get_strat_size: Get strategies sizes at a specific date from headline sizes...

Description Usage Arguments Value

Description

Get strategies sizes at a specific date from headline sizes of strategies

Usage

1
get_strat_size(strat_df, as_of_date = NULL, approx = TRUE)

Arguments

strat_df

A dataframe containing timeseries of headline sizes of strategies

as_of_date

A Date variable

approx

A boolean indicating if 'as_of_date' is not available, the next available earlier date will be used

Value

A dataframe containing the columns 'strat' and 'size'


yunching/tidymas documentation built on Feb. 17, 2020, 5:13 a.m.