code: def _logPosSize(self):
      totalEquity = self.getBroker().getEquity()
      positions = self.getBroker().getPositions()
      for instrument in self.getBroker().getPositions():
          posSize = (
              positions[instrument]
              * self.getLastPrice(instrument)
              / totalEquity
              * 100
          )
          self.info("%s - %0.2f %%" % (instrument, posSize))
  
imports: from __future__ import print_function
  from pyalgotrade import strategy
  from pyalgotrade import plotter
  from pyalgotrade.barfeed import yahoofeed
  from pyalgotrade.technical import ma
  from pyalgotrade.technical import cumret
  from pyalgotrade.stratanalyzer import sharpe
  from pyalgotrade.stratanalyzer import returns
label_desc: Use image node_id 7 for calling the MarketTiming obj's underlying member method code with example usage: obj._logPosSize() without return types