On 08/10/12 10:26, Brian G. Peterson wrote:
> You haven't said *why* you want to do this, but I'll presume that it
> is so that you can do some rebalancing, or something similar. You can
> approximate from the current positions and the value of each position
> without marking the portfolio against all the market data.

I am still feeling my way with this software.

The current reason I am doing this, as I sit here, is that I have been
hacking on Blotter from the perspective of the "Turtle" demo, and that
algorithm requires it.

More generally money management requires knowing current equity to size
transactions.  (?)

>
> You can also getTxns, and check the last one, but this will still be
> rather inefficient.  You'd be better off calling the update* functions
> every time you do a transaction, though this too will be less
> efficient than you likely need. 

So I am best to keep a logical (say 'txn.b') and reset it at the start
of every time period, set it if there is a transaction, and update the
portfolio if it is set.

cheers
Worik

-- 
it does not matter                      I think that I shall never see
how much I dig and dig                    A billboard lovely as a tree
this hole just                      Indeed, unless the billboards fall
keeps getting deeper                      I'll never see a tree at all


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