Description Usage Arguments Value Author(s) Examples
Metric object is not evaluated until compute() method is called on it. Method would display calculation progress and would use Metric object's disk cache to store any computational results obtained in the process.
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One or multiple objects of class Metric. |
One or multiple objects of class Metric.
Kostin Andrey <andrey.kostin@portfolioeffect.com>
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 | ## Not run:
data(aapl.data)
data(goog.data)
data(spy.data)
portfolio=portfolio_create(priceDataIx=spy.data)
portfolio_settings(portfolio,windowLength = '3600s',resultsSamplingInterval='60s')
positionGOOG=position_add(portfolio,'GOOG',100,priceData=goog.data)
positionAAPL=position_add(portfolio,'AAPL',300,priceData=aapl.data)
result=compute(variance(portfolio),variance(positionGOOG),variance(positionAAPL))
result[[1]][1:10,]
result=compute(variance(portfolio)-variance(positionGOOG))
result[[1]][1:10,]
dateStart = "2014-11-17 09:30:00"
dateEnd = "2014-11-17 16:00:00"
portfolio=portfolio_create(dateStart,dateEnd)
portfolio_settings(portfolio,portfolioMetricsMode="price",windowLength = '3600s',
resultsSamplingInterval='60s')
positionAAPL=position_add(portfolio,'AAPL',100)
positionC=position_add(portfolio,'C',300)
positionGOOG=position_add(portfolio,'GOOG',150)
result=compute(variance(positionC),variance(positionGOOG),variance(positionAAPL))
result[[1]][1:10,]
## End(Not run)
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