Dynamic system backtest with actual live current positions

[GolovinAlexx]

I found this comment from Rob.

Yes those are before buffering and the algo

After buffering (static system): system.accounts.get_buffered_position( instrument_code, roundpositions=True)
After greedy algo (dynamic system): system.optimisedPositions.get_optimised_position_df()

(Note in production I don't do this - I run the buffering and or greedy algo on the unrounded positions, taking into account my actual live current positions, rather than what the backtest thought it had on yesterday)

Originally posted by @robcarver17 in #529 (reply in thread)

How can I insert actual live positions as previous positions for a dynamic system backtest?