wf_report

Prints a concise summary of a <code>wf_optimization_result</code>: configuration,
stitched OOS performance, and parameter stability.

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

wf_report function

<dl><dt>wf</dt>
<dd>A <code>wf_optimization_result</code> object (from <code>run_walk_forward()</code>).</dd>
<dt>digits</dt>
<dd>Integer; number of digits when printing numeric values (default 4).</dd></dl>

Arguments

Generate Walk-Forward Report — wf_report

<dl>

<dt>wf</dt>
<dd>A <code>wf_optimization_result</code> object (from <code>run_walk_forward()</code>).</dd>


<dt>digits</dt>
<dd>Integer; number of digits when printing numeric values (default 4).</dd>

</dl>

wf_report: Generate Walk-Forward Report

Description

Usage

Value

Arguments