Test Investment Strategies with English-Like Code


[Up] [Top]

Documentation for package ‘PortfolioTesteR’ version 0.1.1

Help Pages

align_to_timeframe Align Data to Strategy Timeframe
analyze_drawdowns Analyze Drawdown Characteristics
analyze_performance Analyze Backtest Performance with Daily Monitoring
apply_regime Apply Market Regime Filter
as_selection Convert Conditions to Selection Format
backtest_metrics Calculate Comprehensive Backtest Metrics
calculate_drawdown_series Calculate Drawdown Time Series
calc_cci Calculate Commodity Channel Index (CCI)
calc_distance Calculate Distance from Reference
calc_market_breadth Calculate Market Breadth Percentage
calc_momentum Calculate Price Momentum
calc_moving_average Calculate Moving Average
calc_relative_strength_rank Calculate Cross-Sectional Ranking of Indicators
calc_rolling_volatility Calculate Rolling Volatility
calc_rsi Calculate Relative Strength Index (RSI)
calc_sector_breadth Calculate Market Breadth by Sector
calc_sector_relative_indicators Calculate Indicators Relative to Sector Average
calc_stochastic_d Calculate Stochastic D Indicator
combine_filters Combine Multiple Filter Conditions
combine_weights Combine Multiple Weighting Schemes
convert_to_nweeks Convert Data to N-Week Frequency
create_regime_buckets Convert Continuous Indicator to Discrete Regimes
csv_adapter Load Price Data from CSV File
download_sp500_sectors Download S&P 500 Sector Mappings from Wikipedia
ensure_dt_copy Ensure Data.Table Without Mutation
filter_above Filter Stocks Above Threshold
filter_below Filter Stocks Below Threshold
filter_between Filter Stocks Between Two Values
filter_by_percentile Filter by Percentile
filter_rank Select Top or Bottom N Stocks by Signal
filter_threshold Filter by Threshold Value
filter_top_n Select Top N Stocks by Signal Value
filter_top_n_where Select Top N from Qualified Stocks
get_data_frequency Detect Data Frequency from Dates
invert_signal Invert Signal Values for Preference Reversal
limit_positions Limit the number of positions in a selection matrix
list_examples List available example scripts
load_mixed_symbols Load Mixed Symbols Including VIX
manual_adapter Adapter for User-Provided Data
metric_sharpe Calculate Sharpe Ratio with Frequency Detection
plot.backtest_result Plot Backtest Results
plot.performance_analysis Plot Performance Analysis Results
print.backtest_result Print Backtest Results
print.param_grid_result Print a param_grid_result
print.performance_analysis Print Performance Analysis Results
print.wf_optimization_result Print a wf_optimization_result
rank_within_sector Rank Indicators Within Each Sector
run_backtest Run Portfolio Backtest
run_example Run an Example Script
run_param_grid Run Parameter Grid Optimization (safe + ergonomic)
run_walk_forward Walk-Forward Optimization Analysis
safe_divide Safe Division with NA and Zero Handling
sample_prices_daily Sample Daily Stock Prices
sample_prices_weekly Sample Weekly Stock Prices
sample_sp500_sectors S&P 500 Sector Mappings
sql_adapter Load Price Data from SQL Database
sql_adapter_adjusted Load Adjusted Price Data from SQL Database
summary.backtest_result Summary method for backtest results
switch_weights Switch Between Weighting Schemes
update_vix_in_db Update VIX data in database
validate_data_format Validate Data Format for Library Functions
weight_by_hrp Hierarchical Risk Parity Weighting
weight_by_rank Rank-Based Portfolio Weighting
weight_by_regime Regime-Based Adaptive Weighting
weight_by_risk_parity Risk Parity Weighting Suite
weight_by_signal Signal-Based Portfolio Weighting
weight_by_volatility Volatility-Based Portfolio Weighting
weight_equally Equal Weight Portfolio Construction
wf_report Generate Walk-Forward Report
wf_stitch Stitch Out-of-Sample Results (overlap-safe)
yahoo_adapter Download Price Data from Yahoo Finance