getByPortf: get attributes from each portfolio in an account

In cloudcell/blotter: Tools for Transaction-Oriented Trading Systems Development

Description

Retrieves calculated attributes for each portfolio in the account from the portfolio summary table. Assembles into a portfolio-by-time table, normalized to the Account currency

Usage

.getByPortf(Account, Attribute, Dates = NULL)

Arguments

Account	an Account object containing Portfolio summaries
Attribute	column name to be assembled for each symbol
Dates	dates to return the calculation over formatted as xts range

Details

Attribute: typically any of: 'Long.Value', 'Short.Value', 'Net.Value', 'Gross.Value', 'Txn.Fees', 'Realized.PL', 'Unrealized.PL', or 'Trading.PL'

Value

regular xts object of values by portfolio

cloudcell/blotter documentation built on May 13, 2019, 8:01 p.m.