| Title: | An SDK for the PathLit Engine |
|---|---|
| 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/>. |
| Authors: | Riasat Ali Istiaque [aut, cre, ctb], Nicolas Mas [ctb, rev] |
| Maintainer: | Riasat Ali Istiaque <[email protected]> |
| License: | GPL (>= 3) |
| Version: | 0.1.0 |
| Built: | 2024-11-13 03:43:12 UTC |
| Source: | https://github.com/cran/pathlit |
Sets up client access.
Client(apiKey)Client(apiKey)
apiKey |
A character string containing the API key. |
Returns the status of the local API key registration.
Riasat Ali Istiaque, [email protected]
## Not run: Client("56gIvzm4dj1vJpNUlv3RJ2CeMd47JETG3bcf5zLS") ## End(Not run)## Not run: Client("56gIvzm4dj1vJpNUlv3RJ2CeMd47JETG3bcf5zLS") ## End(Not run)
Obtains the current version of the PathLit Engine. See https://www.pathlit.io/docs/api/info/ for more information.
get_info()get_info()
Returns a message indicating PathLit Engine version number.
Riasat Ali Istiaque, [email protected]
## Not run: get_info() ## End(Not run)## Not run: get_info() ## End(Not run)
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.
get_paths(tickers)get_paths(tickers)
tickers |
A character vector of instrument tickers. |
Returns a time series of dollar movements across the strategies for the tickers provided.
Riasat Ali Istiaque, [email protected]
## Not run: get_paths(c("AAPL", "HOG", "KO")) ## End(Not run)## Not run: get_paths(c("AAPL", "HOG", "KO")) ## End(Not run)
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.
get_tickers()get_tickers()
Returns a character vector of the available tickers.
Riasat Ali Istiaque, [email protected]
## Not run: get_tickers() ## End(Not run)## Not run: get_tickers() ## End(Not run)
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.
get_timeseries(tickers)get_timeseries(tickers)
tickers |
A character vector of instrument tickers. |
Returns a time series of the tickers provided.
Riasat Ali Istiaque, [email protected]
## Not run: get_timeseries(c("AAPL", "MSFT")) ## End(Not run)## Not run: get_timeseries(c("AAPL", "MSFT")) ## End(Not run)
Computes the weights to be allocated for a portfolio, under different strategies. See https://www.pathlit.io/docs/api/weights/ for more information.
get_weights(tickers)get_weights(tickers)
tickers |
A character vector of instrument tickers. |
Returns a table of weights across the strategies for the tickers provided.
Riasat Ali Istiaque, [email protected]
## Not run: get_weights(c("AAPL", "HOG", "KO")) ## End(Not run)## Not run: get_weights(c("AAPL", "HOG", "KO")) ## End(Not run)
Contains global variables used throughout the package.
PROD_HOSTPROD_HOST
An object of class character of length 1.
Riasat Ali Istiaque, [email protected]
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.
Simulate(tickers, run_count = 10)Simulate(tickers, run_count = 10)
tickers |
A character vector of instrument tickers. |
run_count |
Defaults to 10 runs. An integer defining the number of simulated market data universes. |
Returns a list of multiple time series' of dollar movements across the strategies for the tickers provided.
Riasat Ali Istiaque, [email protected]
## Not run: Simulate(c("AAPL", "HOG", "KO"), 5) ## End(Not run)## Not run: Simulate(c("AAPL", "HOG", "KO"), 5) ## End(Not run)