Changes in version 0.4.2                        

  - Fixed unit tests to accommodate a breaking change in
    PerformanceAnalytics::Return.portfolio(), which now returns results
    for the full length of the input return series rather than only from
    the first specified weight date onward.

                 Changes in version 0.4.1 (2022-04-22)                  

  - Function summaryTable() now allows the kable type of table.

  - Vignette now explains a temporary hack to initialize backtests (via
    non-recommended global variables).

  - Benchmark name 1/N has replaced the previous name uniform.

  - Added function backtestChartSharpeRatio().

  - Function backtestBoxPlot() now accepts a reference portfolio.

  - Argument price_name to portfolioBacktest() can be left unspecified.

  - Function portfolioBacktest() now returns w_optimized and
    w_rebalanced (instead of w_designed). It also returns X_lin that can
    be used for debugging or other purposes.

                 Changes in version 0.3.1 (2021-10-17)                  

  - Just a minor adjustment in the the unit tests to comply with CRAN.

                 Changes in version 0.3.0 (2021-09-21)                  

  - In the computation of Sharpe ratio and annualized return,
    uncompounded returns are used (before they were compounded).

  - New function to add new performance measures: add_performance()

  - Function name backtestChartCumReturns() changed to
    backtestChartCumReturn() .

  - Now the portfolio function receives an additional argument w_current
    with the current portfolio. This allows for portfolio designs that
    take into account transaction costs and for smart rebalancing
    techniques.

  - Lots of internal code rewritten to make it more robust to future
    coding bugs. Now use of ellipsis in most places (always with named
    arguments).

                 Changes in version 0.2.3 (2021-01-12)                  

  - Reimplement parallel mode using package pbapply.

  - Add a temporary argument source_to_local in function
    portfolioBacktest() to address the issues of using package CVXR
    within files.

  - Add MDP and MSRP as benchmarks.

  - Fix performance computation when no investment happens in some days.

  - Function stockDataResample() deprecated and revised as
    financialDataResample() to work with other than stock data (e.g.,
    crypto data) and without requiring the elements $adjusted or $index.

  - Package now works with non-daily data. For example, for hourly
    crypto data, one needs to specify bars_per_year = 24*365.

                 Changes in version 0.2.2 (2020-08-03)                  

  - Fix some CRAN small issue with function examples.

  - New function to add new performance measure: add_performance().

  - Vignette revised (included references on the dangers of
    backtesting).

                 Changes in version 0.2.1 (2019-10-07)                  

  - Bug fixed with global variables when using paral_portfolios > 1.

  - Typos fixed in vignette.

  - Data SP500_symbols updated.

  - Bug fix in backtestLeaderboard() when some portfolios have 100%
    failure rate.

  - Three new plotting function: backtestChartCumReturns(),
    backtestChartDrawdown(), backtestChartStackedBar().

  - Structural improvement for embedded benchmarks. Now it is easier to
    add more benchmarks.

  - Add the global minimum variance portfolio (GMVP) with "shrinkage"
    option as a benchmark.

  - Add two more performance criteria: VaR (alpha = 0.95) and CVaR
    (alpha = 0.95) of loss.

  - Filter global variables by size: now the variables with size > 10 MB
    will not be transparent to parallel threads.

  - Revised test examples.

                 Changes in version 0.2.0 (2019-08-23)                  

  - Now stockDataDownload() will store the downloaded data into a local
    file and if called again with the same arguments will use it (Issue:
    #2).

  - Function portfolioBacktest() now returns two portfolios: w_designed
    and w_bop.

  - Function portfolioBacktest() now takes an extra argument for the
    portfolio execution which can be "same day" or "next day".

  - Transaction costs are now included in the backtest computation and
    function portfolioBacktest() takes an extra argument (Issue: #7).

  - Two new functions for easy parameter tuning and plotting:
    genRandomFuns() and plotPerformanceVsParams().

  - Package ggplot2 is now imported and all the plots are based on it by
    default.

                 Changes in version 0.1.1 (2019-07-05)                  

  - Problems with test (regarding stockDataDownload) fixed.
  - Problem with table in README fixed.

                 Changes in version 0.1.0 (2019-06-19)                  

  - Initial release is on CRAN.