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Changes in portfolioBacktest version 0.2.0 (2019-08-23)

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@dppalomar dppalomar released this 23 Aug 13:35
· 174 commits to master since this release
v0.2.0
b1cb7f0

  • 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.

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