calcPosAvgCost: Calculates the average cost of a resulting position from a...
In braverock/blotter: Tools for Transaction-Oriented Trading Systems P&L
.calcPosAvgCost R Documentation
Calculates the average cost of a resulting position from a transaction
Description
Calculates the average cost of a resulting position from a transaction
Usage
.calcPosAvgCost(PrevPosQty, PrevPosAvgCost, TxnValue, PosQty, ConMult = 1)
Arguments
PrevPosQty
quantity of the previous position
PrevPosAvgCost
average position cost of the previous position
TxnValue
total value of the transaction, including fees
PosQty
total units (shares) of the resulting position
ConMult
multiplier from instrument data
Value
PosAvgCost: average cost of the resulting position
braverock/blotter documentation built on Dec. 16, 2024, 1:02 p.m.
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| .calcPosAvgCost | R Documentation |
Calculates the average cost of a resulting position from a transaction
Description
Calculates the average cost of a resulting position from a transaction
Usage
.calcPosAvgCost(PrevPosQty, PrevPosAvgCost, TxnValue, PosQty, ConMult = 1)
Arguments
PrevPosQty |
quantity of the previous position |
PrevPosAvgCost |
average position cost of the previous position |
TxnValue |
total value of the transaction, including fees |
PosQty |
total units (shares) of the resulting position |
ConMult |
multiplier from instrument data |
Value
PosAvgCost: average cost of the resulting position
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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