CalcEuroLotteryPnL {Trading} | R Documentation |
PnL calculation for EuroMillions/EuroJackpot backtesting
Description
Calculates the PnL for a pay out structure created during backtesting
Usage
CalcEuroLotteryPnL(backtested_results, plot_results = FALSE)
Arguments
backtested_results |
The EuroMillions/EuroJackpot results backtested against the user input |
plot_results |
(Optional) If TRUE, the P&L historical graphs are plotted, default FALSE |
Value
PnL figures
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
Examples
euromillions_results = EuroMillionsResults()
user_input = c(10,20,30,40,50,5,10)
backtested_results = EuroLotteryBacktesting(euromillions_results, '2005-01-01', user_input)
pnl_result = CalcEuroLotteryPnL(backtested_results, plot_results = TRUE)
[Package Trading version 3.0 Index]