Modular, execution-oriented strategy workflows that transform market features, portfolio state, and dynamic quantitative analysis into actionable signals, target positions, portfolio adjustments, and order intents. The package emphasizes path-dependent historical simulation so strategy decisions remain consistent with evolving account state, execution assumptions, and market conditions.
| Version: | 0.1.7.1 |
| Depends: | R (≥ 4.1.0) |
| Imports: | data.table, stats, Rcpp |
| LinkingTo: | Rcpp |
| Suggests: | testthat, ggplot2, TTR, jsonlite |
| Published: | 2026-09-12 |
| DOI: | 10.32614/CRAN.package.strategyr (may not be active yet) |
| Author: | Oliver Zhou [aut, cre] |
| Maintainer: | Oliver Zhou <oliver.yxzhou at gmail.com> |
| BugReports: | https://github.com/OliverLDS/strategyr/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/OliverLDS/strategyr |
| NeedsCompilation: | yes |
| Language: | en-US |
| Materials: | README, NEWS |
| CRAN checks: | strategyr results |
| Reference manual: | strategyr.html , strategyr.pdf |
| Package source: | strategyr_0.1.7.1.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): strategyr_0.1.7.1.tgz, r-release (x86_64): strategyr_0.1.7.1.tgz, r-oldrel (x86_64): strategyr_0.1.7.1.tgz |
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