Package: PMwR 1.2-0
PMwR: Portfolio Management with R
Tools for the practical management of financial portfolios: backtesting investment and trading strategies, computing profit/loss and returns, analysing trades, handling lists of transactions, reporting, and more. The package provides a small set of reliable, efficient and convenient tools for processing and analysing trade/portfolio data. The manual provides all the details; it is available from <https://enricoschumann.net/R/packages/PMwR/manual/PMwR.html>. Examples and descriptions of new features are provided at <https://enricoschumann.net/notes/PMwR/>.
Authors:
PMwR_1.2-0.tar.gz
PMwR_1.2-0.zip(r-4.7)PMwR_1.2-0.zip(r-4.6)PMwR_1.2-0.zip(r-4.5)
PMwR_1.2-0.tgz(r-4.6-any)PMwR_1.2-0.tgz(r-4.5-any)
PMwR_1.2-0.tar.gz(r-4.7-any)PMwR_1.2-0.tar.gz(r-4.6-any)
PMwR_1.2-0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
PMwR/json (API)
| # Install 'PMwR' in R: |
| install.packages('PMwR', repos = c('https://enricoschumann.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://gitlab.com/enricoschumann/pmwr
Last updated from:f8d4e81833. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 115 | ||
| source / vignettes | OK | 252 | ||
| linux-release-x86_64 | OK | 118 | ||
| macos-release-arm64 | OK | 116 | ||
| macos-oldrel-arm64 | OK | 76 | ||
| windows-devel | OK | 97 | ||
| windows-release | OK | 95 | ||
| windows-oldrel | OK | 84 | ||
| wasm-release | OK | 91 |
Exports:.pl.pl_stats.returnsas.journalas.NAVseriesbtestclose_on_firstdiv_adjustdrawdownsinstrumentinstrument<-is_valid_ISINis_valid_SEDOLis.journaljournallimitNAVseriesplplot_trading_hoursplotTradingHourspositionpricetableq32quote32rcrebalancereplace_weightreturnsscale_to_unityscale_tradesscale1split_adjustsplit_tradesstreakstw_exposureunit_pricesvaluation
Dependencies:datetimeutilsfastmatchlatticeNMOForgutilstextutilszoo
Computing Returns
Last update: 2025-12-17
Started: 2017-11-20
Drawdowns and Streaks
Last update: 2025-12-17
Started: 2018-08-31
FinTeX
Last update: 2025-12-17
Started: 2017-08-17
Overview of the PMwR package
Last update: 2025-12-17
Started: 2016-02-19
Profit/Loss for Open Positions
How to use vprice | Examples
Last update: 2025-12-17
Started: 2017-11-20
Treasury Quotes with 1/32 Fractions
Last update: 2025-12-17
Started: 2017-11-21
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Tools for the Management of Financial Portfolios | PMwR-package PMwR |
| Adjust Time Series for Dividends and Splits | div_adjust split_adjust |
| Backtesting Investment Strategies | btest |
| Deutscher Aktienindex (DAX) | DAX |
| Compute Drawdowns | drawdowns drawdowns.default drawdowns.zoo |
| Retrieve or Change Instrument | instrument instrument<- |
| Validate Security Identification Numbers | is_valid_ISIN is_valid_SEDOL |
| Journal | aggregate.journal all.equal.journal as.data.frame.journal as.journal as.journal.journal c.journal head.journal is.journal journal journal.default length.journal print.journal sort.journal split.journal subset.journal summary.journal tail.journal [.journal [<-.journal |
| Net-Asset-Value (NAV) Series | as.data.frame.summary.NAVseries as.NAVseries NAVseries plot.NAVseries print.NAVseries summary.NAVseries window.NAVseries |
| Profit and Loss | .pl .pl_stats as.data.frame.pl pl pl.data.frame pl.default pl.journal pl.pl print.pl |
| Plot Time Series During Trading Hours | plotTradingHours plot_trading_hours |
| Aggregate Transactions to Positions | as.matrix.position position position.btest position.default position.journal print.position |
| Price Table | pricetable [.pricetable |
| Treasury Quotes with 1/32nds of Point | q32 quote32 |
| Return Contribution | rc |
| Rebalance Portfolio | print.rebalance rebalance replace_weight |
| Compute Returns | .returns print.p_returns p_returns returns returns.default returns.zoo toHTML.p_returns toLatex.p_returns |
| REXP | REXP |
| Scale Time Series | scale1 scale1.default scale1.zoo |
| Up and Down Streaks | streaks streaks.default streaks.NAVseries streaks.zoo |
| Import from package 'textutils' | toHTML |
| Analysing Trades: Compute Profit/Loss, Resize and more | close_on_first limit scale_to_unity scale_trades split_trades tw_exposure |
| Compute Prices for Portfolio Based on Units | unit_prices |
| Valuation | valuation valuation.journal valuation.position |
