txnsim.txns: convenience function to create transactions from txnsim...

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

convenience function to create transactions from txnsim replicates

Description

If you have a txnsim object and market data, you should be able to rebuild the replicate portfolios.

Usage

txnsim.txns(reps, Portfolio, replacement, n, ...)

Arguments

reps	replicates slot from txnsim object
Portfolio	string identifying a portfolio
replacement	sample with or without replacement, default TRUE
n	number of simulations, default = 100
...	any other passthrough parameters, most usefully env and prefer

Value

a list by symbol of txns suitable for calling addTxns

See Also

txnsim, txnsim.txns , addTxns

braverock/blotter documentation built on Sept. 15, 2024, 8:45 p.m.