def _total_unnormalised_weight_across_all_instruments_and_forecasts(
self) -> pd.Series:
list_of_instruments = self.get_instrument_list()
list_of_weights = [
self._total_unnormalised_weight_for_instrument(instrument_code)
for instrument_code in list_of_instruments
]
sum_of_weights = sum_series(list_of_weights)
return sum_of_weights
def _total_unnormalised_weight_for_instrument(
self, instrument_code: str) -> pd.Series:
list_of_rules = self.list_of_rules_for_code(instrument_code)
list_of_weights = [
self._unnormalised_weight_for_forecast_and_instrument(
instrument_code, rule_variation_name)
for rule_variation_name in list_of_rules
]
sum_of_weights = sum_series(list_of_weights)
return sum_of_weights
def _total_unnormalised_weight_for_trading_rule(
self, rule_variation_name: str) -> pd.Series:
list_of_instruments = self.get_instrument_list()
list_of_weights = [
self._unnormalised_weight_for_forecast_and_instrument(
instrument_code, rule_variation_name=rule_variation_name)
for instrument_code in list_of_instruments
]
sum_weights = sum_series(list_of_weights)
return sum_weights