API for PortfolioTesteR
Test Investment Strategies with English-Like Code
| Global functions | |
|---|---|
| .add_colorbar | Source code |
| .align_features_labels | Source code |
| .apply_scaler_2d | Source code |
| .compute_scaler_2d | Source code |
| .draw_heatmap_grid | Source code |
| .flatten_seq3d_to_2d | Source code |
| .hcl_pal | Source code |
| .human_bytes | Source code |
| .make_heatmap | Source code |
| .match_facet_values | Source code |
| .ml_first | Source code |
| .ml_score_dates | Source code |
| .ml_symcols | Source code |
| .panel_dims | Source code |
| .pg_flatten | Source code |
| .pt_check_grid_params | Source code |
| .pt_coalesce | Source code |
| .pt_detect_frequency | Source code |
| .pt_null_coalesce | Source code |
| .pt_sanitize_z_for_surface | Source code |
| .pt_surface_colours | Source code |
| .pt_validate_weights | Source code |
| .pt_with_par | Source code |
| .roll_align_common | Source code |
| .seq_mem_bytes | Source code |
| .seq_mem_warn | Source code |
| .wf_make_splits | Man page Source code |
| .zlim_union | Source code |
| FUN | Source code Source code |
| PortfolioTesteR | Man page |
| PortfolioTesteR-package | Man page |
| `%||%` | Source code Source code Source code |
| align_to_timeframe | Man page Source code |
| all_valid | Source code |
| analyze_by_period | Man page Source code |
| analyze_drawdowns | Man page Source code |
| analyze_performance | Man page Source code |
| analyze_vs_benchmark | Man page Source code |
| apply_regime | Man page Source code |
| apply_regime_broadcast | Source code |
| apply_weighting_method | Man page Source code |
| as_selection | Man page Source code |
| as_sequences | Source code |
| backtest_metrics | Man page Source code |
| bucket_returns | Man page Source code |
| calc_cci | Man page Source code |
| calc_correlation_dispersion | Source code |
| calc_distance | Man page Source code |
| calc_market_breadth | Man page Source code |
| calc_momentum | Man page Source code |
| calc_moving_average | Man page Source code |
| calc_relative_strength_rank | Man page Source code |
| calc_rolling_correlation | Man page |
| calc_rolling_volatility | Man page |
| calc_rsi | Man page Source code |
| calc_sector_breadth | Man page Source code |
| calc_sector_relative_indicators | Man page Source code |
| calc_spread_indicators | Source code |
| calc_stochastic_d | Man page Source code |
| calc_stochrsi | Man page Source code |
| calculate_annualized_return | Man page Source code |
| calculate_cluster_variance_optimized | Man page Source code Source code |
| calculate_daily_values | Man page Source code |
| calculate_drawdown_series | Man page Source code |
| calculate_drawdowns | Man page Source code |
| calculate_enhanced_metrics | Man page Source code |
| calculate_erc_weights | Man page Source code |
| calculate_hrp_weights | Man page Source code |
| calculate_max_div_weights | Man page Source code |
| calculate_recovery_time | Source code |
| calculate_risk_metrics | Source code |
| cap_exposure | Man page Source code Source code |
| cap_turnover | Man page Source code |
| carry_forward_weights | Man page Source code |
| check_sql_symbols | Source code |
| check_ttr | Source code |
| combine_filters | Man page Source code |
| combine_scores | Man page Source code |
| combine_weights | Man page Source code |
| convert_to_nweeks | Man page Source code |
| count_valid | Source code |
| coverage_by_date | Man page Source code |
| create_regime_buckets | Man page Source code |
| create_result_template | Source code |
| csv_adapter | Man page Source code |
| cv_tune_seq | Man page |
| demo_sector_map | Man page Source code |
| download_sp500_sectors | Man page Source code |
| ensure_dt_copy | Man page Source code |
| evaluate_scores | Man page Source code |
| filter_above | Man page Source code |
| filter_below | Man page Source code |
| filter_between | Man page Source code |
| filter_by_metric | Source code |
| filter_by_percentile | Man page Source code |
| filter_range | Source code |
| filter_rank | Man page Source code |
| filter_stocks_by_sector_metric | Source code |
| filter_threshold | Man page Source code |
| filter_top_n | Man page Source code |
| filter_top_n_where | Man page Source code |
| filter_when | Source code |
| filter_within_groups | Source code |
| filter_within_sectors | Source code |
| get_data_frequency | Man page Source code |
| hrp_info | Source code |
| ic_series | Man page Source code |
| init_sql_db | Source code |
| invert_signal | Man page Source code |
| join_panels | Man page Source code |
| limit_positions | Man page Source code |
| list_examples | Man page Source code |
| load_mixed_symbols | Man page Source code |
| make_labels | Man page Source code |
| manual_adapter | Man page Source code |
| membership_stability | Man page Source code |
| metric_sharpe | Man page Source code |
| ml_add_interactions | Man page Source code |
| ml_backtest | Man page Source code |
| ml_backtest_multi | Man page Source code |
| ml_backtest_seq | Man page Source code |
| ml_ic_series_on_scores | Man page Source code |
| ml_make_ensemble | Man page Source code |
| ml_make_model | Man page Source code |
| ml_make_seq_model | Man page Source code |
| ml_panel_op | Man page Source code |
| ml_panel_reduce | Man page Source code |
| ml_plot_ic_roll | Man page Source code |
| ml_prepare_features | Man page Source code |
| panel_lag | Man page Source code |
| panel_returns_simple | Man page Source code |
| perf_metrics | Man page Source code |
| plot.backtest_result | Man page Source code |
| plot.param_grid_result | Man page Source code |
| plot.performance_analysis | Man page Source code |
| plot.wf_optimization_result | Man page Source code |
| portfolio_returns | Man page Source code |
| print.backtest_result | Man page Source code |
| print.param_grid_result | Man page Source code |
| print.performance_analysis | Man page Source code |
| print.wf_optimization_result | Man page Source code |
| pt_collect_results | Man page Source code |
| rank_scores | Source code |
| rank_within_sector | Man page Source code |
| rebalance_calendar | Man page Source code |
| recursive_bisection_optimized | Man page Source code Source code |
| roll_fit_predict | Man page Source code |
| roll_fit_predict_seq | Man page Source code |
| roll_ic_stats | Man page Source code |
| run_backtest | Man page Source code |
| run_example | Man page Source code |
| run_param_grid | Man page Source code |
| run_strategy | Source code |
| run_walk_forward | Man page Source code |
| safe_and | Source code |
| safe_any | Man page Source code |
| safe_divide | Man page Source code |
| safe_max | Source code |
| safe_mean | Source code |
| safe_min | Source code |
| safe_sum | Source code |
| sample_prices_daily | Man page |
| sample_prices_weekly | Man page |
| sample_sp500_sectors | Man page |
| scores_oos_only | Man page |
| scores_to_weights | Source code |
| select_top_k_scores | Man page Source code |
| select_top_k_scores_by_group | Man page Source code |
| sql_adapter | Man page Source code |
| sql_adapter_adjusted | Man page Source code |
| standardize_data_format | Man page Source code |
| summary.backtest_result | Man page Source code |
| summary_selection | Source code |
| summary_weights | Source code |
| switch_weights | Man page Source code |
| transform_scores | Man page Source code |
| tune_ml_backtest | Man page Source code |
| turnover_by_date | Man page |
| update_symbols_in_db | Source code |
| update_vix_in_db | Man page Source code |
| utils_info | Source code |
| validate_backtest_inputs | Source code |
| validate_data_format | Man page Source code |
| validate_filter_result | Source code |
| validate_group_map | Man page Source code |
| validate_matching_structure | Source code |
| validate_no_leakage | Man page Source code |
| validate_performance_inputs | Man page Source code |
| validate_selection_data | Source code |
| validate_signal_data | Source code |
| validate_weights | Source code |
| vol_target | Man page Source code |
| weight_by_hrp | Man page Source code |
| weight_by_rank | Man page Source code |
| weight_by_regime | Man page Source code |
| weight_by_risk_parity | Man page Source code |
| weight_by_signal | Man page Source code |
| weight_by_volatility | Man page Source code |
| weight_equally | Man page Source code |
| weight_from_scores | Man page Source code |
| wf_report | Man page Source code |
| wf_stitch | Man page Source code |
| wf_sweep_tabular | Man page |
| yahoo_adapter | Man page Source code |
