make.blotter: make.blotter - Add all the transactions to a blotter package

Description Usage Arguments Value Author(s)

View source: R/make.blotter.R

Description

This will add the transactions in a given rulesNtrades portfolio to blotter package If you want to remove anything from blotter, use below commans rm(list=ls(envir=.blotter), envir = .blotter) rm("portfolio.CUD",pos=.blotter) rm("account.CUD",pos=.blotter) rm("order_book.CUD",pos=.strategy)

Usage

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make.blotter(in.port, out.port = "temp.blot", cur = "USD",
  symbol = "SBIN", initEq = 1e+05, initDate = "1950-12-31",
  verboseFlag = TRUE, forceClose = FALSE)

Arguments

in.port

- rulesNtrades portfolio from which transactions to be obtained(input)

out.port

- blotter portfolio to which rules to be added

cur

- currency . Usually leave it as "USD"

symbol

- stock which needs to be added (It won't filter the symbols from in.port. Create a different portfolio in rulesNtrades for each)

forceClose

- Default FALSE. if already out.port is there, delete the portfolio. Remember all portfolios are deleted with this.

Value

portfolio name that has all the trades,transactions.

Author(s)

Siva Sunku


sivasunku/rulesNtrades documentation built on May 29, 2019, 11 p.m.