def get_position_buffers_from_system(system, instrument_code):
buffers = system.portfolio.get_buffers_for_position(
instrument_code) ## get the upper and lower edges of the buffer
lower_buffer = buffers.iloc[-1].bot_pos
upper_buffer = buffers.iloc[-1].top_pos
position_entry = bufferedOptimalPositions(lower_buffer, upper_buffer)
return position_entry
def construct_position_entry(data, system, instrument_code, lower_buffer,
upper_buffer):
diag_contracts = diagContracts(data)
reference_price = system.rawdata.get_daily_prices(instrument_code).iloc[-1]
reference_contract = diag_contracts.get_priced_contract_id(instrument_code)
position_entry = bufferedOptimalPositions(lower_buffer, upper_buffer,
reference_price,
reference_contract)
return position_entry