code: def _placePendingOrders(self):
      # Use less chash just in case price changes too much.
      remainingCash = round(self.getBroker().getCash() * 0.9, 2)
  
      for instrument in self.__sharesToBuy:
          orderSize = self.__sharesToBuy[instrument]
          if orderSize > 0:
              # Adjust the order size based on available cash.
              lastPrice = self.getLastPrice(instrument)
              cost = orderSize * lastPrice
              while cost > remainingCash and orderSize > 0:
                  orderSize -= 1
                  cost = orderSize * lastPrice
              if orderSize > 0:
                  remainingCash -= cost
                  assert remainingCash >= 0
  
          if orderSize != 0:
              self.info(
                  "Placing market order for %d %s shares"
                  % (orderSize, instrument)
              )
              self.marketOrder(
                  instrument, orderSize, goodTillCanceled=True
              )
              self.__sharesToBuy[instrument] -= orderSize
  
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 6 for calling the MarketTiming obj's underlying member method code with example usage: obj._placePendingOrders() without return types