get_strat_size | R Documentation |
Get strategies sizes at a specific date from headline sizes of strategies
get_strat_size(strat_df, as_of_date = NULL, approx = TRUE)
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 |
A dataframe containing the columns 'strat' and 'size'
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