2017年9月28日木曜日

Calculate Portfolio


# purchase history
fas_hist <- list(list("FAS",as.Date("2014-01-01"),"Buy",13888),list("FAS",as.Date("2016-12-19"),"Sell",750))
# build working list
w <- vector("list",length(fas_hist))
#
l <- seq(as.Date("2014-01-01"),Sys.Date(),by="days")
for( i in seq(1,length(fas_hist),1)){w[[i]] <- append(w[[i]],as.numeric(c(rep(0,length(l)-
length(seq(as.Date(as.character(fas_hist[[i]][2])),Sys.Date(),by="days"))),
rep(fas_hist[[i]][4],length(seq(as.Date(as.character(fas_hist[[i]][2])),Sys.Date(),by="days"))))))}

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