API for braverock/blotter
Tools for Transaction-Oriented Trading Systems P&L

Global functions
.calcPosAvgCost Man page Source code
.calcPosAvgCost_C Source code
.calcTxnAvgCost Man page Source code
.calcTxnValue Man page Source code
.getByPortf Man page Source code
.getBySymbol Man page Source code
.getPortfAcct Man page Source code
.getPortfolio Man page Source code
.getPosAvgCost Man page Source code
.initPosPL Man page Source code
.initSummary Man page Source code
.initTxn Man page Source code
.onLoad Source code
.onUnload Source code
.parse_interval Source code
.updatePosPL Man page Source code
ABC Man page
AcctReturns Man page Source code
ArrivalCost Man page Source code
IBM Man page
IndexAdjustedCost Man page Source code
IndexCost Man page Source code
PortfReturns Man page
acOptTxns Man page Source code
addAcctTxn Man page Source code
addDiv Man page Source code
addPortfInstr Man page Source code
addTxn Man page Source code
addTxns Man page Source code
amzn Man page
amzn.trades Man page
benchTradePerf Man page Source code
benchTradeStats Man page Source code
blotter Man page
blotter-package Man page
calcPortfWgt Man page Source code
chart.ME Man page Source code
chart.Posn Man page Source code
chart.Reconcile Man page Source code
chart.Spread Man page Source code
dailyEqPL Man page Man page Source code
dailyStats Man page Man page Source code
dailyTxnPL Man page Source code
extractTxns Man page Source code
getAccount Man page Source code
getEndEq Man page Source code
getPortfolio Man page Source code
getPos Man page Source code
getPosQty Man page Source code
getTxns Man page Source code
hist.mcsim Man page Source code
hist.txnsim Man page Source code
iStarPostTrade Man page Source code
iStarSensitivity Man page Source code
impShortfall Man page Source code
initAcct Man page Source code
initPortf Man page Source code
is.account Man page Source code
is.portfolio Man page Source code
mcsim Man page Source code
pennyPerShare Man page Source code
perTradeStats Man page Source code
plot.iStarEst Man page Source code
plot.iStarSens Man page Source code
plot.mcsim Man page Source code
plot.txnsPerf Man page Source code
plot.txnsim Man page Source code
print.mcsim Man page Source code
print.txnsStats Man page Source code
print.txnsim Man page Source code
put.account Man page Source code
put.portfolio Man page Source code
quantile.mcsim Man page Source code
quantile.txnsim Man page Source code
summary.mcsim Man page Source code
summary.txnsPerf Man page Source code
summary.txnsim Man page Source code
tradeQuantiles Man page Source code
tradeStats Man page Source code
trdPrcPerf Man page Source code
txnsim Man page Source code
txnsim.portfs Man page Source code
txnsim.portnames Man page Source code
txnsim.txns Man page
updateAcct Man page Source code
updateEndEq Man page Source code
updatePortf Man page Source code
braverock/blotter documentation built on Feb. 13, 2023, 1 p.m.