| Type: | Package |
| Title: | An SDK for the PathLit Engine |
| Version: | 0.1.0 |
| Description: | This wrapper houses PathLit API endpoints for R. The usage of these endpoints require the use of an API key which can be obtained at https://www.pathlit.io/docs/cli/. |
| License: | GPL (≥ 3) |
| Encoding: | UTF-8 |
| RoxygenNote: | 7.1.1 |
| Depends: | R (≥ 2.10) |
| Imports: | httr, jsonlite, timeSeries, parallel, testthat, usethis, utils |
| URL: | https://www.pathlit.io |
| NeedsCompilation: | no |
| Packaged: | 2021-07-21 12:35:25 UTC; riasataliistiaque |
| Author: | Riasat Ali Istiaque [aut, cre, ctb], Nicolas Mas [ctb, rev] |
| Maintainer: | Riasat Ali Istiaque <riasat.istiaque@pathlit.io> |
| Repository: | CRAN |
| Date/Publication: | 2021-07-22 07:00:02 UTC |
Client
Description
Sets up client access.
Usage
Client(apiKey)
Arguments
apiKey |
A character string containing the API key. |
Value
Returns the status of the local API key registration.
Author(s)
Riasat Ali Istiaque, riasat.istiaque@pathlit.io
Examples
## Not run:
Client("56gIvzm4dj1vJpNUlv3RJ2CeMd47JETG3bcf5zLS")
## End(Not run)
Global Variables
Description
Contains global variables used throughout the package.
Usage
PROD_HOST
Format
An object of class character of length 1.
Author(s)
Riasat Ali Istiaque, riasat.istiaque@pathlit.io
Simulate
Description
Computes the dollar returns of a 100,000 USD portfolio according to the weights computed by get_weights, but across simulated (normally-distributed) market data. See https://www.pathlit.io/docs/api/sims/ for more information.
Usage
Simulate(tickers, run_count = 10)
Arguments
tickers |
A character vector of instrument tickers. |
run_count |
Defaults to 10 runs. An integer defining the number of simulated market data universes. |
Value
Returns a list of multiple time series' of dollar movements across the strategies for the tickers provided.
Author(s)
Riasat Ali Istiaque, riasat.istiaque@pathlit.io
Examples
## Not run:
Simulate(c("AAPL", "HOG", "KO"), 5)
## End(Not run)
Get Information
Description
Obtains the current version of the PathLit Engine. See https://www.pathlit.io/docs/api/info/ for more information.
Usage
get_info()
Value
Returns a message indicating PathLit Engine version number.
Author(s)
Riasat Ali Istiaque, riasat.istiaque@pathlit.io
Examples
## Not run:
get_info()
## End(Not run)
Get Paths
Description
Computes the dollar returns of a 100,000 USD portfolio according to the weights computed by get_weights. See https://www.pathlit.io/docs/api/paths/ for more information.
Usage
get_paths(tickers)
Arguments
tickers |
A character vector of instrument tickers. |
Value
Returns a time series of dollar movements across the strategies for the tickers provided.
Author(s)
Riasat Ali Istiaque, riasat.istiaque@pathlit.io
Examples
## Not run:
get_paths(c("AAPL", "HOG", "KO"))
## End(Not run)
Get Time Series
Description
Retrieves the character vector of available tickers. The time series of these tickers can be retrieved via get_timeseries. See https://www.pathlit.io/docs/api/paths/ for more information.
Usage
get_tickers()
Value
Returns a character vector of the available tickers.
Author(s)
Riasat Ali Istiaque, riasat.istiaque@pathlit.io
Examples
## Not run:
get_tickers()
## End(Not run)
Get Time Series
Description
Retrieves the time series of the tickers provided. The comprehensive list of the tickers can be retrieved via get_tickers. See https://www.pathlit.io/docs/api/paths/ for more information.
Usage
get_timeseries(tickers)
Arguments
tickers |
A character vector of instrument tickers. |
Value
Returns a time series of the tickers provided.
Author(s)
Riasat Ali Istiaque, riasat.istiaque@pathlit.io
Examples
## Not run:
get_timeseries(c("AAPL", "MSFT"))
## End(Not run)
Get Weights
Description
Computes the weights to be allocated for a portfolio, under different strategies. See https://www.pathlit.io/docs/api/weights/ for more information.
Usage
get_weights(tickers)
Arguments
tickers |
A character vector of instrument tickers. |
Value
Returns a table of weights across the strategies for the tickers provided.
Author(s)
Riasat Ali Istiaque, riasat.istiaque@pathlit.io
Examples
## Not run:
get_weights(c("AAPL", "HOG", "KO"))
## End(Not run)