tradeCostsResults-class {tradeCosts} | R Documentation |
This function constructs a basic trade cost analysis results object.
name
:"character"
containing
the name of this trade cost analysisresults
:"data.frame"
that
contains the raw trade cost resultsna.counts
:"data.frame"
that
contains the raw trade cost resultsbase.price
:"character"
that
explains what price is being used as the base price.benchmark.price
:"character"
that
explains what price is being used as the benchmark price.batch.method
:"character"
that
explains in what way to group the executions for analysis.signature(object = "tradeCostsResults")
:
Provides a printout summarizing the tradeCostsResults
object.signature(object = "tradeCostsResults")
:
Provides a pdf summary of the tradeCostsResults
object.signature(results = "data.frame",
num.trades = "numeric")
: Calculates best/worst trades for all
id/date pairs.signature(results = "data.frame",
num.trades = "numeric")
: Calculates best/worst trades for
ID's.signature(results = "data.frame",
num.trades = "numeric")
: Calculates best/worst trades over
periods.signature(results = "data.frame")
:
Calculates summary statistics for the tradeCostsResults object.signature(x = "tradeCostsResults")
:
Plots the tradeCostsResults object with the argument 'type' as one
of "time.series" (this is the default), "time.series.bps",
"cumulative", or any column name in the static data frame
Aaron Schwartz and Luyi Zhao and Arjun Ravi Narayan