Message-ID: <1eltsbb9vtfkhqymj6nmkfb4.1457468566184@email.android.com>
Date: 2016-03-08T20:22:46Z
From: Brian G. Peterson
Subject: Position size in order book
Orders are not transactions. Do you perhaps want getTxns () or perTradeStats () ?
--Brian G. Peterson?ph: 773-459-4973im: bgpbraverockSent from my mobile, please excuse my brevity.?
-------- Original message --------
From: Peter Neumaier <peter.neumaier at gmail.com>
Date: 2016/03/08 20:13 (GMT+01:00)
To: r-sig-finance at r-project.org
Subject: [R-SIG-Finance] Position size in order book
Hi, I am debugging a strategy by going through my order book, but missing
the net position of my strategy in the output:
ob <- getOrderBook("xyz")$xyz$ABC
ob.df <- data.frame(Date=time(ob),coredata(ob))
View(ob.df)
Is there a way to display the actual position size line by line with each
trade in ob.df?
Many thanks in advance,
Peter
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