def get_list_of_optimal_positions_given_list_of_instrument_strategies(self,
list_of_instrument_strategies: listOfInstrumentStrategies)\
-> listOfOptimalPositionsAcrossInstrumentStrategies:
list_of_optimal_positions_and_instrument_strategies = [
self.get_instrument_strategy_and_optimal_position(
instrument_strategy)
for instrument_strategy in list_of_instrument_strategies
]
list_of_optimal_positions_and_instrument_strategies = listOfOptimalPositionsAcrossInstrumentStrategies(
list_of_optimal_positions_and_instrument_strategies)
return list_of_optimal_positions_and_instrument_strategies
def remove_raw_from_list_of_optimal_positions_and_instrument_strategies(
list_of_optimal_positions_and_instrument_strategies:
listOfOptimalPositionsAcrossInstrumentStrategies,
) -> listOfOptimalPositionsAcrossInstrumentStrategies:
list_of_optimal_positions_and_instrument_strategies = [
optimal_position_and_instrument_strategy
for optimal_position_and_instrument_strategy in
list_of_optimal_positions_and_instrument_strategies
if is_not_raw_optimal_position_and_instrument_strategy(
optimal_position_and_instrument_strategy)
]
return listOfOptimalPositionsAcrossInstrumentStrategies(
list_of_optimal_positions_and_instrument_strategies)