C:\Users\Money\OneDrive\Documents\0-Python Trading Code\3. Session3 - Codebase\3. Session3 - Codebase\Dhan codebase>py “Dhan_codebase usage.py”
-----Logged into Dhan-----
reading existing file all_instrument 2025-01-27.csv
Got the instrument file
intraday_minute_data() missing 2 required positional arguments: ‘from_date’ and ‘to_date’
Traceback (most recent call last):
File “C:\Users\Money\OneDrive\Documents\0-Python Trading Code\3. Session3 - Codebase\3. Session3 - Codebase\Dhan codebase\Dhan_Tradehull.py”, line 253, in get_intraday_data
ohlc = self.Dhan.intraday_minute_data(str(security_id),exchangeSegment,instrument_type)
TypeError: intraday_minute_data() missing 2 required positional arguments: ‘from_date’ and ‘to_date’
intraday_minute_data() missing 2 required positional arguments: ‘from_date’ and ‘to_date’
Traceback (most recent call last):
File “C:\Users\Money\OneDrive\Documents\0-Python Trading Code\3. Session3 - Codebase\3. Session3 - Codebase\Dhan codebase\Dhan_Tradehull.py”, line 253, in get_intraday_data
ohlc = self.Dhan.intraday_minute_data(str(security_id),exchangeSegment,instrument_type)
TypeError: intraday_minute_data() missing 2 required positional arguments: ‘from_date’ and ‘to_date’
available_balance 18658.52
DataFrame constructor not properly called!
Traceback (most recent call last):
File “C:\Users\Money\OneDrive\Documents\0-Python Trading Code\3. Session3 - Codebase\3. Session3 - Codebase\Dhan codebase\Dhan_Tradehull.py”, line 222, in get_historical_data
df = pd.DataFrame(ohlc[‘data’])
File “C:\Users\Money\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\frame.py”, line 817, in init
raise ValueError(“DataFrame constructor not properly called!”)
ValueError: DataFrame constructor not properly called!
intraday_minute_data() missing 2 required positional arguments: ‘from_date’ and ‘to_date’
Traceback (most recent call last):
File “C:\Users\Money\OneDrive\Documents\0-Python Trading Code\3. Session3 - Codebase\3. Session3 - Codebase\Dhan codebase\Dhan_Tradehull.py”, line 253, in get_intraday_data
ohlc = self.Dhan.intraday_minute_data(str(security_id),exchangeSegment,instrument_type)
TypeError: intraday_minute_data() missing 2 required positional arguments: ‘from_date’ and ‘to_date’
Traceback (most recent call last):
File “C:\Users\Money\OneDrive\Documents\0-Python Trading Code\3. Session3 - Codebase\3. Session3 - Codebase\Dhan codebase\Dhan_Tradehull.py”, line 394, in ATM_Strike_Selection
closest_index = ce_df[‘diff’].idxmin()
File “C:\Users\Money\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\series.py”, line 2460, in idxmin
i = self.argmin(axis, skipna, *args, **kwargs) # type: ignore[arg-type]
File “C:\Users\Money\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\base.py”, line 742, in argmin
return nanops.nanargmin( # type: ignore[return-value]
File “C:\Users\Money\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\nanops.py”, line 96, in _f
return f(*args, **kwargs)
File “C:\Users\Money\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\nanops.py”, line 1193, in nanargmin
result = values.argmin(axis) # type: ignore[var-annotated]
ValueError: attempt to get argmin of an empty sequence
— Logging error —
Traceback (most recent call last):
File “C:\Users\Money\OneDrive\Documents\0-Python Trading Code\3. Session3 - Codebase\3. Session3 - Codebase\Dhan codebase\Dhan_Tradehull.py”, line 394, in ATM_Strike_Selection
closest_index = ce_df[‘diff’].idxmin()
File “C:\Users\Money\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\series.py”, line 2460, in idxmin
i = self.argmin(axis, skipna, *args, **kwargs) # type: ignore[arg-type]
File “C:\Users\Money\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\base.py”, line 742, in argmin
return nanops.nanargmin( # type: ignore[return-value]
File “C:\Users\Money\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\nanops.py”, line 96, in _f
return f(*args, **kwargs)
File “C:\Users\Money\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\nanops.py”, line 1193, in nanargmin
result = values.argmin(axis) # type: ignore[var-annotated]
ValueError: attempt to get argmin of an empty sequence
During handling of the above exception, another exception occurred:
Traceback (most recent call last):
File “C:\Users\Money\AppData\Local\Programs\Python\Python38\lib\logging_init_.py”, line 1081, in emit
msg = self.format(record)
File “C:\Users\Money\AppData\Local\Programs\Python\Python38\lib\logging_init_.py”, line 925, in format
return fmt.format(record)
File “C:\Users\Money\AppData\Local\Programs\Python\Python38\lib\logging_init_.py”, line 664, in format
record.message = record.getMessage()
File “C:\Users\Money\AppData\Local\Programs\Python\Python38\lib\logging_init_.py”, line 369, in getMessage
msg = msg % self.args
TypeError: not all arguments converted during string formatting
Call stack:
File “Dhan_codebase usage.py”, line 33, in
ce_name, pe_name, strike = tsl.ATM_Strike_Selection(‘NIFTY’,‘05-09-2024’)
File “C:\Users\Money\OneDrive\Documents\0-Python Trading Code\3. Session3 - Codebase\3. Session3 - Codebase\Dhan codebase\Dhan_Tradehull.py”, line 421, in ATM_Strike_Selection
self.logger.exception("Got exception in ce_pe_option_df ", e)
Message: 'Got exception in ce_pe_option_df ’
Arguments: (ValueError(‘attempt to get argmin of an empty sequence’),)
exception got in ce_pe_option_df attempt to get argmin of an empty sequence
Getting Error at OTM strike Selection as attempt to get argmin of an empty sequence
Getting Error at OTM strike Selection as attempt to get argmin of an empty sequence
single positional indexer is out-of-bounds
Traceback (most recent call last):
File “C:\Users\Money\OneDrive\Documents\0-Python Trading Code\3. Session3 - Codebase\3. Session3 - Codebase\Dhan codebase\Dhan_Tradehull.py”, line 251, in get_intraday_data
security_id = self.instrument_df[((self.instrument_df[‘SEM_TRADING_SYMBOL’]==tradingsymbol)|(self.instrument_df[‘SEM_CUSTOM_SYMBOL’]==tradingsymbol))&(self.instrument_df[‘SEM_EXM_EXCH_ID’]==instrument_exchange[exchange])].iloc[-1][‘SEM_SMST_SECURITY_ID’]
File “C:\Users\Money\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\indexing.py”, line 1103, in getitem
return self._getitem_axis(maybe_callable, axis=axis)
File “C:\Users\Money\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\indexing.py”, line 1656, in _getitem_axis
self._validate_integer(key, axis)
File “C:\Users\Money\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\indexing.py”, line 1589, in _validate_integer
raise IndexError(“single positional indexer is out-of-bounds”)
IndexError: single positional indexer is out-of-bounds
Traceback (most recent call last):
File “Dhan_codebase usage.py”, line 39, in
intraday_hist_data[‘rsi’] = talib.RSI(intraday_hist_data[‘close’], timeperiod=14)
TypeError: ‘NoneType’ object is not subscriptable
C:\Users\Money\OneDrive\Documents\0-Python Trading Code\3. Session3 - Codebase\3. Session3 - Codebase\Dhan codebase>