nsefast 0.1.0

Fast, robots.txt-respecting NSE India market data collector for swing trading, quant research, and backtesting

nsefast

Fast NSE India data collector for swing trading, quant research, AI training, backtesting, and market intelligence.

⚠️ Ethics & Compliance: nsefast only uses publicly downloadable NSE reports and pages allowed by NSE's robots.txt. It does not bypass logins, captchas, Cloudflare, anti-bot systems, or rate limits. Add appropriate delays and use responsibly. You are responsible for complying with NSE's terms of service.

Features

• Polite, retrying HTTP client with robots.txt checks
• Modular collectors for equity, derivatives, corporate, deals, indices, surveillance, calendar, and master data
• Polars for fast dataframe processing
• Parquet primary storage, partitioned by dataset/date
• DuckDB local analytics layer
• Optional PostgreSQL storage
• Optional Rust core (rust-core/) for hashing / dedup / large parsing
• Typer-based CLI

Install

pip install nsefast

Optional extras:

pip install "nsefast[pandas]"      # pandas export helpers
pip install "nsefast[postgres]"    # PostgreSQL sink
pip install "nsefast[api]"         # FastAPI server scaffold
pip install "nsefast[dev]"         # pytest, ruff, build, twine

For development:

git clone https://github.com/nikhilshinde/nsefast
cd nsefast
pip install -e ".[dev]"
pytest -q

Quick start

# Discover all downloadable report links from NSE public pages
nsefast collect-reports

# Run the full scaffold
nsefast collect-all

# Equity bhavcopy for a date
nsefast collect equity-bhavcopy --date 2026-05-07

# Corporate announcements range
nsefast collect corporate-announcements --start 2026-05-01 --end 2026-05-07

# Build swing-trading features
nsefast features swing --date 2026-05-07

# Export a dataset to Parquet
nsefast export parquet --dataset daily_bhavcopy

In Python:

from nsefast.collectors.report_links import collect_report_links
from nsefast.storage.parquet_store import save_parquet

df = collect_report_links()  # polars DataFrame
save_parquet(df, dataset="report_links")

Project layout

nsefast/
├── pyproject.toml
├── requirements.txt
├── main.py
├── README.md
│
├── nsefast/
│   ├── config.py          # URLs, headers, paths
│   ├── http_client.py     # session + retries
│   ├── robots.py          # robots.txt checker
│   ├── collectors/        # one module per data domain
│   ├── processing/        # normalize, features, technicals
│   ├── storage/           # parquet, duckdb, postgres
│   └── cli.py             # Typer CLI
│
└── rust-core/             # optional pyo3 module
    ├── Cargo.toml
    └── src/lib.rs

Storage zones

• data/raw/ — raw downloads exactly as fetched
• data/clean/ — normalized intermediate files
• data/parquet/ — partitioned Parquet, the canonical store

Rust core (optional)

The rust-core/ crate exposes a nsefast_core Python module via PyO3 for CPU-bound work (SHA-256 hashing, dedup, fast CSV normalization). HTTP scraping stays in Python — it's I/O bound.

Build with maturin:

cd rust-core
maturin develop --release

Documentation

• docs/USAGE.md — full Python + CLI usage, canonical schemas, polite-use rules
• docs/PUBLISHING.md — how to release new versions to PyPI
• CHANGELOG.md — version history

Failure semantics

Every public collector returns a Polars DataFrame with its canonical schema on any failure (invalid input, network error, malformed payload, polars error, robots block). Collectors never raise — your pipelines stay crash-proof.

Tests

pytest -q     # 77 unit tests, no network calls

License

MIT — see LICENSE