portfolio_getSettings: Get Portfolio Settings

In PortfolioEffectHFT: High Frequency Portfolio Analytics by PortfolioEffect

Description

Method returns active list of settings of a given portfolio.

Usage

portfolio_getSettings(portfolio)

Arguments

portfolio

Portfolio object created using portfolio_create( ) function

Value

List with portfolio settings.

Author(s)

Kostin Andrey <[e-mail]>

Examples

## 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 2, 2019, 11:52 a.m.