[R-SIG-Finance] pl() function from PMwR package split an error: 'x' and 'y' lengths differ

[Arnaud Gaboury]

On Mon, 2025-04-21 at 20:01 +0200, Enrico Schumann wrote:
> On Mon, 21 Apr 2025, Arnaud Gaboury writes:
> 
> [...]
> 
> > Yes, it doesn't spit any error too on my machine. So there is an
> > issue
> > in my real data set, no idea where. 
> > Any idea how I can proceed to understand why it works on a short
> > sample
> > and not with the whole set ? Any commands I can pass to debug ?
> 
> Check the dimensions of the inputs: `dim(P)[1]` must be the
> same as `length(along.timestamp)`.
> 
> Other than that, do bisection: Try with half the dataset. If
> that fails, try with a quarter; if half the dataset works,
> try with three-quarters of the dataset.  And so on.

After hours of review, cleaning etc, I finally managed to get the pl()
function to work correctly and returns the PL as expected.

How do you manage to get such a nice view for PL, as shown on your
previous email? Did you format it especially for this thread, or do you
use any kind of package (org ?) to organise and print friendly the PL
details?

Thank you again for your PMwR package. 

    ## AAVEUSDC
    ##   timestamp     2024-12-16 23:59:59 2024-12-17 23:59:59 [...]
    ##   P/L total              -4458.4645         -28363.6680 [...]
    ##   __ realised                     0                   0 [...]
    ##   __ unrealised          -4458.4645         -28363.6680 [...]
    ##   average buy              382.4441
    ##   average sell                  NaN
    ##   cum. volume              1152.058            1152.058 [...]
    ##
    ## BTCUSDC
    ##   timestamp     2024-12-16 23:59:59 2024-12-17 23:59:59 [...]
    ##   P/L total              -10860.390           -9880.188 [...]
    ##   __ realised                0.0000              0.0000 [...]
    ##   __ unrealised          -10860.390           -9880.188 [...]
    ##   average buy              105988.6
    ##   average sell             96408.23
    ##   cum. volume              9.337211            9.385321 [...]
    ##
    ## ‘P/L total’ is in units of instrument;
    ## ‘volume’ is sum of /absolute/ amounts.


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