Description Objects from the Class Slots Methods Author(s) See Also
Contains data from the simulation that pertains to the passing of time during a period, such as performance and trading activity.
Objects can be created by calls of the form new("periodData", ...)
.
period
:Object of class "orderable"
specifying
the period to which the object pertains.
turnover
:Object of class "numeric"
that
contains the total value of trades, in a reference currency,
executed during the trading period.
universe.turnover
:Object of class "numeric"
that contains the total value of positions, in a reference
currency, that have exited the universe. Positions in securities
held in the previous period but delisted in this period would
contribute to this value.
performance
:Object of class "performance"
specifying return and profit for the period.
contribution
:Object of class "contribution"
specifying contributions of various categories of positions to
total performance for the period.
trades
:Object of class "trades"
specifying the
set of trades executed during this period.
signature(object = "periodData", type =
"character", fmt = "missing", out.loc = "character", name =
"character", verbose = "logical")
: save this object. Currently
only one format, binary .RData, is available, and so the
fmt
parameter is missing here.
Jeff Enos jeff@kanecap.com
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