gs_quant.markets.baskets.Basket.upload_position_history

Basket.upload_position_history(position_sets)[source]

Upload basket composition history

Parameters:

position_sets (List[PositionSet]) – list of dated position sets

Return type:

Dict

Returns:

dictionary containing asset id and report id

Usage

Upload your basket’s historical composition after it’s been created

Examples

Upload composition history from a list of identifiers:

>>> from datetime import date
>>> from gs_quant.markets.baskets import Basket
>>> from gs_quant.markets.position_set import PositionSet
>>>
>>> first_position_set = PositionSet.from_list(['BBID1', 'BBID2'], date(2020, 1, 1))
>>> second_position_set = PositionSet.from_list(['BBID1','BBID2', 'BBID3'], date(2021, 1, 1))
>>>
>>> basket = Basket.get("GSMBXXXX")
>>> basket.upload_position_history([first_position_set, second_position_set])

See also

PositionSet