position_remove: Remove position from portfolio

In PortfolioEffectHFT: High Frequency Portfolio Analytics by PortfolioEffect

Description

Removes position from an existing portfolio.

Usage

## S4 method for signature 'portfolio,character'
position_remove(asset, symbol)
## S4 method for signature 'position,missing'
position_remove(asset)

Arguments

asset	Portfolio or Position object created using portfolio_create( ) or position_add( ) function
symbol	Unique identifier of an instrument

Value

Void

Author(s)

Kostin Andrey <[e-mail]>

See Also

position_add portfolio_create

Examples

## 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) 
position_remove(portfolio,'GOOG')
position_list(portfolio)

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) 
position_remove(portfolio,'C')
position_list(portfolio)

## End(Not run)

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