Function reference • rsims

All functions
`append_nav_to_bt_results()`	Append NAV to backtest results dataframe
`calc_ann_turnover()`	Annual turnover
`calc_port_returns()`	Timeseries portfolio returns
`calc_sharpe()`	Sharpe ratio
`cash_backtest()`	For backwards compatibility Follows renaming of original cash_backtest function to fixed_commission_backtest
`combine_port_asset_returns()`	Combine portfolio anda asset returns
`comm_chart()`	Commission chart
`comm_pct_exp_chart()`	Commission as percent of exposure chart
`costs_pct_profit()`	Calculate costs as percent of profits
`days_to_expiry()`	Number of Days to Expiry
`fixed_commission_backtest()`	Fixed Commission Backtest
`fixed_commission_futs_backtest()`	Futures Backtest, roll on days to expiry, fixed commission model
`fixed_percent()`	Fixed percent commission
`futs_backtest_equity()`	Calculate timeseries of end-of-day portfolio equity from futures backtest results.
`futs_per_contract_commission()`	Per-Contract Futures Commissions
`gg_colour_hue()`	Generate ggplot colours
`make_col_scale()`	Portfolio color scale (tickers only)
`make_fill_scale()`	Portfolio fill scale (tickers only)
`make_port_col_scale()`	Portfolio color scale
`make_port_fill_scale()`	Portfolio fill scale
`make_sim_prices_matrix()`	Make Futures Simulation Prices Matrix
`make_sim_weights_matrix()`	Make Futures Simulation Weights Matrix
`min_commission_backtest()`	Equities Minimum Commission Backtest
`portfolio_colours()`	Generate a set of portfolio colours
`positionsFromNoTradeBuffer()`	Calculate target positions from theoretical weights and trade buffer parameter
`positionsFromNoTradeBufferMinComm()`	Calculate target positions from theoretical weights and trade buffer parameter in the presence of minimum commission
`roll_on_dte()`	Roll on Days to Expiry
`roll_on_oi()`	Roll on Open Interest
`rolling_ann_port_perf()`	Rolling annualised portfolio performance
`rolling_ann_port_perf_plot()`	Rolling annualised portfolio performance plot
`stacked_area_chart()`	Plot exposures and NAV timeseries as a stacked area chart
`summary_performance()`	Summary performance table
`trades_chart()`	Trade chart
`us_tiered_commission()`	US Tiered Minimum Commission Model
`wrangle_contracts_on_oi()`	Wrangle Futures Contracts for Simulation using Open Interest

Reference

All functions