{ "cells": [ { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "from datetime import date\n", "from gs_quant.markets.position_set import PositionSet\n", "from gs_quant.session import Environment, GsSession" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "client = 'CLIENT ID'\n", "secret = 'CLIENT SECRET'\n", "\n", "GsSession.use(Environment.PROD, client_id=client, client_secret=secret, scopes=('read_product_data',))" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "**Note:** You may create/upload your positions in dataframe format however you'd like (e.g., import from a local excel file). This is a simplified example." ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ " # can alternatively specify 'quantity' instead of 'weight'\n", "positions = [\n", " {'identifier': 'AAPL UW', 'weight': 0.5},\n", " {'identifier': 'MSFT UW', 'weight': 0.5}\n", "]\n", "positions_df = pd.DataFrame(positions)" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "position_set = PositionSet.from_frame(positions_df)\n", "position_set.resolve()" ] } ], "metadata": { "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.7.4" } }, "nbformat": 4, "nbformat_minor": 4 }