R Observatory: Metrics for PortfolioTesteR version 0.1.4

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

PortfolioTesteR

0.1.4Package record

Test Investment Strategies with English-Like Code

0packages depend

2.6Kdownloads / year

19.2%test coverage

13/13flavors OK

Overview

About

Maintained by Alberto PallottaCRAN page ↗GitHub ↗Issues ↗

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.

Changes in 0.1.4

New

ml_backtest_multi() — run ML backtests across multiple horizons/schedules.
pt_collect_results() — one-call collector for coverage, IC (raw & OOS-only), turnover, perf tables, and cost sweeps.
scores_oos_only() — keep scores only on OOS decision dates.

Improvements

Vignettes stabilized on knitr/rmarkdown (no Quarto dependency during checks).
Expanded R/globals.R to silence data.table NSE NOTES.
Regenerated docs with UTF-8 to avoid Non-ASCII warnings.

Compatibility

No breaking API changes.

From NEWS.md in the release

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("PortfolioTesteR", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("AlbertoPallotta/PortfolioTesteR")

Development version from AlbertoPallotta/PortfolioTesteR. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-portfoliotester

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-PortfolioTesteR

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-PortfolioTesteR

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 5.8 min · r-devel-linux-x86_64-debian-clang

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK12 OK2026-04-25
ERROR11 OK, 3 ERROR2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.1.4

READMEYes · 427 wordsVignettesYes · 3 · evaluation depends on the environmentNEWSYes · 67% structured · mentions 0.1.4Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 137 (14 internal)includes a package overview page
Examples that run: 68%63 run in a plain check (1 of them under a condition) · 18 only when donttest examples are enabled (R CMD check --as-cran) · 10 never run · 1 hold no code
Exported functions with examples: 75%
Documented parameters: 97%
Return-value docs: 100%
Help pages citing references: 0%

Vignettes (3)

How these are measured

Downloads

2.6K

CRAN downloads in the past year

Rank #20,407 · ~7/day · ~216/mo

Releases R versions

Daily download trend is not available in this view yet.

22230 days

65790 days

2.6K1 year

Compare downloads with other packages →

Also on86 r2u7 autocran

How downloads are counted

Repository

albertopallotta/portfoliotester ↗Account: AlbertoPallotta

4Stars

1Forks

0Open issues

1Open PRs

2Releases

41Commits

1Commit identities

asset-allocationbacktestingmachine-learningportfolio-constructionportfolio-optimizationquantitative-financetime-seriescran

41 commits · Last activity 2026-08-17 · 0% stars, 30d

Responsiveness

not measured

Stars over time

2025-09-27 · 22026-07-07 · 4

How these are measured

PracticesBeta

3 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/albertopallotta/portfoliotester on 2026-10-25.

Continuous integration (1)

GitHub Actions

CRAN release process (1)

cran-comments.md

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies

14 external dependencies (excludes base and recommended)

Installing PortfolioTesteR adds 5 packages (5 with compiled code, 7.8 MB of source tarballs). Heaviest: data.table 5.7 MB, curl 714 KB, zoo 675 KB.

Depends (1)

R >= 3.5.0

Imports (6)

data.tablegraphicsstatsTTRutilszoo

LinkingTo (0)

none

Suggests (11)

knitr rmarkdown testthat quantmod RSQLite rvest glmnet ranger xgboost keras tensorflow

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (1)

Alberto Pallotta

Author, Maintainer since 0.1.1 (2025)

Releases (4)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
0.1.4Latest
record
2025-11-01 · current release · diff ↗ ·
added 3 exports
ml_backtest_multi, pt_collect_results, scores_oos_only
0.1.3
record
2025-10-21 · diff ↗ ·
added 16 exports
analyze_by_period, analyze_vs_benchmark, calculate_daily_values, ml_add_interactions, ml_ic_series_on_scores, ml_make_ensemble, ml_make_model, ml_make_seq_model, ml_panel_op, ml_panel_reduce, ml_plot_ic_roll, ml_prepare_features, panel_returns_simple, perf_metrics, portfolio_returns, vol_target
0.1.2
record
2025-09-30 · diff ↗ ·
added 31 exports
bucket_returns, calc_rolling_correlation, calc_stochrsi, cap_exposure, cap_turnover, carry_forward_weights, combine_scores, coverage_by_date, cv_tune_seq, demo_sector_map, evaluate_scores, ic_series, join_panels, make_labels, membership_stability, ml_backtest, ml_backtest_seq, panel_lag, rebalance_calendar, roll_fit_predict, roll_fit_predict_seq, roll_ic_stats, select_top_k_scores, select_top_k_scores_by_group, transform_scores, tune_ml_backtest, turnover_by_date, validate_group_map, validate_no_leakage, weight_from_scores and 1 more
0.1.1
record
2025-09-22
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2025-09-22
Total releases: 4 / 1 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 3.5.0
Bundled data: 55 KB / 3 files
Download size: 401 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("PortfolioTesteR")

Format

Pallotta, A. (2025). PortfolioTesteR: Test Investment Strategies with English-Like Code (Version 0.1.4) [Computer software]. https://doi.org/10.32614/CRAN.package.PortfolioTesteR

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for PortfolioTesteR version 0.1.4 [Data set]. HJJB, LLC. Data release v2026-10-26. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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