " \n", 959 | " \n", 960 | " \n", 961 | " \n", 962 | " \n", 963 | " \n", 964 | " \n", 965 | "
openhighlowclosevolume
tickerdate
5233951991-06-2680.085.080.085.00.0
1991-06-2777.582.577.580.00.0
\n", 966 | "
" 967 | ], 968 | "text/plain": [ 969 | " open high low close volume\n", 970 | "ticker date \n", 971 | "523395 1991-06-26 80.0 85.0 80.0 85.0 0.0\n", 972 | " 1991-06-27 77.5 82.5 77.5 80.0 0.0" 973 | ] 974 | }, 975 | "execution_count": 27, 976 | "metadata": {}, 977 | "output_type": "execute_result" 978 | } 979 | ], 980 | "source": [ 981 | "# Rename the columns as per zipline requirement\n", 982 | "prices.columns = ['open','high','low','close','volume']\n", 983 | "prices.head(2)" 984 | ] 985 | }, 986 | { 987 | "cell_type": "code", 988 | "execution_count": 28, 989 | "metadata": {}, 990 | "outputs": [], 991 | "source": [ 992 | "# Write a csv file for each ticker\n", 993 | "for ticker in tickers:\n", 994 | " df = prices.loc[ticker]\n", 995 | " df.to_csv(f'bse500/BOM{ticker}.csv', index=True)" 996 | ] 997 | }, 998 | { 999 | "cell_type": "code", 1000 | "execution_count": null, 1001 | "metadata": {}, 1002 | "outputs": [], 1003 | "source": [] 1004 | } 1005 | ], 1006 | "metadata": { 1007 | "kernelspec": { 1008 | "display_name": "Python 3", 1009 | "language": "python", 1010 | "name": "python3" 1011 | }, 1012 | "language_info": { 1013 | "codemirror_mode": { 1014 | "name": "ipython", 1015 | "version": 3 1016 | }, 1017 | "file_extension": ".py", 1018 | "mimetype": "text/x-python", 1019 | "name": "python", 1020 | "nbconvert_exporter": "python", 1021 | "pygments_lexer": "ipython3", 1022 | "version": "3.7.3" 1023 | } 1024 | }, 1025 | "nbformat": 4, 1026 | "nbformat_minor": 4 1027 | } 1028 | -------------------------------------------------------------------------------- /Custom_bundle_zipline/extension.py: -------------------------------------------------------------------------------- 1 | import pandas as pd 2 | from zipline.data.bundles import register, india_nse_data 3 | 4 | start_session = pd.Timestamp('2005-01-03', tz='utc') 5 | end_session = pd.Timestamp('2020-06-05', tz='utc') 6 | 7 | register( 8 | 'nse_data', 9 | india_nse_data.nse_data, 10 | calendar_name='XBOM', 11 | start_session=start_session, 12 | end_session=end_session 13 | 14 | ) -------------------------------------------------------------------------------- /Custom_bundle_zipline/india_investing_data.py: -------------------------------------------------------------------------------- 1 | import pandas as pd 2 | from os import listdir 3 | from trading_calendars import get_calendar 4 | 5 | # Change the path to where you have your data 6 | path = 'C:/Users/Admin/Desktop/P4Finance/Data-Daily/investing' 7 | 8 | """ 9 | The ingest function needs to have this exact signature, 10 | meaning these arguments passed, as shown below. 11 | """ 12 | def investing_data(environ, 13 | asset_db_writer, 14 | minute_bar_writer, 15 | daily_bar_writer, 16 | adjustment_writer, 17 | calendar, 18 | start_session, 19 | end_session, 20 | cache, 21 | show_progress, 22 | output_dir): 23 | 24 | # Get list of files from path 25 | # Slicing off the last part 26 | # 'example.csv'[:-4] = 'example' 27 | symbols = [f[:-4] for f in listdir(path)] 28 | 29 | if not symbols: 30 | raise ValueError("No symbols found in folder.") 31 | 32 | 33 | # Prepare an empty DataFrame for dividends 34 | divs = pd.DataFrame(columns=['sid', 35 | 'amount', 36 | 'ex_date', 37 | 'record_date', 38 | 'declared_date', 39 | 'pay_date'] 40 | ) 41 | 42 | # Prepare an empty DataFrame for splits 43 | splits = pd.DataFrame(columns=['sid', 44 | 'ratio', 45 | 'effective_date'] 46 | ) 47 | 48 | # Prepare an empty DataFrame for metadata 49 | metadata = pd.DataFrame(columns=('start_date', 50 | 'end_date', 51 | 'auto_close_date', 52 | 'symbol', 53 | 'exchange' 54 | ) 55 | ) 56 | 57 | 58 | # Check valid trading dates, according to the selected exchange calendar 59 | sessions = calendar.sessions_in_range(start_session, end_session) 60 | #sessions = calendar.sessions_in_range('1995-05-02', '2020-05-27') 61 | 62 | 63 | # Get data for all stocks and write to Zipline 64 | daily_bar_writer.write( 65 | process_stocks(symbols, sessions, metadata, divs) 66 | ) 67 | 68 | # Write the metadata 69 | asset_db_writer.write(equities=metadata) 70 | 71 | # Write splits and dividends 72 | adjustment_writer.write(splits=splits, 73 | dividends=divs) 74 | 75 | 76 | """ 77 | Generator function to iterate stocks, 78 | build historical data, metadata 79 | and dividend data 80 | """ 81 | def process_stocks(symbols, sessions, metadata, divs): 82 | # Loop the stocks, setting a unique Security ID (SID) 83 | my_cal = get_calendar('XBOM') 84 | for sid, symbol in enumerate(symbols): 85 | 86 | print('Loading {}...'.format(symbol)) 87 | # Read the stock data from csv file. 88 | df = pd.read_csv('{}/{}.csv'.format(path, symbol), index_col=[0], parse_dates=[0]) 89 | 90 | # Remove duplicates 91 | df = df[~df.index.duplicated()] 92 | 93 | # Take days as per calendar 94 | df = df[df.index.isin(sessions)] 95 | 96 | # Check first and last date. 97 | start_date = df.index[0] 98 | end_date = df.index[-1] 99 | 100 | 101 | # Synch to the official exchange calendar 102 | df = df.reindex(sessions.tz_localize(None))[start_date:end_date] #tz_localize(None) 103 | 104 | # Forward fill missing data 105 | df.fillna(method='ffill', inplace=True) 106 | 107 | # Back fill missing data 108 | # df.fillna(method='bfill', inplace=True) 109 | 110 | # Drop remaining NaN 111 | df.dropna(inplace=True) 112 | 113 | # The auto_close date is the day after the last trade. 114 | ac_date = end_date + pd.Timedelta(days=1) 115 | 116 | # Add a row to the metadata DataFrame. Don't forget to add an exchange field. 117 | metadata.loc[sid] = start_date, end_date, ac_date, symbol, 'XBOM' 118 | 119 | # If there's dividend data, add that to the dividend DataFrame 120 | if 'dividend' in df.columns: 121 | 122 | # Slice off the days with dividends 123 | tmp = df[df['dividend'] != 0.0]['dividend'] 124 | div = pd.DataFrame(data=tmp.index.tolist(), columns=['ex_date']) 125 | 126 | # Provide empty columns as we don't have this data for now 127 | div['record_date'] = pd.NaT 128 | div['declared_date'] = pd.NaT 129 | div['pay_date'] = pd.NaT 130 | 131 | # Store the dividends and set the Security ID 132 | div['amount'] = tmp.tolist() 133 | div['sid'] = sid 134 | 135 | # Start numbering at where we left off last time 136 | ind = pd.Index(range(divs.shape[0], divs.shape[0] + div.shape[0])) 137 | div.set_index(ind, inplace=True) 138 | 139 | # Append this stock's dividends to the list of all dividends 140 | divs = divs.append(div) 141 | 142 | yield sid, df -------------------------------------------------------------------------------- /Custom_bundle_zipline/india_nse_data.py: -------------------------------------------------------------------------------- 1 | import pandas as pd 2 | from os import listdir 3 | from trading_calendars import get_calendar 4 | 5 | # Change the path to where you have your data 6 | path = 'C:/Users/Admin/Desktop/P4Finance/IND-daily' 7 | 8 | # path = 'C:\\Users\\sabirj\\Desktop\\P4Finance\\machine-learning-for-trading-master\\machine-learning-for-trading-master\\data\\bse_data' 9 | 10 | # C:\Users\sabirj\Desktop\P4Finance\machine-learning-for-trading-master\machine-learning-for-trading-master\data\bse_data 11 | 12 | 13 | """ 14 | The ingest function needs to have this exact signature, 15 | meaning these arguments passed, as shown below. 16 | """ 17 | def nse_data(environ, 18 | asset_db_writer, 19 | minute_bar_writer, 20 | daily_bar_writer, 21 | adjustment_writer, 22 | calendar, 23 | start_session, 24 | end_session, 25 | cache, 26 | show_progress, 27 | output_dir): 28 | 29 | # Get list of files from path 30 | # Slicing off the last part 31 | # 'example.csv'[:-4] = 'example' 32 | symbols = [f[:-4] for f in listdir(path)] 33 | 34 | if not symbols: 35 | raise ValueError("No symbols found in folder.") 36 | 37 | 38 | # Prepare an empty DataFrame for dividends 39 | divs = pd.DataFrame(columns=['sid', 40 | 'amount', 41 | 'ex_date', 42 | 'record_date', 43 | 'declared_date', 44 | 'pay_date'] 45 | ) 46 | 47 | # Prepare an empty DataFrame for splits 48 | splits = pd.DataFrame(columns=['sid', 49 | 'ratio', 50 | 'effective_date'] 51 | ) 52 | 53 | # Prepare an empty DataFrame for metadata 54 | metadata = pd.DataFrame(columns=('start_date', 55 | 'end_date', 56 | 'auto_close_date', 57 | 'symbol', 58 | 'exchange' 59 | ) 60 | ) 61 | 62 | 63 | # Check valid trading dates, according to the selected exchange calendar 64 | sessions = calendar.sessions_in_range(start_session, end_session) 65 | #sessions = calendar.sessions_in_range('1995-05-02', '2020-05-27') 66 | 67 | 68 | # Get data for all stocks and write to Zipline 69 | daily_bar_writer.write( 70 | process_stocks(symbols, sessions, metadata, divs) 71 | ) 72 | 73 | # Write the metadata 74 | asset_db_writer.write(equities=metadata) 75 | 76 | # Write splits and dividends 77 | adjustment_writer.write(splits=splits, 78 | dividends=divs) 79 | 80 | 81 | """ 82 | Generator function to iterate stocks, 83 | build historical data, metadata 84 | and dividend data 85 | """ 86 | def process_stocks(symbols, sessions, metadata, divs): 87 | # Loop the stocks, setting a unique Security ID (SID) 88 | my_cal = get_calendar('XBOM') 89 | for sid, symbol in enumerate(symbols): 90 | 91 | print('Loading {}...'.format(symbol)) 92 | # Read the stock data from csv file. 93 | df = pd.read_csv('{}/{}.csv'.format(path, symbol), index_col=[0], parse_dates=[0]) 94 | 95 | # Remove duplicates 96 | df = df[~df.index.duplicated()] 97 | 98 | # Take days as per calendar 99 | df = df[df.index.isin(sessions)] 100 | 101 | # Check first and last date. 102 | start_date = df.index[0] 103 | end_date = df.index[-1] 104 | 105 | 106 | # Synch to the official exchange calendar 107 | df = df.reindex(sessions.tz_localize(None))[start_date:end_date] #tz_localize(None) 108 | 109 | # Forward fill missing data 110 | df.fillna(method='ffill', inplace=True) 111 | 112 | # Back fill missing data 113 | # df.fillna(method='bfill', inplace=True) 114 | 115 | # Drop remaining NaN 116 | df.dropna(inplace=True) 117 | 118 | # The auto_close date is the day after the last trade. 119 | ac_date = end_date + pd.Timedelta(days=1) 120 | 121 | # Add a row to the metadata DataFrame. Don't forget to add an exchange field. 122 | metadata.loc[sid] = start_date, end_date, ac_date, symbol, 'XBOM' 123 | 124 | # If there's dividend data, add that to the dividend DataFrame 125 | if 'dividend' in df.columns: 126 | 127 | # Slice off the days with dividends 128 | tmp = df[df['dividend'] != 0.0]['dividend'] 129 | div = pd.DataFrame(data=tmp.index.tolist(), columns=['ex_date']) 130 | 131 | # Provide empty columns as we don't have this data for now 132 | div['record_date'] = pd.NaT 133 | div['declared_date'] = pd.NaT 134 | div['pay_date'] = pd.NaT 135 | 136 | # Store the dividends and set the Security ID 137 | div['amount'] = tmp.tolist() 138 | div['sid'] = sid 139 | 140 | # Start numbering at where we left off last time 141 | ind = pd.Index(range(divs.shape[0], divs.shape[0] + div.shape[0])) 142 | div.set_index(ind, inplace=True) 143 | 144 | # Append this stock's dividends to the list of all dividends 145 | divs = divs.append(div) 146 | 147 | yield sid, df -------------------------------------------------------------------------------- /Custom_bundle_zipline/india_stock_data.py: -------------------------------------------------------------------------------- 1 | import pandas as pd 2 | from os import listdir 3 | from trading_calendars import get_calendar 4 | 5 | # Change the path to where you have your data 6 | path = 'C:\\Users\sabirj\\Desktop\\P4Finance\\bse500 bundle\\bse500' 7 | 8 | # path = 'C:\\Users\\sabirj\\Desktop\\P4Finance\\machine-learning-for-trading-master\\machine-learning-for-trading-master\\data\\bse_data' 9 | 10 | # C:\Users\sabirj\Desktop\P4Finance\machine-learning-for-trading-master\machine-learning-for-trading-master\data\bse_data 11 | 12 | 13 | """ 14 | The ingest function needs to have this exact signature, 15 | meaning these arguments passed, as shown below. 16 | """ 17 | def bse_data(environ, 18 | asset_db_writer, 19 | minute_bar_writer, 20 | daily_bar_writer, 21 | adjustment_writer, 22 | calendar, 23 | start_session, 24 | end_session, 25 | cache, 26 | show_progress, 27 | output_dir): 28 | 29 | # Get list of files from path 30 | # Slicing off the last part 31 | # 'example.csv'[:-4] = 'example' 32 | symbols = [f[:-4] for f in listdir(path)] 33 | 34 | if not symbols: 35 | raise ValueError("No symbols found in folder.") 36 | 37 | 38 | # Prepare an empty DataFrame for dividends 39 | divs = pd.DataFrame(columns=['sid', 40 | 'amount', 41 | 'ex_date', 42 | 'record_date', 43 | 'declared_date', 44 | 'pay_date'] 45 | ) 46 | 47 | # Prepare an empty DataFrame for splits 48 | splits = pd.DataFrame(columns=['sid', 49 | 'ratio', 50 | 'effective_date'] 51 | ) 52 | 53 | # Prepare an empty DataFrame for metadata 54 | metadata = pd.DataFrame(columns=('start_date', 55 | 'end_date', 56 | 'auto_close_date', 57 | 'symbol', 58 | 'exchange' 59 | ) 60 | ) 61 | 62 | 63 | # Check valid trading dates, according to the selected exchange calendar 64 | sessions = calendar.sessions_in_range(start_session, end_session) 65 | #sessions = calendar.sessions_in_range('1995-05-02', '2020-05-27') 66 | 67 | 68 | # Get data for all stocks and write to Zipline 69 | daily_bar_writer.write( 70 | process_stocks(symbols, sessions, metadata, divs) 71 | ) 72 | 73 | # Write the metadata 74 | asset_db_writer.write(equities=metadata) 75 | 76 | # Write splits and dividends 77 | adjustment_writer.write(splits=splits, 78 | dividends=divs) 79 | 80 | 81 | """ 82 | Generator function to iterate stocks, 83 | build historical data, metadata 84 | and dividend data 85 | """ 86 | def process_stocks(symbols, sessions, metadata, divs): 87 | # Loop the stocks, setting a unique Security ID (SID) 88 | my_cal = get_calendar('XBOM') 89 | for sid, symbol in enumerate(symbols): 90 | 91 | print('Loading {}...'.format(symbol)) 92 | # Read the stock data from csv file. 93 | df = pd.read_csv('{}/{}.csv'.format(path, symbol), index_col=[0], parse_dates=[0]) 94 | 95 | # Check first and last date. 96 | # start_date = df.index[0] 97 | # end_date = df.index[-1] 98 | 99 | 100 | # Valid days 101 | # valid_days = my_cal.sessions_in_range(start_date, end_date) 102 | 103 | # deleted_rows = df[df.date.isin(valid_days) == False] 104 | df = df[df.index.isin(sessions)] 105 | 106 | start_date = df.index[0] 107 | end_date = df.index[-1] 108 | 109 | 110 | # Synch to the official exchange calendar 111 | #df = df.reindex(sessions.tz_localize(None))[start_date:end_date] #tz_localize(None) 112 | df = df.reindex(sessions.tz_localize(None))[start_date:end_date] #tz_localize(None) 113 | 114 | # Forward fill missing data 115 | df.fillna(method='ffill', inplace=True) 116 | 117 | # Back fill missing data 118 | # df.fillna(method='bfill', inplace=True) 119 | 120 | # Drop remaining NaN 121 | df.dropna(inplace=True) 122 | 123 | # The auto_close date is the day after the last trade. 124 | ac_date = end_date + pd.Timedelta(days=1) 125 | 126 | # Add a row to the metadata DataFrame. Don't forget to add an exchange field. 127 | metadata.loc[sid] = start_date, end_date, ac_date, symbol, 'XBOM' 128 | 129 | # If there's dividend data, add that to the dividend DataFrame 130 | if 'dividend' in df.columns: 131 | 132 | # Slice off the days with dividends 133 | tmp = df[df['dividend'] != 0.0]['dividend'] 134 | div = pd.DataFrame(data=tmp.index.tolist(), columns=['ex_date']) 135 | 136 | # Provide empty columns as we don't have this data for now 137 | div['record_date'] = pd.NaT 138 | div['declared_date'] = pd.NaT 139 | div['pay_date'] = pd.NaT 140 | 141 | # Store the dividends and set the Security ID 142 | div['amount'] = tmp.tolist() 143 | div['sid'] = sid 144 | 145 | # Start numbering at where we left off last time 146 | ind = pd.Index(range(divs.shape[0], divs.shape[0] + div.shape[0])) 147 | div.set_index(ind, inplace=True) 148 | 149 | # Append this stock's dividends to the list of all dividends 150 | divs = divs.append(div) 151 | 152 | yield sid, df 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-------------------------------------------------------------------------------- /Pair_Trading/data/nifty_meta.csv: -------------------------------------------------------------------------------- 1 | Company Name,Industry,Symbol,Series,ISIN Code 2 | ACC Ltd.,CEMENT & CEMENT PRODUCTS,ACC,EQ,INE012A01025 3 | Adani Ports and Special Economic Zone Ltd.,SERVICES,ADANIPORTS,EQ,INE742F01042 4 | Adani Transmission Ltd.,POWER,ADANITRANS,EQ,INE931S01010 5 | Ambuja Cements Ltd.,CEMENT & CEMENT PRODUCTS,AMBUJACEM,EQ,INE079A01024 6 | Ashok Leyland Ltd.,AUTOMOBILE,ASHOKLEY,EQ,INE208A01029 7 | Asian Paints Ltd.,CONSUMER GOODS,ASIANPAINT,EQ,INE021A01026 8 | Aurobindo Pharma Ltd.,PHARMA,AUROPHARMA,EQ,INE406A01037 9 | Avenue Supermarts Ltd.,CONSUMER GOODS,DMART,EQ,INE192R01011 10 | Axis Bank Ltd.,FINANCIAL SERVICES,AXISBANK,EQ,INE238A01034 11 | Bajaj Auto Ltd.,AUTOMOBILE,BAJAJ-AUTO,EQ,INE917I01010 12 | Bajaj Finance Ltd.,FINANCIAL SERVICES,BAJFINANCE,EQ,INE296A01024 13 | Bajaj Finserv Ltd.,FINANCIAL SERVICES,BAJAJFINSV,EQ,INE918I01018 14 | Bajaj Holdings & Investment Ltd.,FINANCIAL SERVICES,BAJAJHLDNG,EQ,INE118A01012 15 | Bandhan Bank Ltd.,FINANCIAL SERVICES,BANDHANBNK,EQ,INE545U01014 16 | Bank of Baroda,FINANCIAL SERVICES,BANKBARODA,EQ,INE028A01039 17 | Berger Paints India Ltd.,CONSUMER GOODS,BERGEPAINT,EQ,INE463A01038 18 | Bharat Petroleum Corporation Ltd.,OIL & GAS,BPCL,EQ,INE029A01011 19 | Bharti Airtel Ltd.,TELECOM,BHARTIARTL,EQ,INE397D01024 20 | Bharti Infratel Ltd.,TELECOM,INFRATEL,EQ,INE121J01017 21 | Biocon Ltd.,PHARMA,BIOCON,EQ,INE376G01013 22 | Bosch Ltd.,AUTOMOBILE,BOSCHLTD,EQ,INE323A01026 23 | Britannia Industries Ltd.,CONSUMER GOODS,BRITANNIA,EQ,INE216A01030 24 | Cadila Healthcare Ltd.,PHARMA,CADILAHC,EQ,INE010B01027 25 | Cipla Ltd.,PHARMA,CIPLA,EQ,INE059A01026 26 | Coal India Ltd.,METALS,COALINDIA,EQ,INE522F01014 27 | Colgate Palmolive (India) Ltd.,CONSUMER GOODS,COLPAL,EQ,INE259A01022 28 | Container Corporation of India Ltd.,SERVICES,CONCOR,EQ,INE111A01025 29 | DLF Ltd.,CONSTRUCTION,DLF,EQ,INE271C01023 30 | Dabur India Ltd.,CONSUMER GOODS,DABUR,EQ,INE016A01026 31 | Divi's Laboratories Ltd.,PHARMA,DIVISLAB,EQ,INE361B01024 32 | Dr. Reddy's Laboratories Ltd.,PHARMA,DRREDDY,EQ,INE089A01023 33 | Eicher Motors Ltd.,AUTOMOBILE,EICHERMOT,EQ,INE066A01013 34 | GAIL (India) Ltd.,OIL & GAS,GAIL,EQ,INE129A01019 35 | General Insurance Corporation of India,FINANCIAL SERVICES,GICRE,EQ,INE481Y01014 36 | Godrej Consumer Products Ltd.,CONSUMER GOODS,GODREJCP,EQ,INE102D01028 37 | Grasim Industries Ltd.,CEMENT & CEMENT PRODUCTS,GRASIM,EQ,INE047A01021 38 | HCL Technologies Ltd.,IT,HCLTECH,EQ,INE860A01027 39 | HDFC Asset Management Company Ltd.,FINANCIAL SERVICES,HDFCAMC,EQ,INE127D01025 40 | HDFC Bank Ltd.,FINANCIAL SERVICES,HDFCBANK,EQ,INE040A01034 41 | HDFC Life Insurance Company Ltd.,FINANCIAL SERVICES,HDFCLIFE,EQ,INE795G01014 42 | Havells India Ltd.,CONSUMER GOODS,HAVELLS,EQ,INE176B01034 43 | Hero MotoCorp Ltd.,AUTOMOBILE,HEROMOTOCO,EQ,INE158A01026 44 | Hindalco Industries Ltd.,METALS,HINDALCO,EQ,INE038A01020 45 | Hindustan Petroleum Corporation Ltd.,OIL & GAS,HINDPETRO,EQ,INE094A01015 46 | Hindustan Unilever Ltd.,CONSUMER GOODS,HINDUNILVR,EQ,INE030A01027 47 | Hindustan Zinc Ltd.,METALS,HINDZINC,EQ,INE267A01025 48 | Housing Development Finance Corporation Ltd.,FINANCIAL SERVICES,HDFC,EQ,INE001A01036 49 | ICICI Bank Ltd.,FINANCIAL SERVICES,ICICIBANK,EQ,INE090A01021 50 | ICICI Lombard General Insurance Company Ltd.,FINANCIAL SERVICES,ICICIGI,EQ,INE765G01017 51 | ICICI Prudential Life Insurance Company Ltd.,FINANCIAL SERVICES,ICICIPRULI,EQ,INE726G01019 52 | ITC Ltd.,CONSUMER GOODS,ITC,EQ,INE154A01025 53 | Indiabulls Housing Finance Ltd.,FINANCIAL SERVICES,IBULHSGFIN,EQ,INE148I01020 54 | Indian Oil Corporation Ltd.,OIL & GAS,IOC,EQ,INE242A01010 55 | IndusInd Bank Ltd.,FINANCIAL SERVICES,INDUSINDBK,EQ,INE095A01012 56 | Infosys Ltd.,IT,INFY,EQ,INE009A01021 57 | InterGlobe Aviation Ltd.,SERVICES,INDIGO,EQ,INE646L01027 58 | JSW Steel Ltd.,METALS,JSWSTEEL,EQ,INE019A01038 59 | Kotak Mahindra Bank Ltd.,FINANCIAL SERVICES,KOTAKBANK,EQ,INE237A01028 60 | L&T Finance Holdings Ltd.,FINANCIAL SERVICES,L&TFH,EQ,INE498L01015 61 | Larsen & Toubro Ltd.,CONSTRUCTION,LT,EQ,INE018A01030 62 | Lupin Ltd.,PHARMA,LUPIN,EQ,INE326A01037 63 | Mahindra & Mahindra Ltd.,AUTOMOBILE,M&M,EQ,INE101A01026 64 | Marico Ltd.,CONSUMER GOODS,MARICO,EQ,INE196A01026 65 | Maruti Suzuki India Ltd.,AUTOMOBILE,MARUTI,EQ,INE585B01010 66 | Motherson Sumi Systems Ltd.,AUTOMOBILE,MOTHERSUMI,EQ,INE775A01035 67 | NHPC Ltd.,POWER,NHPC,EQ,INE848E01016 68 | NMDC Ltd.,METALS,NMDC,EQ,INE584A01023 69 | NTPC Ltd.,POWER,NTPC,EQ,INE733E01010 70 | Nestle India Ltd.,CONSUMER GOODS,NESTLEIND,EQ,INE239A01016 71 | Oil & Natural Gas Corporation Ltd.,OIL & GAS,ONGC,EQ,INE213A01029 72 | Oracle Financial Services Software Ltd.,IT,OFSS,EQ,INE881D01027 73 | Page Industries Ltd.,TEXTILES,PAGEIND,EQ,INE761H01022 74 | Petronet LNG Ltd.,OIL & GAS,PETRONET,EQ,INE347G01014 75 | Pidilite Industries Ltd.,CHEMICALS,PIDILITIND,EQ,INE318A01026 76 | Piramal Enterprises Ltd.,FINANCIAL SERVICES,PEL,EQ,INE140A01024 77 | Power Finance Corporation Ltd.,FINANCIAL SERVICES,PFC,EQ,INE134E01011 78 | Power Grid Corporation of India Ltd.,POWER,POWERGRID,EQ,INE752E01010 79 | Procter & Gamble Hygiene & Health Care Ltd.,CONSUMER GOODS,PGHH,EQ,INE179A01014 80 | Punjab National Bank,FINANCIAL SERVICES,PNB,EQ,INE160A01022 81 | Reliance Industries Ltd.,OIL & GAS,RELIANCE,EQ,INE002A01018 82 | SBI Life Insurance Company Ltd.,FINANCIAL SERVICES,SBILIFE,EQ,INE123W01016 83 | Shree Cement Ltd.,CEMENT & CEMENT PRODUCTS,SHREECEM,EQ,INE070A01015 84 | Shriram Transport Finance Co. Ltd.,FINANCIAL SERVICES,SRTRANSFIN,EQ,INE721A01013 85 | Siemens Ltd.,INDUSTRIAL MANUFACTURING,SIEMENS,EQ,INE003A01024 86 | State Bank of India,FINANCIAL SERVICES,SBIN,EQ,INE062A01020 87 | Sun Pharmaceutical Industries Ltd.,PHARMA,SUNPHARMA,EQ,INE044A01036 88 | Tata Consultancy Services Ltd.,IT,TCS,EQ,INE467B01029 89 | Tata Motors Ltd DVR,AUTOMOBILE,TATAMTRDVR,EQ,IN9155A01020 90 | Tata Motors Ltd.,AUTOMOBILE,TATAMOTORS,EQ,INE155A01022 91 | Tata Steel Ltd.,METALS,TATASTEEL,EQ,INE081A01012 92 | Tech Mahindra Ltd.,IT,TECHM,EQ,INE669C01036 93 | The New India Assurance Company Ltd.,FINANCIAL SERVICES,NIACL,EQ,INE470Y01017 94 | Titan Company Ltd.,CONSUMER GOODS,TITAN,EQ,INE280A01028 95 | UPL Ltd.,FERTILISERS & PESTICIDES,UPL,EQ,INE628A01036 96 | UltraTech Cement Ltd.,CEMENT & CEMENT PRODUCTS,ULTRACEMCO,EQ,INE481G01011 97 | United Breweries Ltd.,CONSUMER GOODS,UBL,EQ,INE686F01025 98 | United Spirits Ltd.,CONSUMER GOODS,MCDOWELL-N,EQ,INE854D01024 99 | Vedanta Ltd.,METALS,VEDL,EQ,INE205A01025 100 | Vodafone Idea Ltd.,TELECOM,IDEA,EQ,INE669E01016 101 | Wipro Ltd.,IT,WIPRO,EQ,INE075A01022 102 | Zee Entertainment Enterprises Ltd.,MEDIA & ENTERTAINMENT,ZEEL,EQ,INE256A01028 103 | -------------------------------------------------------------------------------- /Pair_Trading/images/chart1.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/sabirjana/blog/7aa8a378ad55c86e18ece3990c5da1ea87cc32bc/Pair_Trading/images/chart1.png -------------------------------------------------------------------------------- /Pair_Trading/images/chart2.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/sabirjana/blog/7aa8a378ad55c86e18ece3990c5da1ea87cc32bc/Pair_Trading/images/chart2.png -------------------------------------------------------------------------------- /Pair_Trading/images/chart3.png: 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You can access these at https://www.linkedin.com/in/sabirjana/detail/recent-activity/shares/ or 3 | https://medium.com/@sabirh.jana 4 | 5 | -------------------------------------------------------------------------------- /RSI/data/nifty100_meta.csv: -------------------------------------------------------------------------------- 1 | Company Name,Industry,Symbol,Series,ISIN Code 2 | ACC Ltd.,CEMENT & CEMENT PRODUCTS,ACC,EQ,INE012A01025 3 | Adani Ports and Special Economic Zone Ltd.,SERVICES,ADANIPORTS,EQ,INE742F01042 4 | Adani Transmission Ltd.,POWER,ADANITRANS,EQ,INE931S01010 5 | Ambuja Cements Ltd.,CEMENT & CEMENT PRODUCTS,AMBUJACEM,EQ,INE079A01024 6 | Ashok Leyland Ltd.,AUTOMOBILE,ASHOKLEY,EQ,INE208A01029 7 | Asian Paints Ltd.,CONSUMER GOODS,ASIANPAINT,EQ,INE021A01026 8 | Aurobindo Pharma Ltd.,PHARMA,AUROPHARMA,EQ,INE406A01037 9 | Avenue Supermarts Ltd.,CONSUMER GOODS,DMART,EQ,INE192R01011 10 | Axis Bank Ltd.,FINANCIAL SERVICES,AXISBANK,EQ,INE238A01034 11 | Bajaj Auto Ltd.,AUTOMOBILE,BAJAJ-AUTO,EQ,INE917I01010 12 | Bajaj Finance Ltd.,FINANCIAL SERVICES,BAJFINANCE,EQ,INE296A01024 13 | Bajaj Finserv Ltd.,FINANCIAL SERVICES,BAJAJFINSV,EQ,INE918I01018 14 | Bajaj Holdings & Investment Ltd.,FINANCIAL SERVICES,BAJAJHLDNG,EQ,INE118A01012 15 | Bandhan Bank Ltd.,FINANCIAL SERVICES,BANDHANBNK,EQ,INE545U01014 16 | Bank of Baroda,FINANCIAL SERVICES,BANKBARODA,EQ,INE028A01039 17 | Berger Paints India Ltd.,CONSUMER GOODS,BERGEPAINT,EQ,INE463A01038 18 | Bharat Petroleum Corporation Ltd.,OIL & GAS,BPCL,EQ,INE029A01011 19 | Bharti Airtel Ltd.,TELECOM,BHARTIARTL,EQ,INE397D01024 20 | Bharti Infratel Ltd.,TELECOM,INFRATEL,EQ,INE121J01017 21 | Biocon Ltd.,PHARMA,BIOCON,EQ,INE376G01013 22 | Bosch Ltd.,AUTOMOBILE,BOSCHLTD,EQ,INE323A01026 23 | Britannia Industries Ltd.,CONSUMER GOODS,BRITANNIA,EQ,INE216A01030 24 | Cadila Healthcare Ltd.,PHARMA,CADILAHC,EQ,INE010B01027 25 | Cipla Ltd.,PHARMA,CIPLA,EQ,INE059A01026 26 | Coal India Ltd.,METALS,COALINDIA,EQ,INE522F01014 27 | Colgate Palmolive (India) Ltd.,CONSUMER GOODS,COLPAL,EQ,INE259A01022 28 | Container Corporation of India Ltd.,SERVICES,CONCOR,EQ,INE111A01025 29 | DLF Ltd.,CONSTRUCTION,DLF,EQ,INE271C01023 30 | Dabur India Ltd.,CONSUMER GOODS,DABUR,EQ,INE016A01026 31 | Divi's Laboratories Ltd.,PHARMA,DIVISLAB,EQ,INE361B01024 32 | Dr. Reddy's Laboratories Ltd.,PHARMA,DRREDDY,EQ,INE089A01023 33 | Eicher Motors Ltd.,AUTOMOBILE,EICHERMOT,EQ,INE066A01013 34 | GAIL (India) Ltd.,OIL & GAS,GAIL,EQ,INE129A01019 35 | General Insurance Corporation of India,FINANCIAL SERVICES,GICRE,EQ,INE481Y01014 36 | Godrej Consumer Products Ltd.,CONSUMER GOODS,GODREJCP,EQ,INE102D01028 37 | Grasim Industries Ltd.,CEMENT & CEMENT PRODUCTS,GRASIM,EQ,INE047A01021 38 | HCL Technologies Ltd.,IT,HCLTECH,EQ,INE860A01027 39 | HDFC Asset Management Company Ltd.,FINANCIAL SERVICES,HDFCAMC,EQ,INE127D01025 40 | HDFC Bank Ltd.,FINANCIAL SERVICES,HDFCBANK,EQ,INE040A01034 41 | HDFC Life Insurance Company Ltd.,FINANCIAL SERVICES,HDFCLIFE,EQ,INE795G01014 42 | Havells India Ltd.,CONSUMER GOODS,HAVELLS,EQ,INE176B01034 43 | Hero MotoCorp Ltd.,AUTOMOBILE,HEROMOTOCO,EQ,INE158A01026 44 | Hindalco Industries Ltd.,METALS,HINDALCO,EQ,INE038A01020 45 | Hindustan Petroleum Corporation Ltd.,OIL & GAS,HINDPETRO,EQ,INE094A01015 46 | Hindustan Unilever Ltd.,CONSUMER GOODS,HINDUNILVR,EQ,INE030A01027 47 | Hindustan Zinc Ltd.,METALS,HINDZINC,EQ,INE267A01025 48 | Housing Development Finance Corporation Ltd.,FINANCIAL SERVICES,HDFC,EQ,INE001A01036 49 | ICICI Bank Ltd.,FINANCIAL SERVICES,ICICIBANK,EQ,INE090A01021 50 | ICICI Lombard General Insurance Company Ltd.,FINANCIAL SERVICES,ICICIGI,EQ,INE765G01017 51 | ICICI Prudential Life Insurance Company Ltd.,FINANCIAL SERVICES,ICICIPRULI,EQ,INE726G01019 52 | ITC Ltd.,CONSUMER GOODS,ITC,EQ,INE154A01025 53 | Indiabulls Housing Finance Ltd.,FINANCIAL SERVICES,IBULHSGFIN,EQ,INE148I01020 54 | Indian Oil Corporation Ltd.,OIL & GAS,IOC,EQ,INE242A01010 55 | IndusInd Bank Ltd.,FINANCIAL SERVICES,INDUSINDBK,EQ,INE095A01012 56 | Infosys Ltd.,IT,INFY,EQ,INE009A01021 57 | InterGlobe Aviation Ltd.,SERVICES,INDIGO,EQ,INE646L01027 58 | JSW Steel Ltd.,METALS,JSWSTEEL,EQ,INE019A01038 59 | Kotak Mahindra Bank Ltd.,FINANCIAL SERVICES,KOTAKBANK,EQ,INE237A01028 60 | L&T Finance Holdings Ltd.,FINANCIAL SERVICES,L&TFH,EQ,INE498L01015 61 | Larsen & Toubro Ltd.,CONSTRUCTION,LT,EQ,INE018A01030 62 | Lupin Ltd.,PHARMA,LUPIN,EQ,INE326A01037 63 | Mahindra & Mahindra Ltd.,AUTOMOBILE,M&M,EQ,INE101A01026 64 | Marico Ltd.,CONSUMER GOODS,MARICO,EQ,INE196A01026 65 | Maruti Suzuki India Ltd.,AUTOMOBILE,MARUTI,EQ,INE585B01010 66 | Motherson Sumi Systems Ltd.,AUTOMOBILE,MOTHERSUMI,EQ,INE775A01035 67 | NHPC Ltd.,POWER,NHPC,EQ,INE848E01016 68 | NMDC Ltd.,METALS,NMDC,EQ,INE584A01023 69 | NTPC Ltd.,POWER,NTPC,EQ,INE733E01010 70 | Nestle India Ltd.,CONSUMER GOODS,NESTLEIND,EQ,INE239A01016 71 | Oil & Natural Gas Corporation Ltd.,OIL & GAS,ONGC,EQ,INE213A01029 72 | Oracle Financial Services Software Ltd.,IT,OFSS,EQ,INE881D01027 73 | Page Industries Ltd.,TEXTILES,PAGEIND,EQ,INE761H01022 74 | Petronet LNG Ltd.,OIL & GAS,PETRONET,EQ,INE347G01014 75 | Pidilite Industries Ltd.,CHEMICALS,PIDILITIND,EQ,INE318A01026 76 | Piramal Enterprises Ltd.,FINANCIAL SERVICES,PEL,EQ,INE140A01024 77 | Power Finance Corporation Ltd.,FINANCIAL SERVICES,PFC,EQ,INE134E01011 78 | Power Grid Corporation of India Ltd.,POWER,POWERGRID,EQ,INE752E01010 79 | Procter & Gamble Hygiene & Health Care Ltd.,CONSUMER GOODS,PGHH,EQ,INE179A01014 80 | Punjab National Bank,FINANCIAL SERVICES,PNB,EQ,INE160A01022 81 | Reliance Industries Ltd.,OIL & GAS,RELIANCE,EQ,INE002A01018 82 | SBI Life Insurance Company Ltd.,FINANCIAL SERVICES,SBILIFE,EQ,INE123W01016 83 | Shree Cement Ltd.,CEMENT & CEMENT PRODUCTS,SHREECEM,EQ,INE070A01015 84 | Shriram Transport Finance Co. Ltd.,FINANCIAL SERVICES,SRTRANSFIN,EQ,INE721A01013 85 | Siemens Ltd.,INDUSTRIAL MANUFACTURING,SIEMENS,EQ,INE003A01024 86 | State Bank of India,FINANCIAL SERVICES,SBIN,EQ,INE062A01020 87 | Sun Pharmaceutical Industries Ltd.,PHARMA,SUNPHARMA,EQ,INE044A01036 88 | Tata Consultancy Services Ltd.,IT,TCS,EQ,INE467B01029 89 | Tata Motors Ltd DVR,AUTOMOBILE,TATAMTRDVR,EQ,IN9155A01020 90 | Tata Motors Ltd.,AUTOMOBILE,TATAMOTORS,EQ,INE155A01022 91 | Tata Steel Ltd.,METALS,TATASTEEL,EQ,INE081A01012 92 | Tech Mahindra Ltd.,IT,TECHM,EQ,INE669C01036 93 | The New India Assurance Company Ltd.,FINANCIAL SERVICES,NIACL,EQ,INE470Y01017 94 | Titan Company Ltd.,CONSUMER GOODS,TITAN,EQ,INE280A01028 95 | UPL Ltd.,FERTILISERS & PESTICIDES,UPL,EQ,INE628A01036 96 | UltraTech Cement Ltd.,CEMENT & CEMENT PRODUCTS,ULTRACEMCO,EQ,INE481G01011 97 | United Breweries Ltd.,CONSUMER GOODS,UBL,EQ,INE686F01025 98 | United Spirits Ltd.,CONSUMER GOODS,MCDOWELL-N,EQ,INE854D01024 99 | Vedanta Ltd.,METALS,VEDL,EQ,INE205A01025 100 | Vodafone Idea Ltd.,TELECOM,IDEA,EQ,INE669E01016 101 | Wipro Ltd.,IT,WIPRO,EQ,INE075A01022 102 | Zee Entertainment Enterprises Ltd.,MEDIA & ENTERTAINMENT,ZEEL,EQ,INE256A01028 103 | -------------------------------------------------------------------------------- /RSI/images/chart1.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/sabirjana/blog/7aa8a378ad55c86e18ece3990c5da1ea87cc32bc/RSI/images/chart1.png -------------------------------------------------------------------------------- /RSI/images/chart2.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/sabirjana/blog/7aa8a378ad55c86e18ece3990c5da1ea87cc32bc/RSI/images/chart2.png -------------------------------------------------------------------------------- /RSI/images/chart3.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/sabirjana/blog/7aa8a378ad55c86e18ece3990c5da1ea87cc32bc/RSI/images/chart3.png -------------------------------------------------------------------------------- /RSI/images/chart4.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/sabirjana/blog/7aa8a378ad55c86e18ece3990c5da1ea87cc32bc/RSI/images/chart4.png --------------------------------------------------------------------------------