Ejemplo n.º 1
0
 def setup_portfolio(self, series_list):
     '''
     Sets up portfolio containing Equity Trades with Names and series related to list
     returns initialised port
     '''
     #Setup portfolio
     trades = [ TradeEquity(series, notional=0,price_series_label=series) for series in series_list]
     
     #Create portfolio
     port = Portfolio("portfolio", cashAmt=100)
     
     for td in trades:
         port.add_trade(td)
         
     #No more trade types
     port.fixed_toggle()
     
     return port