%% \VignetteIndexEntry{Profit/Loss for Open Positions}
\documentclass[a4paper,11pt]{article}
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<<echo=false>>=
options(continue = "  ", digits = 3, width = 60, useFancyQuotes = FALSE)
pv <- packageVersion("PMwR")
pv <- gsub("(.*)[.](.*)", "\\1-\\2", pv)
@

\begin{document}
\title{Profit/Loss for Open Positions}
\author{Enrico Schumann\\\url{es@enricoschumann.net}}

{\raggedright{\LARGE Profit/Loss for Open Positions}}\hspace*{\fill}
{\footnotesize Package version \Sexpr{pv}}\medskip

\noindent Enrico Schumann\\
\noindent \url{es@enricoschumann.net}\\
\bigskip

\noindent This vignette shows how the \texttt{vprice}
argument of function \texttt{pl} can be used.



\section{How to use \texttt{vprice}}

\subsection*{When timestamp is not used}

If no timestamp information is used, i.e. if
\texttt{along.timestamp} is \texttt{FALSE},
\texttt{vprice} is used to value an open position (or,
if you prefer, to simulate the close of an open
position).  So for a single asset, it should be vector
of length one; for $N$~assets, it should be a named
vector of length~$N$.

\subsection*{When timestamp is used}

If \texttt{along.timestamp} is \texttt{TRUE},
\texttt{vprice} is used to close the final, open
position. So for a single asset, it should be vector of
length one; for $N$~assets, it should be a named vector
of length~$N$.

If \texttt{along.timestamp} is a vector of timestamps,
\texttt{vprice} is used to value any open position
along those timestamps. For a single asset, it should
then be a vector of prices, with length equal to that
of \texttt{along.timestamp}.  For $N$~assets, it should
be a matrix with \texttt{length(along.timestamp)}~rows
and $N$ named columns.


\section{Examples}


<<echo=false>>=
library("PMwR")
@


With a single asset.

<<>>=
j <- journal(amount = 1, price = 20)
pl(j)
pl(j, vprice = 21)
@ 

<<>>=
j <- journal(amount = c(1, -1),
             price = c(102, 109),
             timestamp = c(2.5, 9))
pl(j, vprice = 101:110, along.timestamp = 1:10)
@ 

With several assets.

<<>>=
j <- journal(amount = c(1, -1, 1),
             instrument = c("A", "A", "B"),
             timestamp = c(1, 2, 1),
             price = c(100, 103, 10))

P <- cbind(A = c(100, 102, 105),
           B = c( 10,   5,  11))

pl(j, vprice = P,
   along.timestamp = 1:3)
pl(j, vprice = P,
   along.timestamp = 1:3, do.sum = TRUE)
@ 


\end{document}