[R-SIG-Finance] blotter getting getEndEq(account, CurrentDate) by Symbol

[Brian G. Peterson]

The list slot is

$symbols

as described in the documentation,

*not*

$symbol

as in your non-reproducible example,

*so*

getPortfolio(portfolio.str)$symbols[[symbol.str]]$posPL$Net.Trading.PL

should work where portfolio.str and symbol.str are character strings.


On 02/27/2011 06:13 PM, Immanuel wrote:
> Hello again,
>
> I'm still trying to get the current end equity for one symbol.
> What is the smartest way to accomplished that?
> I figured out that:
> getPortfolio("turtles")$symbol[symbol]
> produces the output below. So I was hoping that
> sum(getPortfolio("turtles")$symbol[symbol]$posPL$Net.Trading.PL)
> would give me what I want but I got only "NULL" .
>
> Any suggestions? Or is there a simpler way to accomplish
> what I want?
>
> I need the end quity for each symbol to calculate the
> UnitSize for the next trade since I want to trade each
> symbol on its own equity.
>
> regards
>
> --------
>
> Browse[1]>  getPortfolio("turtles")$symbol[symbol]
> $XLE
> $XLE$txn
>             Txn.Qty Txn.Price  Txn.Value Txn.Avg.Cost Pos.Qty Pos.Avg.Cost
> 2008-01-01       0      0.00       0.00         0.00       0         0.00
> 2008-03-13   10825     76.15  824323.75        76.15   10825        76.15
> 2008-03-24  -10825     72.05 -779941.25        72.05       0         0.00
> 2008-03-25     385     72.77   28016.45        72.77     385        72.77
>             Gross.Txn.Realized.PL Txn.Fees Net.Txn.Realized.PL Con.Mult
> 2008-01-01                   0.0        0                 0.0        0
> 2008-03-13                   0.0        0                 0.0        1
> 2008-03-24              -44382.5        0            -44382.5        1
> 2008-03-25                   0.0        0                 0.0        1
>
> $XLE$posPL
>             Pos.Qty Con.Mult Ccy.Mult Pos.Value Pos.Avg.Cost Txn.Value
> 2008-01-01       0        1        1       0.0         0.00       0.0
> 2008-03-13   10825        1        1  824323.8        76.15  824323.8
> 2008-03-14   10825        1        1  809277.0        76.15       0.0
> 2008-03-17   10825        1        1  781023.8        76.15       0.0
> 2008-03-18   10825        1        1  815122.5        76.15       0.0
> 2008-03-19   10825        1        1  765327.5        76.15       0.0
> 2008-03-20   10825        1        1  766518.2        76.15       0.0
> 2008-03-24       0        1        1       0.0         0.00 -779941.2
>             Period.Realized.PL Period.Unrealized.PL Gross.Trading.PL Txn.Fees
> 2008-01-01                0.0                 0.00             0.00        0
> 2008-03-13                0.0                 0.00             0.00        0
> 2008-03-14                0.0            -15046.75        -15046.75        0
> 2008-03-17                0.0            -28253.25        -28253.25        0
> 2008-03-18                0.0             34098.75         34098.75        0
> 2008-03-19                0.0            -49795.00        -49795.00        0
> 2008-03-20                0.0              1190.75          1190.75        0
> 2008-03-24           -44382.5             57805.50         13423.00        0
>             Net.Trading.PL
> 2008-01-01           0.00
> 2008-03-13           0.00
> 2008-03-14      -15046.75
> 2008-03-17      -28253.25
> 2008-03-18       34098.75
> 2008-03-19      -49795.00
> 2008-03-20        1190.75
> 2008-03-24       13423.00
>
> $XLE$posPL.USD
>             Pos.Qty Con.Mult Ccy.Mult Pos.Value Pos.Avg.Cost Txn.Value
> 2008-01-01       0        1        1       0.0         0.00       0.0
> 2008-03-13   10825        1        1  824323.8        76.15  824323.8
> 2008-03-14   10825        1        1  809277.0        76.15       0.0
> 2008-03-17   10825        1        1  781023.8        76.15       0.0
> 2008-03-18   10825        1        1  815122.5        76.15       0.0
> 2008-03-19   10825        1        1  765327.5        76.15       0.0
> 2008-03-20   10825        1        1  766518.2        76.15       0.0
> 2008-03-24       0        1        1       0.0         0.00 -779941.2
>             Period.Realized.PL Period.Unrealized.PL Gross.Trading.PL Txn.Fees
> 2008-01-01                0.0                 0.00             0.00        0
> 2008-03-13                0.0                 0.00             0.00        0
> 2008-03-14                0.0            -15046.75        -15046.75        0
> 2008-03-17                0.0            -28253.25        -28253.25        0
> 2008-03-18                0.0             34098.75         34098.75        0
> 2008-03-19                0.0            -49795.00        -49795.00        0
> 2008-03-20                0.0              1190.75          1190.75        0
> 2008-03-24           -44382.5             57805.50         13423.00        0
>             Net.Trading.PL
> 2008-01-01           0.00
> 2008-03-13           0.00
> 2008-03-14      -15046.75
> 2008-03-17      -28253.25
> 2008-03-18       34098.75
> 2008-03-19      -49795.00
> 2008-03-20        1190.75
> 2008-03-24       13423.00
> ----------------------
>
> On 02/27/2011 10:19 PM, Brian G. Peterson wrote:
>> On 02/27/2011 03:13 PM, Immanuel wrote:
>>> Hello all,
>>>
>>> I'm desperedly trying to getEndEq(account, CurrentDate) for
>>> one symbol. I found that .getBySymbol() internal is used by
>>> PortfReturns() but I only got:
>>>
>>>> .getBySymbol(Portfolio = Portfolio, Attribute = "Net.Trading.PL",Dates
>>> = CurrentDate)
>>> Error: could not find function ".getBySymbol"
>>>
>>> which I don't understand since ?.getBySymol shows the R Help
>>>
>>> can anyone help me out?
>>>
>>> thanks&   regards,
>>> Immanuel
>>
>> the .functions are not exported, so you need to call it explicitly
>>
>> blotter:::.getBySymbol
>>
>>
>