scorecard: scorecard: GGCM scorecard model performance update and report...
In greatgray/scorecard: GGCM Model Performance Scorecard
Description
Setup
Design
Operation
Description
The scorecard package is intended to support periodic automated
analysis of trading model performance. It can, however, be
used manually.
Setup
The package design hinges on two input files: a scorecard
file and a transaction file. The scorecard file is a YAML
specification for the scorecard layout: its rows identify
individual trading models, which in turn point to model
configuration files also in YAML format. The transaction
file is a Bivio account history export file in XML format.
Design
The package uses a workflow assumption that employs a
data hand-off by way of a workspace archive file. One
function gathers the update information and stores the
results in the workspace archive. Downstream functions
read the workspace archive to produce graphics or reports,
but do not write to the workspace.
Operation
Although the package contains many functions, there are
two key functions for interaction in the workflow.
sorecard_update() performs the data gathering,
analysis, and generation of the workspace archive.
scorecard_produce() performs the generation of
several PNG graphics files, presenting the results of
the update and analysis.
greatgray/scorecard documentation built on May 17, 2019, 8:34 a.m.
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Description Setup Design Operation
Description
The scorecard package is intended to support periodic automated analysis of trading model performance. It can, however, be used manually.
Setup
The package design hinges on two input files: a scorecard file and a transaction file. The scorecard file is a YAML specification for the scorecard layout: its rows identify individual trading models, which in turn point to model configuration files also in YAML format. The transaction file is a Bivio account history export file in XML format.
Design
The package uses a workflow assumption that employs a data hand-off by way of a workspace archive file. One function gathers the update information and stores the results in the workspace archive. Downstream functions read the workspace archive to produce graphics or reports, but do not write to the workspace.
Operation
Although the package contains many functions, there are two key functions for interaction in the workflow.
sorecard_update() performs the data gathering,
analysis, and generation of the workspace archive.
scorecard_produce() performs the generation of
several PNG graphics files, presenting the results of
the update and analysis.
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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