Package: backtestGraphics 0.1.8

backtestGraphics: Interactive Graphics for Portfolio Data

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.

Authors:Yanrong Song [aut, cre], Zijie Zhu [aut], David Kane [aut], Ziqi Lu [aut], Karan Tibrewal [aut], Fan Zhang [aut]

backtestGraphics_0.1.8.tar.gz
backtestGraphics_0.1.8.zip(r-4.5)backtestGraphics_0.1.8.zip(r-4.4)backtestGraphics_0.1.8.zip(r-4.3)
backtestGraphics_0.1.8.tgz(r-4.4-any)backtestGraphics_0.1.8.tgz(r-4.3-any)
backtestGraphics_0.1.8.tar.gz(r-4.5-noble)backtestGraphics_0.1.8.tar.gz(r-4.4-noble)
backtestGraphics_0.1.8.tgz(r-4.4-emscripten)backtestGraphics_0.1.8.tgz(r-4.3-emscripten)
backtestGraphics.pdf |backtestGraphics.html
backtestGraphics/json (API)

# Install 'backtestGraphics' in R:
install.packages('backtestGraphics', repos = c('https://yanrong-stacy-song.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/yanrong-stacy-song/backtestgraphics/issues

Datasets:
  • commodity - Commodity Futures Data from 2003 to 2005.
  • credit - Credit Default Swap Data from 2007 to 2009.
  • equity - Equity Data from 2005 to 20014.

On CRAN:

4.18 score 4 scripts 126 downloads 1 exports 58 dependencies

Last updated 19 hours agofrom:b573676668. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 27 2024
R-4.5-winOKDec 27 2024
R-4.5-linuxOKDec 27 2024
R-4.4-winOKDec 27 2024
R-4.4-macOKDec 27 2024
R-4.3-winOKDec 27 2024
R-4.3-macOKDec 27 2024

Exports:backtestGraphics

Dependencies:base64encbslibcachemclicolorspacecommonmarkcrayondigestdplyrdygraphsevaluatefansifarverfastmapfontawesomefsgenericsgluehighrhtmltoolshtmlwidgetshttpuvjquerylibjsonliteknitrlabelinglaterlatticelifecyclemagrittrmemoisemimemunsellpillarpkgconfigpromisesR6rappdirsRColorBrewerRcpprlangrmarkdownsassscalesshinysourcetoolstibbletidyselecttinytexutf8vctrsviridisLitewithrxfunxtablextsyamlzoo

backtestGraphics

Rendered frombacktestGraphics.Rnwusingutils::Sweaveon Dec 27 2024.

Last update: 2024-12-27
Started: 2024-12-14