getTxns: Retrieve transactions and their attributes.

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

Retrieve transactions and their attributes.

Description

Find and return the transactions and attribute values for the symbol and date in a specied portfolio.

Usage

getTxns(Portfolio, Symbol, Dates)

Arguments

Portfolio	a string identifying a portfolio object containing transactions
Symbol	an instrument identifier for a symbol included in the portfolio
Dates	specified as an ISO 8601 date or an xts date range, such as "2007-01::2008-04-15"

Details

This function provides easy access to the values of transactions contained in a Portfolio object. See initPortf for a detailed description of the structure of a Portfolio object.

Value

xts time series of transactions made in the Symbol during the time period given

See Also

initPortf

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