Trade Strategy Analyzer


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Documentation for package ‘TradeStrategyAnalyzer’ version 1.0

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TradeStrategyAnalyzer-package Trade Strategy Analyzer
AddPortfolio Creates a new portfolio
BuyFee Transaction Fee for Buying a stock
calcSumHoldings Calculates Summary of Portfolio Holdings
calendarHeatMap Plots Calendar Heat Map
cashTicker Ticker Symbol for Cash
DetermineOrders_MeanRevert Generate Order Book using Mean Revert Trading Algorithm
DetermineOrders_RandomBuyAndHold Generate Order Book using Random Buy-and-Hold Trading Algorithm
GetPortfolioPerformance Computes Portfolio Return
GetPortfolioWorthAtTime Computes the net value of a portfolio at a particular time
gvisAnnotatedTimeLine2 modified version of gvisAnnotatedTimeLine2
gvisMotionChart2 modified version of gvisMotionChart
HoldingsInfo Data frame of asset holding for different portfolios
LoadMarketToDB Loads stock market daily prices from csv file to R and database
LoadStocksToDB Loads information on individual stocks to R and database
MeanRevertCorrelatePairwise Computes correlation information on pair of stocks
portfolioBoxPlot Plots Stock Prices Box Plot
portfolioHoldingSummaryChart Plots Portfolio Holding Summary Chart
PortfoliosInfo Data frame contain information on portfolios
portfolioStocksChart Plots Portfolio Stocks Chart
PrintSimulatorState Prints information on the current state of the simulator
readFromDB Reads data from sqlite table
schemaHoldingsTableName Database table name for Asset Holdings Info
schemaMarketTableName Database table name for Stock Market Daily Prices Info
schemaPortfoliosTableName Database table name for Portfolios Info
schemaStocksTableName Database table name for Individual Stock Info
schemaTransactionsTableName Database table name for Transaction Info
SellFee Transaction Fee for Selling a stock
SimulateBroker Simulates the execution of an order book on the stock market
stockCorrMatrixChart Plots stock correlation matrix chart
stockCorrPairsCartesianChart Plots stock correlation cartesian chart
StoreCorrelationsToDB Stores Correlations info to database
StoreHoldingsToDB Stores asset holdings info to database
StorePortfoliosToDB Stores portfolios info to database
StoreSimulationResults Stores simulation results to database
StoreTransactionsToDB Stores transactions info to database
TradeStrategyAnalyzer Trade Strategy Analyzer
TransactionsInfo Data frame contain information on transactions
VisualizeCorrelation Visualize the correlation of stock pairs
writeToDb Writes data to sqlite table