Build a Rebalance Infrastrucure

Prepares a snoop_rolling object before passing it through rebalance_portfolio.

Usage

construct_rebalance_infrastructure(
  .data,
  .by = c("day", "week", "month", "year")
)

Arguments

.data

A tabular (non-tidy) tibble.

.by

A string with the periodicity to compute the rebalance. One of: day, week, month or year.

Value

A tibble of the snoop_rebalance class. Contains 3 columns: .date, .analysis and .assessment.

Examples

stocks <- tibble::tibble(
  time = as.Date('2009-01-01') + 0:99,
  X    = rnorm(100, 0, 1),
  Y    = rnorm(100, 0, 2),
  Z    = rnorm(100, 0, 4)
)

roll <- construct_rolling_infrastructure(stocks, .initial = 50)

const <- construct_rebalance_infrastructure(roll)
const
#> # A tibble: 50 × 3
#>    .date      .analysis         .assessment     
#>    <date>     <list>            <list>          
#>  1 2009-02-20 <tibble [50 × 3]> <tibble [1 × 3]>
#>  2 2009-02-21 <tibble [50 × 3]> <tibble [1 × 3]>
#>  3 2009-02-22 <tibble [50 × 3]> <tibble [1 × 3]>
#>  4 2009-02-23 <tibble [50 × 3]> <tibble [1 × 3]>
#>  5 2009-02-24 <tibble [50 × 3]> <tibble [1 × 3]>
#>  6 2009-02-25 <tibble [50 × 3]> <tibble [1 × 3]>
#>  7 2009-02-26 <tibble [50 × 3]> <tibble [1 × 3]>
#>  8 2009-02-27 <tibble [50 × 3]> <tibble [1 × 3]>
#>  9 2009-02-28 <tibble [50 × 3]> <tibble [1 × 3]>
#> 10 2009-03-01 <tibble [50 × 3]> <tibble [1 × 3]>
#> # … with 40 more rows

# Contains information under the hood:
class(const)
#> [1] "snoop_rebalance" "tbl_df"          "tbl"             "data.frame"