Description Usage Arguments Value Examples
The evaluation is done at time of a given date.
1 |
dir |
The directory containing the Tick data. |
date |
the date of evaluation. |
time |
the time of evaluation. |
df |
The dataframe containing the portfolio. |
market |
specifying the sub-function to call depending on the market. |
A number indicating the markrt worth.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | ## locate tick data directory ##
dir <- system.file("extdata", '', package = "TickExec")
## establish a posiyion to sell ##
dfLog = LimitBuy(dir = dir, date = 20141013, ticker = 000001, capital = 1e6,
limitPrice = NA, orderFrom = 94545, orderLast = 600,
costIn = 0.001, market = 'SHSZ')
## sell ##
dfLogSold = MarketSell(dir = dir, date = 20141014, orderTime = 140001,
dfLog = dfLog, costOut = 0.001, market = 'SHSZ')
## market worth ##
PortfolioWorth(dir = dir, df = dfLogSold, date = 20141014, time = 145900,
market = 'SHSZ')
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