return_calculate: Calculate strategy returns

In jonaselm/fluxcapacitor: A Quantitative Backtesting Engine

Description

This function calulates the per-period returns for a backtested strategy object. This is useful for any portfolio analytics calculations that require portfolio values to be passed as returns. This function can calculate either arithmetic or log returns by specifying the method argument.

Usage

return_calculate(strategy_object, method = c("arithmetic", "log"))

Arguments

strategy_object	a strategy object
method	Calulation method: "arithmetic" or "log" returns.

Value

A tibble of dates and per-period returns

jonaselm/fluxcapacitor documentation built on May 16, 2019, 2:53 a.m.