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v0.10-1_CRANe97a2231 · ·
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v0.9-0eac5028b · ·
v0.9-0 (2018-06-09) o summary.NAVseries: argument 'monthly' has been renamed: monthly => monthly.vol o summary.NAVseries: new argument 'assume.daily', with default FALSE; when TRUE, numeric timestamps are considered daily data, e.g. for annualising returns o NAVseries: add a 'window' method o NAVseries: summary now includes recovery from drawdown o journal: add an 'all.equal' method o btest: new argument 'include.timestamp', with default TRUE o returns: for portfolio returns, if a timestamp is specified, 'rebalance.when' is matched against this timestamp (e.g., 'rebalance.when' may be specified as Date when the timestamp is of class Date) -
v0.8-0d2eadbf6 · ·
v0.8-0 (2018-04-30) o drawdowns: new generic function with methods for zoo and numeric vectors o plot_trading_hours: improved support for daily series (interval becomes "1 day", etc.) o pl: new argument 'do.sum'; if TRUE, P/L across instruments is summed o pl: new argument 'pl.only'; if TRUE, return P/L as a numeric vector o btest: if a timestamp of class Date or POSIXct is specified, burnin 'b' may be an actual timestamp o rebalance: new new argument 'current.weights' with default FALSE; if TRUE, the current portfolio is assumed to be a vector of weights o returns: add method for as.data.frame for holding-period returns o the manual has been substantially revised. See http://enricoschumann.net/R/packages/PMwR/manual/PMwR.html -
v0.7-069306807 · ·
Version 0.7-0 (2018-01-01) o scale1: objects that are modified by 'scale1' gain an attribute "scale1_origin", which provides the timestamp at which scaling starts o btest: the handling of argument 'lag' has been fixed (the argument had been ignored in some situations) o quote32: the function now also recognises a colon (:) as a separator o pl: new method for data frames o New vignettes: "Computing returns", "Treasury Quotes with 1/32 Fractions" and "Profit/Loss for Open Positions" -
v0.6-084be654d · ·
Version 0.6-0 (2017-11-16) o btest: two arguments have been renamed tradeOnOpen => trade.at.open assignInGlobals => Globals o plot_trading_hours: two arguments have been renamed excludeWeekends => exclude.weekends do.plotAxis => do.plot.axis o Function 'isValidISIN' is no longer available; use the drop-in replacement 'is_valid_ISIN' instead. o Byte-compilation is now on by default. o New vignette 'FinTeX'. o New datasets DAX and REXP. o New generic function instrument, also for replacement. o NAVseries: new method 'toLatex.summary.NAVseries'; see the vignette for examples. o pricetable: the function is now a generic, with a default and a zoo method. Methods for pricetable have been added (print, `[`, as.matrix). o quote32: the function now recognises both a hyphen (-) or single quote (') as a separator o A more-comprehensive list of changes is available in the ChangeLog: http://enricoschumann.net/R/packages/PMwR/ChangeLog -
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