cal_period_contr: Calculcate portfolio contribution over time

Description Usage Arguments Author(s) Examples

View source: R/cal_period_contr.R

Description

This function allows you to calculate contribution overtime geometrically based on daily contribution

Usage

1
cal_period_contr(df, classify_file_dir, now_date, period, output_file_name)

Arguments

df

portfolio dataframe ("Date", "Ticker", "Contribution", "PortReturn")

classify_file_dir

directory of csv file contains ticker label

now_date

character, end day for the period (eg. "2017-08-12")

period

character, lookback period for contribution calculations

output_file_name

character, output file name, optional (save into Output_File folder)

Author(s)

Alfred

Examples

1
cal_period_contr(iccix, "Code/Data/ICCIX_Classifiy", "2017-05-31", "Year", "ICCIX")

Alfred-Zhang/ResearchTools documentation built on Nov. 23, 2017, 1:54 a.m.