build_strategies | R Documentation |
Build strategies from an input csv file or dataframe of strategies, can use 'demo_strategies' to generate a template file
build_strategies(input, start_date = as.Date("2000-01-01"), end_date = today())
input |
A dataframe containing strategy inputs or A character variable containing the path to the input csv file |
start_date |
A Date variable with start date of generation, this can be earlier or later than the dates in the template file |
end_date |
A Date variable containing the end date for the position sizes, defaults to today |
A list containing the actual sizes (mix of months-weighted and percentage based on input file) and simulated sizes ie actual sizes but filled upwards, then downwards to use for simulation of returns
data(demo_strategies) build_strategies(demo_strategies, as.Date("2016-01-01"), as.Date("2018-12-07")) build_strategies("input_file.csv")
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