PortfolioEffectHFT (version 1.6)

position_txnCosts: Position Transactional Costs

Description

Computes monetary value of accumulated position transactional costs.

Usage

position_txnCosts(portfolio,symbol)

Arguments

portfolio

Portfolio object created using portfolio_create( ) function

symbol

Unique identifier of the instrument

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',txnCostFixed=100)
# portfolio_addPosition(portfolio,'GOOG',c(100,200),time=c(1412256601000,1412266600000),
# priceData=goog.data) 
# portfolio_addPosition(portfolio,'AAPL',c(300,150),time=c(1412266600000,1412276600000),
# priceData=aapl.data) 
# portfolio_addPosition(portfolio,'SPY',150,priceData=spy.data)
# util_plot2d(position_txnCosts(portfolio,'GOOG'),title="Position Transactional Costs, GOOG")
# ## End(Not run)