PortfolioTesteR (version 0.1.4)

as_selection: Convert Conditions to Selection Format

Description

Converts condition matrices or data frames to standard selection format with Date column and binary values. Handles NA by converting to 0.

Usage

as_selection(condition_matrix, date_column = NULL)

Value

Data.table in selection format (Date + binary columns)

Arguments

condition_matrix

Matrix or data frame with conditions

date_column

Optional Date vector if not in input

Examples

data("sample_prices_weekly")
ma20 <- calc_moving_average(sample_prices_weekly, 20)
above_ma <- filter_above(calc_distance(sample_prices_weekly, ma20), 0)
selection <- as_selection(above_ma, sample_prices_weekly$Date)