initializes position P&L for a portfolio instrument

Share:

Description

Constructs the data container used to store calculated P&L values from transactions and close prices.

Usage

1
2
.initPosPL(initDate = "1950-01-01", ..., initPosQty = 0, initConMult = 1,
  initCcyMult = 1)

Arguments

initDate

date prior to the first close price given, used to contain initial account equity and initial position

initPosQty

initial position, default is zero

initConMult

initial contract multiplier, default is one(1)

initCcyMult

initial currency multiplier, default is one(1)

...

any other passthrough parameters

Details

Constructs multi-column xts object used to store derived position information

Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.