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pl() function from PMwR package split an error: 'x' and 'y' lengths differ

10 messages · Enrico Schumann, Arnaud Gaboury

Original
Arnaud Gaboury
# 
I am following this page[1] to compute pl of my portoflio.
Here are the various ingredients to compute correctly my pl function
following this method: PL <- pl(J, vprice = P, along.timestamp =
timestamp.P)

Here is J, my journal:
J <- structure(list(instrument = c("FTMUSDC", "SUIUSDC", "ETHUSDC", 
"ENAUSDC", "BTCUSDC", "AAVEUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", 
"ETHUSDC", "AAVEUSDC", "BTCUSDC", "ENAUSDC", "ETHUSDC", "FTMUSDC", 
"SUIUSDC", "ETHUSDC", "ENAUSDC", "AAVEUSDC", "FTMUSDC", "SUIUSDC", 
"BTCUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", "AAVEUSDC", 
"BTCUSDC", "BTCUSDC", "BTCUSDC", "AAVEUSDC", "AAVEUSDC", "AAVEUSDC", 
"AAVEUSDC", "AAVEUSDC", "AAVEUSDC", "BTCUSDC", "AAVEUSDC", "AAVEUSDC", 
"BTCUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", 
"SUIUSDC", "BTCUSDC", "AAVEUSDC", "SUIUSDC", "BTCUSDC", "BTCUSDC", 
"BTCUSDC", "ETHUSDC", "ETHUSDC", "ETHUSDC", "BTCUSDC", "SUIUSDC", 
"SUIUSDC", "BTCUSDC", "SUIUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", 
"SUIUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", "SUSDC", 
"BTCUSDC", "SUIUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", 
"BTCUSDC", "SUIUSDC", "SUIUSDC", "SUIUSDC", "SUIUSDC", "SUSDC", 
"BTCUSDC", "SUSDC", "SUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", 
"BTCUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", 
"SUSDC", "SUSDC", "OMUSDC", "SUIUSDC", "OMUSDC", "SUIUSDC", "BTCUSDC", 
"OMUSDC", "OMUSDC", "OMUSDC", "BTCUSDC", "ETHUSDC", "SUIUSDC", 
"OMUSDC", "OMUSDC", "OMUSDC", "BTCUSDC", "SUIUSDC", "BTCUSDC", 
"SUSDC", "ENAUSDC", "ENAUSDC", "ETHUSDC", "BTCUSDC", "ETHUSDC", 
"BTCUSDC", "SUSDC", "SUIUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", 
"BTCUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", 
"BTCUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", 
"BTCUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", "SUSDC", 
"BTCUSDC", "SUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC", 
"BTCUSDC", "BTCUSDC", "BTCUSDC", "BTCUSDC"), timestamp =
structure(c(1734372120, 
1734372240, 1734372360, 1734372480, 1734372600, 1734372720,
1734426090.135, 
1734553973.032, 1735810398.277, 1735810489.902, 1735812883.798, 
1735812912.427, 1735812922.868, 1735812934.674, 1735812945.707, 
1735812955.168, 1736177563.787, 1736177649.381, 1736261991.422, 
1736262093.964, 1736779190.992, 1736854468.083, 1736865119.74, 
1736865312.915, 1736865453.951, 1736974766.64, 1736975085.933, 
1736975211.156, 1736975380.095, 1737041368.809, 1737295523.705, 
1737295650.336, 1737315384.148, 1737333105.442, 1737335082.949, 
1737336735.697, 1737625581.878, 1737625599.839, 1737967031.492, 
1737969957.279, 1737982296.161, 1737983492.087, 1737989818.863, 
1737990022.153, 1738058503.483, 1738059550.671, 1738076112.736, 
1738142709.422, 1738157053.345, 1738157206.539, 1738161507.243, 
1738163335.254, 1738169351.788, 1738169494.283, 1738169531.258, 
1738171799.704, 1738176968.536, 1738216843.704, 1738769416.056, 
1738854703.218, 1738856868.753, 1738936692.68, 1738937334.883, 
1739296718.084, 1739379482.659, 1739446986.289, 1739979238.947, 
1739996323.332, 1740115921.015, 1740491373.055, 1740596755.646, 
1740667962.173, 1740768770.074, 1740768953.683, 1740786989.548, 
1741012632.874, 1741100761.788, 1741109444.315, 1741185527.418, 
1741208042.454, 1741283447.971, 1741283872.186, 1741295325.927, 
1741295477.314, 1741295693.088, 1741342541.164, 1741629884.419, 
1741635304.779, 1741685200.989, 1741686554.221, 1741698998.622, 
1741707118.96, 1741802675.392, 1742141908.962, 1742257808.523, 
1742289195.923, 1742297055.385, 1742302133.885, 1742302466.715, 
1742325681.41, 1742325806.343, 1742325896.024, 1742325942.537, 
1742378556.512, 1742387323.985, 1742391238.519, 1742398133.361, 
1742398190.194, 1742398284.155, 1742398685.416, 1742403613.643, 
1742404126.746, 1742871155.426, 1742891897.907, 1742892224.948, 
1742998171.435, 1743000224.05, 1743001791.162, 1743011323.324, 
1743017318.549, 1743406396.586, 1743408729.623, 1743425658.334, 
1743428419.647, 1743429808.131, 1743430795.489, 1743431687.034, 
1743439548.713, 1743440894.393, 1743445384.52, 1743495501.973, 
1743504926.243, 1743519851.83, 1743520420.807, 1743530499.577, 
1743531476.483, 1743546009.677, 1743584674.851, 1743585101.461, 
1743601492.33, 1743601850.895, 1743672899.162, 1743679321.994, 
1743679387.991, 1743780565.767, 1743785970.297, 1743999757.64, 
1744034059.473, 1744192196.925, 1744216689.942, 1744308914.666, 
1744353324.949), tzone = "UTC", class = c("POSIXct", "POSIXt"
)), amount = c(284270, 80024, 91.8981, 207836, 9.3372107, 1152.058, 
0.04811, 0.12324, -0.06504, -32.0833, 94.408, 0.96557, 17708.79, 
4.882, 22584, 4641.4, -64.6968, 194251.85, -1246.466, -306854, 
-61748.4, 2.42992, 2.42014, 4.78121, 0.04825, 0.29346, 835.68, 
-0.001, -0.01505, -0.125, -621.323, -214.357, 835, 15.472, 866.666, 
-834.998, 1.20446, 54.943, -936.69, -1.76856, -1.73956, -1.71811, 
-0.72513, -0.98166, 4.72757, 67649.3, 4.73485, -0.393, -67622, 
-1.7, -1.7, 8.98573, 36.1158, -36.1158, -8.8583, -0.70622, -27.3, 
73781.2, 0.84257, -73781.2, -3.50343, 6.34343, -0.45516, 84682, 
0.26061, 0.254, -0.36895, 0.75773, 323689.3, -2.69675, 22917.9, 
0.58439, 2.06429, -2.06429, 2.07134, -6.12345, -107599.9, 102163, 
-102163, 92527.9, -323689.3, -3.09273, 273454, -273454, 3.09273, 
1.54911, 2.54393, 2, 1.52842, 1.48698, 1.36813, -0.01848, 0.42519, 
528333.3, -528333.3, 37580, -43102.8, -37580, -49425.1, -3, 354, 
502, 34532, -0.01435, 124.7401, 106269.9, -2178, -586, -32624, 
2.82199, 13326.3, 1.40107, 447761.1, 142861.76, 490049.63, -0.3663, 
-0.07286, -140.3605, 0.4878, 63813.8, -119596.2, 5.78271, -3.37969, 
-3.41518, 6.7704, -6.75106, 6.71609, -6.72629, 6.71421, -6.7396, 
6.6851, -6.74, 6.717, -0.17957, -6.59629, -3.30205, 10.01426, 
-0.03538, -6.5872, 6.56085, -6.56, -359471.3, -6.56, -152437.4, 
7, 7.40359, -7.11794, 7.11136, -0.02586, 0.5978, -10.47979, 10.24101
), price = c(1.382, 4.7256, 4038, 1.1855, 107012, 386.55, 107358.81, 
101422.93, 96408.23, 3443.981937, 332.340557, 96606.12, 1.043348, 
3460.4, 0.856681, 4.411298, 3698.158383, 1.231695, 323.031195, 
0.732393, 4.368867, 96526.3, 96916.53115, 97133.32, 97228.23, 
99651.73, 0.003195, 99519.61, 99663.37, 98394.97, 0.00302, 0.00301, 
0.003131, 0.003003, 0.003005, 0.003131, 101941.107914, 333.943712, 
293.405892, 98950.008481, 100600, 101335.283692, 102050, 101868.208951,
102900, 0.000038, 102741.596027, 294.738321, 3.649213, 101846.9, 
101845.270978, 102368.611214, 0.03027, 0.03026, 0.03027, 102384.062461,
3.757, 0.000038, 98487.23, 3.274561, 97076.26334, 98853.757704, 
99403.962752, 0.000035, 96870.45, 96050, 96382, 96426.612765, 
0.000009, 88900, 2.791, 85558.02, 84977.109628, 84683.133951, 
84394.870663, 92227.890836, 2.306263, 2.428989, 2.447165, 2.701886, 
0.543194, 88418.629504, 0.5525, 0.5515, 89720.689866, 88856.101525, 
78618.406955, 79413.144936, 81500, 80700, 80000, 81125.99, 81928.04, 
0.000006, 0.000006, 0.000085, 0.000028, 0.000083, 0.000027,
82025.99514, 
6.946406, 6.945675, 6.949552, 83618, 0.024, 0.000028, 6.732009, 
6.733288, 6.725032, 84392.65, 2.401251, 84686.879799, 0.000007, 
0.000005, 0.000005, 2033.5, 86605.99, 0.023223, 86100, 0.595482, 
2.247826, 82214.102411, 82936.397434, 82074.529897, 82801.529337, 
83038.750762, 83471.184268, 83344.568664, 83494.401651, 83179.906336, 
83857.962478, 84146.764724, 84460.185312, 84642.9, 84987.11819, 
84795.687321, 85376.758785, 84783.59, 85104.418136, 85446.292013, 
85867.737502, 0.000006, 83126.156483, 0.000005, 83255.75794, 
83355.928936, 77600, 77700, 77333.1, 77678.233504, 79200.31448, 
81046.510329)), class = "journal")

vprice, or P, is a matrix of price for each symbol. This matrix has
been obtained this way:

token_zoo_list <- sapply(token_usdc$V1, get_token_zoo, simplify =
FALSE)
tokens <- pull(token_usdc, V1)
names(token_zoo_list) <- tokens
list2env(token_zoo_list, envir = .GlobalEnv)
P <- pricetable(BTCUSDC, SUIUSDC, ENAUSDC, AAVEUSDC, ETHUSDC, LINKUSDC,
SUSDC, OMUSDC, FTMUSDC,
                instrument = c('BTCUSDC', 'SUIUSDC', 'ENAUSDC',
'AAVEUSDC', 'ETHUSDC', 
                               'LINKUSDC', 'SUSDC', 'OMUSDC',
'FTMUSDC'))

P <- P[my_sequence, c('AAVEUSDC', 'BTCUSDC', 'ENAUSDC', 'ETHUSDC',
'FTMUSDC', 
                      'LINKUSDC', 'OMUSDC', 'SUIUSDC', 'SUSDC'),
missing = "previous"]  

str(token_zoo_list)
List of 9
 $ BTCUSDC :?zoo? series from 2024-12-16 to 2025-04-10
  Data: num [1:116] 105849 105961 101128 98300 97409 ...
  Index:  Date[1:116], format: "2024-12-16" "2024-12-17" "2024-12-18"
"2024-12-19" ...
 $ SUIUSDC :?zoo? series from 2024-12-16 to 2025-04-10
  Data: num [1:116] 4.65 4.61 4.35 4.17 4.56 ...
  Index:  Date[1:116], format: "2024-12-16" "2024-12-17" "2024-12-18"
"2024-12-19" ...
 $ ENAUSDC :?zoo? series from 2024-12-16 to 2025-04-10
  Data: num [1:116] 1.183 1.113 1.1 0.978 1.183 ...
  Index:  Date[1:116], format: "2024-12-16" "2024-12-17" "2024-12-18"
"2024-12-19" ...
 $ AAVEUSDC:?zoo? series from 2024-12-16 to 2025-04-10
  Data: num [1:116] 383 362 343 319 328 ...
  Index:  Date[1:116], format: "2024-12-16" "2024-12-17" "2024-12-18"
"2024-12-19" ...
 $ ETHUSDC :?zoo? series from 2024-12-16 to 2025-04-10
  Data: num [1:116] 4032 3883 3679 3457 3470 ...
  Index:  Date[1:116], format: "2024-12-16" "2024-12-17" "2024-12-18"
"2024-12-19" ...
 $ LINKUSDC:?zoo? series from 2024-12-16 to 2025-04-10
  Data: num [1:116] 29.1 27.9 25.4 23.1 23.4 ...
  Index:  Date[1:116], format: "2024-12-16" "2024-12-17" "2024-12-18"
"2024-12-19" ...
 $ SUSDC   :?zoo? series from 2024-12-16 to 2025-04-10
  Data: num [1:116] NA NA NA NA NA NA NA NA NA NA ...
  Index:  Date[1:116], format: "2024-12-16" "2024-12-17" "2024-12-18"
"2024-12-19" ...
 $ OMUSDC  :?zoo? series from 2024-12-16 to 2025-04-10
  Data: num [1:116] 4.02 4.04 3.92 4 3.79 ...
  Index:  Date[1:116], format: "2024-12-16" "2024-12-17" "2024-12-18"
"2024-12-19" ...
 $ FTMUSDC :?zoo? series from 2024-12-16 to 2025-04-10
  Data: num [1:116] 1.39 1.33 1.15 1.02 0.99 ...
  Index:  Date[1:116], format: "2024-12-16" "2024-12-17" "2024-12-18"
"2024-12-19" ...

BTCUSDC <- structure(c(105848.87, 105961.05, 101128.08, 98300.3,
97408.97, 
97088.03, 95443.06, 95064.95, 98696.01, 98736, 95712.33, 94301.25, 
95148, 92948.39, 92626.69, 93310.64, 94596.01, 96809.96, 98269.43, 
98400.01, 98669.28, 102046.23, 97148, 95266.39, 92448.01, 94754, 
94550, 93904, 94370, 96666.41, 99735.9, 99817.99, 104447.48, 
104200.85, 103300, 103460.9, 106014.03, 103850.01, 104004.11, 
104780, 105073.27, 104312, 101603.43, 101198.14, 103484, 105110.59, 
102234.61, 100645.3, 97986.41, 101807.99, 97735.92, 96468, 96957.69, 
96075.99, 96503.47, 95850, 97407.37, 95571.39, 97816, 96431.99, 
97161.47, 97569.99, 96875.98, 95888.45, 95264, 96538.74, 98168.81, 
95782.78, 96643.33, 95801.79, 92423.89, 88732, 84314.01, 84624.07, 
84114.42, 86087.98, 94238, 86587.78, 87474.27, 90445.6, 90320.93, 
86719.99, 86329.81, 80345.99, 79462.01, 83126.01, 83642.53, 81361.22, 
84450.63, 84386.01, 82098.91, 84069.99, 82376.81, 86169.02, 84111.93, 
84155.21, 83946.31, 85366, 87474.32, 87488.01, 86846.85, 87328.61, 
84433.04, 82367.24, 82215.33, 82546.71, 85222.02, 84846.44, 82698.01, 
84155.29, 82889.55, 78904.69, 79207.82, 77037.71, 83269.99, 79668.21
), index = structure(c(20073, 20074, 20075, 20076, 20077, 20078, 
20079, 20080, 20081, 20082, 20083, 20084, 20085, 20086, 20087, 
20088, 20089, 20090, 20091, 20092, 20093, 20094, 20095, 20096, 
20097, 20098, 20099, 20100, 20101, 20102, 20103, 20104, 20105, 
20106, 20107, 20108, 20109, 20110, 20111, 20112, 20113, 20114, 
20115, 20116, 20117, 20118, 20119, 20120, 20121, 20122, 20123, 
20124, 20125, 20126, 20127, 20128, 20129, 20130, 20131, 20132, 
20133, 20134, 20135, 20136, 20137, 20138, 20139, 20140, 20141, 
20142, 20143, 20144, 20145, 20146, 20147, 20148, 20149, 20150, 
20151, 20152, 20153, 20154, 20155, 20156, 20157, 20158, 20159, 
20160, 20161, 20162, 20163, 20164, 20165, 20166, 20167, 20168, 
20169, 20170, 20171, 20172, 20173, 20174, 20175, 20176, 20177, 
20178, 20179, 20180, 20181, 20182, 20183, 20184, 20185, 20186, 
20187, 20188), class = "Date"), class = "zoo")

and so on for the other symbols.

my_sequence is a list of date at which I will fecth valuation price of
each symbol.
my_sequence <- structure(c(20073, 20074, 20075, 20076, 20077, 20078,
20079, 
20080, 20081, 20082, 20083, 20084, 20085, 20086, 20087, 20088, 
20089, 20090, 20091, 20092, 20093, 20094, 20095, 20096, 20097, 
20098, 20099, 20100, 20101, 20102, 20103, 20104, 20105, 20106, 
20107, 20108, 20109, 20110, 20111, 20112, 20113, 20114, 20115, 
20116, 20117, 20118, 20119, 20120, 20121, 20122, 20123, 20124, 
20125, 20126, 20127, 20128, 20129, 20130, 20131, 20132, 20133, 
20134, 20135, 20136, 20137, 20138, 20139, 20140, 20141, 20142, 
20143, 20144, 20145, 20146, 20147, 20148, 20149, 20150, 20151, 
20152, 20153, 20154, 20155, 20156, 20157, 20158, 20159, 20160, 
20161, 20162, 20163, 20164, 20165, 20166, 20167, 20168, 20169, 
20170, 20171, 20172, 20173, 20174, 20175, 20176, 20177, 20178, 
20179, 20180, 20181, 20182, 20183, 20184, 20185, 20186, 20187, 
20188), class = "Date")

length(P[,1])
[1] 116
length(my_sequence)
[1] 116

Now comes the final command: 
PL <- pl(J, along.timestamp = my_sequence, vprice = P) which returns an
error:
Error in xy.coords(x, y, setLab = FALSE) : 'x' and 'y' lengths differ

Why this error as all elements of the pl() command look all right ?

Thank you for help.


[1] https://enricoschumann.net/notes/computing-portfolio-pl.html

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Enrico Schumann
# 
On Mon, 21 Apr 2025, Arnaud Gaboury writes:
I did not try to run your code, because there is something
strange here: PMwR::pl does not use 'xy.coords'. (No function
in PMwR does.)  So where does the error message come from?

    kind regards
        Enrico

  
    

      
      
    

  


  


      

    

    

      
      

        


  

        

      Arnaud Gaboury
    

    

      
      #
    

  


  

      
On Mon, 2025-04-21 at 17:09 +0200, Enrico Schumann wrote:

            

      
      
      
    

        
Here is exactly my R shell:

gabx at magnolia [R] PL <- pl(J, along.timestamp = t.valuation, vprice =
P)
Error in xy.coords(x, y, setLab = FALSE) : 'x' and 'y' lengths differ

What else can I send to you ?

            

      
      
      
    

        
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      Enrico Schumann
    

    

      
      #
    

  


  

      
On Mon, 21 Apr 2025, Arnaud Gaboury writes:

            

      
      
      
    

        
Please prepare a _small_ example (maybe three tokens or
so, and only a few timestamps) showing:

  - the result of `dput(J)`  [you already show this,
    but please provide a smaller example],

  - the result of `dput(t.valuation)`,

  - the result of `dput(P)`,

since these are the three inputs to `pl` that make it fail.
Then people can try to reproduce the error, and, with luck,
help you.

            

      
      
      
    

        

  
    

      
      
    

  


  


      

    

    

      
      

        


  

        

      Arnaud Gaboury
    

    

      
      #
    

  


  

      
On Mon, 2025-04-21 at 18:10 +0200, Enrico Schumann wrote:

            

      
      
      
    

        
dput(J)
structure(list(instrument = c("BTCUSDC", "AAVEUSDC", "BTCUSDC", 
  "BTCUSDC", "BTCUSDC", "AAVEUSDC", "BTCUSDC"), timestamp =
structure(c(1734372600, 
1734372720, 1734426090.135, 1734553973.032, 1735810398.277,
1735812883.798, 
1735812912.427), tzone = "UTC", class = c("POSIXct", "POSIXt"
)), amount = c(9.3372107, 1152.058, 0.04811, 0.12324, -0.06504, 
94.408, 0.96557), price = c(107012, 386.55, 107358.81, 101422.93, 
  96408.23, 332.340557, 96606.12)), class = "journal")

            

      
      
      
    

        
my_sequence <- as.Date(20073:20090)
t.valuation <- as.POSIXct(paste(my_sequence, "23:59:59"), tz = "UTC")
dput(t.valuation)
structure(c(1734393599, 1734479999, 1734566399, 1734652799, 1734739199,
1734825599, 1734911999, 1734998399, 1735084799, 1735171199, 1735257599,
1735343999, 1735430399, 1735516799, 1735603199, 1735689599, 1735775999,
1735862399), class = c("POSIXct", "POSIXt"), tzone = "UTC")

            

      
      
      
    

        
P <- pricetable(BTCUSDC, AAVEUSDC,
                instrument = c('BTCUSDC', 'AAVEUSDC'))

P <- P[my_sequence, c('AAVEUSDC', 'BTCUSDC'), missing = "previous"]  

dput(P)
structure(c(382.68, 361.93, 343.39, 319.26, 328.11, 298.39, 319.08, 
388.12, 374.46, 367.89, 337.9, 323.5, 356.13, 329.39, 323.61, 
309.04, 320.14, 382.68, 105848.87, 105961.05, 101128.08, 98300.3, 
97408.97, 97088.03, 95443.06, 95064.95, 98696.01, 98736, 95712.33, 
94301.25, 95148, 92948.39, 92626.69, 93310.64, 94596.01, 105848.87),
dim = c(18L, 2L), dimnames = list(c("2024-12-16", "2024-12-17", 
"2024-12-18", "2024-12-19", "2024-12-20", "2024-12-21", "2024-12-22", 
"2024-12-23", "2024-12-24", "2024-12-25", "2024-12-26", "2024-12-27", 
"2024-12-28", "2024-12-29", "2024-12-30", "2024-12-31", "2025-01-01", 
"2025-01-02"), c("AAVEUSDC", "BTCUSDC")))

            

      
      
      
    

        
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      Enrico Schumann
    

    

      
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On Mon, 21 Apr 2025, Arnaud Gaboury writes:

            

      
      
      
    

        
Very good; thank you for the example. With these inputs, I get:

    library("PMwR")
    PL <- pl(J, along.timestamp = t.valuation, vprice = P)
    ## 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.
    
    PL[["BTCUSDC"]]
    ## ==> get details for BTCUSDC, ....

So the output looks at least reasonable to me.

            

      
      
      
    

        

  
    

      
      
    

  


  


      

    

    

      
      

        


  

        

      Arnaud Gaboury
    

    

      
      #
    

  


  

      
On Mon, 2025-04-21 at 19:34 +0200, Enrico Schumann wrote:

            

      
      
      
    

        
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 ?

Thank you for your help

            

      
      
      
    

        
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      Enrico Schumann
    

    

      
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On Mon, 21 Apr 2025, Arnaud Gaboury writes:

[...]

            

      
      
      
    

        
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.

  
    

      
      
    

  


  


      

    

    
1 day later

    

      
      

        


  

        

      Arnaud Gaboury
    

    

      
      #
    

  


  

      
On Mon, 2025-04-21 at 20:01 +0200, Enrico Schumann wrote:

            

      
      
      
    

        
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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1 day later

    

      
      

        


  

        

      Enrico Schumann
    

    

      
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Quoting Arnaud Gaboury <arnaud.gaboury at gmail.com>:

            

      
      
      
    

        
Im glad that it worked.  The output is default, though with
a fairly-small `width` set, to which `print.pl` reacts, such as
`options(width = 45)`.