holdingsprofit: holdingsprofit

In chenhaotian/High-Frequency-Trading-Simulation-System: High-Frequency Trading Simulation System

Description

calculate unclosed holdings' dynamic profit. require setting unclosed=TRUE in HFTsimulator. total_profit = holdings_profit + closed_profit

Usage

holdingsprofit(instrumentid = character(), side = "long")

Arguments

instrumentid	character, instrument identifier.
side	character, "long" or "short", specifying holdings's side.

Details

long holdings' dynamic profit = holdings * (last_price - mean_open_price), short holdings' dynamic profit = holdings * (mean_open_price - lastprice).

Value

numeric, holdings profit.

See Also

HFTsimulator meanopen closedprofit

Examples

## Not run: 
## get longholding's profit of TF1603
holdingsprofit("TF1603","long")

## End(Not run)

chenhaotian/High-Frequency-Trading-Simulation-System documentation built on May 13, 2019, 3:52 p.m.