def construct_position_entry(data, system, instrument_code, lower_buffer,
upper_buffer):
diag_contracts = diagContracts(data)
reference_price = system.rawdata.get_daily_prices(instrument_code).iloc[-1]
reference_contract = diag_contracts.get_priced_contract_id(instrument_code)
position_entry = bufferedOptimalPositions(lower_buffer, upper_buffer,
reference_price,
reference_contract)
return position_entry
def construct_position_entry(data: dataBlob, system: System,
instrument_code: str, lower_buffer: float,
upper_buffer: float) -> bufferedOptimalPositions:
diag_contracts = dataContracts(data)
reference_price = system.rawdata.get_daily_prices(instrument_code).iloc[-1]
reference_contract = diag_contracts.get_priced_contract_id(instrument_code)
position_entry = bufferedOptimalPositions(lower_buffer, upper_buffer,
reference_price,
reference_contract)
return position_entry