On Wed, 2025-04-02 at 17:39 -0700, Bert Gunter wrote:
> You might do better posting here:
>
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>
> Cheers,
> Bert
I will do, even if my last experience with this list was a little bit
annoying:
Spam according to this user was 2 posts.
I though
I will try to be more precised. Here is the very final table I want:
portfolio_valuation <- structure(list(time = structure(c(1735153199,
1735239599), tzone = "", class = c("POSIXct", "POSIXt")),
BTCUSDC = c(107000, 106000), SUIUSDC = c(4.7, 4.5), USDT = c(0,
32), BTCUSDC_qty = c(5, 2), SUIUSDC
I work on a trading journal for a portfolio of crypto currencies. The
goal is to fetch from my account (binance exchange) the trades I have
done and daily closing prices of my assets.
The first part (getting the data from exchange) are in two parts.
1- get the daily closing prices of my assets. He
On Wed, 2025-04-02 at 16:55 +, Ebert,Timothy Aaron wrote:
> Your result data frame example makes no sense to me. The price and
> executed_qty are the same for all symbols?
>
> To get it all into one data frame you need a common variable that is
> used to join the data frames.
> My guess is t
On Wed, 2025-04-02 at 15:41 -0400, avi.e.gr...@gmail.com wrote:
> Arnaud,
>
> I won't comment on other aspects but want to ask how sure you are
> that your data is guaranteed to have a single row reflecting a
> closing price at 18:59:59 exactly?
>
> It may be true for your data source. I note tha
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