getBySymbol: Retrieves calculated attributes for each position in the...
In cloudcell/blotter: Tools for Transaction-Oriented Trading Systems Development
Description
Usage
Arguments
Details
Value
Description
Retrieves calculated attributes for each position in the portfolio
from the posPL table. Assembles into a symbol-by-time table useful
for graphing or calculations
Usage
1
2
.getBySymbol(Portfolio, Attribute, Dates = NULL, Symbols = NULL,
native = FALSE)
Arguments
Portfolio
a portfolio object containing transactions
Attribute
column name to be assembled for each symbol
Dates
dates to return the calculation over formatted as xts range
Symbols
an instrument identifier for a symbol included in the portfolio
native
whether to use the currency of the portfolio, or convert, default FALSE
Details
items typically include things like
'Pos.Qty', 'Pos.Value', 'Txn.Value', 'Realized.PL', 'Unrealized.PL',or 'Trading.PL'
Value
regular xts object of values by symbol
cloudcell/blotter documentation built on May 13, 2019, 8:01 p.m.
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Description Usage Arguments Details Value
Description
Retrieves calculated attributes for each position in the portfolio from the posPL table. Assembles into a symbol-by-time table useful for graphing or calculations
Usage
1 2 | .getBySymbol(Portfolio, Attribute, Dates = NULL, Symbols = NULL,
native = FALSE)
|
Arguments
Portfolio |
a portfolio object containing transactions |
Attribute |
column name to be assembled for each symbol |
Dates |
dates to return the calculation over formatted as xts range |
Symbols |
an instrument identifier for a symbol included in the portfolio |
native |
whether to use the currency of the portfolio, or convert, default FALSE |
Details
items typically include things like 'Pos.Qty', 'Pos.Value', 'Txn.Value', 'Realized.PL', 'Unrealized.PL',or 'Trading.PL'
Value
regular xts object of values by symbol
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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