[Blotter-commits] r526 - pkg/blotter/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Jan 5 05:00:46 CET 2011
Author: peter_carl
Date: 2011-01-05 05:00:45 +0100 (Wed, 05 Jan 2011)
New Revision: 526
Modified:
pkg/blotter/R/addTxn.R
Log:
- edits to roxygen documentation
Modified: pkg/blotter/R/addTxn.R
===================================================================
--- pkg/blotter/R/addTxn.R 2011-01-04 16:21:18 UTC (rev 525)
+++ pkg/blotter/R/addTxn.R 2011-01-05 04:00:45 UTC (rev 526)
@@ -2,28 +2,30 @@
#'
#' When a trade or adjustment is made to the Portfolio, the addTxn function
#' calculates the value and average cost of the transaction, the change in
-#' position, the resulting positions average cost, and any realized prot
+#' position, the resulting positions average cost, and any realized profit
#' or loss (net of fees) from the transaction. Then it stores the transaction
#' and calculations in the Portfolio object.
#'
#' Fees are indicated as negative values and will be subtracted from the
#' transaction value. TxnFees can either be a fixed amount, or a function
-#' of two arguments Qty and Price in which case the function is evaluated to
+#' in which case the function is evaluated to
#' determine the fee amount.
+#' The \code{pennyPerShare} function provides a simple example of a transaction cost
+#' function.
#'
-#' @param Portfolio A portfolio name that points to a portfolio object structured with initPortf()
-#' @param Symbol An instrument identifier for a symbol included in the portfolio,e.g., IBM
+#' @param Portfolio A portfolio name that points to a portfolio object structured with \code{initPortf()}
+#' @param Symbol An instrument identifier for a symbol included in the portfolio, e.g., "IBM"
#' @param TxnDate Transaction date as ISO 8601, e.g., '2008-09-01' or '2010-01-05 09:54:23.12345'
#' @param TxnQty Total units (such as shares or contracts) transacted. Positive values indicate a 'buy'; negative values indicate a 'sell'
#' @param TxnPrice Price at which the transaction was done
#' @param \dots Any other passthrough parameters
#' @param TxnFees Fees associated with the transaction, e.g. commissions., See Details
#' @param ConMult Contract/instrument multiplier for the Symbol if it is not dened in an instrument specication
-#' @param verbose If TRUE (default) the function prints the elements of the transaction in a line to the screen, e.g., "2007-01-08 IBM 50 @ 77.6". Suppress using FALSE.
+#' @param verbose If TRUE (default) the function prints the elements of the transaction in a line to the screen, e.g., "2007-01-08 IBM 50 \@ 77.6". Suppress using FALSE.
#' @note
#' The addTxn function will eventually also handle other transaction types,
#' such as adjustments for corporate actions or expire/assign for options.
-#' The pennyPerShare function provides a simple example of a transaction cost function the user could supply.
+
#' @seealso \code{\link{addTxns}}, \code{\link{pennyPerShare}}, \code{\link{initPortf}}
#' @author Peter Carl
#' @export
@@ -105,9 +107,10 @@
#' @param Symbol An instrument identifier for a symbol included in the portfolio,e.g., IBM
#' @param TxnData An xts object containing all required txn fields
#' @param \dots Any other passthrough parameters
-#' @param verbose If TRUE (default) the function prints the elements of the transaction in a line to the screen, e.g., "2007-01-08 IBM 50 @ 77.6". Suppress using FALSE.
+#' @param verbose If TRUE (default) the function prints the elements of the transaction in a line to the screen, e.g., "2007-01-08 IBM 50 \@ 77.6". Suppress using FALSE.
#' @param ConMult Contract or instrument multiplier for the Symbol if it is not dened in an instrument specication
#' @seealso \code{\link{addTxn}}, \code{\link{initPortf}}
+#' @notes
#' TODO figure out if we can fully vectorize this function to make it faster
addTxns<- function(Portfolio, Symbol, TxnData , verbose=TRUE, ..., ConMult=NULL)
{
@@ -175,12 +178,12 @@
#' Adding a cash dividend does not affect position quantity, like a split would.
#'
#' @param Portfolio A portfolio name that points to a portfolio object structured with initPortf().
-#' @param Symbol An instrument identifier for a symbol included in the portfolio,e.g., IBM.
+#' @param Symbol An instrument identifier for a symbol included in the portfolio, e.g., IBM.
#' @param TxnDate Transaction date as ISO 8601, e.g., '2008-09-01' or '2010-01-05 09:54:23.12345'.
#' @param DivPerShare The amount of the cash dividend paid per share or per unit quantity.
#' @param \dots Any other passthrough parameters.
-#' @param TxnFees Fees associated with the transaction, e.g. commissions., See Details
-#' @param verbose If TRUE (default) the function prints the elements of the transaction in a line to the screen, e.g., "2007-01-08 IBM 50 @ 77.6". Suppress using FALSE.
+#' @param TxnFees Fees associated with the transaction, e.g. commissions. See Details
+#' @param verbose If TRUE (default) the function prints the elements of the transaction in a line to the screen, e.g., "2007-01-08 IBM 50 \@ 77.6". Suppress using FALSE.
#' @param ConMult Contract or instrument multiplier for the Symbol if it is not dened in an instrument specication.
#' @export
#' @note
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