Package index • ledgr

Package

ledgr ledgr-package: ledgr: Deterministic Event-Sourced Backtesting

Experiment Workflow

Cost And Timing

Target Risk

Identity And Diagnostics

Backtests

ledgr_backtest(): Run a backtest (v0.1.2)
print(<ledgr_backtest>): Print a backtest result
summary(<ledgr_backtest>): Summarize a backtest result
as_tibble(<ledgr_backtest>): Extract tidy backtest tables
ledgr_results(): Extract ledgr result tables
ledgr_run_explain(): Explain one recorded availability-aware run decision
ledgr_run_completion() print(<ledgr_run_completion>): Read one run's completion evidence
ledgr_corporate_actions() ledgr_corporate_actions_research() ledgr_corporate_actions_strict(): Corporate-action settlement policy
ledgr_corporate_action_summary(): Read a run's complete corporate-action policy record
ledgr_valuation_summary() print(<ledgr_valuation_summary>): Read a run's valuation evidence
as_tibble(<ledgr_result_table>): Convert a ledgr result table to a tibble
print(<ledgr_result_table>): Print a ledgr result table
close(<ledgr_backtest>): Close a backtest result connection
plot(<ledgr_backtest>): Plot backtest results
ledgr_run_fills(): Extract fill events from a backtest
ledgr_compute_metrics() format(<ledgr_metrics>) print(<ledgr_metrics>): Compute standard metrics from backtest results
ledgr_state_reconstruct(): Reconstruct derived state for a run (v0.1.0)

Metric Assumptions

Experiment Store

ledgr_run_list(): List runs in a ledgr experiment store
print(<ledgr_run_list>): Print a run list
ledgr_run_info(): Inspect one run in a ledgr experiment store
ledgr_run_compare(): Compare completed runs in a ledgr experiment store
print(<ledgr_comparison>): Print a run comparison
ledgr_run_strategy(): Extract stored strategy source for a run
print(<ledgr_extracted_strategy>): Print extracted strategy metadata
print(<ledgr_run_info>): Print run information
ledgr_run_open(): Reopen a terminal run from a ledgr experiment store
ledgr_run_label(): Set a human-readable label for a run
ledgr_run_archive(): Archive a run without deleting artifacts
ledgr_run_tag(): Add tags to a stored run
ledgr_run_untag(): Remove tags from a stored run
ledgr_run_tags(): List run tags

Snapshots

Indicators

ledgr_ind_ema(): Exponential Moving Average
ledgr_ind_returns(): Simple Returns
ledgr_ind_rsi(): Relative Strength Index
ledgr_ind_sma(): Simple Moving Average
ledgr_ind_ttr(): Construct a ledgr indicator from a supported TTR indicator
ledgr_ind_ttr_outputs(): Construct a bundle from all or selected outputs of a TTR indicator
ledgr_ind_ttr_warmup_rules(): Inspect supported TTR warmup inference rules
ledgr_indicator(): Construct a ledgr indicator
print(<ledgr_indicator>): Print a ledgr indicator
ledgr_feature_id(): Get feature IDs from ledgr indicators
ledgr_param(): Declare a feature parameter reference
ledgr_parameters(): Inspect parameter references in feature declarations
ledgr_feature_contracts(): Inspect feature contracts
ledgr_feature_contract_check(): Check feature warmup feasibility against a snapshot
ledgr_pulse_features(): Inspect pulse feature rows
ledgr_pulse_wide(): Inspect a pulse as one wide row
ledgr_indicator_register(): Register an indicator in the global registry
ledgr_indicator_remove(): Deregister an indicator from the session registry
ledgr_indicator_get(): Get an indicator by name
ledgr_indicator_list(): List registered indicators
ledgr_adapter_r(): Adapt an R package function into a ledgr indicator
ledgr_adapter_csv(): Adapt a CSV of precomputed indicators
ledgr_indicator_dev(): Interactive indicator development session
print(<ledgr_indicator_dev>): Print an indicator development session
close(<ledgr_indicator_dev>): Close indicator development session

Strategy Development

ledgr_strategy_context ctx: Strategy pulse context accessors
ledgr_pulse_snapshot(): Freeze a pulse snapshot for strategy development
print(<ledgr_pulse_context>): Print a pulse snapshot context
close(<ledgr_pulse_context>): Close pulse context
ledgr_history_frame(): Read causal history from a strategy context
ledgr_history_matrix(): Read or convert causal history as an identified matrix
ledgr_history_info(): Read the metadata of a history result
ledgr_align_weights(): Align solver weights to a history result
ledgr_history_policy(): Configure causal history treatment
ledgr_feature_map() print(<ledgr_feature_map>): Create a feature map
ledgr_passed_warmup(): Check whether mapped feature values have passed warmup
ledgr_strategy_preflight(): Classify a functional strategy's reproducibility tier
ledgr_signal_strategy(): Wrap a signal-style strategy as numeric targets
ledgr_demo_sma_crossover_strategy(): Demo SMA crossover strategy
ledgr_signal(): Create a strategy signal vector
ledgr_selection(): Create a strategy selection vector
ledgr_weights(): Create a strategy weight vector
ledgr_target(): Create a strategy target vector
ledgr_signal_return(): Build a return signal from registered return features
ledgr_signal_feature(): Build a signal from one registered feature
ledgr_select_top_n(): Select the top instruments from a signal
ledgr_weight_equal(): Convert a selection to equal long-only weights
ledgr_target_quantity(): Construct full target quantities from a selection
ledgr_target_rebalance(): Construct full target quantities from weights

Low-Level Utilities

ledgr_iso_utc(): Normalize timestamps to ISO 8601 UTC
ledgr_utc(): Parse timestamps as UTC POSIXct values
ledgr_db_init(): Initialize or open a ledgr DuckDB database
ledgr_temp_store(): Create a disposable ledgr store path
ledgr_validate_schema(): Validate the current ledgr DuckDB schema
print(<ledgr_config>): Print a ledgr config
ledgr_backtest_bench(): Summarize per-pulse telemetry
ledgr_sim_bars(): Simulate deterministic synthetic OHLCV bars
ledgr_demo_bars: Synthetic demo OHLCV bars
ledgr_sim_pit_inputs(): Simulate a composable point-in-time input bundle
ledgr_demo_pit_inputs: Composable point-in-time demo inputs