{"id":18649742,"url":"https://github.com/ashwanthkumar/expiry-sim-data-generator","last_synced_at":"2025-11-05T10:30:29.762Z","repository":{"id":140450018,"uuid":"463131162","full_name":"ashwanthkumar/expiry-sim-data-generator","owner":"ashwanthkumar","description":"Backtesting framework for playing around with Nifty and Banknifty","archived":false,"fork":false,"pushed_at":"2022-02-28T11:58:43.000Z","size":79,"stargazers_count":1,"open_issues_count":0,"forks_count":0,"subscribers_count":2,"default_branch":"main","last_synced_at":"2024-12-27T12:44:47.676Z","etag":null,"topics":[],"latest_commit_sha":null,"homepage":null,"language":"Go","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"apache-2.0","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/ashwanthkumar.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2022-02-24T11:59:06.000Z","updated_at":"2022-02-28T13:37:55.000Z","dependencies_parsed_at":null,"dependency_job_id":"4defc9bf-330d-499b-8e27-3748b38463a1","html_url":"https://github.com/ashwanthkumar/expiry-sim-data-generator","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/ashwanthkumar%2Fexpiry-sim-data-generator","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/ashwanthkumar%2Fexpiry-sim-data-generator/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/ashwanthkumar%2Fexpiry-sim-data-generator/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/ashwanthkumar%2Fexpiry-sim-data-generator/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/ashwanthkumar","download_url":"https://codeload.github.com/ashwanthkumar/expiry-sim-data-generator/tar.gz/refs/heads/main","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":239456405,"owners_count":19641843,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":[],"created_at":"2024-11-07T06:40:18.777Z","updated_at":"2025-11-05T10:30:29.730Z","avatar_url":"https://github.com/ashwanthkumar.png","language":"Go","funding_links":[],"categories":[],"sub_categories":[],"readme":"# expiry-sim-data-generator\n\nCode to convert data from \"NF BNF options data (1min) backup\" telegram group for generating dataset in a format that's suited for Expiry Replay Simulator that we're building.\n\nSpecial thanks to the person running the group for providing access to those datasets.\n\n## Usage\n1. Please join the group and manually download the files that the admin shares after each expiry and put them all in a folder.\n2. In the code we use `experiments/weekly` and `experiments/monthly` folders, but feel free to use anything of your choice.\n3. If you do use a different path, you might want to update the path references in `main.go` file.\n4. Then run `go run .` from the root of the repo. I'm assuming you've Go installed and have run `go mod download` already.\n5. You should be able to find the required data under `data/` directory of the current folder. \n\n## Data Format\nWe generate 1 minute, 3 minute, 5 minute and 15 minute OHLC data from the source (1 min) dataset. This ensures we can instanly show / replay the data as needed on the UI as per the user's requirement.\n\nThe directory structure of the output is as follows:\n```\n+-data/\n  |\n  +-2021-12-23/ // date of the expiry\n  | |\n  | +-symbols.json // contains the list of symbol under this expiry\n  | |\n  | +-NIFTYWK15100PE_1min.json // contains the entire expiry data in 1 minute OHLC,OI,VOL format\n  | |\n  | +-NIFTYWK15100PE_3min.json // contains the entire expiry data in 3 minute OHLC,OI,VOL format\n  | |\n  | +-NIFTYWK15100PE_5min.json // contains the entire expiry data in 5 minute OHLC,OI,VOL format\n  | |\n  | +-... \u003cadditional files\u003e\n  |\n  +-expiries.json // contains the list of expiries for each of the underlying (NIFTY, BANKNIFTY)\n  |\n  +-... \u003cadditional files\u003e\n```\n\n## License\nhttps://www.apache.org/licenses/LICENSE-2.0\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fashwanthkumar%2Fexpiry-sim-data-generator","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fashwanthkumar%2Fexpiry-sim-data-generator","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fashwanthkumar%2Fexpiry-sim-data-generator/lists"}