Prerequisites

For using the program language R, you have to install r.

For mac,

$ brew install r

There are a lot of guide for getting started with R: knowing the basics will be taken for granted. For installing some packages, you can use RStudio or directly console

$ r
# general tools
install.packages("httr")
install.packages("jsonlite")
install.packages("plotly")
install.packages("devtools")
# for downloading data
install.packages("quantmod") # for Yahoo finance historical data of stock market
install.packages("Quandl")
devtools::install_github("amrrs/coinmarketcapr") # for Crypto currencies
devtools::install_github("amrrs/coindeskr") # for Crypto currencies
# for processing the data: in addition to Quantmod also QuantStrat
devtools::install_github("braverock/blotter")
devtools::install_github("braverock/quantstrat")

If you want to use Jupyter, you can use directly the commands below

$ git clone https://github.com/bilardi/backtesting-tool-comparison
$ cd backtesting-tool-comparison/
$ docker run --rm -p 8888:8888 -e JUPYTER_ENABLE_LAB=yes -v "$PWD":/home/jovyan/ jupyter/r-notebook

Jupyter is very easy for having a GUI virtual environment: knowing the basics will be taken for granted.

You can find all scripts descripted in this tutorial on GitHub:

• the .r files in src/r/ folder, the script that you can use on RStudio

• the .ipynb files in docs/sources/r/ folder, that you can use on Jupyter or browse on this tutorial