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
_______________________________________________
R-SIG-Finance at r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.
Position size in order book
2 messages · Brian G. Peterson, Peter Neumaier
Spot on Brian: I got confused. Many Thanks. Peter. On Tue, Mar 8, 2016 at 8:22 PM, Brian G. Peterson <brian at braverock.com> wrote:
Orders are not transactions. Do you perhaps want getTxns () or
perTradeStats () ?
--
Brian G. Peterson
ph: 773-459-4973
im: bgpbraverock
Sent 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
[[alternative HTML version deleted]]
_______________________________________________ R-SIG-Finance at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.