Backtest trading strategies

Has anybody ever implemented a trading strategies backtest program on R?  

I would be pretty surprised if no one has, however I'm not aware of
any publically available backtesting code.  This sounds like one of
those things that many different people have probably implemented
themselves in house, perhaps in different ways.

Andrew Piskorski <atp@piskorski.com>
http://www.piskorski.com/