gs_quant.markets.position_set.PositionSet.price¶

PositionSet.price(currency=Currency.USD, weighting_strategy=None, **kwargs)[source]¶

Fetch positions weights from quantities, or vice versa

Parameters:

currency (Optional[Currency]) – Reference notional currency (defaults to USD if not passed in)
weighting_strategy (Optional[PositionSetWeightingStrategy]) – Quantity or Weighted weighting strategy (defaults based on positions info)
use_tags – Determines if tags are used to index the position response for non-netted positions

Usage

Fetch positions weights from quantities, or vice versa

Examples

Fetch position weights from quantities:

>>> from gs_quant.markets.position_set import Position, PositionSet, PositionSetWeightingStrategy
>>>
>>> my_positions = [Position(identifier='AAPL UW', quantity=100), Position(identifier='MSFT UW', quantity=100)]
>>> position_set = PositionSet(positions=my_positions)
>>> position_set.resolve()
>>> position_set.price(weighting_strategy=PositionSetWeightingStrategy.Quantity)

Fetch position quantities from weights:

>>> import datetime as dt
>>> from gs_quant.markets.position_set import Position, PositionSet
>>>
>>> my_positions = [Position(identifier='AAPL UW', weight=0.5), Position(identifier='MSFT UW', weight=0.5)]
>>> position_set = PositionSet(positions=my_positions, date= dt.date(2023, 3, 16), reference_notional=10000000)
>>> position_set.resolve()
>>> position_set.price(weighting_strategy=PositionSetWeightingStrategy.Weight)