get_rebalance_dates {AssetAllocation}

Portfolio rebalancing dates

Description

get_rebalance_dates determines rebalancing dates based on rebalancing frequency chosen by the user. This is a helper function used by backtest_allocation and is not intended to be called directly by the user.

Usage

get_rebalance_dates(dates, reb_freq, k = 1)

Arguments

dates

A vector of dates

reb_freq

Character with rebalancing frequency. Options are "days", "weeks", "months", "quarters", and "years"

k

An integer with number of periods to skip.

Value

A vector of dates.