Delivery Volume Trigger Engine

1_Auto_Bhav_CSV.ipynb retrieves multi-yearly bhav data of all the listed stocks on NSE and creates a Master CSV file. 2_VolumesTrigger.ipynb then analyzes multi-year NSE delivery volume data to detect abnormal spikes using percentile rankings and trigger thresholds.

Features

• Retrieves multi-yearly bhav data of all the listed stocks on NSE and creates a Master CSV file.
• Ingests this master bhav CSVs for NSE equities (EQ series).
• Aggregates deliverable quantities by week and year.
• Computes average weekly delivery per stock and the most recent week's delivery.
• Flags a WEEK_TRIGGER when the current weekly delivery > historical average.
• Returns X_TIMES = CURRENT_WEEKLY_DELIV / AVG_WEEKLY_DELIV_QTY for spike magnitude.
• Interactive ticker-check: enter a symbol to get trigger status and X_TIMES.

Data Source

This project uses daily bhavcopy data of all the NSE-listed stocks aggregated into a master_bhav.csv (this can be done by using the 1_Auto_Bhav_CSV.ipynb file)

How it works

1_Auto_Bhav_CSV.ipynb

• Retrives the bhav data from the jugaad-data package (filters out the holidays i.e. weekends, festivals, other non-trading days)

2_VolumesTrigger.ipynb

• Load master bhav CSV and filter rows where SERIES == 'EQ'
• Convert dates to datetime, create weekly buckets (week starting Monday) and extract YEAR
• Aggregate DELIV_QTY per stock by week and by year
• Compute AVG_WEEKLY_DEVLIV_QTY = DELIV_QTY_YEAR / WEEKS_TRADED
• Extract the latest week's delivery per stock (CURRENT_WEEKLY_DELIV)
• Compute X_TIMES = CURRENT_WEEKLY_DELIV / AVG_WEEKLY_DEVLIV_QTY and set WEEK_TRIGGER = YES/NO
• Provide an input prompt to check a stock symbol and print trigger status + X_TIMES

Quick Start

1. Clone:

   git clone https://github.com/<your-username>/delivery-volume-trigger-engine.git
   cd delivery-volume-trigger-engine

2. Download Requirements:

   pip install pandas numpy jugaad-data nse-workday

3. Put your master_bhav.csv where the notebook expects it (or change the notebook path). Example paths used: /content/master_bhav.csv
4. Open and run the notebooks in order (download → analysis). The final cell will prompt for a ticker symbol.

Usage Example

  Enter stock symbol: TCS
  Stock TCS Triggered: YES
  X_TIMES value: 2.14

Interpretation: TCS's most recent weekly delivery is ~2.14× its historical average weekly delivery → flagged as a trigger.