periodData-class: Class "periodData"
Description
Contains data from the simulation that pertains to the
passing of time during a period, such as performance and trading
activity.
Objects from the Class
Objects can be created by calls of the form new("periodData", ...).Slots
period:- Object of class
"orderable" specifying
the period to which the object pertains. turnover:- Object of class
"numeric" that
contains the total value of trades, in a reference currency,
executed during the trading period. universe.turnover:- Object of class
"numeric"
that contains the total value of positions, in a reference
currency, that have exited the universe. Positions in securities
held in the previous period but delisted in this period would
contribute to this value. performance:- Object of class
"performance"
specifying return and profit for the period. contribution:- Object of class
"contribution"
specifying contributions of various categories of positions to
total performance for the period. trades:- Object of class
"trades" specifying the
set of trades executed during this period.
Methods
- saveOut
signature(object = "periodData", type =
"character", fmt = "missing", out.loc = "character", name =
"character", verbose = "logical"): save this object. Currently
only one format, binary .RData, is available, and so the
fmt parameter is missing here.