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PMwR

Portfolio Management with R

v1.2-0 · Dec 17, 2025 · GPL-3
CRAN GitHub Mirror

Description

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/>.

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CRAN Check Status

2 WARNING
12 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 WARNING
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 WARNING
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (2 non-OK)
WARNING r-oldrel-macos-arm64

re-building of vignette outputs

Error(s) in re-building vignettes:
--- re-building ‘An_overview_of_PMwR.Rnw’ using Sweave

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Loading required namespace: tinytest
--- finished re-building 'An_overview_of_PMwR.Rnw'

--- re-building ‘Computing_returns.Rnw’ using Sweave

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

--- finished re-building 'Computing_returns.Rnw'

--- re-building ‘Drawdowns_streaks.Rnw’ using Sweave

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

--- finished re-building 'Drawdowns_streaks.Rnw'

--- re-building ‘FinTeX.Rnw’ using Sweave

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Error: processing vignette 'FinTeX.Rnw' failed with diagnostics:
Running 'texi2dvi' on 'FinTeX.tex' failed.
LaTeX errors:
! L
...[truncated]...
5 \usepackage
                [hang]{footmisc}^^M
!  ==> Fatal error occurred, no output PDF file produced!
--- failed re-building 'FinTeX.Rnw'

--- re-building ‘pl_open_positions.Rnw’ using Sweave
'sum(amount)' is not zero: specify 'vprice' to compute P/L.
average sell includes 'vprice'.
Error: processing vignette 'pl_open_positions.Rnw' failed with diagnostics:
Running 'texi2dvi' on 'pl_open_positions.tex' failed.
LaTeX errors:
! LaTeX Error: File `sfmath.sty' not found.

Type X to quit or <RETURN> to proceed,
or enter new name. (Default extension: sty)

! Emergency stop.
<read *> 
         
l.11 \usepackage
                {hyperref}^^M
!  ==> Fatal error occurred, no output PDF file produced!
--- failed re-building 'pl_open_positions.Rnw'

--- re-building ‘q32.Rnw’ using Sweave
Loading required package: PMwR
--- finished re-building 'q32.Rnw'

SUMMARY: processing the following files failed:
  ‘FinTeX.Rnw’ ‘pl_open_positions.Rnw’

Error: Vignette re-building failed.
Execution halted
WARNING r-release-macos-arm64

re-building of vignette outputs

Error(s) in re-building vignettes:
--- re-building ‘An_overview_of_PMwR.Rnw’ using Sweave

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Loading required namespace: tinytest
--- finished re-building 'An_overview_of_PMwR.Rnw'

--- re-building ‘Computing_returns.Rnw’ using Sweave

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

--- finished re-building 'Computing_returns.Rnw'

--- re-building ‘Drawdowns_streaks.Rnw’ using Sweave

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

--- finished re-building 'Drawdowns_streaks.Rnw'

--- re-building ‘FinTeX.Rnw’ using Sweave

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Error: processing vignette 'FinTeX.Rnw' failed with diagnostics:
Running 'texi2dvi' on 'FinTeX.tex' failed.
LaTeX errors:
! L
...[truncated]...
5 \usepackage
                [hang]{footmisc}^^M
!  ==> Fatal error occurred, no output PDF file produced!
--- failed re-building 'FinTeX.Rnw'

--- re-building ‘pl_open_positions.Rnw’ using Sweave
'sum(amount)' is not zero: specify 'vprice' to compute P/L.
average sell includes 'vprice'.
Error: processing vignette 'pl_open_positions.Rnw' failed with diagnostics:
Running 'texi2dvi' on 'pl_open_positions.tex' failed.
LaTeX errors:
! LaTeX Error: File `sfmath.sty' not found.

Type X to quit or <RETURN> to proceed,
or enter new name. (Default extension: sty)

! Emergency stop.
<read *> 
         
l.11 \usepackage
                {hyperref}^^M
!  ==> Fatal error occurred, no output PDF file produced!
--- failed re-building 'pl_open_positions.Rnw'

--- re-building ‘q32.Rnw’ using Sweave
Loading required package: PMwR
--- finished re-building 'q32.Rnw'

SUMMARY: processing the following files failed:
  ‘FinTeX.Rnw’ ‘pl_open_positions.Rnw’

Error: Vignette re-building failed.
Execution halted

Check History

WARNING 12 OK · 0 NOTE · 2 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
WARNING r-release-macos-arm64

re-building of vignette outputs

Error(s) in re-building vignettes:
--- re-building ‘An_overview_of_PMwR.Rnw’ using Sweave

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Loading required namespace: tinytest
--- finishe
...[truncated]...
w'

--- re-building ‘q32.Rnw’ using Sweave
Loading required package: PMwR
--- finished re-building 'q32.Rnw'

SUMMARY: processing the following files failed:
  ‘FinTeX.Rnw’ ‘pl_open_positions.Rnw’

Error: Vignette re-building failed.
Execution halted
WARNING r-oldrel-macos-arm64

re-building of vignette outputs

Error(s) in re-building vignettes:
--- re-building ‘An_overview_of_PMwR.Rnw’ using Sweave

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Loading required namespace: tinytest
--- finishe
...[truncated]...
w'

--- re-building ‘q32.Rnw’ using Sweave
Loading required package: PMwR
--- finished re-building 'q32.Rnw'

SUMMARY: processing the following files failed:
  ‘FinTeX.Rnw’ ‘pl_open_positions.Rnw’

Error: Vignette re-building failed.
Execution halted

Reverse Dependencies (1)

suggests

NMOF

Dependency Network

Dependencies Reverse dependencies NMOF datetimeutils fastmatch orgutils textutils zoo NMOF PMwR

Version History

new 1.2-0 Mar 10, 2026
updated 1.2-0 ← 1.1-0 diff Dec 16, 2025
updated 1.1-0 ← 1.0-1 diff Oct 18, 2025
updated 1.0-1 ← 0.19-5 diff Oct 19, 2024
updated 0.19-5 ← 0.19-3 diff Jul 20, 2024
updated 0.19-3 ← 0.19-1 diff Oct 18, 2023
updated 0.19-1 ← 0.18-0 diff Jun 4, 2023
updated 0.18-0 ← 0.17-0 diff Oct 18, 2022
updated 0.17-0 ← 0.16-1 diff Oct 18, 2021
updated 0.16-1 ← 0.16-0 diff Sep 17, 2021
updated 0.16-0 ← 0.15-0 diff Jan 18, 2021
updated 0.15-0 ← 0.14-0 diff Oct 18, 2020
updated 0.14-0 ← 0.12-0 diff Mar 10, 2020
updated 0.12-0 ← 0.11-1 diff Aug 25, 2019
updated 0.11-1 ← 0.11-0 diff Jun 2, 2019
updated 0.11-0 ← 0.10-1 diff Mar 31, 2019
new 0.10-1 Oct 27, 2018