What am I doing wrong in the code below: I have tried but still get an error. any help would be appreciated. #Fetchhing Historical data
!pip install nsepy
from nsepy import get_history
import datetime
from datetime import date
import pandas as pd
import matplotlib.pyplot as plt
import numpy as np
from nsepy.derivatives import get_expiry_date
eexpiry = max(get_expiry_date(year=2019, month=12))
print (expiry)
nifty_fut = get_history(symbol="RELIANCE",
start=expiry,
end=expiry,
futures=True,
expiry_date=expiry)
niftydata = nifty_fut
nifty_opt = get_history(symbol="RELIANCE",
start=expiry,
end=expiry,
option_type='CE',
strike_price=1200,
expiry_date=expiry)
optiondata = nifty_opt
y = expiry + datetime.timedelta(days=1)-----##Successfully implemented
Errors
for x in range (4,13):
expiry = max(get_expiry_date(year=2018, month=x))
nifty_fut = get_history (symbol="RELIANCE",
start=y,
end=expiry,
futures=True,
expiry_date=expiry)
niftydata = niftydata.append(nifty_fut)
high = nifty_fut[['Close']].max()
low = nifty_fut[['Close']].min()
Diff = high - low
high = int((round(high/20)*20)+100)
low = int((round(low/20)*20)-100)
for z in range (low, high, 20):
nifty_opt = get_history(symbol="RELIANCE",
start=y,
end=expiry,
option_type='CE',
strike_price=z,
expiry_date=expiry)
optiondata = optiondata.append(nifty_opt)
nifty_opt = get_history(symbol="RELIANCE",
start=y,
end=expiry,
option_type='PE',
strike_price=z,
expiry_date=expiry)
optiondata = optiondata.append(nifty_opt)
y = expiry + datetime.timedelta(days=1)
--------------------------------------------------------------------------- ValueError Traceback (most recent call last) <ipython-input-34-b042809173f2> in <module> 5 end=expiry, 6 futures=True, ----> 7 expiry_date=expiry) 8 niftydata = niftydata.append(nifty_fut) 9