Package: strategyr
Type: Package
Title: Execution-Oriented Strategy Workflows for Dynamic Trading
        Decisions
Version: 0.1.8
Authors@R: 
    person("Oliver", "Zhou", , "oliver.yxzhou@gmail.com", role = c("aut", "cre"))
Description: Modular, execution-oriented strategy workflows that
        transform market features, portfolio state, and dynamic
        quantitative analysis into actionable signals, target
        positions, portfolio adjustments, and order intents. The
        package emphasizes path-dependent historical simulation so
        strategy decisions remain consistent with evolving account
        state, execution assumptions, and market conditions.
License: MIT + file LICENSE
Encoding: UTF-8
Language: en-US
Depends: R (>= 4.1.0)
Imports: data.table, stats, Rcpp
LinkingTo: Rcpp
Suggests: testthat, ggplot2, TTR, jsonlite
URL: https://github.com/OliverLDS/strategyr
BugReports: https://github.com/OliverLDS/strategyr/issues
Collate: 'RcppExports.R' 'utils_common.R' 'calc_feat_fixed_income.R'
        'calc_feat_fixed_income_conventions.R' 'calc_feat_options.R'
        'calc_feat_stat.R' 'calc_feat_breadth.R'
        'calc_feat_relative_value.R' 'calc_feat_microstructure.R'
        'calc_feat_futures.R' 'calc_feat_fx.R'
        'calc_feat_options_surface.R' 'calc_feat_credit.R'
        'calc_feat_trend.R' 'calc_feat_momentum.R' 'calc_feat_volume.R'
        'calc_feat_volatility.R' 'calc_ema_cross.R'
        'calc_ladder_index.R' 'portfolio_adjustment.R'
        'portfolio_backtest.R' 'strat_portfolio_daily_backtest.R'
        'portfolio_fixed_income.R' 'portfolio_options.R'
        'strat_portfolio_daily_allocation.R' 'strategy_mining.R'
        'strategy_public_definition.R' 'strat_utils.R'
        'strat_buy_and_hold.R' 'strat_ladder_bounce.R'
        'strat_ladder_breakout.R' 'strat_ema_cross.R'
        'strat_ema_cross_adx.R' 'strat_ema_cross_slope_confirm.R'
        'strat_ema_triple_trend.R' 'strat_bollinger_revert.R'
        'strat_bollinger_revert_rsi.R'
        'strat_bollinger_squeeze_breakout.R'
        'strat_bollinger_low_adx_revert.R' 'strat_donchian_breakout.R'
        'strat_donchian_turtle.R' 'strat_donchian_retest_breakout.R'
        'strat_rsi_revert.R' 'strat_rsi_trend_aware_revert.R'
        'strat_rsi_dynamic_threshold_revert.R' 'strat_rsi_divergence.R'
        'strat_macd_cross.R' 'strat_macd_zero_line.R'
        'strat_macd_histogram_momentum.R' 'strat_atr_breakout.R'
        'strat_atr_breakout_trailing_stop.R' 'strat_vol_target.R'
        'strat_vol_target_regime_floor.R' 'strat_trend_pullback.R'
        'strat_trend_pullback_atr.R' 'strat_pair_spread_revert.R'
        'strat_pair_spread_bollinger.R'
        'strat_pair_spread_half_life_revert.R' 'strat_ratio_revert.R'
        'strat_relative_strength.R'
        'strat_relative_strength_dual_momentum.R'
        'strat_relative_strength_persistence.R' 'strat_vwap_revert.R'
        'strat_cross_sectional_rank_allocator.R' 'strat_fx_carry.R'
        'strat_fx_carry_trend.R' 'strat_fx_carry_basket_rank.R'
        'strat_bond_carry_roll.R'
        'strat_bond_carry_roll_spread_filter.R'
        'strat_bond_carry_roll_duration_cap.R'
        'strat_credit_spread_momentum.R' 'strat_credit_spread_revert.R'
        'strat_funding_basis_convergence.R' 'strat_curve_butterfly.R'
        'strat_curve_steepener.R' 'strat_curve_steepener_zscore.R'
        'strat_roll_yield.R' 'strat_roll_yield_momentum.R'
        'strat_roll_yield_cross_sectional.R'
        'strat_roll_yield_mean_revert.R' 'strat_iv_skew.R'
        'strat_iv_skew_zscore.R' 'strat_iv_skew_realized_vol_confirm.R'
        'strat_iv_directional_overlay.R' 'strat_iv_term_structure.R'
        'strat_vol_carry.R' 'strat_gamma_scalp_support.R'
        'strat_regime_switch.R' 'strat_straddle.R' 'strat_strangle.R'
        'strat_vertical_spread.R'
Config/roxygen2/version: 7.2.3
Repository: https://oliverlds.r-universe.dev
Date/Publication: 2026-09-18 07:10:45 UTC
RemoteUrl: https://github.com/oliverlds/strategyr
RemoteRef: HEAD
RemoteSha: 892312b41671dfca756625400a25064c535dd78e
NeedsCompilation: yes
Packaged: 2026-09-18 11:50:40 UTC; root
Author: Oliver Zhou [aut, cre]
Maintainer: Oliver Zhou <oliver.yxzhou@gmail.com>