run_param_grid: Run Parameter Grid Optimization (safe + ergonomic)

In PortfolioTesteR: Test Investment Strategies with English-Like Code

Run Parameter Grid Optimization (safe + ergonomic)

Description

Run Parameter Grid Optimization (safe + ergonomic)

Usage

run_param_grid(
  prices,
  grid,
  builder,
  metric = NULL,
  name_prefix = "Strategy",
  verbose = FALSE,
  light_mode = TRUE,
  precompute_returns = TRUE,
  builder_args = list(),
  n_cores = 1,
  fixed = NULL
)

Arguments

prices	Data frame with Date + symbol columns
grid	Data frame (each row = a combo) OR a named list of vectors
builder	Function(prices, params, ...) -> weights (Date + symbols)
metric	Scoring function(backtest) -> numeric. Defaults to metric_sharpe.
name_prefix	String prefix for backtest names
verbose	Logical
light_mode	Logical: speed-ups in backtest
precompute_returns	Logical: precompute log-returns once (light_mode only)
builder_args	List of extra args forwarded to builder (e.g., caches)
n_cores	Integer (kept for API compatibility; ignored here)
fixed	Optional named list of constant parameters merged into every combo. If a name appears in both grid and fixed, the fixed value wins and that column is pruned from the grid (fewer duplicate combos; clearer counts).

Value

param_grid_result

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