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PortfolioTesteR 0.1.2

New Features

• Tabular ML pipeline
  • roll_fit_predict() — rolling fit/predict for pooled/per-symbol/per-group workflows
  • ml_backtest() — one-call wrapper from features → scores → weights → backtest
  • tune_ml_backtest() — quick hyperparameter sweeps (e.g., top_k, temperature)
• Sequence pipeline (deep learning ready)
  • roll_fit_predict_seq() — rolling fit/predict over flattened sequence features
  • ml_backtest_seq() — sequence wrapper with in-sample normalization
  • cv_tune_seq() — purged/embargoed K-fold CV inside IS window
  • wf_sweep_tabular() — walk-forward sweeps with OOS metric distributions
• Diagnostics
  • membership_stability() — portfolio membership drift analysis
  • turnover_by_date() — turnover time series
  • evaluate_scores(), ic_series(), coverage_by_date() — score quality utilities
  • select_top_k_scores_by_group() — group-aware selection
• Utilities
  • demo_sector_map() and validate_group_map() for group-aware modeling
  • RAM safety guards in sequence builders (max_samples, mem_budget_gb)

Improvements

• Consistent in-sample normalization for ML workflows
• Examples use \donttest{} and @examplesIf() for network/DB access
• Vignettes build via rmarkdown::html_vignette
• Extended globals.R to silence data.table NSE notes
• Documentation improvements and parameter alignment

Compatibility

• No breaking changes — existing strategies continue to work
• Minor API standardization in validate_no_leakage()

PortfolioTesteR 0.1.1

Previous CRAN release

New Features

• Walk-forward optimization: run_walk_forward() with wf_report()
• Parameter grid optimization: run_param_grid()
• S3 print methods for optimization results

Improvements

• Examples wrapped in \donttest{} for CRAN compliance
• SQL examples guard on RSQLite availability
• Added list_examples() and run_example() helpers

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.