Jasen Mackie
Jasen Mackie
Hi @paglos the `amzn_test.R` demo works on 0.14.7 and shares the most similar structure to your example code. In order to reproduce your error could you share your source data?
Thanks @joshuaulrich. Do you also get this error for your original self-contained example? ``` Error in attributes(xx)
Apologies @joshuaulrich my bad...i think it was a case of premature debugging or debugging in a dirty environment. @paglos if you use a timestamp in your example the code will...
hi @paglos can we close this issue?
hi @braverock can we close this issue? i think commit https://github.com/braverock/blotter/commit/d096b686d30bb63ebf0cbc2af7ef84b88b5c4820 would have closed this issue?
\# 10 Index Adjusted Performance Metric \## IndexAdjustedCost demo using part of amzn data \## The below will be used for Arrival Cost data(amzn) \## Assuming algo buyss amzn based...
For IS we can provide a parameter to the function which lets users specify their decision price, and without that information we can use the Arrival Price which is the...
Thanks @anshul96go. For Benchmark Price Performance, its really up to the user to specify a benchmark price (ie. an actual price and not a reference to "Open" or "Close"). If...
4. Benchmark Price Performance uses a benchmark price as determined by the user. Since the price could be anything and we cannot cater to all combinations of potential prices, we...
hi @mrjohn357 could you share a reproducible example perhaps?