Create a portfolio model — create_portfolio

A portfolio model specifies the target weights of a portfolio, along with drift tolerances and cooldown periods.

create_portfolio_model(name, description, cash, assets, tolerance, cooldown)

Arguments

name: name of the model
description: description of the model
cash: cash data frame
assets: assets data frame
tolerance: percentage by which and symbols is permitted to drift from target weight
cooldown: number of days after successful rebalance to wait before new rebalance can be triggered

Value

a portfolio model object

Examples

name <- "sample_portfolio"
description <- "create from function"
cash <- list(percent = 10)
assets <- data.frame(symbol = c("AAPL","GOOG"), percent = c(80.5,9.5))
tolerance <- list(percent = 5)
cooldown <- list(days = 365)

create_portfolio_model(name = name,
                       description = description,
                       cash = cash,
                       assets = assets,
                       tolerance = tolerance,
                       cooldown = cooldown)
#> $name
#> [1] "sample_portfolio"
#> 
#> $description
#> [1] "create from function"
#> 
#> $cash
#> $cash$percent
#> [1] 10
#> 
#> 
#> $assets
#>   symbol percent
#> 1   AAPL    80.5
#> 2   GOOG     9.5
#> 
#> $tolerance
#> $tolerance$percent
#> [1] 5
#> 
#> 
#> $cooldown
#> $cooldown$days
#> [1] 365
#> 
#> 
#> $created_at
#> [1] "2024-03-18T19:53:07"
#> 
#> $updated_at
#> [1] "2024-03-18T19:53:07"
#>