Stock-Margin

Stock-Margin is a Python tool that leverages financial data from Upstox APIs to calculate margin requirements and premium earnings for options trading. It fetches option chain data for a given instrument and expiry date, computes margin and premium values, and exports the data to Excel for easy reference.

Project Structure

The project consists of two main files:

1. calculate_margin_and_premium.py

   • Fetches margin requirements and calculates premium earned based on lot size.
   • Requires an Upstox API access token and instrument details as inputs.

2. get_option_chain.py

   • Retrieves option chain data using Upstox API and formats it into a structured DataFrame.
   • Exports the option chain data to an Excel sheet for analysis.

Code Logic & Approach

calculate_margin_and_premium.py

1. Validate Input Data: Ensures necessary columns are present in the DataFrame.
2. API Request: Sends a request to fetch margin requirements for each row in the DataFrame, which includes details like instrument_name, strike_price, and side.
3. Premium Calculation: Computes premium earned based on bid_ask and lot_size.
4. Return Data: The function returns the DataFrame with additional columns for margin and premium values.

get_option_chain.py

1. API Request: Retrieves option chain data for the specified instrument and expiry date from Upstox.
2. Data Processing: Extracts option chain information, including Greeks (Delta, Gamma, Vega, Theta, etc.), and stores them in a structured DataFrame.
3. Excel Export: Writes the option chain data to an Excel sheet using xlwings.

Usage

To use the functions, ensure your environment is configured as follows:

1. Install dependencies:

   pip install -r requirements.txt
   

2. Configure environment variables by creating a .env file and providing your API access token.

3. Run the scripts:

     from calculate_margin_and_premium import calculate_margin_and_premium
     from get_option_chain import getOptionchain
   
   

Environment Variables Example:

Create an .env file in the project root with the following structure:

   UPSTOX_ACCESS_TOKEN=your_access_token_here

Dependencies:

All dependencies are listed in requirements.txt. Key libraries include:

• requests: For API requests.
• pandas: For data manipulation.
• xlwings: For exporting data to Excel.