PortfolioEffectHFT (version 1.7)

util_plot2d: Line plot of portfolio metric (for a time series)

Description

Draws a new line plot using a time series of metric values.

Usage

util_plot2d(metric,
title=NULL,
subtitle=NULL,
font_size=10,
line_size=1.2,
bw=FALSE,
legend="",
axis.text.size=1.5,
title.size=2)

Arguments

metric

Time series of (time, value) returned by metric functions.

title

Plot title.

subtitle

Plot subtitle.

font_size

Baseline font size.

line_size

Line thickness.

bw

Black and white color scheme flag.

legend

Plot legend.

axis.text.size

Axis font size.

title.size

Title font size.

Value

Examples

## Not run: 
# data(aapl.data) 
# data(goog.data) 
# data(spy.data) 
# portfolio=portfolio_create(priceDataIx=spy.data)
# portfolio_settings(portfolio,portfolioMetricsMode="price",windowLength = '3600s')
# positionGOOG=position_add(portfolio,'GOOG',100,priceData=goog.data)   
# positionAAPL=position_add(portfolio,'AAPL',300,priceData=aapl.data) 
# util_plot2d(compute(log_return(portfolio))[[1]],title="Portfolio return")
# ## End(Not run)