run_backtest: Run Portfolio Backtest
In PortfolioTesteR: Test Investment Strategies with English-Like Code

run_backtest

R Documentation

Run Portfolio Backtest

Description

Main backtesting engine that simulates portfolio performance over time. Handles position tracking, transaction costs, and performance calculation.

Usage

run_backtest(
  prices,
  weights,
  initial_capital = 1e+05,
  name = "Strategy",
  verbose = FALSE,
  stop_loss = NULL,
  stop_monitoring_prices = NULL
)

Arguments

`prices`	Price data (data.frame with Date column)
`weights`	Weight matrix from weighting functions
`initial_capital`	Starting capital (default: 100000)
`name`	Strategy name for reporting
`verbose`	Print progress messages (default: FALSE)
`stop_loss`	Optional stop loss percentage as decimal
`stop_monitoring_prices`	Optional daily prices for stop monitoring

Value

backtest_result object with performance metrics

Examples

data("sample_prices_weekly")
momentum <- calc_momentum(sample_prices_weekly, lookback = 12)
selected <- filter_top_n(momentum, n = 10)
weights <- weight_equally(selected)
result <- run_backtest(sample_prices_weekly, weights)

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