getPos: Retrieves all information about the position as of a date

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

Description

NOTE This could get much more complicated from here, particularly when it's conditional on symbol, etc.

Usage

getPos(Portfolio, Symbol, Date, Columns = c("Pos.Qty", "Pos.Avg.Cost"),
  n = 1)

Arguments

Portfolio	string identifying a portfolio object containing transactions
Symbol	an instrument identifier for a symbol included in the portfolio
Date	timestamp as of which to have the most recent position
Columns	which columns to return from the txn slot in the portfolio
n	number of periods to return, default 1

Value

All data elements related to position in a row of an xts object

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