[R-SIG-Finance] Question on blotter: AddTxn() and Txn.Fee
Lei Jin
leijin56 at gmail.com
Sun Nov 14 18:13:33 CET 2010
Hi,
I am trying running the longtrend.r demo from blotter installed
directory. And I noticed something I don't understand. After run the
demo, I did
print(getAccount("longtrend"))
Txn.Fees is not 0 (note that the Txn.Fee is set to 0 in the addTxn()
call in the demo script).
Unrealized.PL Gross.Trading.PL Txn.Fees Net.Trading.PL
1997-12-31 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
1998-10-30 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
1998-11-30 0.000000e+00 5.911360e+03 5.911360e+03 5.911360e+03
1998-12-31 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
1999-01-29 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
1999-02-26 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
1999-03-31 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
1999-04-30 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
1999-05-28 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
1999-06-30 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
1999-07-30 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
1999-08-31 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
1999-09-30 1.674764e+04 9.997897e+04 1.167266e+05 1.167266e+05
1999-10-29 0.000000e+00 1.497264e+08 1.497264e+08 1.497264e+08
1999-11-30 0.000000e+00 4.234740e+03 4.234740e+03 4.234740e+03
Am I missing something?
lji
More information about the R-SIG-Finance
mailing list