calcEquityCurveFromTrans: Calculate equity curve from transactions.
In tmk-c/myrlib: My R library for daily work

Calculate equity curve from transactions.

1 2	calcEquityCurveFromTrans(trans, base_xts = NULL, start_date = NULL, end_date = NULL)

`trans`	Transactions which contains date and pnl.
`base_xts`	xts which contains all trading days.

Equity curve by data.table format.

tmk-c/myrlib documentation built on May 29, 2019, 1:44 p.m.

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