getPnL: Get pnl as xts series

In Vitalic57/stratbuilder2pub: It Provides Tools to Create and Backtest Financial Models

Description

This method should be called only after backtest is done

Usage

getPnL(this, ...)

## S3 method for class 'modelStrategy'
getPnL(this, start_date = NULL, end_date = NULL,
  comOn = TRUE, leg = "all", ...)

## S3 method for class 'modelPortfolio'
getPnL(this, ...)

## S3 method for class 'list'
getPnL(this, ...)

Arguments

this	modelStrategy
...	params
start_date	date type, example: start_date='2008-01-01'
end_date	date type, example: end_date='2018-01-01'
comOn	bool, if true then commission will be included in the 'trades' graph
leg	numeric/character, number of leg, if it is equal to 'all' or 'sum', then all pnl among all legs

Value

xts zoo

xts zoo

Vitalic57/stratbuilder2pub documentation built on Dec. 18, 2019, 2:56 a.m.