Returns a date vector indicating which dates backtest_execute() should performance a rebalance.
1 | backtest_initialize_rebaldates(dates, ith_date, by_group)
|
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. |
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