import pandas as pd
from datetime import date
from gs_quant.markets.position_set import PositionSet
from gs_quant.session import Environment, GsSession
client = 'CLIENT ID'
secret = 'CLIENT SECRET'
GsSession.use(Environment.PROD, client_id=client, client_secret=secret, scopes=('read_product_data',))
Your excel file must be formatted in one of three ways (column names included). The third example will assign each position equal weight.
1. Position Weight | 2. Position Quantity | 3. Position Identifiers | |||||||||||||||
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positions_df = pd.read_excel('positions_data.xlsx')
position_set = PositionSet.from_frame(positions_df)
position_set.resolve()