backtest_initialize: Unexported Subfunction(s) of backtest

Description Usage Arguments

View source: R/backtest_initialize.R

Description

Takes a set of daily prices and daily weights and returns a list of initialized data ready to be traded.

Usage

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backtest_initialize(df_prices, df_weights, use_cash_long, use_cash_short,
  name)

Arguments

df_prices

a data.frame containing the columns: symbol, date, price

df_weights

a data.frame containing the columns: symbol, date, w

use_cash_long

if TRUE use _CASH_LONG_ price within df_prices, else use 1 for all dates

use_cash_short

if TRUE use _CASH_SHORT_ price within df_prices, else use 1 for all dates

name

a string name for the backtest results


jmuhlenkamp/tidal.backtest documentation built on May 25, 2019, 2:20 p.m.