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backtest

Exploring Portfolio-Based Conjectures About Financial Instruments

v0.3-4 · Sep 17, 2015 · GPL (>= 2)

Description

The backtest package provides facilities for exploring portfolio-based conjectures about financial instruments (stocks, bonds, swaps, options, et cetera).

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CRAN Check Status

2 NOTE
12 OK
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r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (2 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

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.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

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.

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

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",
                
...[truncated]...
t",
                      email = "acolin@fas.harvard.edu"),
               person(given = c("and", "Luyi"),
                      family = "Zhao",
                      role = "aut",
                      email = "luyizhao@gmail.com"))
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

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",
                
...[truncated]...
t",
                      email = "acolin@fas.harvard.edu"),
               person(given = c("and", "Luyi"),
                      family = "Zhao",
                      role = "aut",
                      email = "luyizhao@gmail.com"))
as necessary.

Dependency Network

Dependencies Reverse dependencies lattice backtest

Version History

new 0.3-4 Mar 10, 2026
updated 0.3-4 ← 0.3-2 diff Sep 16, 2015
updated 0.3-2 ← 0.3-1 diff Jul 8, 2013
updated 0.3-1 ← 0.3-0 diff Jul 22, 2012
updated 0.3-0 ← 0.2-2 diff Nov 1, 2008
updated 0.2-2 ← 0.2-1 diff Apr 20, 2008
updated 0.2-1 ← 0.2-0 diff Oct 1, 2007
updated 0.2-0 ← 0.1-2 diff Jul 6, 2007
updated 0.1-2 ← 0.1-1 diff Apr 12, 2007
updated 0.1-1 ← 0.1-0 diff Oct 1, 2006
new 0.1-0 Aug 2, 2006