dailyTxnPL | R Documentation |
designed to collate information for high frequency portfolios
dailyTxnPL(
Portfolios,
Symbols,
drop.time = TRUE,
incl.total = FALSE,
envir = .blotter,
...
)
dailyEqPL(
Portfolios,
Symbols,
drop.time = TRUE,
incl.total = FALSE,
envir = .blotter,
native = TRUE,
...
)
Portfolios |
portfolio string |
Symbols |
character vector of symbol strings |
drop.time |
remove time component of POSIX datestamp (if any), default TRUE |
incl.total |
if TRUE, add a column with the daily portfolio total P&L, default FALSE |
envir |
the environment to retrieve the portfolio from, defaults to .blotter |
... |
any other passthrough params |
native |
if TRUE, return statistics in the native currency of the instrument, otherwise use the Portfolio currency, default TRUE |
If you do not pass Symbols
, then all symbols in the provided
Portfolios
will be used.
The daily P&L is calculated from Net.Txn.Realized.PL
if by
dailyTxnPL
and from Net.Trading.PL
by dailyEqPL
a multi-column xts
time series, one column per symbol, one row per day
Brian G. Peterson
tradeStats
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.