Exploring Portfolio-Based Conjectures About Financial Instruments
0packages depend
4.6Kdownloads / year
52.2%test coverage
11/13flavors OK
Overview
About
Maintained by Daniel GerlancCRAN page ↗
The backtest package provides facilities for exploring portfolio-based conjectures about financial instruments (stocks, bonds, swaps, options, et cetera).
Install
Health
CRAN checks
2NOTE11OK
Check messages
NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Daniel Gerlanc <dgerlanc@enplusadvisors.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Jeff",
family = "Enos",
role = "aut",
email = "jeff@kanecap.com"),
person(given = "David",
family = "Kane",
role = "aut",
email = "dave@kanecap.com"),
person(given = c("with", "contributions", "from", "Kyle"),
family = "Campbell",
role = "aut",
email = "kyle.w.campbell@williams.edu"),
person(given = "Daniel",
family = "Gerlanc",
role = c("aut", "cre"),
email = "daniel@gerlanc.com"),
person(given = "Aaron",
family = "Schwartz",
role = "aut",
email = "Aaron.J.Schwartz@williams.edu"),
person(given = "Daniel",
family = "Suo",
role = "aut",
email = "danielsuo@gmail.com"),
person(given = "Alexei",
family = "Colin",
role = "aut",
email = "acolin@fas.harvard.edu"),
person(given = c("and", "Luyi"),
family = "Zhao",
role = "aut",
email = "luyizhao@gmail.com"))
as necessary.Slowest check: 1.7 min · r-release-macos-x86_64
Status changes
- NOTE11 OK, 2 NOTENow
- NOTE12 OK, 2 NOTE2026-03-10
Advisories
Documentation
In release 0.3-4
READMEYes · 20 wordsVignettesYes · 1 · dynamicNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
- Help pages
- 4includes a package overview page
- Examples that run
- 100%3 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 0%
Vignettes (1)
Downloads
4.6K
CRAN downloads in the past year
Rank #6,300 · ~12/day · ~380/mo
Daily download trend is not available in this view yet.
47530 days
1.3K90 days
4.6K1 year
Also on230 r2u32 autocran204 c2d4u
Dependencies
Declared dependencies
0 external dependencies (excludes base and recommended)
Installing backtest adds no packages beyond those that come with R.
Depends (4)
R >= 2.10methodsgridlattice
Imports (0)
none
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Code & Tests
Datasets
People & History
People (from the free-text Author field) (8)
· added in 0.2-0
· added in 0.2-0
· added in 0.2-0
· added in 0.3-0
· added in 0.3-0
Maintainer since 0.3-2 (2013), previously Jeff Enos (0.1-0 to 0.3-1)
Listed in earlier versions (1)
no longer listed · 0.1-0 to 0.1-2
Releases (10)
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- 0.3-4Latest
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- 0.3-22013-07-09 · diff ↗
- RR 3.0.0 released · 2013-04-03
Show 21 earlier eventsHide 21 earlier events
- 0.3-12012-07-23 · diff ↗
- RR 2.15.0 released · 2012-03-30
- RR 2.14.0 released · 2011-10-31
- RR 2.13.0 released · 2011-04-13
- RR 2.12.0 released · 2010-10-15
- RR 2.11.0 released · 2010-04-22
- RR 2.10.0 released · 2009-10-26
- RR 2.9.0 released · 2009-04-17
- 0.3-02008-11-02 · diff ↗
- RR 2.8.0 released · 2008-10-20
- RR 2.7.0 released · 2008-04-22
- 0.2-22008-04-21 · diff ↗
- RR 2.6.0 released · 2007-10-03
- 0.2-12007-10-02 · diff ↗
- 0.2-02007-07-07 · diff ↗
- RR 2.5.0 released · 2007-04-24
- 0.1-22007-04-13 · diff ↗
- RR 2.4.0 released · 2006-10-03
- 0.1-12006-10-02 · diff ↗
- 0.1-02006-08-03
- RR 2.3.0 released · 2006-04-24
0 of 2 selectedCompare selected
Package metadata
- First published
- 2006-08-03
- Total releases
- 10 / 20 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 2.10
- Bundled data
- 2.9 MB / 2 files
- Download size
- 3.3 MB
Appears in task views
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("backtest")Cite the R Observatory
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