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-4.7)backtestGraphics_0.1.8.zip(r-4.6)backtestGraphics_0.1.8.zip(r-4.5)
backtestGraphics_0.1.8.tgz(r-4.6-any)backtestGraphics_0.1.8.tgz(r-4.5-any)
backtestGraphics_0.1.8.tar.gz(r-4.7-any)backtestGraphics_0.1.8.tar.gz(r-4.6-any)
backtestGraphics_0.1.8.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
backtestGraphics/json (API)

# Install 'backtestGraphics' in R:

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

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:

3.70 score 5 scripts 267 downloads 1 exports 55 dependencies

Last updated from:3af9209ed4. Checks:7 NOTE, 2 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	NOTE	156
source / vignettes	OK	203
linux-release-x86_64	NOTE	162
macos-release-arm64	NOTE	113
macos-oldrel-arm64	NOTE	122
windows-devel	NOTE	125
windows-release	NOTE	102
windows-oldrel	NOTE	81
wasm-release	OK	141

Exports:backtestGraphics

Dependencies:base64enc bslib cachem cli commonmark digest dplyr dygraphs evaluate farver fastmap fontawesome fs generics glue highr htmltools htmlwidgets httpuv jquerylib jsonlite knitr labeling later lattice lifecycle magrittr memoise mime otel pillar pkgconfig promises R6 rappdirs RColorBrewer Rcpp rlang rmarkdown sass scales shiny sourcetools tibble tidyselect tinytex utf8 vctrs viridisLite withr xfun xtable xts yaml zoo

backtestGraphics

Backtest Graphics

Rendered frombacktestGraphics.Rnwusingutils::Sweave

Last update: 2025-02-18
Started: 2024-12-14

Help page	Topics
A package to visualize backtest results	backtestGraphics-package
Interactive Backtest Graphics	backtestGraphics
Find the best-performing and the worst-performing months	best_worst_month
Find the three best-performing and worst-performing commodities	best_worst_three
Calculate cumulative pnl, mean pnl, dollar sharpe ratio	calc_pnl
Clean up the input data set	cleanup_column
Commodity Futures Data from 2003 to 2005.	commodity
Create opt group list for selectizeInput for instruments	create_instrument_optGroups
Create opt group list for selectizeInput for strategies	create_strategy_optGroups
Credit Default Swap Data from 2007 to 2009.	credit
Draw an interactive line plot for cumulative P&L	cumpnl_plot
The Three Biggest Drawdowns in the portfolio	drawdown
Equity Data from 2005 to 20014.	equity
Interactive plot with dygraph	interactive_plot
Next trading day	next_trading_day
Slice Data Set	slice_data
Calculate Statistics	stat_calculation
Summarize data for the overall portfolio	sum_data
Find Trading Frequency	trade_freq

Package: backtestGraphics 0.1.8

backtestGraphics: Interactive Graphics for Portfolio Data

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Help Manual

Usage by other packages (reverse dependencies)