Package: PortfolioTesteR
Type: Package
Title: Test Investment Strategies with English-Like Code
Version: 0.1.4
Authors@R: 
    person("Alberto", "Pallotta",
           email = "pallottaalberto@gmail.com",
           role = c("aut", "cre"))
Description: Design, backtest, and analyze portfolio strategies using simple,
    English-like function chains. Includes technical indicators, flexible stock
    selection, portfolio construction methods (equal weighting, signal weighting,
    inverse volatility, hierarchical risk parity), and a compact backtesting
    engine for portfolio returns, drawdowns, and summary metrics.
License: MIT + file LICENSE
URL: https://github.com/AlbertoPallotta/PortfolioTesteR
BugReports: https://github.com/AlbertoPallotta/PortfolioTesteR/issues
Depends: R (>= 3.5.0)
Imports: data.table, graphics, stats, TTR, utils, zoo
Suggests: knitr, rmarkdown, testthat (>= 3.0.0), quantmod, RSQLite,
        rvest, glmnet, ranger, xgboost, keras, tensorflow
Encoding: UTF-8
RoxygenNote: 7.3.3
Config/testthat/edition: 3
ByteCompile: true
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2025-11-01 14:43:25 UTC; alber
Author: Alberto Pallotta [aut, cre]
Maintainer: Alberto Pallotta <pallottaalberto@gmail.com>
Repository: CRAN
Date/Publication: 2025-11-01 22:30:10 UTC
Built: R 4.6.0; ; 2026-04-27 19:25:14 UTC; unix
