carry_forward_weights: Carry-forward weights between rebalances (validation helper)

View source: R/ml.R

carry_forward_weightsR Documentation

Carry-forward weights between rebalances (validation helper)

Description

Carry-forward weights between rebalances (validation helper)

Usage

carry_forward_weights(weights)

Arguments

weights

Wide weight panel (Date + symbols) with weights only on rebalance rows.

Value

weight panel with rows filled forward and each active row sum=1.


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