PortfolioTesteR 0.1.1

Initial CRAN release.

New

• Walk-forward optimization: run_walk_forward() with wf_report() and overlap-safe wf_stitch().
• Parameter grid optimization: run_param_grid() plus helper metric metric_sharpe().
• S3 print methods for optimization results: print.wf_optimization_result() and print.param_grid_result().

Improvements

• Examples: replaced all \dontrun{} with \donttest{} and wrapped network/DB cases in @examplesIf(...).
• SQL examples no longer require DBI; they now guard on RSQLite and a local database file.
• Added helper utilities for packaged examples: list_examples() and run_example().
• Data adapters:
  • New sql_adapter_adjusted() for adjusted prices.
  • New load_mixed_symbols() to load equities together with VIX safely.
  • convert_to_nweeks() handles monthly via n = 4; sql_adapter() monthly path fixed.
• Backtest printing/plotting tidied; drawdown calc hardened via safe_divide().

Documentation / Namespace

• Added @param x and @param ... to S3 print methods to satisfy CRAN checks.
• wf_stitch() now declares @importFrom stats aggregate (updated NAMESPACE).
• Expanded CSV adapter and validation examples.

Compatibility

• No breaking API changes; existing examples and vignettes continue to work.