R: Test Investment Strategies with English-Like Code

# Test Investment Strategies with English-Like Code

## Documentation for package ‘PortfolioTesteR’ version 0.1.4

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

A B C D E F G I J L M P R S T U V W Y

## -- A --

align_to_timeframe | Align Data to Strategy Timeframe
analyze_by_period | Period-level summary statistics
analyze_drawdowns | Analyze Drawdown Characteristics
analyze_performance | Analyze Backtest Performance with Daily Monitoring
analyze_vs_benchmark | Benchmark-relative performance statistics
apply_regime | Apply Market Regime Filter
as_selection | Convert Conditions to Selection Format

## -- B --

backtest_metrics | Calculate Comprehensive Backtest Metrics
bucket_returns | Bucketed label analysis by score rank

## -- C --

calculate_daily_values | Daily equity curve from positions and daily prices
calculate_drawdown_series | Calculate Drawdown Time Series
calc_cci | Calculate Commodity Channel Index (CCI)
calc_distance | Calculate Distance from Reference
calc_market_breadth | Calculate Market Breadth Percentage
calc_momentum | Calculate Price Momentum
calc_moving_average | Calculate Moving Average
calc_relative_strength_rank | Calculate Cross-Sectional Ranking of Indicators
calc_rolling_correlation | Rolling correlation of each symbol to a benchmark
calc_rolling_volatility | Calculate Rolling Volatility
calc_rsi | Calculate Relative Strength Index (RSI)
calc_sector_breadth | Calculate Market Breadth by Sector
calc_sector_relative_indicators | Calculate Indicators Relative to Sector Average
calc_stochastic_d | Calculate Stochastic D Indicator
calc_stochrsi | Stochastic RSI (StochRSI) for multiple price series
cap_exposure | Apply post-weight exposure caps
cap_turnover | Cap turnover sequentially across dates
carry_forward_weights | Carry-forward weights between rebalances (validation helper)
combine_filters | Combine Multiple Filter Conditions
combine_scores | Combine multiple score panels (mean / weighted / rank-average / trimmed)
combine_weights | Combine Multiple Weighting Schemes
convert_to_nweeks | Convert Data to N-Week Frequency
coverage_by_date | Count finite entries per date
create_regime_buckets | Convert Continuous Indicator to Discrete Regimes
csv_adapter | Load Price Data from CSV File
cv_tune_seq | Purged/embargoed K-fold CV for sequence models (inside IS window)

## -- D --

demo_sector_map | Demo sector (group) map for examples/tests
download_sp500_sectors | Download S&P 500 Sector Mappings from Wikipedia

## -- E --

ensure_dt_copy | Ensure Data.Table Without Mutation
evaluate_scores | Evaluate scores vs labels (IC and hit-rate)

## -- F --

filter_above | Filter Stocks Above Threshold
filter_below | Filter Stocks Below Threshold
filter_between | Filter Stocks Between Two Values
filter_by_percentile | Filter by Percentile
filter_rank | Select Top or Bottom N Stocks by Signal
filter_threshold | Filter by Threshold Value
filter_top_n | Select Top N Stocks by Signal Value
filter_top_n_where | Select Top N from Qualified Stocks

## -- G --

get_data_frequency | Detect Data Frequency from Dates

## -- I --

ic_series | Information Coefficient time series
invert_signal | Invert Signal Values for Preference Reversal

## -- J --

join_panels | Join multiple panels on intersecting dates (unique symbol names)

## -- L --

limit_positions | Limit per-date selections to top-K (legacy API)
list_examples | List available example scripts
load_mixed_symbols | Load Mixed Symbols Including VIX

## -- M --

make_labels | Make future-return labels aligned to the decision date
manual_adapter | Adapter for User-Provided Data
membership_stability | Membership stability across dates
metric_sharpe | Calculate Sharpe Ratio with Frequency Detection
ml_add_interactions | Add interaction panels to a feature list
ml_backtest | One-call backtest wrapper (tabular features)
ml_backtest_multi | Run multi-horizon ML backtests (pooled or sector-neutral)
ml_backtest_seq | One-call backtest wrapper (sequence features)
ml_ic_series_on_scores | Rank-IC series computed on score (rebalance) dates
ml_make_ensemble | NA-tolerant ensemble blender (row-wise)
ml_make_model | Model factory for tabular cross-sectional learners
ml_make_seq_model | Deterministic sequence model factory (GRU/LSTM/CNN1D with linear fallback)
ml_panel_op | Panel-safe binary operation on aligned wide panels
ml_panel_reduce | Reduce multiple panels with a binary operator
ml_plot_ic_roll | Rolling rank-IC plot (rebalance dates; leakage-safe)
ml_prepare_features | Prepare tabular features (weekly + aligned daily volatility)

## -- P --

panel_lag | Lag each symbol column by k steps
panel_returns_simple | Panel simple returns from prices
perf_metrics | Portfolio performance metrics
plot.backtest_result | Plot Backtest Results
plot.param_grid_result | Plot Parameter Grid Results (1D/2D/3D and Facets)
plot.performance_analysis | Plot Performance Analysis Results
plot.wf_optimization_result | Plot Walk-Forward Results
portfolio_returns | Portfolio returns from weights and prices (CASH-aware)
print.backtest_result | Print Backtest Results
print.param_grid_result | Print a param_grid_result
print.performance_analysis | Print Performance Analysis Results
print.wf_optimization_result | Print a wf_optimization_result
pt_collect_results | Collect diagnostics from two 'ml_backtest_multi()' runs

## -- R --

rank_within_sector | Rank Indicators Within Each Sector
rebalance_calendar | Rebalance calendar (rows with non-zero allocation)
roll_fit_predict | Rolling fit/predict for tabular features (pooled / per-symbol / per-group)
roll_fit_predict_seq | Rolling fit/predict for sequence models (flattened steps-by-p features)
roll_ic_stats | Rolling IC mean, standard deviation, and ICIR
run_backtest | Run Portfolio Backtest
run_example | Run an Example Script
run_param_grid | Run Parameter Grid Optimization (safe + ergonomic)
run_walk_forward | Walk-Forward Optimization Analysis

## -- S --

safe_divide | Safe Division with NA and Zero Handling
sample_prices_daily | Sample Daily Stock Prices
sample_prices_weekly | Sample Weekly Stock Prices
sample_sp500_sectors | S&P 500 Sector Mappings
scores_oos_only | Mask score tables to out-of-sample decision dates
select_top_k_scores | Select top-K scores per date
select_top_k_scores_by_group | Select top-k symbols per group by score
sql_adapter | Load Price Data from SQL Database
sql_adapter_adjusted | Load Adjusted Price Data from SQL Database
summary.backtest_result | Summary method for backtest results
switch_weights | Switch Between Weighting Schemes

## -- T --

transform_scores | Per-date score transform (z-score or rank)
tune_ml_backtest | Quick grid tuning for tabular pipeline
turnover_by_date | Turnover by date

## -- U --

update_vix_in_db | Update VIX data in database

## -- V --

validate_data_format | Validate Data Format for Library Functions
validate_group_map | Validate a symbol-to-group mapping
validate_no_leakage | Quick leakage guard: date alignment & NA expectations
vol_target | Volatility targeting (row-wise) with optional down-only cap

## -- W --

weight_by_hrp | Hierarchical Risk Parity Weighting
weight_by_rank | Rank-Based Portfolio Weighting
weight_by_regime | Regime-Based Adaptive Weighting
weight_by_risk_parity | Risk Parity Weighting Suite
weight_by_signal | Signal-Based Portfolio Weighting
weight_by_volatility | Volatility-Based Portfolio Weighting
weight_equally | Equal Weight Portfolio Construction
weight_from_scores | Map scores to portfolio weights
wf_report | Generate Walk-Forward Report
wf_stitch | Stitch Out-of-Sample Results (overlap-safe)
wf_sweep_tabular | Walk-forward sweep of tabular configs (window-wise distribution of metrics)

## -- Y --

yahoo_adapter | Download Price Data from Yahoo Finance