Live Trading Analysis & Market Important Levels

import json, os

# Upstox publishes the full NSE instrument master
with open('NSE.json', 'r', encoding='utf-8') as f:
    instruments = json.load(f)

# Build symbol → instrument_key lookup (equity + indices)
universe = {
    item['trading_symbol']: item['instrument_key']
    for item in instruments
    if item.get('segment') in ('NSE_EQ', 'NSE_INDEX')
}

print(f"Universe: {len(universe)} instruments loaded")
# Universe: 130 instruments loaded

import requests
from datetime import datetime
from concurrent.futures import ThreadPoolExecutor

API_BASE = "https://api.upstox.com/v3/historical-candle"
headers = {
    'Accept': 'application/json',
    'Authorization': f'Bearer {os.environ["UPSTOX_TOKEN"]}'
}

def fetch_candles(key, unit, interval, from_date, to_date):
    """V3: /v3/historical-candle/{key}/{unit}/{interval}/{to}/{from}"""
    url = f"{API_BASE}/{key}/{unit}/{interval}/{to_date}/{from_date}"
    r = requests.get(url, headers=headers)
    r.raise_for_status()
    return r.json().get('data', {}).get('candles', [])

def fetch_mtf(instrument_key, to_date):
    """Fetch Daily + 4H + 1H in parallel."""
    with ThreadPoolExecutor(max_workers=3) as ex:
        f_daily = ex.submit(fetch_candles, instrument_key, 'days',  1, '2020-01-01', to_date)
        f_h4    = ex.submit(fetch_candles, instrument_key, 'hours', 4, '2023-01-01', to_date)
        f_h1    = ex.submit(fetch_candles, instrument_key, 'hours', 1, '2024-01-01', to_date)
    return f_daily.result(), f_h4.result(), f_h1.result()

from dataclasses import dataclass
from typing import List

@dataclass
class Candle:
    ts: str
    open: float; high: float; low: float; close: float; volume: int

def parse_candles(raw: list) -> List[Candle]:
    """Normalise V3 candle arrays → Candle objects, oldest-first."""
    candles = []
    for bar in raw:
        if not isinstance(bar, list) or len(bar) < 6:
            continue
        candles.append(Candle(
            ts=str(bar[0]), open=float(bar[1]), high=float(bar[2]),
            low=float(bar[3]), close=float(bar[4]), volume=int(bar[5])
        ))
    # V3 returns newest-first — reverse for chronological order
    return list(reversed(candles))

from datetime import date

to_date = date.today().strftime('%Y-%m-%d')
os.makedirs('output', exist_ok=True)
errors = []

for symbol, key in universe.items():
    try:
        raw_d, raw_h4, raw_h1 = fetch_mtf(key, to_date)

        result = {
            "symbol": symbol,
            "daily": [[c.ts, c.open, c.high, c.low, c.close, c.volume]
                      for c in parse_candles(raw_d)],
            "h4":    [[c.ts, c.open, c.high, c.low, c.close, c.volume]
                      for c in parse_candles(raw_h4)],
            "h1":    [[c.ts, c.open, c.high, c.low, c.close, c.volume]
                      for c in parse_candles(raw_h1)],
        }

        with open(f"output/{symbol}.json", 'w') as f:
            json.dump(result, f, separators=(',', ':'))

        print(f"✓ {symbol:12s}  D:{len(result['daily'])}  4H:{len(result['h4'])}  1H:{len(result['h1'])}")

    except Exception as e:
        errors.append(symbol)
        print(f"✗ {symbol}: {e}")

print(f"\nDone. {len(universe)-len(errors)}/{len(universe)} OK  |  {len(errors)} failed: {errors}")