initializers {dispositionEffect} | R Documentation |
Initializers functions
Description
Initializers functions
Usage
initializer_portfolio(investor, assets)
initializer_realized_and_paper(investor, assets, method = "all")
initializer_timeseries_DE(investor, assets, datetimes, method)
Arguments
investor |
Character string. The name of the investor. |
assets |
Character vector. The names of the assets traded by the investor. |
method |
Character string. The method used to compute papers. Allowed values are "count", "total", "value", "duration" and "all". |
datetimes |
POSIXct vector. The datetimes of the investors' transactions. |
Value
Empty data.frame
of either investor's
portfolio, investor's realized and paper gains and losses results,
or time series Disposition Effect based on the chosen method.
Functions
-
initializer_portfolio
: Emptydata.frame
of investor's portfolio. -
initializer_realized_and_paper
: Emptydata.frame
of investor's realized and paper gains and losses results based on the chosen method. -
initializer_timeseries_DE
: Emptydata.frame
of investor's time series disposition effect based on the chosen method.