Simple portfolio management - anything in R?
On Fri, Oct 25, 2013 at 10:21 AM, Peter Carl <peter at braverock.com> wrote:
every time I start looking at those things I glaze over...
I recommend a double espresso. Then: library(blotter) ?blotter In the example provided, you can see your starting point: ?getSymbols ?initPortf ?addTxns ?updatePortf ?initAcct ?updateAcct ?updateEndEq pcc -- Peter Carl http://www.braverock.com/peter
Peter, Thanks for the pointers. I've made a little bit of headway this Friday afternoon and likely can make more progress over the weekend. One quick question, mostly out of curiosity. How/where are blotter portfolios stored? The initPortf function seems to create something lasts beyond my current run of R. If I exit R-Studio, reenter and rerun my code that created the portfolio in the first place it tells me:
initPortf(name="Mark1",symbols="StockList")
Error in initPortf(name = "Mark1", symbols = "StockList") : Portfolio Mark1 already exists, use updatePortf() or addPortfInstr() to update it. I do see it's in the blotter environment:
ls(envir=.blotter)
[1] "portfolio.Mark1" I'm on Linux, ran updatedb and attempted to locate both portfolio and Mark1 but didn't find anything meaningful. Thanks, Mark