Skip to content

Create full tear sheet from transactions only #359

@yonil7

Description

@yonil7

I would like to be able to export all the trades from my broker and create a full tear sheet using this data only. (without passing also returns series)

Example to this can be seen in R Blotters package:

Blotter's scope is focused on the heirarchy of how transactions accumulate into positions, then into portfolios and an account. 'Transactions' are typically trades in an instrument - an amount bought or sold at a price and time. But other transaction types include splits, dividends, expirations, assignments, etc. ... Those transactions are aggregated into 'positions'. Positions are held in a 'portfolio' that contains positions in several instruments ... Portfolios are associated with an 'account'. An account is modeled as a cash account where investments, withdrawals, management fees, and other capital account changes are made.
http://artax.karlin.mff.cuni.cz/r-help/library/blotter/html/blotter-package.html

Metadata

Metadata

Assignees

No one assigned

    Type

    No type
    No fields configured for issues without a type.

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions