bullscatch-backtester 0.2.1

A package for backtesting trading strategies meant for Bullscatch Securities

from bullscatch_backtest.spot_fetch_spa import get_spot_data

# Spot Data Fetch

data = get_spot_data("2024-10-25", "nifty")

print(data)

from bullscatch_backtest.expiry_list_spa import get_expiries

expiries = get_expiries("nifty", "options", "2024-01-25")

print(expiries)

##########################Single Date Option Chain Fetch################################

from bullscatch_backtest.option_chain_spa import get_option_chain

# option_chain_df = get_option_chain("date(YYYY-MM-DD)", "Expiry(YYYY_MM_DD)","nifty")

option_chain_df = get_option_chain("2025-02-28", "2025_03_06","nifty")

print(option_chain_df)

# Assuming option_chain_df is already defined

filtered_df = option_chain_df[option_chain_df['strike'] == 22450]

# Display the filtered rows

print(filtered_df)

########################## Multiple Date Option Chain Fetch For Multiple Expiry Fetch################################

from multidate_option_chain_spa import OptionDataFetcher

import time

# Define date-expiry pairs

date_expiry_pairs = [

("2019_10_01", "2019_10_03"),

("2019_10_02", "2019_10_03"),

("2019_10_03", "2019_10_03"),

("2019_10_08", "2019_10_10"),

("2019_10_15", "2019_10_17"),

("2019_10_22", "2019_10_24"),

("2019_10_29", "2019_10_31")

]

# Create fetcher instance

fetcher = OptionDataFetcher()

# Fetch data

start_time = time.time()

fetched_data = fetcher.fetch_all_data(date_expiry_pairs)

print(f"\nFetched {len(fetched_data)} records in {time.time() - start_time:.2f} seconds")

# Print results

for key, value in fetched_data.items():

print(f"{key}: {value}")

########################## Processed Option Chain ################################

from bullscatch_backtest.processed_option_chain_spa import fetch_and_process_option_chain

# Fetch and process data

final_option_chain_df = fetch_and_process_option_chain("2025-02-28", "2025_03_06", "nifty")

# Display processed DataFrame

print(final_option_chain_df)

# Example: Filter by strike price

filtered_df = final_option_chain_df[final_option_chain_df['strike'] == 22850]

print(filtered_df)

# Example: Filter by timestamp range

start_time = "2025-02-28 09:15:01"

end_time = "2025-02-28 09:24:00"

timestamp_filtered_df = filtered_df[(filtered_df['timestamp'] >= start_time) &

(filtered_df['timestamp'] <= end_time)]

print(timestamp_filtered_df.head(20))

########################## Option Chain ATM ################################

from bullscatch_backtest.processed_option_chain_spa import option_chain_atm

# Call function with desired values

filtered_df = option_chain_atm("2024-07-10", "2024_07_11", "nifty", 22400)

# Display the filtered DataFrame

print(filtered_df)

unique_strikes = sorted(filtered_df['strike'].unique())

# Display the unique strikes

print(unique_strikes)

strike_value = 22450

option_type_value = "CE"

filtered_strike_df = filtered_df[(filtered_df['strike'] == strike_value) &

(filtered_df['option_type'] == option_type_value)]

print(f"\nData for Strike = {strike_value} and Option Type = {option_type_value}:\n")

print(filtered_strike_df.head(50))

########################## Expiry List ################################

from bullscatch_backtest.expiry_list_spa import get_expiries

expiries = get_expiries("nifty", "options", "2024-03-03")

print(expiries)