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GitHub / dppalomar/portfolioBacktest issues and pull requests

#15 - Wealth not correctly calculated by portfolioBacktest?

Issue - State: closed - Opened by mark0100 over 1 year ago - 1 comment

#14 - Saving state inside portfolio functions

Issue - State: closed - Opened by mark0100 over 1 year ago - 1 comment

#13 - Error in plotPerformanceVsParams(bt) : No portfolio found in backtest!

Issue - State: closed - Opened by mark0100 over 1 year ago - 1 comment

#12 - Add automated code test coverage and fixes a few failing unit tests

Pull Request - State: closed - Opened by mirca almost 3 years ago - 1 comment

#11 - The reoptimization period has to be a multiple of the rebalancing period.

Issue - State: closed - Opened by MislavSag almost 3 years ago - 1 comment

#10 - Object Structure

Issue - State: closed - Opened by lhk2000 about 3 years ago - 1 comment

#9 - Backtest strategy with only one asset and positions

Issue - State: closed - Opened by MislavSag about 4 years ago - 2 comments

#8 - Allow different data frequencies apart from daily

Issue - State: closed - Opened by dppalomar about 5 years ago - 1 comment
Labels: enhancement

#7 - Include transaction costs

Issue - State: closed - Opened by dppalomar over 5 years ago - 1 comment
Labels: enhancement

#6 - Provide more performance measures

Issue - State: closed - Opened by dppalomar over 5 years ago - 1 comment
Labels: enhancement

#5 - Allow each portfolio to have different rebalancing parameters

Issue - State: open - Opened by dppalomar over 5 years ago
Labels: enhancement

#4 - Allow for different rebalancing schedules

Issue - State: open - Opened by dppalomar over 5 years ago
Labels: enhancement

#3 - Pass the current portfolio w to the function

Issue - State: closed - Opened by dppalomar over 5 years ago - 1 comment
Labels: enhancement

#2 - Allow download data from a local database

Issue - State: closed - Opened by dppalomar over 5 years ago - 1 comment
Labels: enhancement

#1 - List files in a more robust manner

Pull Request - State: closed - Opened by mirca about 6 years ago