autoslider.trade

Trading tables, listings and figures, downstream of autoslider.core. It produces slide-ready outputs for finance trading in the same style as autoslider, and follows the same naming convention:

• t_*_slide() — tables (rtables)
• l_*_slide() — listings (rlistings)
• g_*_slide() — figures (ggplot2)

The instruments an output is computed on are selected by the sibling package filters.trade; this package just renders them.

Installation

# install.packages("devtools")
devtools::install()

Usage

library(autoslider.trade)

# A table of per-instrument performance
t_performance_slide(eg_prices)

# An equity curve, with every instrument rescaled to start at 1
g_equity_slide(eg_prices)

# A listing of executed trades
l_trades_slide(eg_trades)

# Render any of the above to a slide deck
autoslider.core::generate_slides(t_performance_slide(eg_prices), "performance.pptx")

Column names are configurable through the symbol, date and close arguments, but default to the trading code convention shared with filters.trade:

• SYMBOL is the column holding the trading code. Override with options(autoslider.trade.code_col = "ticker").