from datetime import date
from gs_quant.markets.position_set import Currency, Position, 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',))
positions = [Position(identifier='AAPL UW', weight=0.3), Position(identifier='MSFT UW', weight=0.7)]
notional = 10000000
date = date(2023, 3, 14)
position_set = PositionSet(positions=positions, reference_notional=notional, date=date)
position_set.resolve()
position_set.price(currency=Currency.EUR, use_unadjusted_close_price=False) # Currency is an optional parameters and will default to USD