addTxns addfees

My apologies.  I see what you are talking about, and I see where that
is hardcoded in.  So, you would need to replace

TxnFee <- 0

with

TxnFee <- as.numeric(TxnData[row, "txnfees"])


On Wed, Jul 4, 2012 at 6:24 PM, Hideyoshi Maeda
<hideyoshi.maeda at gmail.com> wrote:

Thanks for your response.

I am aware that addTxn is not vectorized...

but what I am using below is addTxns...(note the 's' after Txn)

This allows transaction data through the TxnData argument

It is, in effect, a vectorised version of addTxn...even the blotter demo from

demo(amzn_test)

uses this....

However unlike the demo...i wanted to include Transaction fees, and wanted to know if this was possible...as the function for addTxns automatically assigns this to zero...



On 5 Jul 2012, at 09:15, G See wrote:

Hi Hideyoshi,

addTxn is not vectorized, and it does not have a txnData argument.  To
see how the function is intended to be used, please read

?addTxn

Then look at the demos that are included with blotter as well as the
examples in ?blotter.

HTH,
Garrett

On Wed, Jul 4, 2012 at 5:46 PM, Hideyoshi Maeda
<hideyoshi.maeda at gmail.com> wrote:

If an example is required

Here is an example:

rm(list=ls(pos=.blotter),pos=.blotter)
rm(list=ls(pos=.instrument),pos=.instrument)
rm(list=ls(pos=.strategy),pos=.strategy)

currency('USD')
stock("SPY", currency="USD", mulitplier=1)

getSymbols('SPY', from='2012-03-01', to='2012-07-04')

portf.name <- "dummy.Portfolio"

initPortf(portf.name, 'SPY', initDate='2012-02-29')
initAcct(portf.name, portf.name, initDate='2012-02-29', initEq=1e6)

qty <- rep(c(1,-1), nrow(SPY)/2)
price <- SPY[,4]
txnfees <- rep(-5, nrow(SPY))
txndata <- cbind(qty, price, txnfees)
colnames(txndata) <- c("Quantity","Price","txnfees")

blotter:::addTxns(Portfolio=portf.name, Symbol='SPY', TxnData=txndata )

txns <- getTxns(Portfolio=portf.name, Symbol='SPY')

head(txns)
This will show the buying and selling of 1 share on alternate days at the close but will not show any of the fees relating to each transaction.

Thanks

HLM

On 5 Jul 2012, at 01:48, Hideyoshi Maeda wrote:

Hi I am looking at the addTxns function in blotter, and I would like to add fees data/information in the TxnData argument (as a column).

When looking at the function, by running

blotter:::addTxns
it seems to use the column names "Price" and "Quantity" but automatically sets/assigns the TxnFees to zero.

Is there a way of overwriting this, so that it can be included in my analysis?