Man pages for cloudcello/blotter
Tools for Transaction-Oriented Trading Systems Development

AcctReturnsCalculate account returns
addAcctTxnAdd capital account transactions, such as capital additions...
addDivAdd cash dividend transactions to a portfolio.
addPortfInstradd an instrument to a portfolio
addTxnAdd transactions to a portfolio.
amznHypothetical Intra-Day AMZN Trades
blotter-packageTools for Transaction-Oriented Trading Systems Development
calcPortfWgtCalculates the portfolio weights for positions within a given...
calcPosAvgCostCalculates the average cost of a resulting position from a...
calcTxnAvgCostCalculates a per share or per contract cost of the...
calcTxnValueCalculates the total value of a transaction or trade
chart.MEChart Maximum Adverse/Favorable Excursion
chart.PosnChart trades against market data, position through time, and...
chart.ReconcileChart trades against market data, position through time, and...
chart.SpreadCharts the transaction series, positions, and P&L of a spread...
dailyTxnPLgenerate daily Transaction Realized or Equity Curve P&L by...
extractTxnsExtract transactions from a portfolio
getAccountGet an account object from the .blotter environment
getByPortfget attributes from each portfolio in an account
getBySymbolRetrieves calculated attributes for each position in the...
getEndEqRetrieves the most recent value of the capital account
getPortfAcctget a protfolio in an account
getPortfolioget a portfolio object
getPosRetrieves all information about the position as of a date
getPosAvgCostRetrieves the most recent average cost of the position
getPosQtygets position at Date
getTxnsRetrieve transactions and their attributes.
IBMIBM stock price data for one month
initAcctConstructs the data container used to store calculated...
initPortfInitializes a portfolio object.
initPosPLinitializes position P&L for a portfolio instrument
initSummaryinitialize the summary table used in portfolio and account...
initTxnConstructs the data container used to store transactions and...
is.accountgeneric is.function for account, will take either a string or...
is.portfoliogeneric is.function for portfolio, will take either a string...
pennyPerShareExample TxnFee cost function
perTradeStatscalculate flat to flat per-trade statistics
PortfReturnsCalculate portfolio instrument returns
put.accountput a account object in .blotter env
put.portfolioput a portfolio object in .blotter env
tradeQuantilesquantiles of per-trade stats
tradeStatscalculate statistics on transactions and P&L for a symbol or...
updateAcctConstructs the equity account calculations from the portfolio...
updateEndEqupdate ending equity for an account
updatePortfupdate Portfilio P&L over a Dates range
updatePosPLCalculates position PL from the position data and...
cloudcello/blotter documentation built on May 12, 2017, 6:31 a.m.