startdate = datetime.date(2017,1,13)
expirydate = datetime.date(2017,1,19)
data = dict()
for x in range(0,3):
for y in range(1,8):
if ((startdate.weekday() !=5) or (startdate.weekday() !=6)):
data [(x,y)] = get_history(symbol="BANKNIFTY",
start= startdate,
end= startdate,
index=True,
option_type='CE',
strike_price= int(df['CE Strike'][y]),
expiry_date=expirydate)
startdate += datetime.timedelta(days=1)
expirydate += datetime.timedelta(days=7)
if Day is Saturday or Sunday please don't run. That's what I was expecting from this code. but it is still including sat and sun.
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