sum_data {backtestGraphics} | R Documentation |
Summarize data for the overall portfolio
Description
This function takes in a data set and returns the summary for each day's net market value, profit and loss, contract number and return rate.
Usage
sum_data(x, sector.selected = NULL, capital.num = NULL)
Arguments
x |
A data frame that contains data for individual commodities. |
sector.selected |
The sector that the function is doing summarization for. When "sector.selected = NULL", the function performs summarization across the whole data set. |
capital.num |
The constant number of allocated capital to calculate return, number. Default value is NULL. When "capital.num = NULL", the function uses gross market value to calculate return rates for each row. |
Value
A data frame that summarizes the market values and returns across all commodities.
[Package backtestGraphics version 0.1.8 Index]