updatePosPL: Calculates position PL from the position data and...

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

Description

Calculates position PL from the position data and corresponding close price data.

Usage

.updatePosPL(Portfolio, Symbol, Dates = NULL, Prices = NULL,
  ConMult = NULL, Interval = NULL, ...)

Arguments

Portfolio	a portfolio name to a portfolio structured with initPortf()
Symbol	an instrument identifier for a symbol included in the portfolio
Dates	xts subset of dates, e.g., "2007-01::2008-04-15". These dates must appear in the price stream
Prices	periodic prices in an xts object with a columnname compatible with getPrice
ConMult	if necessary, numeric contract multiplier, not needed if instrument is defined.
Interval	optional character string, containing one of "millisecond" (or "ms"), "microsecond" (or "us"), "second", "minute", "hour", "day", "week", "month", "quarter", or "year". This can optionally be preceded by a positive integer, or followed by "s".
...	any other passthru parameters

Value

Regular time series of position information and PL

Author(s)

Peter Carl, Brian Peterson

cloudcello/blotter documentation built on May 13, 2019, 8:04 p.m.