{"id":25666230,"url":"https://github.com/enricoschumann/pmwr","last_synced_at":"2025-04-22T18:51:36.089Z","repository":{"id":143716667,"uuid":"61062607","full_name":"enricoschumann/PMwR","owner":"enricoschumann","description":"Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more. ","archived":false,"fork":false,"pushed_at":"2025-04-17T19:09:50.000Z","size":1939,"stargazers_count":62,"open_issues_count":0,"forks_count":11,"subscribers_count":6,"default_branch":"master","last_synced_at":"2025-04-18T09:32:04.400Z","etag":null,"topics":["accounting","backtesting","backtesting-trading-strategies","equity-trading","financial-data","financial-portfolio-management","r"],"latest_commit_sha":null,"homepage":"http://enricoschumann.net/PMwR","language":"R","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"other","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/enricoschumann.png","metadata":{"files":{"readme":"README.md","changelog":"ChangeLog","contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2016-06-13T19:08:41.000Z","updated_at":"2025-04-17T19:09:54.000Z","dependencies_parsed_at":"2023-10-16T02:36:01.070Z","dependency_job_id":"45530033-1b76-4373-a98d-f77a79e733b3","html_url":"https://github.com/enricoschumann/PMwR","commit_stats":{"total_commits":1136,"total_committers":1,"mean_commits":1136.0,"dds":0.0,"last_synced_commit":"e997ada2ca08b3b312702dbc77ecf3d6c77d32df"},"previous_names":[],"tags_count":87,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/enricoschumann%2FPMwR","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/enricoschumann%2FPMwR/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/enricoschumann%2FPMwR/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/enricoschumann%2FPMwR/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/enricoschumann","download_url":"https://codeload.github.com/enricoschumann/PMwR/tar.gz/refs/heads/master","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":250303748,"owners_count":21408660,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["accounting","backtesting","backtesting-trading-strategies","equity-trading","financial-data","financial-portfolio-management","r"],"created_at":"2025-02-24T08:19:22.556Z","updated_at":"2025-04-22T18:51:36.060Z","avatar_url":"https://github.com/enricoschumann.png","language":"R","funding_links":[],"categories":[],"sub_categories":[],"readme":"# Portfolio Management with R\n\n[![CRAN_Status_Badge](https://www.r-pkg.org/badges/version/PMwR)](https://cran.r-project.org/package=PMwR)\n[![CRAN RStudio mirror downloads](https://cranlogs.r-pkg.org/badges/PMwR)](https://cran.r-project.org/package=PMwR)\n\n## About PMwR\n\nFunctions for the practical management of financial\nportfolios: backtesting investment and trading strategies,\ncomputing profit-and-loss and returns, analysing trades,\nreporting, and more. PMwR provides a small set of reliable,\nefficient and convenient tools that help in processing and\nanalysing trade/portfolio data. The package does not\nprovide a complete application that could be used 'as is',\nbut building blocks for creating such an application.\n\n## What PMwR provides\n\nThe package provides functions that can serve as building\nblocks for many activities in portfolio management.\n\n- Keeping track of transactions: The package provides\n     functions for handling journals (sometimes called\n     blotters). See ?journal and ?position.\n- Testing strategies: See ?btest (and this\n  [tutorial on backtesting](https://dx.doi.org/10.2139/ssrn.3374195)).\n- Computing profit/loss and returns: See ?returns,\n     ?rc, ?pl or ?unit_prices.\n\nAll details are in the\n[manual](https://enricoschumann.net/R/packages/PMwR/manual/PMwR.html).\nNew features are often described in these\n[notes](https://enricoschumann.net/notes/PMwR/).\n\nI am grateful for comments, suggestions and corrections;\nbug reports, in particular, can be started directly from\nwithin R:\n\n    library(\"utils\")\n    bug.report(\"[PMwR] Unexpected behaviour in function XXX\",\n               address = maintainer(\"PMwR\"),\n               package = \"PMwR\")\n\nApplications, as long as they are finance-related,\nshould be discussed on the R-SIG-Finance mailing list:\n\n[https://stat.ethz.ch/mailman/listinfo/r-sig-finance](https://stat.ethz.ch/mailman/listinfo/r-sig-finance)\n\n\n\n\n## Installation\n\nThe latest stable version of the package is available\nfrom [CRAN](https://cran.r-project.org/package=PMwR).\nThe latest *development* version is available from\n[https://enricoschumann.net/R/packages/PMwR/](https://enricoschumann.net/R/packages/PMwR/). You\ncan install either version directly from within R:\n\n    install.packages('PMwR') ## CRAN stable version\n\n    install.packages('PMwR', ## development version\n                     repos = c('https://enricoschumann.net/R',\n                               getOption('repos')))\n\nThe package depends on several other packages, which\ncan be obtained from the same repository and from CRAN.\n\nThere are also publicly-available repositories at\n[https://git.sr.ht/~enricoschumann/PMwR](https://git.sr.ht/~enricoschumann/PMwR) ,\n[https://gitlab.com/enricoschumann/PMwR](https://gitlab.com/enricoschumann/PMwR) and\n[https://github.com/enricoschumann/PMwR](https://github.com/enricoschumann/PMwR).\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fenricoschumann%2Fpmwr","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fenricoschumann%2Fpmwr","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fenricoschumann%2Fpmwr/lists"}