pf_summary: Gets a sizes of each strategy in a portfolio at a specific...
In yunching/tidymas: A collection of RMD utilities
pf_summary R Documentation
Gets a sizes of each strategy in a portfolio at a specific date. Use to retrieve sizes in month weight terms
Description
Gets a sizes of each strategy in a portfolio at a specific date. Use to retrieve sizes in month weight terms
Usage
pf_summary(portfolio, as_of_date = NULL, approx = TRUE)
Arguments
portfolio
A dataframe of strategies which are timeseries sizes of their component instruments, contains columns 'date', 'strategy'
as_of_date
A Date variable
approx
A boolean indicating if 'as_of_date' is unavailable, the next available earlier date should be used
Value
A dataframe containing the sizes of the strategies
yunching/tidymas documentation built on Feb. 5, 2023, 1:42 p.m.
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| pf_summary | R Documentation |
Gets a sizes of each strategy in a portfolio at a specific date. Use to retrieve sizes in month weight terms
Description
Gets a sizes of each strategy in a portfolio at a specific date. Use to retrieve sizes in month weight terms
Usage
pf_summary(portfolio, as_of_date = NULL, approx = TRUE)
Arguments
portfolio |
A dataframe of strategies which are timeseries sizes of their component instruments, contains columns 'date', 'strategy' |
as_of_date |
A Date variable |
approx |
A boolean indicating if 'as_of_date' is unavailable, the next available earlier date should be used |
Value
A dataframe containing the sizes of the strategies
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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