tradeOrderStats: get order information associated with closing positions
In cloudcell/quantstrat: Quantitative Strategy Model Framework

Combine perTradeStats output with closed order information.

1	tradeOrderStats(portfolio, symbol, ...)

`portfolio`	text name of the portfolio the order book is associated with
`symbol`	text string defining the symbol to get trades and orders for
`...`	any other passthrough parameters

TODO: decide which of these columns are actually important TODO: add option for opening order/trade pairing rather than closing

A xts object containing:

Order.Qty
Order.Price
Order.Type
Order.Side
Order.Threshold
Order.Status: should be 'closed' only
Order.StatusTime: time of the closing trade, should match 'End' column
Prefer: prefer argument for getPrice
Order.Set: order set of the closing trade
Txn.Fees: and fees applied to the closing trade
Rule: the name of the rule that generated the order which closed the position
Start: the POSIXct timestamp of the start of the trade
Init.Pos: the initial position on opening the trade
Max.Pos: the maximum (largest) position held during the open trade
Num.Txns: the number of transactions included in this trade
Max.Notional.Cost: the largest notional investment cost of this trade
Net.Trading.PL: net trading P&L in the currency of Symbol
MAE: Maximum Adverse Excursion (MAE), in the currency of Symbol
MFE: Maximum Favorable Excursion (MFE), in the currency of Symbol
Pct.Net.Trading.PL: net trading P&L in percent of invested Symbol price gained or lost
Pct.MAE: Maximum Adverse Excursion (MAE), in percent
Pct.MFE: Maximum Favorable Excursion (MFE), in percent
tick.Net.Trading.PL: net trading P&L in ticks
tick.MAE: Maximum Adverse Excursion (MAE) in ticks
tick.MFE: Maximum Favorable Excursion (MFE) in ticks