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Robot-Wealth / rsims

R package for financial simulation
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Different columns expected by some functions #8

Open Thie1e opened 2 years ago

Thie1e commented 2 years ago

Hi Kris,

thanks for the handy package. I tried it with Russell 1000 data and wanted to use some downstream functions on the results of the backtest.

When I run something like bt <- fixed_commission_backtest() and then append_nav_to_bt_results(bt) or calc_port_return(bt) I get errors. I found out that I can run these functions without errors if I transform all column names to lower case colnames(bt) <- tolower(colnames(bt)) and save the "value" column as "exposure" bt$exposure <- bt$value.

So I think there's something wrong with the variable names that are expected by append_nav_to_bt_results and calc_port_return. Can you check that? I can try to post a reproducible example if you cannot reproduce the error.

robotmasterkris commented 2 years ago

Thanks Christian! I'll look into this.

On Tue, Jun 28, 2022 at 1:08 AM Christian Thiele @.***> wrote:

Hi Kris,

thanks for the handy package. I tried it with Russell 1000 data and wanted to use some downstream functions on the results of the backtest.

When I run something like bt <- fixed_commission_backtest() and then append_nav_to_bt_results(bt) or calc_port_return(bt) I get errors. I found out that I can run these functions without errors if I transform all column names to lower case colnames(bt) <- tolower(colnames(bt)) and save the "value" column as "exposure" bt$exposure <- bt$value.

So I think there's something wrong with the variable names that are expected by append_nav_to_bt_results and calc_port_return. Can you check that? I can try to post a reproducible example if you cannot reproduce the error.

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robotmasterkris commented 2 years ago

Note to self: this appears to be a result of inconsistency in output of backtest results dataframes.