portfolio-class: Class '"portfolio"'

In PortfolioEffectHFT: High Frequency Portfolio Analytics by PortfolioEffect

Description

Container class for storing portfolio parameters

Slots

java:

Object of class "jobjRef" ~~

optimization_info:

Object of class "ANY" ~~

Methods

plot

signature(x = "portfolio", y = "missing"): ...

plot

signature(x = "portfolio", y = "ANY"): arguments:

• "font_size" - Baseline font size.

• "line_size" -Line thickness.

• "bw" -Black and white color scheme flag.

• "axis.text.size" -Axis font size.

• "title.size" -Title font size.

position_add

signature(portfolio = "portfolio", symbol = "character", quantity = "ANY", time = "ANY", priceData = "matrix"): ...

position_add

signature(portfolio = "portfolio", symbol = "character", quantity = "ANY", time = "ANY", priceData = "missing"): ...

position_add

signature(portfolio = "portfolio", symbol = "character", quantity = "ANY", time = "missing", priceData = "matrix"): ...

position_add

signature(portfolio = "portfolio", symbol = "character", quantity = "ANY", time = "missing", priceData = "missing"): ...

show

signature(object = "portfolio"): ...

expected_return

signature("portfolio"): ...

Author(s)

Kostin Andrey <[e-mail]>

Examples

showClass("portfolio")
## Not run: 
portfolio=portfolio_create(fromTime="2014-10-02 09:30:00", toTime="2014-10-02 16:00:00")
portfolio_settings(portfolio,resultsSamplingInterval='60s')
positionSPY=position_add(portfolio,'SPY',500)
positionC=position_add(portfolio,'C',600)
plot(portfolio,font_size=7,bw=T)

## End(Not run)

PortfolioEffectHFT documentation built on May 2, 2019, 11:52 a.m.