| deport.portfolBurSt {PortfolioProbe} | R Documentation |
Creates either a csv (comma separated) file or a txt (tab separated) file that contains the optimized portfolio, the trade, the existing portfolio, or all three.
deport.portfolBurSt(x, filename = deparse(substitute(x)), what = "all",
multiplier = 1, to = "csv", blank = "")
x |
required.
An object of class "portfolBurSt" (which is an optimized
portfolio created by trade.optimizer).
|
filename |
a character string giving the name of the file to be created. The extension ("csv" or "txt") need not be a part of the string. |
what |
a character string partially matching one of the following:
"all", "trade", "optimal", "new.portfolio",
"existing".
|
multiplier |
either a single number, or a named vector where the names match the assets that are involved. This is used, for example, when the optimization was performed in terms of lots, but the file is desired to be in shares. Another use is to produce monetary values in the file. |
to |
a character string partially matching one of:
"csv", "txt".
This controls whether the file is comma-separated or tab-separated.
|
blank |
a character string giving the value to be placed in locations
that do not occur (in the case when what = "all").
The default is no character at all – the
other logical choice for this is "0".
|
a character string giving the name of the file created.
the file of the specified name is created or overwritten.
The "optimal" and "new.portfolio" choices for the
what argument are the same thing.
This help was last revised 2010 January 02.
trade.optimizer, write.table.
optim1 <- trade.optimizer(eq.prices, varian, long.only=TRUE,
gross.value=1e6, ntrade=60, existing=cur.port)
# create file named optim1.csv
deport(optim1)
# optimization in lots (of 100), file in shares
deport(optim1, multiplier=100)
# write monetary values in the file
deport(optim1, multiplier=current.prices)
deport(optim1, what="opt", to="txt")
deport(optim1, file="opt1zero", what="all", blank="0")