gs_quant.markets.position_set.PositionSet.from_frame¶

classmethod PositionSet.from_frame(positions, date=datetime.date(2023, 8, 14), reference_notional=None, add_tags=False)[source]¶

Create PostionSet instance from a dataframe of positions

Usage

Create PostionSet instance from a dataframe of positions

Examples

Create PostionSet instance from a dataframe of positions:

>>> import pandas as pd
>>> from gs_quant.markets.position_set import PositionSet
>>>
>>> my_positions = [{'identifier': 'AAPL UW', 'weight': 0.5}, {'identifier': 'AAPL UW', 'weight': 0.5}]
>>> positions_df = pd.DataFrame(my_positions)
>>> position_set = PositionSet.from_frame(positions=positions_df)