calcEquityCurveFromTrans: Calculate equity curve from transactions.
In tmk-c/myrlib: My R library for daily work
Description
Usage
Arguments
Value
View source: R/calcEquityCurveFromTrans.R
Description
Calculate equity curve from transactions.
Usage
1
2
calcEquityCurveFromTrans(trans, base_xts = NULL, start_date = NULL,
end_date = NULL)
Arguments
trans
Transactions which contains date and pnl.
base_xts
xts which contains all trading days.
Value
Equity curve by data.table format.
tmk-c/myrlib documentation built on May 29, 2019, 1:44 p.m.
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Description Usage Arguments Value
View source: R/calcEquityCurveFromTrans.R
Description
Calculate equity curve from transactions.
Usage
1 2 | calcEquityCurveFromTrans(trans, base_xts = NULL, start_date = NULL,
end_date = NULL)
|
Arguments
trans |
Transactions which contains date and pnl. |
base_xts |
xts which contains all trading days. |
Value
Equity curve by data.table format.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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