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backtest

0.3-4Package record

Exploring Portfolio-Based Conjectures About Financial Instruments

0packages depend
4.6Kdownloads / year
52.2%test coverage
11/13flavors OK

Overview

About

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.

CRAN check page ↗

Slowest check: 1.7 min · r-release-macos-x86_64
Status changes
  • NOTE11 OK, 2 NOTENow
  • NOTE12 OK, 2 NOTE2026-03-10
Advisories

none known

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%

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
Compare downloads with other packages →
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
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (from the free-text Author field) (8)
· 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.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
  • R
    R 3.3.0 released · 2016-05-03
  • 0.3-4Latest
    record
    2015-09-17 · current release · diff ↗
  • R
    R 3.2.0 released · 2015-04-16
  • R
    R 3.1.0 released · 2014-04-10
  • 0.3-2
    record
    2013-07-09 · diff ↗
  • R
    R 3.0.0 released · 2013-04-03
Show 21 earlier eventsHide 21 earlier events
  • 0.3-1
    record
    2012-07-23 · diff ↗
  • R
    R 2.15.0 released · 2012-03-30
  • R
    R 2.14.0 released · 2011-10-31
  • R
    R 2.13.0 released · 2011-04-13
  • R
    R 2.12.0 released · 2010-10-15
  • R
    R 2.11.0 released · 2010-04-22
  • R
    R 2.10.0 released · 2009-10-26
  • R
    R 2.9.0 released · 2009-04-17
  • 0.3-0
    record
    2008-11-02 · diff ↗
  • R
    R 2.8.0 released · 2008-10-20
  • R
    R 2.7.0 released · 2008-04-22
  • 0.2-2
    record
    2008-04-21 · diff ↗
  • R
    R 2.6.0 released · 2007-10-03
  • 0.2-1
    record
    2007-10-02 · diff ↗
  • 0.2-0
    record
    2007-07-07 · diff ↗
  • R
    R 2.5.0 released · 2007-04-24
  • 0.1-2
    record
    2007-04-13 · diff ↗
  • R
    R 2.4.0 released · 2006-10-03
  • 0.1-1
    record
    2006-10-02 · diff ↗
  • 0.1-0
    record
    2006-08-03
  • R
    R 2.3.0 released · 2006-04-24

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

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

APA

Balamuta, J. J. (2026). R Observatory: Metrics for backtest version 0.3-4 [Data set]. HJJB, LLC. Data release v2026-10-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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