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