listPortfoliosWithFailures: List portfolios with failures

In dppalomar/portfolioBacktest: Automated Backtesting of Portfolios over Multiple Datasets

List portfolios with failures

Description

List portfolios with failures

Usage

listPortfoliosWithFailures(bt)

Arguments

bt	Backtest results as produced by the function portfolioBacktest.

Author(s)

Daniel P. Palomar

Examples

library(portfolioBacktest)
data(dataset10)  # load dataset

# define your own portfolio function
portfolio_with_errors <- function(dataset, ...) {
  return(NA)
}

# do backtest
bt <- portfolioBacktest(list("Portfolio with errors" = portfolio_with_errors), dataset10)

listPortfoliosWithFailures(bt)

dppalomar/portfolioBacktest documentation built on April 27, 2022, 3:27 a.m.