Man pages for knightsay/backtestGraphics
Interactive Graphics for Portfolio Data

backtestGraphicsInteractive Backtest Graphics
backtestGraphics-packageA package to visualize backtest results
best_worst_monthFind the best-performing and the worst-performing months
best_worst_threeFind the three best-performing and worst-performing...
calc_pnlCalculate cumulative pnl, mean pnl, dollar sharpe ratio
cleanup_columnClean up the input data set
commodityCommodity Futures Data from 2003 to 2005.
creditCredit Default Swap Data from 2007 to 2009.
cumpnl_plotDraw an interactive line plot for cumulative P&L
drawdownThe Three Biggest Drawdowns in the portfolio
equityEquity Data from 2005 to 20014.
interactive_plotInteractive plot with dygraph
next_trading_dayNext trading day
slice_dataSlice Data Set
stat_calculationCalculate Statistics
sum_dataSummarize data for the overall portfolio
trade_freqFind Trading Frequency
knightsay/backtestGraphics documentation built on April 3, 2018, 11:07 a.m.