Add Zerodha Kite Connect broker support for Indian equities

[ashutoshsinghpr7]

Feature request: Zerodha Kite Connect support

Problem: For Indian equities, the india_broker data bridge currently only supports Shoonya (Finvasia) and Dhan. Zerodha is the largest Indian retail broker and many users (including the kite-trader project) hold their historical OHLCV in Kite Connect. There is currently no way to back the india_equity engine with Kite data, nor any live Kite integration.

Proposed addition:

• A new connector at agent/src/trading/connectors/zerodha/ implementing the read path (get_historical_bars) using kiteconnect (PyPI), mapping the project interval tokens (1D, 1m, etc.) to Kite's from_date/to_date + interval API.
• A branch in agent/backtest/loaders/india_broker_loader.py's _resolve_broker() to prefer/accept zerodha alongside shoonya/dhan.
• Symbol mapping: project RELIANCE.NS / 500325.BO → Kite exchange=NSE/BSE, tradingsymbol=RELIANCE (token-based fetch also acceptable).
• Note: Kite historical API is capped at 2000 days/request and bars are midnight-IST dated, so the loader must paginate and normalize the date index like the existing connectors do.

This is an opt-in, requires_auth source (Kite needs an access token), so it will not affect CI or unconfigured runs.

Happy to contribute a PR if the maintainers are open to it.

[ashutoshsinghpr7]

Duplicate of #1192 (created seconds apart). Closing this copy; keeping #1192 as the canonical request.

[warren618]

Yes — a Zerodha Kite Connect PR is welcome, and your proposal already matches how the last several brokers went in. The constraints that will apply (they're structural, not reviewer taste):

1. Read-only cap. Our rule for every broker: paper-vs-live must be a structural runtime discriminator (separate sandbox host, demo account-id format, or an environment the SDK reports), never a config flag. Unless Kite Connect exposes one — as far as we know it does not offer a sandbox environment; correct us with a doc link if that's wrong — the connector is capped at read-only + local paper like Longbridge/Dhan/Shoonya: no place_order/cancel_order beyond a first-line hard refusal, no *-live-trade profile. Since you scoped the proposal to get_historical_bars + the loader branch, this never comes up.
2. Layout. agent/src/trading/connectors/zerodha/ with sdk.py + profiles.py + classification.py, mirroring dhan/. The loader branch goes in india_broker_loader.py's _resolve_broker(); please keep Shoonya/Dhan behavior byte-identical when no Kite credentials are configured.
3. Pagination + dating. The 2000-day cap and midnight-IST bar dating you already named are the two things reviewers will test first — the existing connectors normalize the date index in the loader, not the SDK wrapper; do the same so the engine sees one convention.
4. Deps. kiteconnect goes behind an extra (pip install "vibe-trading-ai[zerodha]"), lazy-imported with a named error, like pykrx.
5. Interval tokens. Map from the project grid (1m/5m/15m/30m/1H/1D) and reject what Kite can't serve rather than approximating.

If you open the PR against main with tests that stub the Kite HTTP layer (no live key in CI), we'll review quickly.

[ashutoshsinghpr7]

Thanks @warren618 — checked the branch against all five points from #1191:

1. Read-only cap — compliant: profiles are paper-sdk / paper-trade / live-sdk-readonly (no *-live-trade), and place_order/cancel_order hard-refuse any non-paper config on the first line.
2. Layout — connectors/zerodha/ with sdk.py/profiles.py/classification.py mirroring dhan/; loader branch in _resolve_broker(). zerodha_available() requires configured credentials, so Shoonya/Dhan behavior is unchanged when no Kite config exists.
3. Pagination + dating — 2000-day cap paginated with interval-aware chunk sizes (1m 60d … 60m 400d, day 2000d); day bars keep their IST calendar date so the loader's clip never loses the first day. One deviation from your note: the date normalization happens in the SDK wrapper rather than the loader — it returns the same epoch-seconds contract the loader already consumes from Shoonya, so the engine sees one convention; happy to move it into the loader if you'd rather have it there.
4. Deps — added the [zerodha] extra (kiteconnect>=4.0.0), lazy-imported with a named error; install hints point at pip install "vibe-trading-ai[zerodha]".
5. Intervals — project grid 1m/5m/15m/30m/1H/1D; 4h is rejected rather than approximated.

PR: #1193