Creates an interactive graphics interface to visualize backtest results of different financial instruments, such as equities, futures, and credit default swaps. The package does not run backtests on the given data set but displays a graphical explanation of the backtest results. Users can look at backtest graphics for different instruments, investment strategies, and portfolios. Summary statistics of different portfolio holdings are shown in the left panel, and interactive plots of profit and loss (P&L), net market value (NMV) and gross market value (GMV) are displayed in the right panel.
| Version: | 0.1.8 |
| Depends: | R (≥ 3.5.0) |
| Imports: | dygraphs, dplyr, scales, xts, shiny, tibble |
| Suggests: | testthat |
| Published: | 2025-01-08 |
| DOI: | 10.32614/CRAN.package.backtestGraphics |
| Author: | Yanrong Song [aut, cre], Zijie Zhu [aut], David Kane [aut], Ziqi Lu [aut], Karan Tibrewal [aut], Fan Zhang [aut] |
| Maintainer: | Yanrong Song <yrsong129 at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | backtestGraphics results |
| Reference manual: | backtestGraphics.html , backtestGraphics.pdf |
| Vignettes: |
backtestGraphics (source, R code) |
| Package source: | backtestGraphics_0.1.8.tar.gz |
| Windows binaries: | r-devel: backtestGraphics_0.1.8.zip, r-release: backtestGraphics_0.1.8.zip, r-oldrel: backtestGraphics_0.1.8.zip |
| macOS binaries: | r-release (arm64): backtestGraphics_0.1.8.tgz, r-oldrel (arm64): backtestGraphics_0.1.8.tgz, r-release (x86_64): backtestGraphics_0.1.8.tgz, r-oldrel (x86_64): backtestGraphics_0.1.8.tgz |
| Old sources: | backtestGraphics archive |
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