#' gets position at Date
#' @param Portfolio a string identifying a portfolio object containing transactions
#' @param Symbol an instrument identifier for a symbol included in the portfolio
#' @param Date timestamp as of which to have the most recent position
#' @return Numeric value of the most recent position.
#' @export
getPosQty <- function(Portfolio, Symbol, Date)
{ # @author Peter Carl
pname<-Portfolio
# portfolio retrieval happens in getPos
#Portfolio<-get(paste("portfolio",pname,sep='.'),envir=.blotter)
#if(inherits(Portfolio,"try-error"))
# stop(paste("Portfolio",name," not found, use initPortf() to create a new account"))
# DESCRIPTION:
# Gets the previous position
# Inputs
# Portfolio:
# Symbol:
# Date:
# Outputs
#
# FUNCTION
PosQty = as.numeric(getPos(pname, Symbol, Date, Columns='Pos.Qty'))
return(PosQty)
}
###############################################################################
# Blotter: Tools for transaction-oriented trading systems development
# for R (see http://r-project.org/)
# Copyright (c) 2008-2015 Peter Carl and Brian G. Peterson
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
#
# $Id$
#
###############################################################################
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