getOrderBook: get the order book object
In braverock/quantstrat: Quantitative Strategy Model Framework
get.orderbook R Documentation
get the order book object
Description
get the order book object
Usage
get.orderbook(portfolio, envir = .strategy)
Arguments
portfolio
text name of the portfolio the order book is associated with
envir
the environment to retrieve the orderbook object from, defaults to .strategy
Value
A data.frame containing:
- Order.Qty
- Order.Price
- Order.Type
- Order.Side
- Order.Threshold
- Order.Status
- Order.StatusTime
- Prefer
- Order.Set
- Txn.Fees
- Rule
See Also
addOrder
getOrders
braverock/quantstrat documentation built on Sept. 15, 2023, 11:32 a.m.
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| get.orderbook | R Documentation |
get the order book object
Description
get the order book object
Usage
get.orderbook(portfolio, envir = .strategy)
Arguments
portfolio |
text name of the portfolio the order book is associated with |
envir |
the environment to retrieve the orderbook object from, defaults to .strategy |
Value
A data.frame containing:
- Order.Qty
- Order.Price
- Order.Type
- Order.Side
- Order.Threshold
- Order.Status
- Order.StatusTime
- Prefer
- Order.Set
- Txn.Fees
- Rule
See Also
addOrder
getOrders
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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