addTrans: Add a transaction to a series of transactions

In pnl: Profit and Loss calculation for financial instruments and portfolio's.

Description

To add a transaction to the series of transactions for an instrument.

Usage

 txn = addTrans(txn, date, size=100, price, fees = 0) 

Arguments

txn	the xts time series with transactions for this instrument.
date	the transaction date as ISO 8106, e.g., '2008-09-01'.
size	the size of the transaction. Positive values indicate a 'buy'; negative values indicate a 'sell'.
price	market clearing price at which the transaction was done.
fees	fees for the transaction, e.g. commissions. Fees are indicated as negative values.

Details

The addTrans function will only add the transaction to the series of transactions. No PnL calculations are done.

Value

Returns the series of transactions with the new transaction.

Author(s)

Mark Breman

See Also

addDvd, pnl

Examples

  ## first transaction for this instrument:  on 2009-01-02 buy 36@23.05 and pay a commission of 1.0
  txn = addTrans(NULL, date='2009-01-02', size=36, price=23.05, fees=-1.0)

  ## sell them on 2009-01-04 for 23.09, and pay a commission of 1.0 
  txn = addTrans(txn, date='2009-01-04', size=-36, price=23.09, fees=-1.0)

pnl documentation built on May 2, 2019, 5:01 p.m.