trdSummaryByVol: transform format of trades log
In yuanwei/my: R tools for quant research
Description
Usage
Arguments
Value
Description
show the trade log in the format of trade cycle/round in order to check PnL per cycle/round
Usage
1
trdSummaryByVol(vol, trdLog, contractDetail)
Arguments
vol
trdLog
data fame. returned from signalExecute
contractDetail
Value
matrix
yuanwei/my documentation built on May 4, 2019, 6:35 p.m.
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Description Usage Arguments Value
Description
show the trade log in the format of trade cycle/round in order to check PnL per cycle/round
Usage
1 | trdSummaryByVol(vol, trdLog, contractDetail)
|
Arguments
vol |
|
trdLog |
data fame. returned from signalExecute |
contractDetail |
Value
matrix
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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