[R-SIG-Finance] function 'addtxn' in blotter package can't add intraday trade into account?

domodo 1111938 at qq.com
Mon Sep 1 20:00:01 CEST 2014


Ulrich,thanks for your reply.

I found the reason why equity are always zero. the argument 'initDate' in
initPortf and initAcct should be earlier than market data's start date,in
this case, the start date is '2012-01-18 09:15:00',so argument 'initDate' in
initPortf and initAcct should at least be '2012-01-18 09:14:00' or earlier. 
Having replace both of the value of initDate with  '2012-01-18 09:14:00', I
got the result of txns as below:

> head(txns)
                    Txn.Qty Txn.Price Txn.Fees Txn.Value Txn.Avg.Cost
Net.Txn.Realized.PL
2012-01-18 09:14:00       0       0.0    0.000         0          0.0              
0.000
2012-01-18 09:35:00       8    2580.0 -309.600   6192000       2580.0           
-309.600
2012-01-18 09:43:00      -8    2582.0 -309.840  -6196800       2582.0           
4490.160
2012-01-18 09:54:00       8    2580.8 -309.696   6193920       2580.8           
-309.696
2012-01-18 09:57:00      -8    2575.8 -309.096  -6181920       2575.8         
-12309.096
2012-01-18 09:58:00       8    2581.8 -309.816   6196320       2581.8           
-309.816

all transactions are OK,except the first transaction. why it occurs ? I
tried to run the codes in debug mode line-by-line,but couldn't find the
reason.

PS:
I couldn't find the reason why argument 'initDate' in initPortf and 
initAcct must be earlier than market data's start date/time in help
documents.

regards.



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