pennyPerShare: Example TxnFee cost function
In cloudcell/blotter: Tools for Transaction-Oriented Trading Systems Development
Description
Example TxnFee cost function
Usage
1
pennyPerShare(TxnQty, ...)
Arguments
TxnQty
total units (such as shares or contracts) transacted. Positive values indicate a 'buy'; negative values indicate a 'sell'
This is an example intended to demonstrate how a cost function could be used in place of a flat numeric fee.
...
any other passthrough parameters
cloudcell/blotter documentation built on May 13, 2019, 8:01 p.m.
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Description
Example TxnFee cost function
Usage
1 | pennyPerShare(TxnQty, ...)
|
Arguments
TxnQty |
total units (such as shares or contracts) transacted. Positive values indicate a 'buy'; negative values indicate a 'sell' This is an example intended to demonstrate how a cost function could be used in place of a flat numeric fee. |
... |
any other passthrough parameters |
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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