validate_no_leakage

Quick leakage guard: date alignment &amp; NA expectations

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.

Alberto Pallotta

PortfolioTesteR

Test Investment Strategies with English-Like Code

validate_no_leakage function

<dl><dt>features</dt>
<dd>Wide feature panel with a <code>Date</code> column.</dd>
<dt>labels</dt>
<dd>Wide label panel (same <code>Date</code> index / symbols as features).</dd>
<dt>verbose</dt>
<dd>If TRUE, prints diagnostic messages.</dd></dl>

Arguments

Quick leakage guard: date alignment &amp; NA expectations — validate_no_leakage

<dl>

<dt>features</dt>
<dd>Wide feature panel with a <code>Date</code> column.</dd>


<dt>labels</dt>
<dd>Wide label panel (same <code>Date</code> index / symbols as features).</dd>


<dt>verbose</dt>
<dd>If TRUE, prints diagnostic messages.</dd>

</dl>

validate_no_leakage: Quick leakage guard: date alignment & NA expectations

Description

Usage

Value

Arguments