# Generated by roxygen2: do not edit by hand

export(backtest_portfolio_weights)
export(build_order_intents)
export(calc_ADX)
export(calc_ATR)
export(calc_ATR_quantile)
export(calc_BollingerBands)
export(calc_CCI)
export(calc_CMF)
export(calc_CMO)
export(calc_DEMA)
export(calc_DonchianChannels)
export(calc_EMA)
export(calc_EMA_cross)
export(calc_EMV)
export(calc_HMA)
export(calc_KST)
export(calc_KeltnerChannels)
export(calc_MACD)
export(calc_MFI)
export(calc_OBV)
export(calc_ROC)
export(calc_RSI)
export(calc_SAR)
export(calc_SMA)
export(calc_SMI)
export(calc_StochasticOscillator)
export(calc_TRIX)
export(calc_VWAP)
export(calc_VWMA)
export(calc_WMA)
export(calc_WPR)
export(calc_ZLEMA)
export(calc_aroon)
export(calc_backtest_performance)
export(calc_bid_ask_spread)
export(calc_bond_accrued_interest)
export(calc_bond_carry)
export(calc_bond_carry_roll_decomp)
export(calc_bond_cashflows)
export(calc_bond_clean_price)
export(calc_bond_convexity)
export(calc_bond_current_yield)
export(calc_bond_dirty_price)
export(calc_bond_duration)
export(calc_bond_dv01)
export(calc_bond_econvexity)
export(calc_bond_eduration)
export(calc_bond_holding_period_return)
export(calc_bond_key_rate_duration)
export(calc_bond_key_rate_duration_tenor)
export(calc_bond_mduration)
export(calc_bond_next_coupon)
export(calc_bond_nominal_spread)
export(calc_bond_npv)
export(calc_bond_prev_coupon)
export(calc_bond_price_change_approx)
export(calc_bond_pv01)
export(calc_bond_rate_return_approx)
export(calc_bond_risk_state)
export(calc_bond_roll_down_return)
export(calc_bond_spread_duration)
export(calc_bond_spread_return_approx)
export(calc_bond_total_return_decomp)
export(calc_bond_yield)
export(calc_bond_zspread)
export(calc_bond_zspread_return_approx)
export(calc_breadth_ad)
export(calc_breadth_adl)
export(calc_breadth_high_low)
export(calc_breadth_ratio)
export(calc_breadth_trin)
export(calc_chaikinAD)
export(calc_chaikinVolatility)
export(calc_contango_backwardation)
export(calc_coupon_schedule)
export(calc_credit_spread)
export(calc_curve_butterfly)
export(calc_curve_shock)
export(calc_curve_slope)
export(calc_curve_zero_rate)
export(calc_day_count_frac)
export(calc_excess_spread)
export(calc_front_next_spread)
export(calc_futures_curve_butterfly)
export(calc_futures_curve_slope)
export(calc_fx_basis)
export(calc_fx_carry)
export(calc_fx_forward_points)
export(calc_fx_realized_carry)
export(calc_kurtosis)
export(calc_ladder_index)
export(calc_log_spread)
export(calc_microprice)
export(calc_mid_price)
export(calc_normalize)
export(calc_option_delta)
export(calc_option_forward_moneyness)
export(calc_option_gamma)
export(calc_option_greeks)
export(calc_option_iv)
export(calc_option_iv_skew)
export(calc_option_iv_term_structure)
export(calc_option_moneyness)
export(calc_option_put_call_iv_spread)
export(calc_option_rho)
export(calc_option_risk_state)
export(calc_option_smile_slope)
export(calc_option_theta)
export(calc_option_vega)
export(calc_order_imbalance)
export(calc_percent_rank)
export(calc_period_rate)
export(calc_position_greeks)
export(calc_price_impact_proxy)
export(calc_ratio)
export(calc_realized_vol)
export(calc_relative_strength)
export(calc_roll_yield)
export(calc_rolling_beta)
export(calc_rolling_corr)
export(calc_rolling_quantile)
export(calc_skewness)
export(calc_slippage_proxy)
export(calc_spread)
export(calc_spread_curve_butterfly)
export(calc_spread_curve_slope)
export(calc_strategy_performance_summary)
export(calc_term_structure_carry)
export(calc_tracking_error)
export(calc_turnover)
export(calc_ultimateOscillator)
export(calc_zscore)
export(compare_strategy_backtests)
export(filter_walk_forward_results)
export(mine_strategy_asset_years)
export(mine_strategy_assets)
export(mine_strategy_params)
export(mine_strategy_walk_forward)
export(plan_curve_trade_adjustment)
export(plan_delta_neutral_adjustment)
export(plan_duration_neutral_adjustment)
export(plan_portfolio_adjustment)
export(plan_vega_target_adjustment)
export(rank_strategy_results)
export(select_strategy_params)
export(strat_atr_breakout_action_plan)
export(strat_atr_breakout_tgt_pos)
export(strat_atr_breakout_trailing_stop_action_plan)
export(strat_atr_breakout_trailing_stop_tgt_pos)
export(strat_bollinger_low_adx_revert_action_plan)
export(strat_bollinger_low_adx_revert_tgt_pos)
export(strat_bollinger_revert_action_plan)
export(strat_bollinger_revert_rsi_action_plan)
export(strat_bollinger_revert_rsi_tgt_pos)
export(strat_bollinger_revert_tgt_pos)
export(strat_bollinger_squeeze_breakout_action_plan)
export(strat_bollinger_squeeze_breakout_tgt_pos)
export(strat_bond_carry_roll_action_plan)
export(strat_bond_carry_roll_duration_cap_action_plan)
export(strat_bond_carry_roll_duration_cap_tgt_pos)
export(strat_bond_carry_roll_spread_filter_action_plan)
export(strat_bond_carry_roll_spread_filter_tgt_pos)
export(strat_bond_carry_roll_tgt_pos)
export(strat_buy_and_hold_action_plan)
export(strat_buy_and_hold_tgt_pos)
export(strat_credit_spread_momentum_action_plan)
export(strat_credit_spread_momentum_tgt_pos)
export(strat_credit_spread_revert_action_plan)
export(strat_credit_spread_revert_tgt_pos)
export(strat_cross_sectional_rank_allocator_action_plan)
export(strat_cross_sectional_rank_allocator_tgt_pos)
export(strat_curve_butterfly_action_plan)
export(strat_curve_butterfly_tgt_pos)
export(strat_curve_steepener_action_plan)
export(strat_curve_steepener_tgt_pos)
export(strat_curve_steepener_zscore_action_plan)
export(strat_curve_steepener_zscore_tgt_pos)
export(strat_donchian_breakout_action_plan)
export(strat_donchian_breakout_tgt_pos)
export(strat_donchian_retest_breakout_action_plan)
export(strat_donchian_retest_breakout_tgt_pos)
export(strat_donchian_turtle_action_plan)
export(strat_donchian_turtle_tgt_pos)
export(strat_ema_cross_action_plan)
export(strat_ema_cross_adx_action_plan)
export(strat_ema_cross_adx_tgt_pos)
export(strat_ema_cross_slope_confirm_action_plan)
export(strat_ema_cross_slope_confirm_tgt_pos)
export(strat_ema_cross_tgt_pos)
export(strat_ema_triple_trend_action_plan)
export(strat_ema_triple_trend_tgt_pos)
export(strat_funding_basis_convergence_action_plan)
export(strat_funding_basis_convergence_tgt_pos)
export(strat_fx_carry_action_plan)
export(strat_fx_carry_basket_rank_action_plan)
export(strat_fx_carry_basket_rank_tgt_pos)
export(strat_fx_carry_tgt_pos)
export(strat_fx_carry_trend_action_plan)
export(strat_fx_carry_trend_tgt_pos)
export(strat_gamma_scalp_support_action_plan)
export(strat_gamma_scalp_support_tgt_pos)
export(strat_iv_directional_overlay_action_plan)
export(strat_iv_directional_overlay_tgt_pos)
export(strat_iv_skew_action_plan)
export(strat_iv_skew_realized_vol_confirm_action_plan)
export(strat_iv_skew_realized_vol_confirm_tgt_pos)
export(strat_iv_skew_tgt_pos)
export(strat_iv_skew_zscore_action_plan)
export(strat_iv_skew_zscore_tgt_pos)
export(strat_iv_term_structure_action_plan)
export(strat_iv_term_structure_tgt_pos)
export(strat_ladder_bounce_action_plan)
export(strat_ladder_bounce_tgt_pos)
export(strat_ladder_breakout_action_plan)
export(strat_ladder_breakout_tgt_pos)
export(strat_macd_contrarian_action_plan)
export(strat_macd_contrarian_tgt_pos)
export(strat_macd_cross_action_plan)
export(strat_macd_cross_tgt_pos)
export(strat_macd_histogram_momentum_action_plan)
export(strat_macd_histogram_momentum_tgt_pos)
export(strat_macd_zero_line_action_plan)
export(strat_macd_zero_line_tgt_pos)
export(strat_pair_spread_bollinger_action_plan)
export(strat_pair_spread_bollinger_tgt_pos)
export(strat_pair_spread_half_life_revert_action_plan)
export(strat_pair_spread_half_life_revert_tgt_pos)
export(strat_pair_spread_revert_action_plan)
export(strat_pair_spread_revert_tgt_pos)
export(strat_ratio_revert_action_plan)
export(strat_ratio_revert_tgt_pos)
export(strat_regime_switch_action_plan)
export(strat_regime_switch_tgt_pos)
export(strat_relative_strength_action_plan)
export(strat_relative_strength_dual_momentum_action_plan)
export(strat_relative_strength_dual_momentum_tgt_pos)
export(strat_relative_strength_persistence_action_plan)
export(strat_relative_strength_persistence_tgt_pos)
export(strat_relative_strength_tgt_pos)
export(strat_roll_yield_action_plan)
export(strat_roll_yield_cross_sectional_action_plan)
export(strat_roll_yield_cross_sectional_tgt_pos)
export(strat_roll_yield_mean_revert_action_plan)
export(strat_roll_yield_mean_revert_tgt_pos)
export(strat_roll_yield_momentum_action_plan)
export(strat_roll_yield_momentum_tgt_pos)
export(strat_roll_yield_tgt_pos)
export(strat_rsi_divergence_action_plan)
export(strat_rsi_divergence_tgt_pos)
export(strat_rsi_dynamic_threshold_revert_action_plan)
export(strat_rsi_dynamic_threshold_revert_tgt_pos)
export(strat_rsi_logr_revert_action_plan)
export(strat_rsi_logr_revert_tgt_pos)
export(strat_rsi_revert_action_plan)
export(strat_rsi_revert_tgt_pos)
export(strat_rsi_trend_aware_revert_action_plan)
export(strat_rsi_trend_aware_revert_tgt_pos)
export(strat_straddle_action_plan)
export(strat_straddle_tgt_pos)
export(strat_strangle_action_plan)
export(strat_strangle_tgt_pos)
export(strat_trend_pullback_action_plan)
export(strat_trend_pullback_atr_action_plan)
export(strat_trend_pullback_atr_tgt_pos)
export(strat_trend_pullback_tgt_pos)
export(strat_vertical_spread_action_plan)
export(strat_vertical_spread_tgt_pos)
export(strat_vol_carry_action_plan)
export(strat_vol_carry_tgt_pos)
export(strat_vol_target_action_plan)
export(strat_vol_target_regime_floor_action_plan)
export(strat_vol_target_regime_floor_tgt_pos)
export(strat_vol_target_tgt_pos)
export(strat_vwap_revert_action_plan)
export(strat_vwap_revert_tgt_pos)
export(strategy_monitor_definition)
export(strategy_public_definition)
export(summarize_walk_forward_results)
import(data.table)
importFrom(Rcpp,evalCpp)
useDynLib(strategyr, .registration = TRUE)
