getByPortf: get attributes from each portfolio in an account

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

get attributes from each portfolio in an account

Description

Retrieves calculated attributes for each portfolio in the account from the portfolio summary table. Assembles into a portfolio-by-time table, normalized to the Account currency

Usage

.getByPortf(Account, Attribute, Dates = NULL)

Arguments

Account	an Account object containing Portfolio summaries
Attribute	column name to be assembled for each symbol
Dates	dates to return the calculation over formatted as xts range

Details

Attribute: typically any of: 'Long.Value', 'Short.Value', 'Net.Value', 'Gross.Value', 'Txn.Fees', 'Realized.PL', 'Unrealized.PL', or 'Trading.PL'

Value

regular xts object of values by portfolio

braverock/blotter documentation built on Feb. 13, 2023, 1 p.m.