question: how to get a series of Pos.Qty via a function?

braverock / blotter

blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.

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question: how to get a series of Pos.Qty via a function? #75

Closed ssh352 closed 5 years ago

ssh352 commented 5 years ago

getTxns excludes a few columns from txns, though Pos.Qty is there.

jaymon0703 commented 5 years ago

Hi @ssh352 have you looked at perTradeStats()? Cumsum of Txn.Qty is also an option if you want to use the output of getTxns().

ssh352 commented 5 years ago

thank you both work~