getOrderBook: get the order book object
In R-Finance/quantstrat: Quantitative Strategy Model Framework
Description
Usage
Arguments
Value
See Also
Description
get the order book object
Usage
1
get.orderbook(portfolio, envir = .strategy)
Arguments
portfolio
text name of the portfolio the order
book is associated with
envir
the environment to retrieve the orderbook
object from, defaults to .strategy
Value
A data.frame containing:
- Order.Qty
- Order.Price
- Order.Type
- Order.Side
- Order.Threshold
- Order.Status
- Order.StatusTime
- Prefer
- Order.Set
- Txn.Fees
- Rule
See Also
addOrder
getOrders
R-Finance/quantstrat documentation built on May 8, 2019, 4:50 a.m.
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Description Usage Arguments Value See Also
Description
get the order book object
Usage
1 | get.orderbook(portfolio, envir = .strategy)
|
Arguments
portfolio |
text name of the portfolio the order book is associated with |
envir |
the environment to retrieve the orderbook object from, defaults to .strategy |
Value
A data.frame containing:
- Order.Qty
- Order.Price
- Order.Type
- Order.Side
- Order.Threshold
- Order.Status
- Order.StatusTime
- Prefer
- Order.Set
- Txn.Fees
- Rule
See Also
addOrder
getOrders
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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