Exemple #1
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    def update_expiries_for_position_list_with_IB_expiries(
        self, original_position_list: listOfContractPositions
    ) -> listOfContractPositions:

        new_position_list = listOfContractPositions()
        for position_entry in original_position_list:
            new_position_entry = self.update_expiry_for_single_position(position_entry)
            new_position_list.append(new_position_entry)

        return new_position_list
    def get_all_current_positions_as_list_with_contract_objects(self):
        # excludes zeros

        list_of_contracts = self.get_list_of_contracts()  ## includes zeros
        current_positions = []
        for contract in list_of_contracts:
            position = self.get_current_position_for_contract_object(contract)
            if position == 0:
                continue

            position_object = contractPosition(position, contract)
            current_positions.append(position_object)

        list_of_current_positions = listOfContractPositions(current_positions)

        return list_of_current_positions
Exemple #3
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    def get_all_current_positions_as_list_with_contract_objects(
            self, account_id=arg_not_supplied) -> listOfContractPositions:

        all_positions = self._get_all_futures_positions_as_raw_list(
            account_id=account_id)
        current_positions = []
        for position_entry in all_positions:
            contract_position_object = self._get_contract_position_for_raw_entry(
                position_entry)
            if contract_position_object is missing_contract:
                continue
            else:
                current_positions.append(contract_position_object)

        list_of_contract_positions = listOfContractPositions(current_positions)

        return list_of_contract_positions
Exemple #4
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    def get_all_current_positions_as_list_with_contract_objects(self):
        all_positions_dict = self._get_list_of_args_dict()
        current_positions = []
        for dict_entry in all_positions_dict:
            contractid = self._contract_tuple_given_keyname(
                dict_entry["contractid"])
            instrument_code = contractid[0]
            contract_date = contractid[1]
            position = self.get_current_position_for_instrument_and_contract_date(
                instrument_code, contract_date).position
            if position == 0:
                continue
            position_object = contractPosition(position, instrument_code,
                                               contract_date)
            current_positions.append(position_object)

        list_of_current_positions = listOfContractPositions(current_positions)

        return list_of_current_positions
Exemple #5
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    def get_all_current_positions_as_list_with_contract_objects(
            self, account_id=arg_not_supplied):
        all_positions = self._get_all_futures_positions_as_raw_list(
            account_id=account_id)
        current_positions = []
        for position_entry in all_positions:
            ib_code = position_entry["symbol"]
            instrument_code = (self.futures_instrument_data.
                               get_instrument_code_from_broker_code(ib_code))
            expiry = position_entry["expiry"]
            position = position_entry["position"]
            if position == 0:
                continue
            contract = futuresContract(instrument_code, expiry)

            contract_position_object = contractPosition(position, contract)
            current_positions.append(contract_position_object)

        list_of_contract_positions = listOfContractPositions(current_positions)

        return list_of_contract_positions