Interactive Graphics for Portfolio Data


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Documentation for package ‘backtestGraphics’ version 0.1.7

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backtestGraphics-package A package to visualize backtest results
backtestGraphics Interactive Backtest Graphics
best_worst_month Find the best-performing and the worst-performing months
best_worst_three Find the three best-performing and worst-performing commodities
calc_pnl Calculate cumulative pnl, mean pnl, dollar sharpe ratio
cleanup_column Clean up the input data set
commodity Commodity Futures Data from 2003 to 2005.
create_instrument_optGroups Create opt group list for selectizeInput for instruments
create_strategy_optGroups Create opt group list for selectizeInput for strategies
credit Credit Default Swap Data from 2007 to 2009.
cumpnl_plot Draw an interactive line plot for cumulative P&L
drawdown The Three Biggest Drawdowns in the portfolio
equity Equity Data from 2005 to 20014.
interactive_plot Interactive plot with dygraph
next_trading_day Next trading day
slice_data Slice Data Set
stat_calculation Calculate Statistics
sum_data Summarize data for the overall portfolio
trade_freq Find Trading Frequency