Slide Automation for Trading Tables, Listings and Figures

A downstream package of 'autoslider.core' that produces tables, listings and figures for finance trading, in the same style as 'autoslider'. Where 'autoslider.core' automates clinical study outputs, this package automates trading outputs from price and trade data: performance tables, equity curves and trade listings.

autoslider.trade

Trading tables, listings and figures, downstream of autoslider.core. It produces slide-ready outputs for finance trading in the same style as autoslider, and follows the same naming convention:

• t_*_slide() — tables (rtables)
• l_*_slide() — listings (rlistings)
• g_*_slide() — figures (ggplot2)

The instruments an output is computed on are selected by the sibling package filters.trade; this package just renders them.

Installation

# install.packages("devtools")
devtools::install()

Usage

library(autoslider.trade)

# A table of per-instrument performance
t_performance_slide(eg_prices)

# An equity curve, with every instrument rescaled to start at 1
g_equity_slide(eg_prices)

# A listing of executed trades
l_trades_slide(eg_trades)

# Render any of the above to a slide deck
autoslider.core::generate_slides(t_performance_slide(eg_prices), "performance.pptx")

Column names are configurable through the symbol, date and close arguments, but default to the trading code convention shared with filters.trade:

• SYMBOL is the column holding the trading code. Override with options(autoslider.trade.code_col = "ticker").