Different columns expected by some functions

[Thie1e]

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]

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. — Reply to this email directly, view it on GitHub <#8>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/ADBXTQDTXLZOCXTZYAVJFADVRHNYFANCNFSM5Z7AHDTQ> . You are receiving this because you are subscribed to this thread.Message ID: ***@***.***>

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[robotmasterkris]

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