portfolio_getSettings: Get Portfolio Settings

Description Usage Arguments Value Author(s) Examples

View source: R/portfolio.R

Description

Method returns active list of settings of a given portfolio.

Usage

1

Arguments

portfolio

Portfolio object created using portfolio_create( ) function

Value

List with portfolio settings.

Author(s)

Kostin Andrey <andrey.kostin@portfolioeffect.com>

Examples

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## Not run: 
dateStart = "2014-11-17 09:30:00"
dateEnd = "2014-11-17 16:00:00"
portfolio=portfolio_create(dateStart,dateEnd)
positionAAPL=position_add(portfolio,'AAPL',100)
positionC=position_add(portfolio,'C',300) 
positionGOOG=position_add(portfolio,'GOOG',150) 
portfolio_settings(portfolio,
				   windowLength='600s',
				   resultsSamplingInterval = '10s')
settings=portfolio_getSettings(portfolio)
settings

## End(Not run)

PortfolioEffectHFT documentation built on May 30, 2017, 3:08 a.m.