def get_list_of_instrument_strategies(self) -> listOfInstrumentStrategies:
all_positions_dict = self._get_list_of_args_dict()
list_of_instrument_strategies = []
for dict_entry in all_positions_dict:
instrument_strategy = instrumentStrategy.from_dict(dict_entry)
list_of_instrument_strategies.append(instrument_strategy)
list_of_instrument_strategies = listOfInstrumentStrategies(
list_of_instrument_strategies)
return list_of_instrument_strategies
def get_list_of_instrument_strategies_with_optimal_position(
self, ) -> listOfInstrumentStrategies:
list_of_args_dict = self._get_list_of_args_dict()
list_of_instrument_strategies = []
for arg_entry in list_of_args_dict:
list_of_instrument_strategies.append(
instrumentStrategy.from_dict(arg_entry))
list_of_instrument_strategies = listOfInstrumentStrategies(
list_of_instrument_strategies)
return list_of_instrument_strategies
def get_all_instrument_strategies_with_limits(
self) -> listOfInstrumentStrategies:
dict_of_keys = {MARKER_KEY: MARKER_STRATEGY_INSTRUMENT}
list_of_dicts = self.mongo_data.get_list_of_result_dicts_for_dict_keys(
dict_of_keys)
list_of_instrument_strategies = [
instrumentStrategy(strategy_name=db_entry[STRATEGY_KEY],
instrument_code=db_entry[INSTRUMENT_KEY])
for db_entry in list_of_dicts
]
list_of_instrument_strategies = listOfInstrumentStrategies(
list_of_instrument_strategies)
return list_of_instrument_strategies
def get_list_of_strategies_and_instruments_with_positions(
self,
ignore_zero_positions: bool = True) -> listOfInstrumentStrategies:
list_of_instrument_strategies = self.get_list_of_instrument_strategies(
)
if ignore_zero_positions:
list_of_instrument_strategies = [
instrument_strategy
for instrument_strategy in list_of_instrument_strategies
if self.get_current_position_for_instrument_strategy_object(
instrument_strategy) != 0
]
list_of_instrument_strategies = listOfInstrumentStrategies(
list_of_instrument_strategies)
return list_of_instrument_strategies