In the following simple example, the portfolio has an initial short position of 50 shares of IBM on 01-02, the position is covered on 01-04. blotter showed a realized pnl of -4855. This is unexpected. It looks like blotter assumes the initial 50 shares of IBM was shorted at price 0. Any ideas about how to make this minimal example work? How to pass in the cost of the initial position to blotter?
library(blotter)
try(rm("portfolio.p",pos=.blotter), silent = TRUE)
Sys.setenv(TZ="UTC") # this is critical
currency("USD")
stock('IBM', currency="USD", multiplier=1)
getSymbols('IBM', from='2007-01-01', to='2007-01-05', src='yahoo')
initPortf('p', symbols=symbols,initPosQty=-50, initDate='2007-01-02',currency="USD")
addTxn("p", "IBM", '2007-01-04', 50, 97.1, TxnFees = 0)
updatePortf(Portfolio="p",Dates='2007-01')
.blotter$portfolio.p$symbols$IBM$posPL
# Pos.Qty Con.Mult Ccy.Mult Pos.Value Pos.Avg.Cost Txn.Value
# 2007-01-02 -50 1 1 0 0 0
# 2007-01-02 -50 0 1 0 0 0
# 2007-01-03 -50 0 1 0 0 0
# 2007-01-04 0 1 1 0 0 4855
# 2007-01-05 0 1 1 0 0 0
# Period.Realized.PL Period.Unrealized.PL Gross.Trading.PL
# 2007-01-02 0 0 0
# 2007-01-02 0 0 0
# 2007-01-03 0 0 0
# 2007-01-04 -4855 0 -4855
# 2007-01-05 0 0 0
# Txn.Fees Net.Trading.PL
# 2007-01-02 0 0
# 2007-01-02 0 0
# 2007-01-03 0 0
# 2007-01-04 0 -4855
# 2007-01-05 0 0
Related
I'm trying to find the 4-neighbors of all 1's in a matrix of 0's and 1's using the J programming language. I have a method worked out, but am trying to find a method that is more compact.
To illustrate, let's say I have the matrix M—
] M=. 4 4$0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0
0 0 0 0
0 0 1 0
0 0 0 0
0 0 0 0
and I want to generate—
0 0 1 0
0 1 0 1
0 0 1 0
0 0 0 0
I've sorted something close (which I owe to this little gem: https://www.reddit.com/r/cellular_automata/comments/9kw21u/i_made_a_34byte_implementation_of_conways_game_of/)—
] +/+/(|:i:1*(2 2)$1 0 0 1)&|.M
0 0 1 0
0 1 2 1
0 0 1 0
0 0 0 0
which is fine because I'll be weighting the initial 1's anyway (and the actual numbers aren't really that important for my application anyway). But I feel like this could be more compact and I've just hit a wall. And the compactness of the expression actually is important to my application.
Building on #Eelvex comment solution, if you are willing to make the verb dyadic it becomes pretty simple. The left argument can be the rotation matrix and then the result is composed with +./ which is a logical or and can be weighted however you want.
] M0=. 4 4$0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0
0 0 0 0
0 0 1 0
0 0 0 0
0 0 0 0
] m =.2,\5$0,i:1
0 _1
_1 0
0 1
1 0
m +./#:|. M0
0 0 1 0
0 1 0 1
0 0 1 0
0 0 0 0
There is still an issue with the edges (which wrap) around, but that also occurs with your original solution, so I am hoping that you are not concerned with that.
] M1=. 4 4$1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
1 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
m +./#:|. M1
0 1 0 1
1 0 0 0
0 0 0 0
1 0 0 0
If you did want to clean that up, you can use the slightly longer m +./#:(|.!.0), which fills the rotation with 0's.
] M2=. 4 4$ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 1
m +./#:(|.!.0) M2
0 0 0 0
0 0 0 0
0 0 0 1
0 0 1 0
m +./#:(|.!.0) M1
0 1 0 0
1 0 0 0
0 0 0 0
0 0 0 0
Suppose that I have a 6 by 6 matrix/image A with a pattern in it, i.e.
0 0 0 0 0 0
1 0 0 0 0 0
0 1 0 0 0 0
0 0 1 0 0 0
0 0 0 1 0 0
0 0 0 0 1 0
And suppose that I have a template of Pattern that I want to recognize,
i.e. a 5 by 5 matrix B
0 0 1 0 0
0 0 1 0 0
0 0 1 0 0
0 0 1 0 0
0 0 1 0 0
Suppose we can apply matrix algebra, element wise calculation.
What's the quickest and efficient way to recognize the existence of pattern indicated by matrix B in matrix A?(Notice the "angle" of rotation in A was generate treated as unknown.)
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How to calculate the Grundy number for states of a 4*4 matrix. A valid move consists of transforming the 1s into 0s of a submatrix having all 1s.
Example:
1010
0011
0000
0000
Grundy Number = 2
I checked for smaller cases and calculated the Grundy number for that, but couldn't extend it for any binary 4*4 matrix. So, please help me to calculate this.
Note: Can convert 1 to 0 only in submatrix.
The Grundy number is calculated recursively through the reachable positions:
Start with the final position (all zeros) which is a loss (0).
0 0 0 0
0 0 0 0 = 0
0 0 0 0
0 0 0 0
Proceed to add ones to the matrix to get the values for the other configurations. Some examples with exactly one 1.
1 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0
0 0 0 0 = 0 0 0 0 = 0 0 1 0 = 0 0 0 1 = 1
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
For two 1s we have to distinguish if the 1s are adjacent and can be removed in one move or not.
1 0 1 0 1 0 0 0 1 0 0 0* 0 0 1 0
0 0 0 0 = 0 0 1 0 = 0 0 0 1 = 0 0 0 1 = 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 1 0 0 0 0 0
0 0 1 0 = 0 0 1 1 = 2
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
The same for three and more 1s.
1 0 1 0*
0 0 0 1 = 1
0 0 0 0
0 0 0 0
1 0 1 0* 1 0 0 0* 0 0 1 0*
0 0 1 0 = 0 0 1 1 = 0 0 1 1 = 3
0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0
Finally we can evaluate the given matrix. Reachable positions from the example are marked with a star *. So we can easily see that the number we are looking for is mex(0, 1, 3) = 2.
1 0 1 0
0 0 1 1 = 2
0 0 0 0
0 0 0 0
A pseudo program could look as simple as this (the grundy function has to support scalar state and arrays or vectors of states for this to work):
grundy(0) = 0
grundy(state) = mex(grundy(reachableStates(state)))
Given this file:
Variable_name Value
Aborted_clients 0
Aborted_connects 4
Binlog_cache_disk_use 0
Binlog_cache_use 0
Binlog_stmt_cache_disk_use 0
Binlog_stmt_cache_use 0
Bytes_received 141
Bytes_sent 177
Com_admin_commands 0
Com_assign_to_keycache 0
Com_alter_db 0
Com_alter_db_upgrade 0
Com_alter_event 0
Com_alter_function 0
Com_alter_procedure 0
Com_alter_server 0
Com_alter_table 0
Com_alter_tablespace 0
Com_analyze 0
Com_begin 0
Com_binlog 0
Com_call_procedure 0
Com_change_db 0
Com_change_master 0
Com_check 0
Com_checksum 0
Com_commit 0
Com_create_db 0
Com_create_event 0
Com_create_function 0
Com_create_index 0
Com_create_procedure 0
Com_create_server 0
Com_create_table 0
Com_create_trigger 0
Com_create_udf 0
Com_create_user 0
Com_create_view 0
Com_dealloc_sql 0
Com_delete 0
Com_delete_multi 0
Com_do 0
Com_drop_db 0
Com_drop_event 0
Com_drop_function 0
Com_drop_index 0
Com_drop_procedure 0
Com_drop_server 0
Com_drop_table 0
Com_drop_trigger 0
Com_drop_user 0
Com_drop_view 0
Com_empty_query 0
Com_execute_sql 0
Com_flush 0
Com_grant 0
Com_ha_close 0
Com_ha_open 0
Com_ha_read 0
Com_help 0
Com_insert 0
Com_insert_select 0
Com_install_plugin 0
Com_kill 0
Com_load 0
Com_lock_tables 0
Com_optimize 0
Com_preload_keys 0
Com_prepare_sql 0
Com_purge 0
Com_purge_before_date 0
Com_release_savepoint 0
Com_rename_table 0
Com_rename_user 0
Com_repair 0
Com_replace 0
Com_replace_select 0
Com_reset 0
Com_resignal 0
Com_revoke 0
Com_revoke_all 0
Com_rollback 0
Com_rollback_to_savepoint 0
Com_savepoint 0
Com_select 1
Com_set_option 0
Com_signal 0
Com_show_authors 0
Com_show_binlog_events 0
Com_show_binlogs 0
Com_show_charsets 0
Com_show_collations 0
Com_show_contributors 0
Com_show_create_db 0
Com_show_create_event 0
Com_show_create_func 0
Com_show_create_proc 0
Com_show_create_table 0
Com_show_create_trigger 0
Com_show_databases 0
Com_show_engine_logs 0
Com_show_engine_mutex 0
Com_show_engine_status 0
Com_show_events 0
Com_show_errors 0
Com_show_fields 0
Com_show_function_status 0
Com_show_grants 0
Com_show_keys 0
Com_show_master_status 0
Com_show_open_tables 0
Com_show_plugins 0
Com_show_privileges 0
Com_show_procedure_status 0
Com_show_processlist 0
Com_show_profile 0
Com_show_profiles 0
Com_show_relaylog_events 0
Com_show_slave_hosts 0
Com_show_slave_status 0
Com_show_status 1
Com_show_storage_engines 0
Com_show_table_status 0
Com_show_tables 0
Com_show_triggers 0
Com_show_variables 0
Com_show_warnings 0
Com_slave_start 0
Com_slave_stop 0
Com_stmt_close 0
Com_stmt_execute 0
Com_stmt_fetch 0
Com_stmt_prepare 0
Com_stmt_reprepare 0
Com_stmt_reset 0
Com_stmt_send_long_data 0
Com_truncate 0
Com_uninstall_plugin 0
Com_unlock_tables 0
Com_update 0
Com_update_multi 0
Com_xa_commit 0
Com_xa_end 0
Com_xa_prepare 0
Com_xa_recover 0
Com_xa_rollback 0
Com_xa_start 0
Compression OFF
Connections 375
Created_tmp_disk_tables 0
Created_tmp_files 6
Created_tmp_tables 0
Delayed_errors 0
Delayed_insert_threads 0
Delayed_writes 0
Flush_commands 1
Handler_commit 0
Handler_delete 0
Handler_discover 0
Handler_prepare 0
Handler_read_first 0
Handler_read_key 0
Handler_read_last 0
Handler_read_next 0
Handler_read_prev 0
Handler_read_rnd 0
Handler_read_rnd_next 0
Handler_rollback 0
Handler_savepoint 0
Handler_savepoint_rollback 0
Handler_update 0
Handler_write 0
Innodb_buffer_pool_pages_data 584
Innodb_buffer_pool_bytes_data 9568256
Innodb_buffer_pool_pages_dirty 0
Innodb_buffer_pool_bytes_dirty 0
Innodb_buffer_pool_pages_flushed 120
Innodb_buffer_pool_pages_free 7607
Innodb_buffer_pool_pages_misc 0
Innodb_buffer_pool_pages_total 8191
Innodb_buffer_pool_read_ahead_rnd 0
Innodb_buffer_pool_read_ahead 0
Innodb_buffer_pool_read_ahead_evicted 0
Innodb_buffer_pool_read_requests 14912
Innodb_buffer_pool_reads 584
Innodb_buffer_pool_wait_free 0
Innodb_buffer_pool_write_requests 203
Innodb_data_fsyncs 163
Innodb_data_pending_fsyncs 0
Innodb_data_pending_reads 0
Innodb_data_pending_writes 0
Innodb_data_read 11751424
Innodb_data_reads 594
Innodb_data_writes 243
Innodb_data_written 3988480
Innodb_dblwr_pages_written 120
Innodb_dblwr_writes 40
Innodb_have_atomic_builtins ON
Innodb_log_waits 0
Innodb_log_write_requests 28
Innodb_log_writes 41
Innodb_os_log_fsyncs 83
Innodb_os_log_pending_fsyncs 0
Innodb_os_log_pending_writes 0
Innodb_os_log_written 34816
Innodb_page_size 16384
Innodb_pages_created 1
Innodb_pages_read 583
Innodb_pages_written 120
Innodb_row_lock_current_waits 0
Innodb_row_lock_time 0
Innodb_row_lock_time_avg 0
Innodb_row_lock_time_max 0
Innodb_row_lock_waits 0
Innodb_rows_deleted 0
Innodb_rows_inserted 0
Innodb_rows_read 40
Innodb_rows_updated 39
Innodb_truncated_status_writes 0
Key_blocks_not_flushed 0
Key_blocks_unused 13396
Key_blocks_used 0
Key_read_requests 0
Key_reads 0
Key_write_requests 0
Key_writes 0
Last_query_cost 0.000000
Max_used_connections 3
Not_flushed_delayed_rows 0
Open_files 86
Open_streams 0
Open_table_definitions 109
Open_tables 109
Opened_files 439
Opened_table_definitions 0
Opened_tables 0
Performance_schema_cond_classes_lost 0
Performance_schema_cond_instances_lost 0
Performance_schema_file_classes_lost 0
Performance_schema_file_handles_lost 0
Performance_schema_file_instances_lost 0
Performance_schema_locker_lost 0
Performance_schema_mutex_classes_lost 0
Performance_schema_mutex_instances_lost 0
Performance_schema_rwlock_classes_lost 0
Performance_schema_rwlock_instances_lost 0
Performance_schema_table_handles_lost 0
Performance_schema_table_instances_lost 0
Performance_schema_thread_classes_lost 0
Performance_schema_thread_instances_lost 0
Prepared_stmt_count 0
Qcache_free_blocks 1
Qcache_free_memory 16758160
Qcache_hits 0
Qcache_inserts 1
Qcache_lowmem_prunes 0
Qcache_not_cached 419
Qcache_queries_in_cache 1
Qcache_total_blocks 4
Queries 1146
Questions 2
Rpl_status AUTH_MASTER
Select_full_join 0
Select_full_range_join 0
Select_range 0
Select_range_check 0
Select_scan 0
Slave_heartbeat_period 0.000
Slave_open_temp_tables 0
Slave_received_heartbeats 0
Slave_retried_transactions 0
Slave_running OFF
Slow_launch_threads 0
Slow_queries 0
Sort_merge_passes 0
Sort_range 0
Sort_rows 0
Sort_scan 0
Ssl_accept_renegotiates 0
Ssl_accepts 0
Ssl_callback_cache_hits 0
Ssl_cipher
Ssl_cipher_list
Ssl_client_connects 0
Ssl_connect_renegotiates 0
Ssl_ctx_verify_depth 0
Ssl_ctx_verify_mode 0
Ssl_default_timeout 0
Ssl_finished_accepts 0
Ssl_finished_connects 0
Ssl_session_cache_hits 0
Ssl_session_cache_misses 0
Ssl_session_cache_mode NONE
Ssl_session_cache_overflows 0
Ssl_session_cache_size 0
Ssl_session_cache_timeouts 0
Ssl_sessions_reused 0
Ssl_used_session_cache_entries 0
Ssl_verify_depth 0
Ssl_verify_mode 0
Ssl_version
Table_locks_immediate 123
Table_locks_waited 0
Tc_log_max_pages_used 0
Tc_log_page_size 0
Tc_log_page_waits 0
Threads_cached 1
Threads_connected 2
Threads_created 3
Threads_running 1
Uptime 2389
Uptime_since_flush_status 2389
How would one use awk to make this calculation of Queries per second (Queries/Uptime):
1146/2389
And print the result?
I'm grepping 2 results from a list of results and need to calculate items/second where 302 is the total item count and 503 the total uptimecount.
At this moment I'm doing
grep -Ew "Queries|Uptime" | awk '{print $2}'
to print out:
302
503
But here i got stuck.
You can use something like:
$ awk '/Queries/ {q=$2} /Uptime/ {print q/$2}' file
0.600398
That is: when the line contains the string "Queries", store its value. When it contains "Uptime", print the result of dividing its value by the one stored in queries.
This assumes the string "Queries" appearing before the string "Uptime".
Given your updated input, I see that we need to check if the first field is exactly "Uptime" or "Queries" so that it does not match other lines with this content:
$ awk '$1 == "Queries" {q=$2} $1=="Uptime" {print q/$2}' file
0.479699
I think the following awk one-liner will help you:
kent$ cat f
Queries 302
Uptime 503
LsyHP 13:42:57 /tmp/test
kent$ awk '{a[NR]=$NF}END{printf "%.2f\n",a[NR-1]/a[NR]}' f
0.60
If you want to do together with "grep" function:
kent$ awk '/Queries/{a=$NF}/Uptime/{b=$NF}END{printf "%.2f\n",a/b}' f
0.60
I have a matrix of 1s and 0s saved in file. It looks like this:
0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 1
0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 1 1 0
0 0 0 0 0 1 1 0 0 0
1 1 1 1 1 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0
I am trying to plot in gnuplot using command:
plot 'data.rtf' matrix with image
but when I do that I get an error:
warning: matrix contains missing or undefined values
Matrix does not represent a grid
I think I should get an image where 0 is white space and 1 is black space. I am new to gnuplot so i have no idea what might be wrong nor if i am using correct way to do it. I will be grateful for any help. Thanks.
Your file is an rtf (rich text format) file which is a markup language format, which gnuplot will not understand. You will need to create the file in a text editor (not a word processor) in order to be able to use it.
The file that you provided looks like:
{\rtf1\ansi\ansicpg1250\cocoartf1404\cocoasubrtf340
{\fonttbl\f0\fnil\fcharset0 Menlo-Regular;}
{\colortbl;\red255\green255\blue255;}
\paperw11900\paperh16840\margl1440\margr1440\vieww10800\viewh8400\viewkind0
\pard\tx560\tx1120\tx1680\tx2240\tx2800\tx3360\tx3920\tx4480\tx5040\tx5600\tx6160\tx6720\pardirnatural\partightenfactor0
\f0\fs22 \cf0 \CocoaLigature0 0 0 0 0 0 0 0 0 0 0\
0 0 0 0 0 0 0 0 0 0\
0 0 0 0 0 0 0 0 0 1\
0 0 0 0 0 0 0 0 0 0\
0 0 0 0 0 0 0 1 1 0\
0 0 0 0 0 1 1 0 0 0\
1 1 1 1 1 0 0 0 0 0\
0 0 0 0 0 0 0 0 0 0\
0 0 0 0 0 0 0 0 0 0\
0 0 0 0 0 0 0 0 0 0
Notice that it starts with a bunch of markup text. Gnuplot is designed to work with text files and not formatted text or binary files (with some limited exceptions).
Creating a text file containing your designed matrix will work just fine.
Color plots are surface-like plots, thus you have to use splot not plot
set pm3d map
set palette gray
splot 'test.txt' matrix w image