getPos: Retrieves all information about the position as of a date

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

Retrieves all information about the position as of a date

Description

NOTE This could get much more complicated from here, particularly when it's conditional on symbol, etc.

Usage

getPos(Portfolio, Symbol, Date, Columns = c("Pos.Qty", "Pos.Avg.Cost"),
  n = 1)

Arguments

Portfolio	string identifying a portfolio object containing transactions
Symbol	an instrument identifier for a symbol included in the portfolio
Date	timestamp as of which to have the most recent position
Columns	which columns to return from the txn slot in the portfolio
n	number of periods to return, default 1

Value

All data elements related to position in a row of an xts object

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