Changes in portfolioBacktest version 0.4.1 (2022-04-22)

Function summaryTable() now allows the kable type of table.
Vignette now explains a temporary hack to initialize backtests (via non-recommended global variables).
Benchmark name 1/N has replaced the previous name uniform.
Added function backtestChartSharpeRatio().
Function backtestBoxPlot() now accepts a reference portfolio.
Argument price_name to portfolioBacktest() can be left unspecified.
Function portfolioBacktest() now returns w_optimized and w_rebalanced (instead of w_designed). It also returns X_lin that can be used for debugging or other purposes.

Changes in portfolioBacktest version 0.3.1 (2021-10-11)

In the computation of Sharpe ratio and annualized return, uncompounded returns are used (before they were compounded).
New function to add new performance measures: add_performance()
Function name backtestChartCumReturns() changed to backtestChartCumReturn() .
Now the portfolio function receives an additional argument w_current with the current portfolio. This allows for portfolio designs that take into account transaction costs and for smart rebalancing techniques.
Lots of internal code rewritten to make it more robust to future coding bugs. Now use of ellipsis in most places (always with named arguments).

Reimplement parallel mode using package pbapply.
Add a temporary argument source_to_local in function portfolioBacktest() to address the issues of using package CVXR within files.
Add MDP and MSRP as benchmarks.
Fix performance computation when no investment happens in some days.
Function stockDataResample() deprecated and revised as financialDataResample() to work with other than stock data (e.g., crypto data) and without requiring the elements $adjusted or $index.
Package now works with non-daily data. For example, for hourly crypto data, one needs to specify bars_per_year = 24*365.

Bug fixed with global variables when using paral_portfolios > 1.
Typos fixed in vignette.
Data SP500_symbols updated.
Bug fix in backtestLeaderboard() when some portfolios have 100% failure rate.
Three new plotting function: backtestChartCumReturns(), backtestChartDrawdown(), backtestChartStackedBar().
Structural improvement for embedded benchmarks. Now it is easier to add more benchmarks.
Add the global minimum variance portfolio (GMVP) with "shrinkage" option as a benchmark.
Add two more performance criteria: VaR (alpha = 0.95) and CVaR (alpha = 0.95) of loss.
Filter global variables by size: now the variables with size > 10 MB will not be transparent to parallel threads.
Revised test examples.

Now stockDataDownload() will store the downloaded data into a local file and if called again with the same arguments will use it (Issue: #2).
Function portfolioBacktest() now returns two portfolios: w_designed and w_bop.
Function portfolioBacktest() now takes an extra argument for the portfolio execution which can be "same day" or "next day".
Transaction costs are now included in the backtest computation and function portfolioBacktest() takes an extra argument (Issue: #7).
Two new functions for easy parameter tuning and plotting: genRandomFuns() and plotPerformanceVsParams().
Package ggplot2 is now imported and all the plots are based on it by default.