PortfolioEffectHFT (version 1.7)

set_quantity: Set Position Quantity

Description

Sets new position quantity.

Usage

set_quantity(asset,quantity)

Arguments

asset

Position object created using position_add( ) function

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')
# positionGOOG=position_add(portfolio,'GOOG',100,priceData=goog.data)   
# positionAAPL=position_add(portfolio,'AAPL',300,priceData=aapl.data) 
# print(portfolio)
# 
# set_quantity(positionGOOG,400)
# print(portfolio)
# ## End(Not run)