require(lubridate)
require(stringr)

knitr::opts_chunk$set(echo = FALSE,
                      warning = FALSE,
                      message = FALSE)

## read parameters
scorecard_dir <- params$scorecard_dir
scorecard_date <- params$scorecard_date
# find the figures to use
# figures should have been written by scorecard_produce
if ( is.na(scorecard_date) || str_length(scorecard_date) < 3 ) {
  # workspace not overridden in environment, so find in directory
  # find the scorecard workspace directory and load files
  scorecard_date <- strftime(lubridate::today("America/Chicago"), 
                             format = "%Y%m%d")
  message(paste("Using today's scorecard date",scorecard_date))
} else {
  message(paste("Using argument-specified date",scorecard_date))
}

sac <- file.path(scorecard_dir,paste(scorecard_date,"sc","actual.png",sep="_"))
se  <- file.path(scorecard_dir,paste(scorecard_date,"sc","expected.png",sep="_"))
sbm <- file.path(scorecard_dir,paste(scorecard_date,"sc","benchmark.png",sep="_"))
sbh <- file.path(scorecard_dir,paste(scorecard_date,"sc","buyhold.png",sep="_"))
so  <- file.path(scorecard_dir,paste(scorecard_date,"sc","oos.png",sep="_"))

Actual performance by transaction history.

Expected performance from backtesting.

Model basket buy-and-hold.

Model benchmark performance.

Model trades performed out-of-sample through report date.



greatgray/scorecard documentation built on Feb. 14, 2018, 4:28 a.m.