addAcctTxn: Add capital account transactions, such as capital additions...

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

Add capital account transactions, such as capital additions and withdrawals or interest income (expense)

Description

For the specified Account, take in the date, amount, and type of transaction and append it to the correct list in the account object

Usage

addAcctTxn(
  Account,
  TxnDate,
  TxnType = c("Additions", "Withdrawals", "Interest"),
  Amount,
  ...,
  verbose = TRUE
)

Arguments

Account	Account name, as string
TxnDate	transaction date as ISO 8601, e.g., '2008-09-01' or '2010-01-05 09:54:23.12345'
TxnType	string indicating the type of account transaction, only "Addition", "Withdrawal", or "Interest" are currently supported
Amount	As of now, the currency of the transaction MUST MATCH the currency of the Account. Patches welcome.
...	any other passthrough parameters
verbose	If TRUE (default) the function prints the elements of the transaction in a line to the screen, e.g., "2007-01-08 Withdrawal 15,012,235". Suppress using FALSE.

Details

Adds capital transactions to a rudimentary transactions table in the Account object. This may be useful when tracking the denominator of returns when there are changes to the account's capital or significant interest income. In the Account$summary table, there are several placeholder columns that mimic the CFTC's 13-column report. Columns of interest here are "Additions", "Withdrawals", and "Interest". Transactions added with this function will be added into the appropriate one of three slots in the Account object (Account$additions, Account$withdrawals, or Account$Interest), which contains an xts object of individual transactions with a date and amount. The updateAcct function will read the transactions from each list in turn, aggregate them by the specified date scope, and slot them into the Account$summary table as it's built. updateEndEq should then just work.

Author(s)

Peter Carl

See Also

initAcct, updateAcct, updateEndEq

braverock/blotter documentation built on Dec. 16, 2024, 1:02 p.m.