PortfolioEffectHFT (version 1.6)

position_setQuantity: Set Position Quantity

Description

Sets new position quantity.

Usage

position_setQuantity(portfolio,symbol,quantity)

Arguments

portfolio

Portfolio object created using portfolio_create( ) function

symbol

Unique identifier of the instrument

quantity

One dimensional vector of position quantities or an integer number if quantity is constant

Value

Examples

## Not run: 
# data(aapl.data) 
# data(goog.data) 
# data(spy.data) 
# portfolio<-portfolio_create(priceDataIx=spy.data)
# portfolio_settings(portfolio,windowLength = '3600s',resultsSamplingInterval='60s')
# portfolio_addPosition(portfolio,'GOOG',100,priceData=goog.data)  
# portfolio_addPosition(portfolio,'AAPL',300,priceData=aapl.data) 
# portfolio_addPosition(portfolio,'SPY',150,priceData=spy.data)
# print(portfolio)
# 
# position_setQuantity(portfolio,'GOOG',400)
# print(portfolio)
# ## End(Not run)