EOD2 Version 5.0.0 Changelog

[BennyThadikaran]

Firstly thanks to all users who gave their suggestions, features requests and raised issues. Your contributions have made EOD2 more stable and rock solid. See the complete details #69

With this update, EOD2 has achieved 90% of expected features. Going forward new features will be based on user request. Work on new features will start beginning of 2024.

Rest of this year will focus on adding automated tests, bug fixes and improving documentation.

Update instructions

FOR GIT Users

1. cd into your eod2 folder.
2. Run git pull to update your code.
3. Install all dependencies with pip install -r requirements.txt
4. cd into your src/eod2_data folder and run the below commands

git reset --hard HEAD
git clean -f
git pull

Non-Git users can follow installation instructions in WIKI

New Feature

Last Friday, we had an issue with NSE not updating its delivery report until Monday. Users were unable to sync their data until Monday evening. This will no longer be an issue. See broad details of how this works #68

Below I simulated a delivery failure (See second line of output)

And on the subsequent update. attempt is made to recover the delivery data

Most important changes

• EOD2 is now using the nse pip package for all NSE related downloads.
  • Make sure to run pip install -U nse to install this additional dependency.
• OHLC and Delivery data has been merged into a single CSV file. - Thanks to user @ramkdlr for this suggestion.
  • All CSV files have the following columns: Date, Open, High, Low, Close, Volume, TOTAL_TRADES, QTY_PER_TRADE, DLV_QTY.
  • The last three columns being delivery related.
  • Delivery data is available from 2019 onwards. Expect NAN values when loading pandas DataFrames. (Only for delivery data)
  • When using pandas.DataFrame.to_csv make sure to set na_filter to True (This is the default), so pandas can set a numeric data type.
• Full support for ETF stocks and delivery data for both ETF and SME stocks.
• Some bug fixes in plot.py
• I have included src/defs/diagnostic.py. It looks for common errors in your stock data and ensures your data is clean. You can safely run this anytime. It will output the first 5 errors (if any). I have added documentation within the file.

Other relevant changes

• The meta data files in src/eod2_data folder have been consolidated into a single meta.json file. This file includes the date of last sync, Equity & SME corporate actions, market holidays, and expiry date for corporate actions (to download new corporate actions)
• Many under the hood improvements.