getBySymbol: Retrieves calculated attributes for each position in the...

Description Usage Arguments Details Value

Description

Retrieves calculated attributes for each position in the portfolio from the posPL table. Assembles into a symbol-by-time table useful for graphing or calculations

Usage

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.getBySymbol(Portfolio, Attribute, Dates = NULL, Symbols = NULL,
  native = FALSE)

Arguments

Portfolio

a portfolio object containing transactions

Attribute

column name to be assembled for each symbol

Dates

dates to return the calculation over formatted as xts range

Symbols

an instrument identifier for a symbol included in the portfolio

native

whether to use the currency of the portfolio, or convert, default FALSE

Details

items typically include things like 'Pos.Qty', 'Pos.Value', 'Txn.Value', 'Realized.PL', 'Unrealized.PL',or 'Trading.PL'

Value

regular xts object of values by symbol


blotter documentation built on April 15, 2017, 9:41 a.m.

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