init

.gitignore

@@ -0,0 +1,3 @@
+__pycache__/
+.venv/
+*.ipynb

app.py

@@ -0,0 +1,263 @@
+import gradio as gr
+import yfinance as yf
+from retry import retry
+from tqdm.auto import tqdm
+import pandas as pd
+import time
+import mplfinance as mpf
+from pypfopt import risk_models, expected_returns
+from pypfopt import plotting
+from pypfopt import EfficientFrontier, objective_functions
+import numpy as np
+from warnings import filterwarnings
+
+filterwarnings("ignore")
+
+data = pd.DataFrame()
+
+
+def load_data(ticker_list="", start_year=2021):
+
+    data = yf.download(
+        list(map(lambda x: x.strip().upper(), ticker_list.split(','))),
+        start=f'{start_year}-01-01',
+        interval='1d',
+        keepna=True,
+        period="5y",
+        rounding=True,
+    )['Close'].reset_index().fillna(method='ffill')
+
+    data.Date = pd.to_datetime(data.Date)
+    return data
+
+
+def _prep_evaluation_report(
+        hist_data,
+        backtest_days,
+        investment_size, weights
+):
+    allocation_df = pd.DataFrame({k: [weights[k]] for k in weights}).T
+    testing_data = hist_data[-backtest_days:].copy()
+
+    allocation_df.columns = ['weights']
+    init_df = testing_data.iloc[0]
+    end_df = testing_data.iloc[-1]
+    allocation_df = allocation_df.merge(
+        init_df, left_index=True, right_index=True)
+
+    allocation_df = allocation_df.merge(
+        end_df, left_index=True, right_index=True)
+
+    allocation_df.columns = ['weights', 'cost_price', 'sell_price']
+
+    allocation_df['amount_allocation'] = allocation_df.weights * \
+        investment_size
+
+    allocation_df['unit_pnl'] = allocation_df.sell_price - \
+        allocation_df.cost_price
+
+    allocation_df['units'] = allocation_df.weights * \
+        investment_size // allocation_df.cost_price
+
+    allocation_df['value'] = allocation_df.units * allocation_df.cost_price
+
+    allocation_df['pnl'] = allocation_df.units * allocation_df.unit_pnl
+
+    profit = np.round(allocation_df.pnl.sum(), 2)
+    cagr = np.round(
+        (
+            (
+                (investment_size + profit)/investment_size
+            )**(
+                1/(backtest_days/365)
+            ) - 1
+        )*100,
+        2
+    )
+    return allocation_df.round(2).reset_index(), profit, cagr
+
+
+def re_optimize(
+        hist_data: pd.DataFrame,
+        allocation_df: pd.DataFrame,
+        backtest_days: int,
+        investment_size: int
+):
+    return find_weights(
+        hist_data.drop(
+            columns=allocation_df[allocation_df.units == 0]['index']
+        ),
+        backtest_days,
+        investment_size
+    )
+
+
+def find_weights(
+        hist_data: pd.DataFrame,
+        backtest_days: int,
+        investment_size: int
+):
+    training_data = hist_data[:-backtest_days].copy().set_index(
+        'Date'
+    ).fillna(0).astype(float)
+
+    mu = expected_returns.capm_return(training_data)
+
+    S = risk_models.semicovariance(training_data)
+    initial_weights = np.array(
+        [1/len(training_data.columns)] * len(training_data.columns))
+
+    ef = EfficientFrontier(mu, S)
+
+    ef.add_objective(
+        objective_functions.transaction_cost,
+        w_prev=initial_weights,
+        k=0.02
+    )
+    ef.add_objective(objective_functions.L2_reg)
+
+    ef.max_sharpe()
+    weights = ef.clean_weights()
+    (
+        expected_annual_return,
+        annual_volatility,
+        sharpe_ratio
+    ) = ef.portfolio_performance()
+
+    pnl_df, profit, cagr = _prep_evaluation_report(
+        hist_data,
+        backtest_days,
+        investment_size,
+        weights
+    )
+
+    return f'''
+> ## Portfolio Performance
+|Expected Annual Return|Annual Volatility|Sharpe Ratio|Profit|Profit %|CAGR|
+|:---:|:---:|:---:|:---:|:---:|:---:|
+|{expected_annual_return*100:.2f}|{annual_volatility*100:.2f}%|{sharpe_ratio:.2f}|{profit:.2f}|{profit/investment_size*100:.2f}%|{cagr:.2f}|
+''', pnl_df.sort_values('pnl', ascending=False)
+
+
+with gr.Blocks() as demo:
+    # with gr.Blocks() as demo:
+
+    with gr.Row():
+        with gr.Column():
+            stocks = gr.Textbox(
+                label="TickerCodes",
+                show_label=True,
+                interactive=True
+            )
+            backtest_days = gr.Slider(
+                minimum=1,
+                maximum=200,
+                value=90,
+                label="Backtest Days",
+                interactive=True
+            )
+            investment_size = gr.Slider(
+                minimum=10_000,
+                maximum=10_00_000,
+                value=100_000,
+                interactive=True,
+                step=10_000,
+                label="Investment Amount"
+            )
+            start_year = gr.Slider(
+                minimum=2020,
+                maximum=2024,
+                interactive=True,
+                value=2021,
+                label="Analysis Start Year"
+            )
+            with gr.Row():
+                fetch_data = gr.Button("Load Data")
+                optimize = gr.Button("Optimize")
+                reoptimize = gr.Button("Re-Optimize")
+
+    with gr.Row():
+        with gr.Column():
+            performance = gr.Markdown()
+            pnl_statement = gr.DataFrame()
+            historical_data = gr.DataFrame()
+
+    fetch_data.click(
+        load_data,
+        [stocks, start_year],
+        [historical_data]
+    )
+    optimize.click(
+        find_weights,
+        [historical_data, backtest_days, investment_size],
+        [performance, pnl_statement]
+    )
+    reoptimize.click(
+        re_optimize,
+        [historical_data, pnl_statement, backtest_days, investment_size],
+        [performance, pnl_statement]
+    )
+
+    gr.Examples(
+        examples=[
+            [','.join(
+                ['ADANIENT.BO',
+                 'ADANIPORTS.NS',
+                 'APOLLOHOSP.NS',
+                 'ASIANPAINT.NS',
+                 'AXISBANK.BO',
+                 'BAJAJ-AUTO.NS',
+                 'BAJAJFINSV.NS',
+                 'BAJFINANCE.NS',
+                 'BHARTIARTL.BO',
+                 'BPCL.NS',
+                 'BRITANNIA.NS',
+                 'CIPLA.NS',
+                 'COALINDIA.NS',
+                 'DIVISLAB.NS',
+                 'DRREDDY.BO',
+                 'EICHERMOT.BO',
+                 'GRASIM.NS',
+                 'HCLTECH.NS',
+                 'HDFCBANK.NS',
+                 'HDFCLIFE.BO',
+                 'HEROMOTOCO.BO',
+                 'HINDALCO.BO',
+                 'HINDUNILVR.BO',
+                 'ICICIBANK.NS',
+                 'INDUSINDBK.NS',
+                 'INFY.NS',
+                 'ITC.NS',
+                 'JSWSTEEL.BO',
+                 'KOTAKBANK.BO',
+                 'LT.BO',
+                 'LTIM.BO',
+                 'M&M.NS',
+                 'MARUTI.NS',
+                 'NTPC.BO',
+                 'ONGC.NS',
+                 'POWERGRID.BO',
+                 'RELIANCE.NS',
+                 'SBILIFE.BO',
+                 'SBIN.NS',
+                 'SHRIRAMFIN.BO',
+                 'SUNPHARMA.NS',
+                 'TATACONSUM.BO',
+                 'TATAMOTORS.BO',
+                 'TATASTEEL.BO',
+                 'TCS.NS',
+                 'TECHM.BO',
+                 'TITAN.BO',
+                 'ULTRACEMCO.NS',
+                 'WIPRO.BO'
+                 ]
+            ),
+                90,
+                100000,
+                2021
+            ]
+        ],
+        inputs=[stocks, backtest_days, investment_size, start_year]
+    )
+
+demo.launch(debug=True, )

nifty250.csv

@@ -0,0 +1,253 @@
+Company Name,Industry,Symbol,Series,ISIN Code
+360 ONE WAM Ltd.,Financial Services,360ONE,EQ,INE466L01038
+Aarti Industries Ltd.,Chemicals,AARTIIND,EQ,INE769A01020
+Aavas Financiers Ltd.,Financial Services,AAVAS,EQ,INE216P01012
+Action Construction Equipment Ltd.,Capital Goods,ACE,EQ,INE731H01025
+Aegis Logistics Ltd.,Oil Gas & Consumable Fuels,AEGISLOG,EQ,INE208C01025
+Aether Industries Ltd.,Chemicals,AETHER,EQ,INE0BWX01014
+Affle (India) Ltd.,Information Technology,AFFLE,EQ,INE00WC01027
+Alembic Pharmaceuticals Ltd.,Healthcare,APLLTD,EQ,INE901L01018
+Alkyl Amines Chemicals Ltd.,Chemicals,ALKYLAMINE,EQ,INE150B01039
+Allcargo Logistics Ltd.,Services,ALLCARGO,EQ,INE418H01029
+Alok Industries Ltd.,Textiles,ALOKINDS,EQ,INE270A01029
+Amara Raja Energy & Mobility Ltd.,Automobile and Auto Components,ARE&M,EQ,INE885A01032
+Amber Enterprises India Ltd.,Consumer Durables,AMBER,EQ,INE371P01015
+Anand Rathi Wealth Ltd.,Financial Services,ANANDRATHI,EQ,INE463V01026
+Angel One Ltd.,Financial Services,ANGELONE,EQ,INE732I01013
+Anupam Rasayan India Ltd.,Chemicals,ANURAS,EQ,INE930P01018
+Apar Industries Ltd.,Capital Goods,APARINDS,EQ,INE372A01015
+Aptus Value Housing Finance India Ltd.,Financial Services,APTUS,EQ,INE852O01025
+Archean Chemical Industries Ltd.,Chemicals,ACI,EQ,INE128X01021
+Asahi India Glass Ltd.,Automobile and Auto Components,ASAHIINDIA,EQ,INE439A01020
+Aster DM Healthcare Ltd.,Healthcare,ASTERDM,EQ,INE914M01019
+AstraZenca Pharma India Ltd.,Healthcare,ASTRAZEN,EQ,INE203A01020
+Avanti Feeds Ltd.,Fast Moving Consumer Goods,AVANTIFEED,EQ,INE871C01038
+BEML Ltd.,Capital Goods,BEML,EQ,INE258A01016
+BLS International Services Ltd.,Consumer Services,BLS,EQ,INE153T01027
+Balaji Amines Ltd.,Chemicals,BALAMINES,EQ,INE050E01027
+Balrampur Chini Mills Ltd.,Fast Moving Consumer Goods,BALRAMCHIN,EQ,INE119A01028
+Bikaji Foods International Ltd.,Fast Moving Consumer Goods,BIKAJI,EQ,INE00E101023
+Birla Corporation Ltd.,Construction Materials,BIRLACORPN,EQ,INE340A01012
+Birlasoft Ltd.,Information Technology,BSOFT,EQ,INE836A01035
+Blue Dart Express Ltd.,Services,BLUEDART,EQ,INE233B01017
+Blue Star Ltd.,Consumer Durables,BLUESTARCO,EQ,INE472A01039
+Bombay Burmah Trading Corporation Ltd.,Fast Moving Consumer Goods,BBTC,EQ,INE050A01025
+Borosil Renewables Ltd.,Capital Goods,BORORENEW,EQ,INE666D01022
+Brigade Enterprises Ltd.,Realty,BRIGADE,EQ,INE791I01019
+C.E. Info Systems Ltd.,Information Technology,MAPMYINDIA,EQ,INE0BV301023
+CCL Products (I) Ltd.,Fast Moving Consumer Goods,CCL,EQ,INE421D01022
+CESC Ltd.,Power,CESC,EQ,INE486A01021
+CIE Automotive India Ltd.,Automobile and Auto Components,CIEINDIA,EQ,INE536H01010
+CSB Bank Ltd.,Financial Services,CSBBANK,EQ,INE679A01013
+Campus Activewear Ltd.,Consumer Durables,CAMPUS,EQ,INE278Y01022
+Can Fin Homes Ltd.,Financial Services,CANFINHOME,EQ,INE477A01020
+Caplin Point Laboratories Ltd.,Healthcare,CAPLIPOINT,EQ,INE475E01026
+Capri Global Capital Ltd.,Financial Services,CGCL,EQ,INE180C01042
+Castrol India Ltd.,Oil Gas & Consumable Fuels,CASTROLIND,EQ,INE172A01027
+Ceat Ltd.,Automobile and Auto Components,CEATLTD,EQ,INE482A01020
+Cello World Ltd.,Consumer Durables,CELLO,EQ,INE0LMW01024
+Central Bank of India,Financial Services,CENTRALBK,EQ,INE483A01010
+Central Depository Services (India) Ltd.,Financial Services,CDSL,EQ,INE736A01011
+Century Plyboards (India) Ltd.,Consumer Durables,CENTURYPLY,EQ,INE348B01021
+Century Textile & Industries Ltd.,Forest Materials,CENTURYTEX,EQ,INE055A01016
+Cera Sanitaryware Ltd,Consumer Durables,CERA,EQ,INE739E01017
+Chalet Hotels Ltd.,Consumer Services,CHALET,EQ,INE427F01016
+Chambal Fertilizers & Chemicals Ltd.,Chemicals,CHAMBLFERT,EQ,INE085A01013
+Chemplast Sanmar Ltd.,Chemicals,CHEMPLASTS,EQ,INE488A01050
+Chennai Petroleum Corporation Ltd.,Oil Gas & Consumable Fuels,CHENNPETRO,EQ,INE178A01016
+Cholamandalam Financial Holdings Ltd.,Financial Services,CHOLAHLDNG,EQ,INE149A01033
+City Union Bank Ltd.,Financial Services,CUB,EQ,INE491A01021
+Clean Science and Technology Ltd.,Chemicals,CLEAN,EQ,INE227W01023
+Cochin Shipyard Ltd.,Capital Goods,COCHINSHIP,EQ,INE704P01025
+Computer Age Management Services Ltd.,Financial Services,CAMS,EQ,INE596I01012
+Concord Biotech Ltd.,Healthcare,CONCORDBIO,EQ,INE338H01029
+Craftsman Automation Ltd.,Automobile and Auto Components,CRAFTSMAN,EQ,INE00LO01017
+CreditAccess Grameen Ltd.,Financial Services,CREDITACC,EQ,INE741K01010
+Crompton Greaves Consumer Electricals Ltd.,Consumer Durables,CROMPTON,EQ,INE299U01018
+Cyient Ltd.,Information Technology,CYIENT,EQ,INE136B01020
+DCM Shriram Ltd.,Diversified,DCMSHRIRAM,EQ,INE499A01024
+DOMS Industries Ltd.,Fast Moving Consumer Goods,DOMS,EQ,INE321T01012
+Data Patterns (India) Ltd.,Capital Goods,DATAPATTNS,EQ,INE0IX101010
+Deepak Fertilisers & Petrochemicals Corp. Ltd.,Chemicals,DEEPAKFERT,EQ,INE501A01019
+Dummy Raymond Ltd.,Textiles,DUMMYRAYMD,BE,DUM301A01014
+Dummy Sanofi India Ltd.,Healthcare,DUMMYSANOF,BE,DUM058A01010
+E.I.D. Parry (India) Ltd.,Chemicals,EIDPARRY,EQ,INE126A01031
+EIH Ltd.,Consumer Services,EIHOTEL,EQ,INE230A01023
+EPL Ltd.,Capital Goods,EPL,EQ,INE255A01020
+Easy Trip Planners Ltd.,Consumer Services,EASEMYTRIP,EQ,INE07O001026
+Elecon Engineering Co. Ltd.,Capital Goods,ELECON,EQ,INE205B01031
+Elgi Equipments Ltd.,Capital Goods,ELGIEQUIP,EQ,INE285A01027
+Engineers India Ltd.,Construction,ENGINERSIN,EQ,INE510A01028
+Equitas Small Finance Bank Ltd.,Financial Services,EQUITASBNK,EQ,INE063P01018
+Eris Lifesciences Ltd.,Healthcare,ERIS,EQ,INE406M01024
+Exide Industries Ltd.,Automobile and Auto Components,EXIDEIND,EQ,INE302A01020
+FDC Ltd.,Healthcare,FDC,EQ,INE258B01022
+Fine Organic Industries Ltd.,Chemicals,FINEORG,EQ,INE686Y01026
+Finolex Cables Ltd.,Capital Goods,FINCABLES,EQ,INE235A01022
+Finolex Industries Ltd.,Capital Goods,FINPIPE,EQ,INE183A01024
+Firstsource Solutions Ltd.,Services,FSL,EQ,INE684F01012
+Five-Star Business Finance Ltd.,Financial Services,FIVESTAR,EQ,INE128S01021
+GMM Pfaudler Ltd.,Capital Goods,GMMPFAUDLR,EQ,INE541A01023
+Garden Reach Shipbuilders & Engineers Ltd.,Capital Goods,GRSE,EQ,INE382Z01011
+Gillette India Ltd.,Fast Moving Consumer Goods,GILLETTE,EQ,INE322A01010
+Glenmark Life Sciences Ltd.,Healthcare,GLS,EQ,INE03Q201024
+Glenmark Pharmaceuticals Ltd.,Healthcare,GLENMARK,EQ,INE935A01035
+Global Health Ltd.,Healthcare,MEDANTA,EQ,INE474Q01031
+Godawari Power & Ispat Ltd.,Capital Goods,GPIL,EQ,INE177H01021
+Godfrey Phillips India Ltd.,Fast Moving Consumer Goods,GODFRYPHLP,EQ,INE260B01028
+Granules India Ltd.,Healthcare,GRANULES,EQ,INE101D01020
+Graphite India Ltd.,Capital Goods,GRAPHITE,EQ,INE371A01025
+Great Eastern Shipping Co. Ltd.,Services,GESHIP,EQ,INE017A01032
+Gujarat Ambuja Exports Ltd.,Fast Moving Consumer Goods,GAEL,EQ,INE036B01030
+Gujarat Mineral Development Corporation Ltd.,Metals & Mining,GMDCLTD,EQ,INE131A01031
+Gujarat Narmada Valley Fertilizers and Chemicals Ltd.,Chemicals,GNFC,EQ,INE113A01013
+Gujarat Pipavav Port Ltd.,Services,GPPL,EQ,INE517F01014
+Gujarat State Fertilizers & Chemicals Ltd.,Chemicals,GSFC,EQ,INE026A01025
+Gujarat State Petronet Ltd.,Oil Gas & Consumable Fuels,GSPL,EQ,INE246F01010
+H.E.G. Ltd.,Capital Goods,HEG,EQ,INE545A01016
+HBL Power Systems Ltd.,Automobile and Auto Components,HBLPOWER,EQ,INE292B01021
+HFCL Ltd.,Telecommunication,HFCL,EQ,INE548A01028
+Happiest Minds Technologies Ltd.,Information Technology,HAPPSTMNDS,EQ,INE419U01012
+Happy Forgings Ltd.,Capital Goods,HAPPYFORGE,EQ,INE330T01021
+Himadri Speciality Chemical Ltd.,Chemicals,HSCL,EQ,INE019C01026
+Hindustan Copper Ltd.,Metals & Mining,HINDCOPPER,EQ,INE531E01026
+Hitachi Energy India Ltd.,Capital Goods,POWERINDIA,EQ,INE07Y701011
+Home First Finance Company India Ltd.,Financial Services,HOMEFIRST,EQ,INE481N01025
+Honasa Consumer Ltd.,Fast Moving Consumer Goods,HONASA,EQ,INE0J5401028
+Housing & Urban Development Corporation Ltd.,Financial Services,HUDCO,EQ,INE031A01017
+IDFC Ltd.,Financial Services,IDFC,EQ,INE043D01016
+IIFL Finance Ltd.,Financial Services,IIFL,EQ,INE530B01024
+IRB Infrastructure Developers Ltd.,Construction,IRB,EQ,INE821I01022
+IRCON International Ltd.,Construction,IRCON,EQ,INE962Y01021
+ITI Ltd.,Telecommunication,ITI,EQ,INE248A01017
+India Cements Ltd.,Construction Materials,INDIACEM,EQ,INE383A01012
+Indiabulls Housing Finance Ltd.,Financial Services,IBULHSGFIN,EQ,INE148I01020
+Indiamart Intermesh Ltd.,Consumer Services,INDIAMART,EQ,INE933S01016
+Indian Energy Exchange Ltd.,Financial Services,IEX,EQ,INE022Q01020
+Indian Overseas Bank,Financial Services,IOB,EQ,INE565A01014
+Indigo Paints Ltd.,Consumer Durables,INDIGOPNTS,EQ,INE09VQ01012
+Inox Wind Ltd.,Capital Goods,INOXWIND,EQ,INE066P01011
+Intellect Design Arena Ltd.,Information Technology,INTELLECT,EQ,INE306R01017
+J.B. Chemicals & Pharmaceuticals Ltd.,Healthcare,JBCHEPHARM,EQ,INE572A01036
+JBM Auto Ltd.,Automobile and Auto Components,JBMA,EQ,INE927D01044
+JK Lakshmi Cement Ltd.,Construction Materials,JKLAKSHMI,EQ,INE786A01032
+JK Paper Ltd.,Forest Materials,JKPAPER,EQ,INE789E01012
+JM Financial Ltd.,Financial Services,JMFINANCIL,EQ,INE780C01023
+Jai Balaji Industries Ltd.,Metals & Mining,JAIBALAJI,BE,INE091G01018
+Jammu & Kashmir Bank Ltd.,Financial Services,J&KBANK,EQ,INE168A01041
+Jindal Saw Ltd.,Capital Goods,JINDALSAW,EQ,INE324A01024
+Jubilant Ingrevia Ltd.,Chemicals,JUBLINGREA,EQ,INE0BY001018
+Jubilant Pharmova Ltd.,Healthcare,JUBLPHARMA,EQ,INE700A01033
+Jupiter Wagons Ltd.,Capital Goods,JWL,EQ,INE209L01016
+Justdial Ltd.,Consumer Services,JUSTDIAL,EQ,INE599M01018
+Jyothy Labs Ltd.,Fast Moving Consumer Goods,JYOTHYLAB,EQ,INE668F01031
+KNR Constructions Ltd.,Construction,KNRCON,EQ,INE634I01029
+KRBL Ltd.,Fast Moving Consumer Goods,KRBL,EQ,INE001B01026
+KSB Ltd.,Capital Goods,KSB,EQ,INE999A01023
+Kalpataru Projects International Ltd.,Construction,KPIL,EQ,INE220B01022
+Karur Vysya Bank Ltd.,Financial Services,KARURVYSYA,EQ,INE036D01028
+Kaynes Technology India Ltd.,Capital Goods,KAYNES,EQ,INE918Z01012
+Kec International Ltd.,Construction,KEC,EQ,INE389H01022
+Kfin Technologies Ltd.,Financial Services,KFINTECH,EQ,INE138Y01010
+Krishna Institute of Medical Sciences Ltd.,Healthcare,KIMS,EQ,INE967H01017
+Latent View Analytics Ltd.,Information Technology,LATENTVIEW,EQ,INE0I7C01011
+Laxmi Organic Industries Ltd.,Chemicals,LXCHEM,EQ,INE576O01020
+Lemon Tree Hotels Ltd.,Consumer Services,LEMONTREE,EQ,INE970X01018
+MMTC Ltd.,Services,MMTC,EQ,INE123F01029
+MTAR Technologies Ltd.,Capital Goods,MTARTECH,EQ,INE864I01014
+Mahanagar Gas Ltd.,Oil Gas & Consumable Fuels,MGL,EQ,INE002S01010
+Maharashtra Seamless Ltd.,Capital Goods,MAHSEAMLES,EQ,INE271B01025
+Mahindra Holidays & Resorts India Ltd.,Consumer Services,MHRIL,EQ,INE998I01010
+Mahindra Lifespace Developers Ltd.,Realty,MAHLIFE,EQ,INE813A01018
+Manappuram Finance Ltd.,Financial Services,MANAPPURAM,EQ,INE522D01027
+Mangalore Refinery & Petrochemicals Ltd.,Oil Gas & Consumable Fuels,MRPL,EQ,INE103A01014
+Mastek Ltd.,Information Technology,MASTEK,EQ,INE759A01021
+Medplus Health Services Ltd.,Consumer Services,MEDPLUS,EQ,INE804L01022
+Metropolis Healthcare Ltd.,Healthcare,METROPOLIS,EQ,INE112L01020
+Minda Corporation Ltd.,Automobile and Auto Components,MINDACORP,EQ,INE842C01021
+Motilal Oswal Financial Services Ltd.,Financial Services,MOTILALOFS,EQ,INE338I01027
+Multi Commodity Exchange of India Ltd.,Financial Services,MCX,EQ,INE745G01035
+NATCO Pharma Ltd.,Healthcare,NATCOPHARM,EQ,INE987B01026
+NBCC (India) Ltd.,Construction,NBCC,EQ,INE095N01031
+NCC Ltd.,Construction,NCC,EQ,INE868B01028
+NLC India Ltd.,Power,NLCINDIA,EQ,INE589A01014
+NMDC Steel Ltd.,Metals & Mining,NSLNISP,EQ,INE0NNS01018
+Narayana Hrudayalaya Ltd.,Healthcare,NH,EQ,INE410P01011
+National Aluminium Co. Ltd.,Metals & Mining,NATIONALUM,EQ,INE139A01034
+Navin Fluorine International Ltd.,Chemicals,NAVINFLUOR,EQ,INE048G01026
+Network18 Media & Investments Ltd.,Media Entertainment & Publication,NETWORK18,EQ,INE870H01013
+Nippon Life India Asset Management Ltd.,Financial Services,NAM-INDIA,EQ,INE298J01013
+Nuvama Wealth Management Ltd.,Financial Services,NUVAMA,EQ,INE531F01015
+Nuvoco Vistas Corporation Ltd.,Construction Materials,NUVOCO,EQ,INE118D01016
+Olectra Greentech Ltd.,Automobile and Auto Components,OLECTRA,EQ,INE260D01016
+PCBL Ltd.,Chemicals,PCBL,EQ,INE602A01031
+PNB Housing Finance Ltd.,Financial Services,PNBHOUSING,EQ,INE572E01012
+PNC Infratech Ltd.,Construction,PNCINFRA,EQ,INE195J01029
+PVR INOX Ltd.,Media Entertainment & Publication,PVRINOX,EQ,INE191H01014
+Piramal Pharma Ltd.,Healthcare,PPLPHARMA,EQ,INE0DK501011
+Poly Medicure Ltd.,Healthcare,POLYMED,EQ,INE205C01021
+Praj Industries Ltd.,Capital Goods,PRAJIND,EQ,INE074A01025
+Prince Pipes and Fittings Ltd.,Capital Goods,PRINCEPIPE,EQ,INE689W01016
+Prism Johnson Ltd.,Construction Materials,PRSMJOHNSN,EQ,INE010A01011
+Quess Corp Ltd.,Services,QUESS,EQ,INE615P01015
+R R Kabel Ltd.,Capital Goods,RRKABEL,EQ,INE777K01022
+RBL Bank Ltd.,Financial Services,RBLBANK,EQ,INE976G01028
+RHI MAGNESITA INDIA LTD.,Capital Goods,RHIM,EQ,INE743M01012
+RITES Ltd.,Construction,RITES,EQ,INE320J01015
+Radico Khaitan Ltd,Fast Moving Consumer Goods,RADICO,EQ,INE944F01028
+Railtel Corporation Of India Ltd.,Telecommunication,RAILTEL,EQ,INE0DD101019
+Rainbow Childrens Medicare Ltd.,Healthcare,RAINBOW,EQ,INE961O01016
+Rajesh Exports Ltd.,Consumer Durables,RAJESHEXPO,EQ,INE343B01030
+Ramkrishna Forgings Ltd.,Automobile and Auto Components,RKFORGE,EQ,INE399G01023
+Rashtriya Chemicals & Fertilizers Ltd.,Chemicals,RCF,EQ,INE027A01015
+Ratnamani Metals & Tubes Ltd.,Capital Goods,RATNAMANI,EQ,INE703B01027
+RattanIndia Enterprises Ltd.,Consumer Services,RTNINDIA,EQ,INE834M01019
+Raymond Ltd.,Realty,RAYMOND,BE,INE301A01014
+Redington Ltd.,Services,REDINGTON,EQ,INE891D01026
+Restaurant Brands Asia Ltd.,Consumer Services,RBA,EQ,INE07T201019
+Route Mobile Ltd.,Telecommunication,ROUTE,EQ,INE450U01017
+SBFC Finance Ltd.,Financial Services,SBFC,EQ,INE423Y01016
+Safari Industries (India) Ltd.,Consumer Durables,SAFARI,EQ,INE429E01023
+Sanofi India Ltd.,Healthcare,SANOFI,EQ,INE058A01010
+Sapphire Foods India Ltd.,Consumer Services,SAPPHIRE,EQ,INE806T01012
+Saregama India Ltd,Media Entertainment & Publication,SAREGAMA,EQ,INE979A01025
+Schneider Electric Infrastructure Ltd.,Capital Goods,SCHNEIDER,EQ,INE839M01018
+Shree Renuka Sugars Ltd.,Fast Moving Consumer Goods,RENUKA,EQ,INE087H01022
+Shyam Metalics and Energy Ltd.,Capital Goods,SHYAMMETL,EQ,INE810G01011
+Signatureglobal (India) Ltd.,Realty,SIGNATURE,EQ,INE903U01023
+Sobha Ltd.,Realty,SOBHA,EQ,INE671H01015
+Sonata Software Ltd.,Information Technology,SONATSOFTW,EQ,INE269A01021
+Sterling and Wilson Renewable Energy Ltd.,Construction,SWSOLAR,EQ,INE00M201021
+Sterlite Technologies Ltd.,Telecommunication,STLTECH,EQ,INE089C01029
+Sun Pharma Advanced Research Company Ltd.,Healthcare,SPARC,EQ,INE232I01014
+Sunteck Realty Ltd.,Realty,SUNTECK,EQ,INE805D01034
+Suven Pharmaceuticals Ltd.,Healthcare,SUVENPHAR,EQ,INE03QK01018
+Swan Energy Ltd.,Diversified,SWANENERGY,EQ,INE665A01038
+Syrma SGS Technology Ltd.,Capital Goods,SYRMA,EQ,INE0DYJ01015
+TV18 Broadcast Ltd.,Media Entertainment & Publication,TV18BRDCST,EQ,INE886H01027
+TVS Supply Chain Solutions Ltd.,Services,TVSSCS,EQ,INE395N01027
+Tamilnad Mercantile Bank Ltd.,Financial Services,TMB,EQ,INE668A01016
+Tanla Platforms Ltd.,Information Technology,TANLA,EQ,INE483C01032
+Tata Investment Corporation Ltd.,Financial Services,TATAINVEST,EQ,INE672A01018
+Tata Teleservices (Maharashtra) Ltd.,Telecommunication,TTML,EQ,INE517B01013
+Tejas Networks Ltd.,Telecommunication,TEJASNET,EQ,INE010J01012
+Titagarh Rail Systems Ltd.,Capital Goods,TITAGARH,EQ,INE615H01020
+Trident Ltd.,Textiles,TRIDENT,EQ,INE064C01022
+Triveni Engineering & Industries Ltd.,Fast Moving Consumer Goods,TRIVENI,EQ,INE256C01024
+Triveni Turbine Ltd.,Capital Goods,TRITURBINE,EQ,INE152M01016
+UCO Bank,Financial Services,UCOBANK,EQ,INE691A01018
+UTI Asset Management Company Ltd.,Financial Services,UTIAMC,EQ,INE094J01016
+Ujjivan Small Finance Bank Ltd.,Financial Services,UJJIVANSFB,EQ,INE551W01018
+Usha Martin Ltd.,Capital Goods,USHAMART,EQ,INE228A01035
+V-Guard Industries Ltd.,Consumer Durables,VGUARD,EQ,INE951I01027
+V.I.P. Industries Ltd.,Consumer Durables,VIPIND,EQ,INE054A01027
+Vaibhav Global Ltd.,Consumer Durables,VAIBHAVGBL,EQ,INE884A01027
+Vardhman Textiles Ltd.,Textiles,VTL,EQ,INE825A01020
+Varroc Engineering Ltd.,Automobile and Auto Components,VARROC,EQ,INE665L01035
+Vijaya Diagnostic Centre Ltd.,Healthcare,VIJAYA,EQ,INE043W01024
+Welspun Corp Ltd.,Capital Goods,WELCORP,EQ,INE191B01025
+Welspun Living Ltd.,Textiles,WELSPUNLIV,EQ,INE192B01031
+Westlife Foodworld Ltd.,Consumer Services,WESTLIFE,EQ,INE274F01020
+Whirlpool of India Ltd.,Consumer Durables,WHIRLPOOL,EQ,INE716A01013
+Zensar Technolgies Ltd.,Information Technology,ZENSARTECH,EQ,INE520A01027
+eClerx Services Ltd.,Services,ECLERX,EQ,INE738I01010

nifty50.csv

@@ -0,0 +1,50 @@
+Company Name,Industry,Symbol,Series,ISIN Code
+Adani Enterprises Ltd.,Metals & Mining,ADANIENT,EQ,INE423A01024
+Adani Ports and Special Economic Zone Ltd.,Services,ADANIPORTS,EQ,INE742F01042
+Apollo Hospitals Enterprise Ltd.,Healthcare,APOLLOHOSP,EQ,INE437A01024
+Asian Paints Ltd.,Consumer Durables,ASIANPAINT,EQ,INE021A01026
+Axis Bank Ltd.,Financial Services,AXISBANK,EQ,INE238A01034
+Bajaj Auto Ltd.,Automobile and Auto Components,BAJAJ-AUTO,EQ,INE917I01010
+Bajaj Finance Ltd.,Financial Services,BAJFINANCE,EQ,INE296A01024
+Bajaj Finserv Ltd.,Financial Services,BAJAJFINSV,EQ,INE918I01026
+Bharat Petroleum Corporation Ltd.,Oil Gas & Consumable Fuels,BPCL,EQ,INE029A01011
+Bharti Airtel Ltd.,Telecommunication,BHARTIARTL,EQ,INE397D01024
+Britannia Industries Ltd.,Fast Moving Consumer Goods,BRITANNIA,EQ,INE216A01030
+Cipla Ltd.,Healthcare,CIPLA,EQ,INE059A01026
+Coal India Ltd.,Oil Gas & Consumable Fuels,COALINDIA,EQ,INE522F01014
+Divi's Laboratories Ltd.,Healthcare,DIVISLAB,EQ,INE361B01024
+Dr. Reddy's Laboratories Ltd.,Healthcare,DRREDDY,EQ,INE089A01023
+Eicher Motors Ltd.,Automobile and Auto Components,EICHERMOT,EQ,INE066A01021
+Grasim Industries Ltd.,Construction Materials,GRASIM,EQ,INE047A01021
+HCL Technologies Ltd.,Information Technology,HCLTECH,EQ,INE860A01027
+HDFC Bank Ltd.,Financial Services,HDFCBANK,EQ,INE040A01034
+HDFC Life Insurance Company Ltd.,Financial Services,HDFCLIFE,EQ,INE795G01014
+Hero MotoCorp Ltd.,Automobile and Auto Components,HEROMOTOCO,EQ,INE158A01026
+Hindalco Industries Ltd.,Metals & Mining,HINDALCO,EQ,INE038A01020
+Hindustan Unilever Ltd.,Fast Moving Consumer Goods,HINDUNILVR,EQ,INE030A01027
+ICICI Bank Ltd.,Financial Services,ICICIBANK,EQ,INE090A01021
+ITC Ltd.,Fast Moving Consumer Goods,ITC,EQ,INE154A01025
+IndusInd Bank Ltd.,Financial Services,INDUSINDBK,EQ,INE095A01012
+Infosys Ltd.,Information Technology,INFY,EQ,INE009A01021
+JSW Steel Ltd.,Metals & Mining,JSWSTEEL,EQ,INE019A01038
+Kotak Mahindra Bank Ltd.,Financial Services,KOTAKBANK,EQ,INE237A01028
+LTIMindtree Ltd.,Information Technology,LTIM,EQ,INE214T01019
+Larsen & Toubro Ltd.,Construction,LT,EQ,INE018A01030
+Mahindra & Mahindra Ltd.,Automobile and Auto Components,M&M,EQ,INE101A01026
+Maruti Suzuki India Ltd.,Automobile and Auto Components,MARUTI,EQ,INE585B01010
+NTPC Ltd.,Power,NTPC,EQ,INE733E01010
+Oil & Natural Gas Corporation Ltd.,Oil Gas & Consumable Fuels,ONGC,EQ,INE213A01029
+Power Grid Corporation of India Ltd.,Power,POWERGRID,EQ,INE752E01010
+Reliance Industries Ltd.,Oil Gas & Consumable Fuels,RELIANCE,EQ,INE002A01018
+SBI Life Insurance Company Ltd.,Financial Services,SBILIFE,EQ,INE123W01016
+Shriram Finance Ltd.,Financial Services,SHRIRAMFIN,EQ,INE721A01013
+State Bank of India,Financial Services,SBIN,EQ,INE062A01020
+Sun Pharmaceutical Industries Ltd.,Healthcare,SUNPHARMA,EQ,INE044A01036
+Tata Consultancy Services Ltd.,Information Technology,TCS,EQ,INE467B01029
+Tata Consumer Products Ltd.,Fast Moving Consumer Goods,TATACONSUM,EQ,INE192A01025
+Tata Motors Ltd.,Automobile and Auto Components,TATAMOTORS,EQ,INE155A01022
+Tata Steel Ltd.,Metals & Mining,TATASTEEL,EQ,INE081A01020
+Tech Mahindra Ltd.,Information Technology,TECHM,EQ,INE669C01036
+Titan Company Ltd.,Consumer Durables,TITAN,EQ,INE280A01028
+UltraTech Cement Ltd.,Construction Materials,ULTRACEMCO,EQ,INE481G01011
+Wipro Ltd.,Information Technology,WIPRO,EQ,INE075A01022

requirements.txt

@@ -0,0 +1,14 @@
+autopep8
+yfinance
+pyportfolioopt
+numpy<2
+pandas
+matplotlib<3.6
+seaborn
+scipy
+retry
+gradio
+mplfinance
+seaborn
+seaborn[stats]
+tabulate