Is there a good backtesting package in R?

My model exports a vector that have for each day b-buy s-sell or h- hold it's look like this:

sig [1] b b s s b b b s s b s b s s b s b s s s s b b s s b b b b b b s b b b b b b b

I want to backtest that it will buy or sell all the equity in the portfolio at the end of each day and for hold will do nothing. what is the best way to backtest in R or other method this strategy?

Thanks