Hi, I am debugging a strategy by going through my order book, but missing
the net position of my strategy in the output:
ob <- getOrderBook("xyz")$xyz$ABC
ob.df <- data.frame(Date=time(ob),coredata(ob))
View(ob.df)
Is there a way to display the actual position size line by line with each
trade in ob.df?
Many thanks in advance,
Peter
[[alternative HTML version deleted]]
_______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should
go.
