closedprofit: closed profit

Description Usage Arguments Details Value See Also Examples

View source: R/hftsimulator.r

Description

calculate closed profit. require setting closed=TRUE in HFTsimulator.

Usage

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closedprofit(instrumentid)

Arguments

instrumentid

character, instrument identifier

Details

closed profit is the most recent cash when all holdings are equal to zero. total_profit = holdings_profit + closed_profit.

Value

numeric, closed profit

See Also

HFTsimulator holdingsprofit

Examples

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## Not run: 
## get closed profit of TF1603
closedprofit("TF1603")

## End(Not run)

chenhaotian/High-Frequency-Trading-Simulation-System documentation built on April 18, 2018, 9:24 p.m.