Added sequential ledgr_sweep() for lightweight parameter-grid exploration over the same private fold core used by ledgr_run(), with in-memory sweep output rather than per-candidate DuckDB writes.
Added row-level execution_seed, compact row-level provenance, and durable run_promotion_context records so promoted runs remain traceable to their source sweep candidate and selection view.
Added explicit execution seed support for ledgr_run() and deterministic sweep candidate seed derivation from the master seed, candidate label, and candidate parameters.
Refactored fold execution internals around a shared execution core, memory and persistent output handlers, a reserved future target-risk slot, and a private fill-timing/cost-resolution boundary.
Added parity coverage proving sweep, promotion, and direct run behavior agree for deterministic strategies, seeded stochastic strategies, feature-factory sweeps, fill timing, standard metrics, and config identity.
Added the sweeps vignette and README workflow section documenting train/sweep/evaluate discipline, caller-owned ranking, failure rows, seeds, provenance, promotion context, and deferred non-goals.
ledgr 0.1.7.9
Added ledgr_feature_contract_check() so users can inspect feature warmup feasibility before running a strategy, including explicit handling for deferred feature factories.
Improved strategy-author ergonomics around empty selections, feature maps, strategy context helpers, custom indicators, and zero-trade/warmup diagnosis.
Polished public documentation flow, article ordering, snapshot/store examples, result-inspection guidance, and release-site hygiene.
Fixed opening-position lot accounting so cost basis is honored consistently across fills, trades, metrics, equity reconstruction, derived state, and run comparison output.
Documented current per-leg spread_bps semantics without changing fill-model behavior.
Removed dead live equity-array bookkeeping and routed remaining execution engine audit findings to explicit release or roadmap decisions.
ledgr 0.1.7.8
Added strategy reproducibility preflight with ledgr_strategy_preflight(), classifying functional strategies as tier_1, tier_2, or tier_3 before ordinary ledgr_run() execution.
Integrated Tier 3 enforcement into the existing run path so unresolved unqualified helper dependencies stop execution with a classed error before run artifacts are written.
Recorded strategy preflight results in run provenance and exposed the reproducibility tier through existing run-info, comparison, and strategy extraction surfaces.
Added public design articles for reproducibility, leakage, and custom indicator authoring, including the trust = FALSE strategy-extraction boundary and the residual risk of custom vectorized series_fn code.
Routed the v0.1.7.7 auditr follow-up findings so reproducibility, leakage, provenance, and custom-indicator boundary work shipped in v0.1.7.8 while broader strategy-author ergonomics remained deferred to v0.1.7.9.
Documented the fold-core/output-handler contract that future sweep mode must inherit so ledgr_sweep() can remove persistence overhead without becoming a second execution engine.
ledgr 0.1.7.7
Added the first ledgr-owned risk-adjusted standard metric, sharpe_ratio, computed from adjacent public equity-row excess returns with a scalar annual risk-free rate converted geometrically to a per-period return.
Tightened standard metric return-series handling so invalid adjacent equity returns make annualized volatility and Sharpe-style metrics NA instead of silently dropping structurally invalid return rows.
ledgr 0.1.7.6
Completed a DuckDB persistence architecture review covering connection ownership, checkpoint placement, transaction boundaries, shutdown behavior, and DuckDB metadata assumptions.
Hardened schema validation boundaries so runtime validators remain read-only with respect to ledgr data rows while constraint enforcement is tested in isolated disposable databases.
Added explicit live DML coverage for runs.status and snapshots.status constraints, including valid status values and safe cleanup after expected DuckDB constraint failures.
Added fresh-connection persistence tests proving completed runs, public run metadata mutations, and low-level CSV snapshot create/import/seal/load workflows are readable after reopen.
Documented a narrow local WSL/Ubuntu DuckDB gate and preserved branch, main, and tag-triggered CI as separate release evidence.
Routed the v0.1.7.5 auditr retrospective into later roadmap milestones so v0.1.7.6 stays focused on persistence architecture.
ledgr 0.1.7.5
Hardened the TTR adapter with parity tests across every supported ledgr_ttr_warmup_rules() entry and resolved the MACD warmup boundary with direct TTR evidence.
Added a user-facing warmup diagnostic for zero-trade runs where a registered feature never becomes finite because an instrument has too few bars.
Fixed: schema validation probes now issue an explicit rollback after expected constraint violations, preventing DuckDB connection-state contamination on Ubuntu under coverage instrumentation.
Improved result-inspection documentation with a compact closed-trade example that distinguishes equity, fills, trades, ledger rows, and summary metrics.
Added a complete low-level CSV snapshot bridge from create/import/seal through verified load, metadata inspection, experiment construction, and ledgr_run().
Strengthened indicator, helper, feature-map, and ctx$features() discoverability while keeping feature-map aliases distinct from engine feature IDs.
Documented ledgr’s adapter posture as a deterministic backtesting core that connects to R finance ecosystem packages through explicit adapter boundaries.
ledgr 0.1.7.4
Breaking: the raw long feature table on pulse contexts moved from ctx$features to ctx$feature_table; ctx$features is now the feature-map bundle accessor. This keeps raw inspection data and strategy authoring accessors separate.
Added feature-map authoring UX with ledgr_feature_map(), ctx$features(), and passed_warmup() while preserving the existing target-vector execution contract and features = list(...) registration.
Fixed the low-level CSV snapshot create/import/seal workflow so sealing derives missing runnable metadata from imported bars and instruments without changing snapshot hash identity.
Cleaned installed-documentation hygiene, including stale retired ttr-indicators artifacts, package/help-page article links, pkgdown reference entries, and documentation-contract tests.
ledgr 0.1.7.3
Correctness hardening: aligned equity-curve state, final positions, and summary/comparison metrics against ledger fills, with focused regressions for the v0.1.7.2 auditr accounting finding.
Metric explainability: documented every metric shown by summary(), ledgr_compare_runs(), and related result surfaces, and added independent oracle tests that recompute expected values from public result tables.
Documentation discoverability: made installed articles discoverable from package-level and function-level help pages for headless and agent workflows.
Concept documentation: added installed accounting/metrics and indicators articles, consolidated TTR-backed and built-in indicator teaching, and tighten helper, feature-ID, warmup, and no-trade guidance.
ledgr 0.1.7.2
Stabilised comparison metrics and zero-row result schemas: n_trades now counts closed trade rows consistently across summary(), ledgr_compare_runs(), ledgr_run_list(), and ledgr_results(bt, what = "trades"), while what = "fills" continues to expose execution fill rows.
Improved result-access connection lifecycle: ordinary durable result inspection now opens and closes read connections per operation, and close() is documented as long-session resource management rather than data-safety ceremony.
Added the strategy-helper value type foundation: ledgr_signal, ledgr_selection, ledgr_weights, and ledgr_target, with ledgr_target unwrapping through the existing target-vector validator.
Improved strategy diagnostics and feature-ID documentation: strategy errors now include pulse timestamp, run, instrument, and available-feature context while preserving the original error as the parent condition.
Overhauled the strategy-development article around the ledgr pulse mental model, helper functions, feature IDs, warmup behavior, interactive pulse debugging, and run comparison.
Improved documentation discovery and pkgdown positioning: README now shows noninteractive installed-vignette lookup paths, background positioning articles remain pkgdown-only, and experiment-store docs clarify durable paths, persistent snapshot IDs, labels, tags, CSV snapshot creation, and handle lifecycle framing.
ledgr 0.1.7.1
Stabilised the installed-package UX after the v0.1.7 experiment-first reset, with clearer start-here documentation, modern base-pipe examples, and a runnable offline workflow built around ledgr_demo_bars.
Added ledgr_utc() as a small UTC timestamp helper for examples and user workflows, avoiding repeated as.POSIXct(..., tz = "UTC") boilerplate.
Made ledgr_demo_bars and ledgr_sim_bars() tibble-friendly for modern R examples.
Added display-only result timestamp printing controls through options(ledgr.print_ts_utc = "auto"), so all-midnight EOD result tables can print compact dates while underlying ts_utc values remain POSIXct UTC.
Verified MACD TTR warmup against direct TTR output for macd, signal, and histogram outputs with both percent = TRUE and percent = FALSE; under the tested TTR version, macd is first valid at nSlow, while signal and histogram are first valid at nSlow + nSig - 1.
Expanded strategy and TTR indicator articles with clearer ctx, params, feature ID, warmup NA, and quantity-target sizing guidance.
Clarified the experiment-store mental model: sealed snapshots freeze market data, while indicators, features, runs, labels, tags, comparisons, and telemetry are derived artifacts that can be added later.
Included package vignettes in source builds and declared the vignette build dependencies so GitHub installs with build_vignettes = TRUE expose vignette(package = "ledgr").
ledgr 0.1.7
Breaking changes
Began the v0.1.7 experiment-first API reset. The public research workflow now centers on ledgr_experiment() and ledgr_run() rather than db_path-first calls and direct ledgr_backtest() usage.
The v0.1.7 strategy contract is function(ctx, params). Strategies without tunable parameters receive params = list().
The v0.1.7 context target constructors are ctx$flat() and ctx$hold(); the older ctx$targets() and ctx$current_targets() helpers now fail with migration guidance.
New features
Added ledgr_opening() for explicit opening cash, positions, and optional cost basis.
Added ledgr_experiment() as the central object for the experiment-first workflow.
Added ledgr_run() as the public single-run API for ledgr_experiment objects, including run-time features = function(params) evaluation and an explicit seed = NULL identity field.
Converted experiment-store APIs to snapshot-first signatures and extended ledgr_snapshot_load() so a durable file with exactly one sealed snapshot can be resumed without retyping the snapshot id.
Added ledgr_param_grid() as a typed, non-executing parameter-grid object with stable canonical-JSON labels for future sweep/tune workflows.
Added ledgr_demo_bars and ledgr_sim_bars() as deterministic offline demo data for examples and documentation.
Made durable ledgr_backtest handles safer to clean up: explicit close(bt) checkpoints before disconnecting, and a finalizer safety net attempts one auto-checkpoint if a durable handle is garbage-collected without close.
Rewrote README and vignettes around the v0.1.7 experiment-first workflow and added a v0.1.6 to v0.1.7 migration guide.
Added ledgr_opening_from_broker() as a reserved adapter hook. v0.1.7 does not ship built-in broker integrations.
ledgr 0.1.6
Added ledgr_compare_runs() for comparing completed stored runs from a durable experiment store without rerunning strategies.
Added ledgr_extract_strategy() for safe strategy-source inspection and optional hash-verified recovery from the experiment store.
Expanded the TTR indicator article with feature ID examples for built-in indicators, RSI, ATR, BBands, and MACD.
ledgr 0.1.5
Added the v0.1.5 experiment-store schema foundation, including schema-version metadata, additive migration hooks, run provenance and telemetry tables, and defensive future-schema checks.
Added strategy_params support for function(ctx, params) strategies and durable run provenance capture for strategy source hashes, parameter hashes, dependency versions, R version, and reproducibility tier.
Added ledgr_results() as a package-prefixed wrapper for result tables.
Made mistyped ctx$feature() lookups fail loudly with available feature IDs instead of silently returning NA, while preserving warmup NA behavior for known features.
Persisted compact run telemetry summaries, including execution mode, elapsed time, pulse count, feature-cache hit/miss counts, and persist_features; print.ledgr_backtest() and ledgr_run_info() now surface execution mode.
Relaxed snapshot ID diagnostics so explicit durable custom IDs do not warn unless they use the generated snapshot_ prefix in a malformed way.
ledgr 0.1.4
Stabilised the research workflow ahead of the experiment-store APIs, with durable snapshot reuse, safer strategy helpers, faster indicator precomputation, and broader TTR indicator support.
Added ledgr_snapshot_load() for reopening existing sealed snapshots from a durable DuckDB file, with optional hash verification.
Updated ledgr_snapshot_list() so it accepts either a DBI connection or a DuckDB file path.
Added ctx$current_targets() to runtime and interactive pulse contexts for hold-unless-signal strategy patterns.
Made internal backtest configs an S3 ledgr_config object with validation and diagnostic printing, while keeping public workflows centered on ledgr_backtest().
Marked ledgr_data_hash() as a legacy v0.1.0 helper and moved internal run/snapshot-adapter hash call sites to explicitly named internal helpers.
Added optional vectorized indicator series_fn support for full-series feature precomputation, including vectorized built-in indicators.
Added a session-scoped feature cache keyed by snapshot hash, instrument, indicator fingerprint, feature-engine version, and date range, with ledgr_clear_feature_cache() for explicit cleanup.
Expanded low-code TTR support to common close, high/low, HLC, and HLCV indicators including WMA, ROC, momentum, CCI, BBands, aroon, DonchianChannel, MFI, CMF, and rolling statistic functions.
Added ledgr_deregister_indicator() for cleaning up session-scoped indicator registry entries during interactive work and tests.
Changed fn-only custom indicator fallback from expanding full-history windows to bounded stable windows to avoid accidental O(n^2) feature work.
Clarified v0.x compatibility policy, strategy reproducibility tiers, next-open fill semantics, and low-level API lifecycle notes in design and reference documentation.
ledgr 0.1.3
Reworked the README into a 5-minute installed-package path with runnable synthetic data, rendered output, target-vector strategy examples, and an explicit determinism trust check.
Added a getting-started vignette that walks through the research loop: in-memory bars, strategy authoring, result inspection, pulse debugging, indicators, Yahoo convenience data, CSV snapshots, and durable DuckDB artifacts.
Added human-readable pulse context helpers for strategy code, including ctx$close(), ctx$position(), ctx$targets(), and related OHLCV accessors.
Improved target-vector validation errors so unnamed, non-numeric, missing, and extra instrument targets point users to the required contract: a named numeric target vector with names matching ctx$universe.
Audited exported reference documentation and examples so public examples run offline, use temporary files/databases, guard optional dependencies, and avoid network access.
Added metric definitions to the reference documentation, including the closed-trade meaning of win rate and average trade.
Added local and CI release gates for the README cold-start example, acceptance tests, rcmdcheck, coverage, and pkgdown site builds.
Added a GitHub Pages pkgdown deployment workflow for publishing the package site after the repository is made public.
Hardened DuckDB run persistence by checkpointing runner-owned write connections before disconnect/shutdown, fixing cross-connection visibility on Ubuntu CI.
Documented the longer-term experiment-store model: DuckDB files as durable research artifacts, immutable run IDs, strategy identity, reproducibility tiers, and future run discovery/comparison APIs.
ledgr 0.1.2
Added a data-first ledgr_backtest(data = bars, ...) convenience path that creates a sealed snapshot and then runs the canonical engine.
Added indicator registry, built-in indicators, adapters, pulse development tools, basic metrics, fill extraction, equity curves, and plotting.
Strengthened strategy and indicator fingerprints so mutable registry state cannot silently change deterministic replays.
Exported and documented the v0.1.2 public API surface.
ledgr 0.1.1
Added snapshot provenance workflow: create, import (CSV), list/info, hash, and seal snapshots.
Runner can source data from a SEALED snapshot and fails loud on tampering (hash mismatch).
