CalcUKLotteryPnL: PnL calculation for UKLottery backtesting
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View source: R/CalcUKLotteryPnL.R
CalcUKLotteryPnL R Documentation
PnL calculation for UKLottery backtesting
Description
Calculates the PnL for a pay out structure created during backtesting
Usage
CalcUKLotteryPnL(backtested_results, plot_results = FALSE)
Arguments
backtested_results
The UKLottery results backtested against the user input
plot_results
(Optional) If TRUE, the P&L historical graphs are plotted, default FALSE
Value
PnL figures
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
Examples
uklottery_results = UKLotteryResults()
user_input = c(5,10,20,30,40,50)
backtested_results = UKLotteryBacktesting(uklottery_results,, user_input)
pnl_result = CalcUKLotteryPnL(backtested_results, plot_results = FALSE)
Trading documentation built on April 13, 2025, 5:10 p.m.
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View source: R/CalcUKLotteryPnL.R
| CalcUKLotteryPnL | R Documentation |
PnL calculation for UKLottery backtesting
Description
Calculates the PnL for a pay out structure created during backtesting
Usage
CalcUKLotteryPnL(backtested_results, plot_results = FALSE)
Arguments
backtested_results |
The UKLottery results backtested against the user input |
plot_results |
(Optional) If TRUE, the P&L historical graphs are plotted, default FALSE |
Value
PnL figures
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
Examples
uklottery_results = UKLotteryResults()
user_input = c(5,10,20,30,40,50)
backtested_results = UKLotteryBacktesting(uklottery_results,, user_input)
pnl_result = CalcUKLotteryPnL(backtested_results, plot_results = FALSE)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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