Create Breakpoint Options for Portfolio Sorting

Generates a structured list of options for defining breakpoints in portfolio sorting. It includes parameters for the number of portfolios, percentile thresholds, exchange-specific breakpoints, and smooth bunching, along with additional optional parameters.

Usage

breakpoint_options(
  n_portfolios = NULL,
  percentiles = NULL,
  breakpoints_exchanges = NULL,
  smooth_bunching = FALSE,
  breakpoints_min_size_threshold = NULL,
  ...
)

Arguments

n_portfolios

Integer, optional. The number of portfolios to create. Must be a positive integer. If not provided, defaults to NULL.

percentiles

Numeric vector, optional. A vector of percentile thresholds for defining breakpoints. Each value must be between 0 and 1. If not provided, defaults to NULL.

breakpoints_exchanges

Character vector, optional. A non-empty vector specifying the exchange from which to compute the breakpoints. If not provided, defaults to NULL.

smooth_bunching

Logical, optional. Indicates whether smooth bunching should be applied. Defaults to FALSE.

breakpoints_min_size_threshold

Numeric, optional. When set to a value between 0 and 1, stocks with market capitalization below this quantile are excluded from breakpoint computation. The quantile is computed among breakpoints_exchanges stocks if specified, otherwise among all stocks. Requires a market capitalization column in the data (see data_options()). Defaults to NULL (no size filtering).

...

Additional optional arguments. These will be captured in the resulting structure as a list.

Value

A list of class "tidyfinance_breakpoint_options" containing the provided breakpoint options, including any additional arguments passed via ....

See also

Other portfolio functions: assign_portfolio(), compute_breakpoints(), compute_long_short_returns(), compute_portfolio_returns(), data_options(), filter_options(), filter_sorting_data(), implement_portfolio_sort(), portfolio_sort_options()

Examples

breakpoint_options(
  n_portfolios = 5,
  percentiles = c(0.2, 0.4, 0.6, 0.8),
  breakpoints_exchanges = "NYSE",
  smooth_bunching = TRUE,
  custom_threshold = 0.5,
  another_option = "example"
)
#> $n_portfolios
#> [1] 5
#> 
#> $percentiles
#> [1] 0.2 0.4 0.6 0.8
#> 
#> $breakpoints_exchanges
#> [1] "NYSE"
#> 
#> $smooth_bunching
#> [1] TRUE
#> 
#> $breakpoints_min_size_threshold
#> NULL
#> 
#> $custom_threshold
#> [1] 0.5
#> 
#> $another_option
#> [1] "example"
#> 
#> attr(,"class")
#> [1] "tidyfinance_breakpoint_options"