filter_top_n_where: Select Top N from Qualified Stocks

In PortfolioTesteR: Test Investment Strategies with English-Like Code

Select Top N from Qualified Stocks

Description

Selects top N stocks by signal, but only from those meeting a condition. Combines qualification and ranking in one step.

Usage

filter_top_n_where(
  signal_df,
  n,
  condition_df,
  min_qualified = 1,
  ascending = FALSE
)

Arguments

signal_df	Signal values for ranking
n	Number to select
condition_df	Binary matrix of qualified stocks
min_qualified	Minimum qualified stocks required (default: 1)
ascending	FALSE for highest, TRUE for lowest

Value

Binary selection matrix

Examples

data("sample_prices_weekly")
# Calculate indicators
momentum <- calc_momentum(sample_prices_weekly, 12)
ma20 <- calc_moving_average(sample_prices_weekly, 20)
distance_from_ma <- calc_distance(sample_prices_weekly, ma20)

# Top 10 momentum stocks from those above MA
above_ma <- filter_above(distance_from_ma, 0)
top_qualified <- filter_top_n_where(momentum, 10, above_ma)

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