strategyr: Execution-Oriented Strategy Workflows for Dynamic Trading Decisions

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

Documentation:

Reference manual: strategyr.html , strategyr.pdf

Downloads:

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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