wf_stitch: Stitch Out-of-Sample Results (overlap-safe)
In PortfolioTesteR: Test Investment Strategies with English-Like Code
wf_stitch R Documentation
Stitch Out-of-Sample Results (overlap-safe)
Description
Concatenates OOS backtests and safely compounds returns on overlapping dates.
Usage
wf_stitch(oos_results, initial_value = 1e+05)
Arguments
oos_results
List of backtest_result objects, each with $portfolio_values and $dates.
initial_value
Numeric starting value for the stitched equity curve (default 100000).
Value
Data frame with columns: Date, Value.
PortfolioTesteR documentation built on Nov. 5, 2025, 5:23 p.m.
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| wf_stitch | R Documentation |
Stitch Out-of-Sample Results (overlap-safe)
Description
Concatenates OOS backtests and safely compounds returns on overlapping dates.
Usage
wf_stitch(oos_results, initial_value = 1e+05)
Arguments
oos_results |
List of backtest_result objects, each with $portfolio_values and $dates. |
initial_value |
Numeric starting value for the stitched equity curve (default 100000). |
Value
Data frame with columns: Date, Value.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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