gs_quant.markets.position_set.PositionSet

class PositionSet(positions, date=datetime.date(2023, 8, 14), divisor=None, reference_notional=None, unresolved_positions=None, unpriced_positions=None)

Position Sets hold a collection of positions associated with a particular date

__init__(positions, date=datetime.date(2023, 8, 14), divisor=None, reference_notional=None, unresolved_positions=None, unpriced_positions=None)

Methods

__init__(positions[, date, divisor, ...])
equalize_position_weights()	Assigns equal weight to each position in position set
from_dicts(positions[, date, ...])	Create PostionSet instance from a list of position-object-like dictionaries
from_frame(positions[, date, ...])	Create PostionSet instance from a dataframe of positions
from_list(positions[, date])	Create equally-weighted PostionSet instance from a list of identifiers
from_target(position_set)	Create PostionSet instance from PostionSet type defined in target file
get_positions()	Retrieve formatted positions
get_unpriced_positions()	Retrieve formatted unpriced positions
get_unresolved_positions()	Retrieve formatted unresolved positions
price([currency, weighting_strategy])	Fetch positions weights from quantities, or vice versa
redistribute_weights()	Redistribute position weights proportionally for a one-sided position set
remove_unpriced_positions()	Remove unpriced positions from your position set
remove_unresolved_positions()	Remove unresolved positions from your position set
resolve(**kwargs)	Resolve any unmapped positions
to_frame()	Retrieve formatted position set
to_target([common])	Returns PostionSet type defined in target file for API payloads

Attributes

date
divisor
positions
reference_notional
unpriced_positions
unresolved_positions