sum_data: Summarize data for the overall portfolio

Description Usage Arguments Value

View source: R/sum_data.R

Description

This function takes in a data set and returns the summary for each day's net market value, profit and loss, contract number and return rate.

Usage

1
sum_data(x, sector.selected = NULL, capital.num = NULL)

Arguments

x

A data frame that contains data for individual commodities.

sector.selected

The sector that the function is doing summarization for. When "sector.selected = NULL", the function performs summarization across the whole data set.

capital.num

The constant number of allocated capital to calculate return, number. Default value is NULL. When "capital.num = NULL", the function uses gross market value to calculate return rates for each row.

Value

A data frame that summarizes the market values and returns across all commodities.


backtestGraphics documentation built on May 29, 2017, 3:11 p.m.

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