as_selection: Convert Conditions to Selection Format

In PortfolioTesteR: Test Investment Strategies with English-Like Code

Convert Conditions to Selection Format

Description

Converts condition matrices or data frames to standard selection format with Date column and binary values. Handles NA by converting to 0.

Usage

as_selection(condition_matrix, date_column = NULL)

Arguments

condition_matrix	Matrix or data frame with conditions
date_column	Optional Date vector if not in input

Value

Data.table in selection format (Date + binary columns)

Examples

data("sample_prices_weekly")
ma20 <- calc_moving_average(sample_prices_weekly, 20)
above_ma <- filter_above(calc_distance(sample_prices_weekly, ma20), 0)
selection <- as_selection(above_ma, sample_prices_weekly$Date)

PortfolioTesteR documentation built on Nov. 5, 2025, 5:23 p.m.