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14 lines
368 B
Text
14 lines
368 B
Text
// 14 lines 5 code 5 comments 4 blanks
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/calc nav for sets of portfolios,ETFs,indices,..
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/one day of ([]time;sym;price) sorted by time
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n:10000000;S:-10000?`4
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t:([]time:09:30:00.0+til n;sym:n?S;price:n?1.0)
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/calc price deltas once
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\t update deltas price by sym from`t
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/for each portfolio
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a:([sym:-100?S]weight:100?1.0)
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\t r:select time,sums price*weight from t ij a
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