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cassiopagnoncelli / clarity

R framework for quickly and professionally R&D trading strategies.
MIT License
4 stars 3 forks source link

Append positions' return in open_positions #8

Closed cassiopagnoncelli closed 6 years ago

cassiopagnoncelli commented 6 years ago

open_positions doesn't have a return column.

cassiopagnoncelli commented 6 years ago

Too expensive in terms of computation time