def position_for_ticker_exists_in_portfolio(ticker: Ticker) -> bool:
if isinstance(ticker, FutureTicker):
# Check if any of specific tickers with open positions in portfolio belongs to tickers family
return any([
ticker.belongs_to_family(t)
for t in specific_tickers_with_open_position
])
else:
return ticker in specific_tickers_with_open_position
def _filter_transactions(self, ticker: Ticker, transactions: List[Transaction], start_date: datetime,
end_date: datetime) -> QFSeries:
""" Filters out transactions, which do not correspond to the given ticker and returns a QFSeries of remaining
transactions. Only transactions between start_date market open and end_date market close are considered. """
transactions = [t for t in transactions if start_date + MarketOpenEvent.trigger_time()
<= t.time <= end_date + MarketCloseEvent.trigger_time()]
if isinstance(ticker, FutureTicker):
transactions_for_tickers = [t for t in transactions if ticker.belongs_to_family(t.ticker)]
else:
transactions_for_tickers = [t for t in transactions if ticker == t.ticker]
transactions_records = [(t, t.time) for t in transactions_for_tickers]
transactions_series = QFDataFrame.from_records(transactions_records, columns=["Transaction", "Index"]) \
.set_index("Index").iloc[:, 0]
return transactions_series