Plot backtest results

Usage

# S3 method for class 'ledgr_backtest'
plot(x, y = NULL, ..., type = "equity")

Arguments

x: A ledgr_backtest object.
y: Unused.
...: Unused.
type: Plot type. Only "equity" is supported in v0.1.2.

Value

A ggplot object, or a grid object when gridExtra is installed.

Examples

bars <- data.frame(
  ts_utc = as.POSIXct("2020-01-01", tz = "UTC") + 86400 * 0:3,
  instrument_id = "AAA",
  open = c(100, 101, 102, 103),
  high = c(101, 102, 103, 104),
  low = c(99, 100, 101, 102),
  close = c(100, 101, 102, 103),
  volume = 1000
)
strategy <- function(ctx, params) {
  targets <- ctx$flat()
  targets["AAA"] <- 1
  targets
}
bt <- ledgr_backtest(data = bars, strategy = strategy, initial_cash = 1000)
if (requireNamespace("ggplot2", quietly = TRUE)) {
  plot(bt)
}

close(bt)