backtestGraphics: Interactive Graphics for Portfolio Data

Creates an interactive graphics interface to visualize backtest results of different financial instruments, such as equities, futures, and credit default swaps. The package does not run backtests on the given data set but displays a graphical explanation of the backtest results. Users can look at backtest graphics for different instruments, investment strategies, and portfolios. Summary statistics of different portfolio holdings are shown in the left panel, and interactive plots of profit and loss (P\&L), net market value (NMV) and gross market value (GMV) are displayed in the right panel.

Version: 0.1.7
Depends: R (≥ 3.5.0)
Imports: dygraphs, dplyr, scales, xts, shiny
Suggests: testthat
Published: 2024-12-20
DOI: 10.32614/CRAN.package.backtestGraphics
Author: Yanrong Song [aut, cre], Zijie Zhu [aut], David Kane [aut], Ziqi Lu [aut], Karan Tibrewal [aut], Fan Zhang [aut]
Maintainer: Yanrong Song <yrsong129 at gmail.com>
License: GPL-3
NeedsCompilation: no
Materials: README
CRAN checks: backtestGraphics results

Documentation:

Reference manual: backtestGraphics.pdf
Vignettes: backtestGraphics (source, R code)

Downloads:

Package source: backtestGraphics_0.1.7.tar.gz
Windows binaries: r-devel: backtestGraphics_0.1.7.zip, r-release: backtestGraphics_0.1.7.zip, r-oldrel: not available
macOS binaries: r-release (arm64): backtestGraphics_0.1.7.tgz, r-oldrel (arm64): backtestGraphics_0.1.7.tgz, r-release (x86_64): backtestGraphics_0.1.7.tgz, r-oldrel (x86_64): backtestGraphics_0.1.7.tgz
Old sources: backtestGraphics archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=backtestGraphics to link to this page.