pf_summary: Gets a sizes of each strategy in a portfolio at a specific...

Description Usage Arguments Value

Description

Gets a sizes of each strategy in a portfolio at a specific date. Use to retrieve sizes in month weight terms

Usage

1
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 Dec. 2, 2019, 4 p.m.