set_quantity: Set Position Quantity

In PortfolioEffectHFT: High Frequency Portfolio Analytics by PortfolioEffect

Description

Sets new position quantity.

Usage

set_quantity(asset,quantity)

Arguments

asset	Position object created using position_add( ) function
quantity	One dimensional vector of position quantities or an integer number if quantity is constant

Value

Void

Author(s)

Kostin Andrey <[e-mail]>

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) 
print(portfolio)

set_quantity(positionGOOG,400)
print(portfolio)

## End(Not run)

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