realized_compute {dispositionEffect}  R Documentation 
Realized estimation
Description
Compute realized gains and realized losses as either simple counts, total quantities, expected returns and financial duration.
Usage
realized_count(
portfolio_quantity,
portfolio_price,
transaction_quantity,
transaction_price,
transaction_type,
allow_short = TRUE,
realized_only = FALSE
)
realized_total(
portfolio_quantity,
portfolio_price,
transaction_quantity,
transaction_price,
transaction_type,
allow_short = TRUE,
realized_only = FALSE
)
realized_value(
portfolio_quantity,
portfolio_price,
transaction_quantity,
transaction_price,
transaction_type,
allow_short = TRUE,
realized_only = FALSE
)
realized_duration(
portfolio_quantity,
portfolio_price,
transaction_quantity,
transaction_price,
transaction_type,
previous_transaction_datetime,
previous_datetime,
transaction_datetime,
allow_short = TRUE,
realized_only = FALSE
)
realized_compute(
portfolio_quantity,
portfolio_price,
transaction_quantity,
transaction_price,
transaction_type,
previous_transaction_datetime,
previous_datetime,
transaction_datetime,
transaction_asset,
allow_short = TRUE,
realized_only = FALSE,
method = "all"
)
realized_empty(transaction_asset, method = "all")
Arguments
portfolio_quantity 
Numeric vector. The portfolio quantities of assets into the investor's portfolio. 
portfolio_price 
Numeric vector. The portfolio prices of assets into the investor's portfolio. 
transaction_quantity 
Numeric value. The quantity of the traded asset. 
transaction_price 
Numeric value. The market price of the traded asset. 
transaction_type 
Character string. Either "B" = buy or "S" = sell. 
allow_short 
Logical. If TRUE short positions are allowed, otherwise only long positions are allowed. 
realized_only 
Logical. If TRUE only realized gains and realized losses are computed. Otherwise also paper gains and paper losses on excess quantity of the traded asset are computed. 
previous_transaction_datetime 
POSIXct value. The portfolio datetime related to the last transaction of the traded asset. 
previous_datetime 
POSIXct value. The datetime of the last transaction performed by the investor. 
transaction_datetime 
POSIXct value. The datetime at which the transaction is going to occur. 
transaction_asset 
Character string. The name of the traded asset. 
method 
Character string. The method used to compute papers. Allowed values are "count", "total", "value", "duration" and "all". 
Value
The described functions have different return behaviors

realized_compute
returns a data frame containing the values of realized and paper gains and losses computed by means of the chosen method on each portfolio assets. 
realized_count
returns a named vector containing the values of realized and paper gains and losses computed using the count method. 
realized_total
returns a named vector containing the values of realized and paper gains and losses computed using the total method. 
realized_value
returns a named vector containing the values of realized and paper gains and losses computed using the value method. 
realized_duration
returns a named vector containing the values of realized and paper gains and losses computed using the duration method. 
realized_empty
returns a named vector containing empty values of realized and paper gains and losses computed using the chosen method.
In particular:

RG_"method"
contains Realized Gains results 
RL_"method"
contains Realized Losses results 
PG_"method"
contains Paper Gains results 
PL_"method"
contains Paper Losses results
Functions

realized_count
: Computation, as simple counts, of realized gains and realized losses of the traded asset. 
realized_total
: Computation, as total quantity, of realized gains and realized losses of the traded asset. 
realized_value
: Computation, as expected return, of realized gains and realized losses of the traded asset. 
realized_duration
: Computation, as financial duration, of realized gains and realized losses of the traded asset. 
realized_compute
: Wrapper that calls other realized_. functions to compute realized gains and realized losses of the traded asset based on the chosen method. 
realized_empty
: Simple function to obtain empty results for realized and paper computations based on the chosen method.