slice_data

This function is part of the Shiny reactive functions. The function looks at
what strategy, portfolio and instrument the user selects, and then slices 
the data set into different pieces or summarizes the data set into a summary.

Creates an interactive graphics
interface to visualize backtest results of different financial
instruments, such as equities, futures, and credit default swaps.
The package does not run backtests on the given data set but
displays a graphical explanation of the backtest results. Users can
look at backtest graphics for different instruments, investment
strategies, and portfolios. Summary statistics of different
portfolio holdings are shown in the left panel, and interactive
plots of profit and loss (P&L), net market value (NMV) and
gross market value (GMV) are displayed in the right panel.

Yanrong Song

backtestGraphics

Interactive Graphics for Portfolio Data

Zijie Zhu

David Kane

Ziqi Lu

Karan Tibrewal

Fan Zhang

slice_data function

<dl><dt>x</dt>
<dd>is an input data frame that is to be sliced according to the user's
selection of strategy, portfolio and instrument.</dd>
<dt>input</dt>
<dd>is a Shiny object that contains all the shiny inputs as a list.</dd>
<dt>capital.num</dt>
<dd>is the amount of allocated capital for the portfolio, 
numeric type. The function will use capital.num to calculate return rates
if available, or use everyday's GMV to calculate return rates instead.</dd></dl>

Arguments

Slice Data Set — slice_data

<dl>

<dt>x</dt>
<dd>is an input data frame that is to be sliced according to the user's
selection of strategy, portfolio and instrument.</dd>


<dt>input</dt>
<dd>is a Shiny object that contains all the shiny inputs as a list.</dd>


<dt>capital.num</dt>
<dd>is the amount of allocated capital for the portfolio, 
numeric type. The function will use capital.num to calculate return rates
if available, or use everyday's GMV to calculate return rates instead.</dd>

</dl>

slice_data: Slice Data Set

Description

Usage

Value

Arguments