PMwR

Portfolio Management with R

v1.2-0 · Dec 17, 2025 · GPL-3

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	Time
r-devel-linux-x86_64-debian-clang	OK	114.4s
r-devel-linux-x86_64-debian-gcc	OK	77.7s
r-devel-linux-x86_64-fedora-clang	OK	177s
r-devel-linux-x86_64-fedora-gcc	OK	180.7s
r-devel-macos-arm64	OK	38s
r-devel-windows-x86_64	OK	175s
r-oldrel-macos-arm64	WARNING	34s
r-oldrel-macos-x86_64	OK	146s
r-oldrel-windows-x86_64	OK	198s
r-patched-linux-x86_64	OK	106.2s
r-release-linux-x86_64	OK	103.4s
r-release-macos-arm64	WARNING	30s
r-release-macos-x86_64	OK	171s
r-release-windows-x86_64	OK	179s

Check details (14 non-OK)

OK 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

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:
! LaTeX Error: File `sparklines.sty' not found.

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

! Emergency stop.
<read *> 
         
l.15 \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

OK r-oldrel-macos-x86_64

OK r-oldrel-windows-x86_64

OK r-patched-linux-x86_64

OK r-release-linux-x86_64

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:
! LaTeX Error: File `sparklines.sty' not found.

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

! Emergency stop.
<read *> 
         
l.15 \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

OK r-release-macos-x86_64

OK r-release-windows-x86_64

Check History

WARNING 12 OK · 0 NOTE · 2 WARNING · 0 ERROR · 0 FAILURE Mar 9, 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
--- 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.

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.

Reverse Dependencies (1)

suggests

NMOF

Dependency Network

Version History

new 1.2-0 Mar 9, 2026

Maintainer

Enrico Schumann

Dependencies

Depends

R (>= 3.5)

Imports

NMOF datetimeutils fastmatch orgutils parallel textutils utils zoo

Suggests

crayon rbenchmark tinytest

Compilation

No compilation needed

First Published

Mar 9, 2026

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