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Changes in portfolioBacktest version 0.2.3 (2021-01-12)

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@dppalomar dppalomar released this 12 Jan 09:16
· 55 commits to master since this release
v0.2.3
47a4296

  • 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.

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