View source: R/performance_analytics.R
| plot.performance_analysis | R Documentation |
S3 method for visualizing performance metrics. Supports multiple plot types including summary dashboard, return distributions, risk evolution, and rolling statistics.
## S3 method for class 'performance_analysis'
plot(x, type = "summary", ...)
x |
performance_analysis object |
type |
Plot type: "summary", "returns", "risk", "drawdown" |
... |
Additional plotting parameters |
NULL (creates plot)
data("sample_prices_weekly")
data("sample_prices_daily")
syms_all <- intersect(names(sample_prices_weekly)[-1], names(sample_prices_daily)[-1])
syms <- syms_all[seq_len(min(3L, length(syms_all)))]
P <- sample_prices_weekly[, c("Date", syms), with = FALSE]
D <- sample_prices_daily[, c("Date", syms), with = FALSE]
mom <- calc_momentum(P, lookback = 12)
sel <- filter_top_n(mom, n = 3)
W <- weight_equally(sel)
res <- run_backtest(P, W)
perf <- analyze_performance(res, D, benchmark_symbol = syms[1])
if (interactive()) {
plot(perf, type = "summary")
}
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