Skip to Content
Mastering Python for Finance - Second Edition
book

Mastering Python for Finance - Second Edition

by James Ma Weiming
April 2019
Intermediate to advanced
426 pages
11h 13m
English
Packt Publishing
Content preview from Mastering Python for Finance - Second Edition

Implementing the method for fetching positions

Add the following get_positions() method in the OandaBroker class, which will fetch all the available position information for a given account:

def get_positions(self):
    response = self.api.position.list(self.accountid)
    body = response.body
    positions = body.get('positions', [])
    for position in positions:
        symbol = position.instrument
        unrealized_pnl = position.unrealizedPL
        pnl = position.pl
        long = position.long
        short = position.short

        if short.units:
            self.on_position_event(
                symbol, False, short.units, unrealized_pnl, pnl)
        elif long.units:
            self.on_position_event(
                symbol, True, long.units, unrealized_pnl, pnl)
        else:
            self.on_position_event(
                symbol, None, 0, unrealized_pnl, pnl)

In the response body, ...

Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Start your free trial

You might also like

Python for Finance - Second Edition

Python for Finance - Second Edition

Yuxing Yan
Python for Finance

Python for Finance

Yves Hilpisch

Publisher Resources

ISBN: 9781789346466Supplemental Content