nubra-volume-breakout 0.1.0

Volume breakout scanner built on top of the Nubra Python SDK.

nubra-volume-breakout

nubra-volume-breakout is a small Python library for running a volume breakout scan using the Nubra Python SDK.

It fetches historical OHLCV data through MarketData.historical_data(...), derives candle volume safely for intraday intervals, calculates average lookback volume, computes volume_ratio = current_volume / average_volume, and returns a ranked pandas DataFrame.

Installation

From the project folder:

pip install .

For editable development installs:

pip install -e .

Quickstart

See example/quickstart.py.

Example usage:

from nubra_python_sdk.marketdata.market_data import MarketData
from nubra_python_sdk.start_sdk import InitNubraSdk, NubraEnv
from nubra_volume_breakout import run_volume_breakout

nubra = InitNubraSdk(NubraEnv.PROD, env_creds=True)
market_data = MarketData(nubra)

stocks = ["ABB", "ADANIENSOL", "ADANIENT", "ADANIGREEN", "ADANIPORTS"]

volume_breakout = run_volume_breakout(
    market_data=market_data,
    stocks=stocks,
    lookback_days=10,
    interval="1d",
    rank=10,
)

print(volume_breakout.head(10))

Returned DataFrame

The scanner returns only these columns:

• symbol
• candle_time
• current_volume
• average_volume
• volume_ratio

The results are sorted by:

1. volume_ratio descending
2. current_volume descending
3. symbol ascending

Function Signature

run_volume_breakout(
    market_data,
    stocks,
    lookback_days,
    interval,
    rank,
    *,
    exchange="NSE",
    instrument_type="STOCK",
    baseline_mode="same_slot",
    lookback_candles=None,
    timezone_name="Asia/Kolkata",
    convert_prices=True,
    request_volume_delta=False,
    request_pause_seconds=0.0,
)

Notes

• Nubra historical requests are rate-limited.
• Nubra historical requests support small symbol batches, so the scanner automatically batches requests.
• For intraday intervals, the scanner falls back to diff(cumulative_volume) if cumulative_volume_delta is unavailable or unstable.
• Prices are typically returned by Nubra in paise for NSE instruments; this library converts OHLC prices for internal comparisons where needed.

Build The Package

Install build tools:

pip install build twine

Build source and wheel distributions:

python -m build

This creates artifacts under dist/.

Publish To PyPI

1. Create accounts on PyPI and optionally TestPyPI.

2. Make sure the package name nubra-volume-breakout is available. If it is already taken, change the name field in pyproject.toml.

3. Build the package:

   python -m build
   

4. Upload to TestPyPI first:

   python -m twine upload --repository testpypi dist/*
   

5. Upload to PyPI:

   python -m twine upload dist/*
   

6. Test installation:

   pip install nubra-volume-breakout
   

Recommended Before Public Release

• Add a license file that matches how you want to distribute the package.
• Add unit tests for volume derivation and ranking behavior.
• Consider adding CI to build and validate the package automatically.