Transaction State Simulator for Order Book Data

The state_at_date.foo function is an R utility designed to simulate and track the daily state of transactions based on an order book. By leveraging the power of the tidyverse package, it provides tidy and efficient processing of transaction data, making it easy to calculate key metrics such as open positions, cash balance, investments, and performance.

Features

• Tidyverse Integration: Built on the tidyverse package for seamless data manipulation and tidy processing.
• Dynamic State Updates: Handles various transaction scenarios, including no-change cases, buying, and selling operations.
• Comprehensive Tracking: Calculates open positions, cash flow, total investments, and cumulative performance in real time.
• Flexible for Simulations: Supports iterative processing of transactions to simulate and analyze financial states over time.

Requirements

• R version: 4.0 or higher
• Dependencies: The function requires the tidyverse package for its functionality.

Install the tidyverse package if it is not already installed:

install.packages("tidyverse")

Usage

1. Clone or download this repository.

2. Source the state_at_date.R file into your R environment:

   source("state_at_date.R")

Contributions

We welcome contributions to improve the functionality, optimize performance, or extend the capabilities of this function. Here's how you can contribute:

1. Report Issues: If you encounter bugs or have suggestions for improvement, please open an issue in the repository.

2. Submit Pull Requests: Fork the repository, make your changes, and submit a pull request. Ensure that your code is well-documented and adheres to tidyverse coding principles.

3. Share Feedback: Whether it's about the functionality, documentation, or usability, your feedback helps us improve.

By contributing, you help enhance this tool for the community. Thank you for your support!