backtest_initialize_rebaldates: Unexported Subfunction(s) of backtest
In jmuhlenkamp/tidal.backtest: Package for Backtesting
Description
Returns a date vector indicating which dates backtest_execute()
should performance a rebalance.
Usage
1
backtest_initialize_rebaldates(dates, ith_date, by_group)
Arguments
dates
A vector of dates
ith_date
Integer to determine which observation of each by group to return.
For Example ith_date = 2, week will return the second day of
each week. Also, ith_date = 99, month will return last day of
each month.
by_group
Character indicating by group to apply to ith_date.
Acceptable values are: date, week, month, qtr.
jmuhlenkamp/tidal.backtest documentation built on May 25, 2019, 2:20 p.m.
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Description
Returns a date vector indicating which dates backtest_execute() should performance a rebalance.
Usage
1 | backtest_initialize_rebaldates(dates, ith_date, by_group)
|
Arguments
dates |
A vector of dates |
ith_date |
Integer to determine which observation of each by group to return. For Example ith_date = 2, week will return the second day of each week. Also, ith_date = 99, month will return last day of each month. |
by_group |
Character indicating by group to apply to ith_date. Acceptable values are: date, week, month, qtr. |
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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