backtest package R extracting returns from object - r

Question

I would like to extract the returns from the backtest package which are according the to the manual stored within a 5 dimensional array called 'results')
This is the backtest package:
https://cran.r-project.org/web/packages/backtest/backtest.pdf
A simple example looks like this:
library(backtest)
data(starmine)
bt <- backtest(starmine, in.var = c("smi"),
ret.var = "ret.0.1.m", date.var = "date",
id.var = "id", buckets = 10,
natural = TRUE, by.period = TRUE)
summary(bt)
When you run the summary command, it will print out the return series for each decile. I would like to extract those into a dataframe that I can use for further analysis.
Does someone know, how I can access the return series or extract it?

Answer 1

The bt object is an object with class backtest (which we see from class(bt)). The summary() function has a method defined for backtest objects which only prints the information to the screen. If you try to assign the information via stuff <- summary(bt), the stuff object will be NULL. To access the data that summary(bt) prints to the screen, you should use the accessor functions created for that object ( they are described in ?'backtest-class'). These functions include:
means()
counts()
summary()
marginals()
summaryStats()
turnover()
In order to access the data frame of summary statistics by month printed as the side effect of summary(bt), you can run summaryStats(bt). Please see pages 5-8 of the backtest help files for more information.