Package index • ledgr

Package

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

Experiment Workflow

ledgr_experiment(): Define a reusable ledgr experiment
print(<ledgr_experiment>): Print a ledgr experiment
ledgr_opening(): Define an opening portfolio state
print(<ledgr_opening>): Print an opening portfolio state
ledgr_opening_from_broker(): Create opening state from a broker adapter
ledgr_run(): Run a ledgr experiment
ledgr_param_grid(): Create a typed parameter grid
print(<ledgr_param_grid>): Print a parameter grid
ledgr_feature_grid() ledgr_strategy_grid() ledgr_grid_cross() ledgr_grid_named() ledgr_grid_add_baseline(): Create feature, strategy, and executable sweep grids
ledgr_precompute_features(): Precompute feature payloads for a parameter grid
print(<ledgr_precomputed_features>): Print a precomputed feature payload
ledgr_sweep(): Run a parameter sweep
ledgr_sweep_retention(): Sweep retention policy
ledgr_sweep_returns() ledgr_sweep_returns_wide() ledgr_sweep_returns_panel() ledgr_sweep_returns_matrix() ledgr_sweep_returns_data_frame() ledgr_sweep_returns_xts(): Retained sweep return series
ledgr_sweep_review() print(<ledgr_sweep_review>): Review sweep candidates without selecting one
ledgr_sweep_pbo() as_tibble(<ledgr_sweep_pbo>) print(<ledgr_sweep_pbo>): Sweep-level PBO/CSCV diagnostic
ledgr_sweep_min_track_record() as_tibble(<ledgr_sweep_min_track_record>) print(<ledgr_sweep_min_track_record>): Sweep-level minimum track record length diagnostic
ledgr_sweep_cluster() as_tibble(<ledgr_sweep_cluster>) print(<ledgr_sweep_cluster>): Sweep candidate clustering diagnostic
ledgr_sweep_dsr() as_tibble(<ledgr_sweep_dsr>) print(<ledgr_sweep_dsr>): Sweep-level deflated Sharpe ratio diagnostic
ledgr_sweep_save() ledgr_sweep_open() ledgr_sweep_list() ledgr_sweep_info(): Save, reopen, list, and inspect sweep artifacts
print(<ledgr_sweep_results>): Print sweep results
ledgr_candidate(): Select one sweep candidate for promotion
ledgr_candidate_reproduction_key(): Return the compact reproduction key for a sweep candidate
print(<ledgr_sweep_candidate>): Print a sweep candidate
ledgr_promote(): Promote a sweep candidate to a committed run
ledgr_fold() ledgr_folds_rolling() ledgr_folds_anchored(): Walk-forward fold constructors
ledgr_select_argmax() ledgr_select_argmin(): Walk-forward scalar selection rules
ledgr_walk_forward(): Run walk-forward evaluation
ledgr_walk_forward_open() ledgr_walk_forward_scores() ledgr_walk_forward_folds(): Inspect a persisted walk-forward session
print(<ledgr_walk_forward_degradation>): Print a walk-forward degradation table
ledgr_promotion_context(): Read promotion context for a promoted run
ledgr_run_promotion_context(): Read promotion context from an experiment store

Cost And Timing

ledgr_cost_spread_bps() ledgr_cost_fixed_fee() ledgr_cost_notional_bps_fee() ledgr_cost_zero() ledgr_cost_chain(): Transaction cost model constructors
ledgr_cost_steps() ledgr_cost_describe(): Inspect cost model structure
ledgr_timing_next_open(): Timing model constructor

Target Risk

ledgr_risk_chain() ledgr_risk_none() ledgr_risk_long_only() ledgr_risk_max_weight(): Target-risk constructors

Identity And Diagnostics

ledgr_identity_fields ledgr_identity: ledgr identity fields
ledgr_condition_classes ledgr_legacy_fill_model_shape ledgr_legacy_config_shape ledgr_cost_model_unspecified ledgr_invalid_cost_chain_order ledgr_invalid_cost_model ledgr_invalid_timing_model ledgr_invalid_fill_proposal ledgr_invalid_fill_context ledgr_run_not_found ledgr_unresolved_feature_id ledgr_run_window_too_short ledgr_invalid_lot_fill ledgr_snapshot_hash_invalid_timestamp ledgr_invalid_sweep_id ledgr_sweep_id_exists ledgr_sweep_not_found ledgr_sweep_snapshot_not_found ledgr_sweep_snapshot_hash_mismatch ledgr_sweep_schema_incompatible ledgr_invalid_sweep_retention ledgr_sweep_returns_unretained ledgr_sweep_returns_candidate_not_found ledgr_sweep_returns_candidate_not_completed ledgr_sweep_returns_first_row_invalid ledgr_sweep_returns_incomplete_panel ledgr_validation_pbo_incomplete_panel ledgr_validation_pbo_invalid_s ledgr_validation_pbo_too_few_candidates ledgr_validation_pbo_too_few_observations ledgr_validation_pbo_invalid_metric ledgr_validation_pbo_invalid_panel ledgr_validation_pbo_invalid_threshold ledgr_validation_min_trl_invalid_reference ledgr_validation_min_trl_invalid_confidence ledgr_validation_min_trl_invalid_risk_free ledgr_validation_min_trl_too_few_observations ledgr_validation_min_trl_invalid_returns ledgr_missing_package ledgr_walk_forward_metric_missing ledgr_walk_forward_metric_class_invalid ledgr_walk_forward_no_selection ledgr_walk_forward_candidate_key_missing ledgr_walk_forward_test_run_failed ledgr_walk_forward_session_not_found ledgr_walk_forward_snapshot_hash_mismatch ledgr_walk_forward_snapshot_override_mismatch ledgr_walk_forward_invalid_session ledgr_walk_forward_latest_without_rationale ledgr_walk_forward_candidate_not_found: ledgr condition classes
LEDGR_LAST_BAR_NO_FILL ledgr_last_bar_no_fill ledgr_final_bar_no_fill: LEDGR_LAST_BAR_NO_FILL warning code

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
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(): Compute standard metrics from backtest results
ledgr_state_reconstruct(): Reconstruct derived state for a run (v0.1.0)

Metric Assumptions

ledgr_metric_context() ledgr_metric_us_equity() ledgr_metric_crypto(): Create or access metric context
ledgr_metric_context_hash(): Hash a metric context
ledgr_risk_free_rate(): Create a scalar risk-free-rate assumption
ledgr_calendar() ledgr_calendar_us_equity() ledgr_calendar_crypto(): Create a ledgr calendar

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 completed 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

ledgr_condition_classes ledgr_legacy_fill_model_shape ledgr_legacy_config_shape ledgr_cost_model_unspecified ledgr_invalid_cost_chain_order ledgr_invalid_cost_model ledgr_invalid_timing_model ledgr_invalid_fill_proposal ledgr_invalid_fill_context ledgr_run_not_found ledgr_unresolved_feature_id ledgr_run_window_too_short ledgr_invalid_lot_fill ledgr_snapshot_hash_invalid_timestamp ledgr_invalid_sweep_id ledgr_sweep_id_exists ledgr_sweep_not_found ledgr_sweep_snapshot_not_found ledgr_sweep_snapshot_hash_mismatch ledgr_sweep_schema_incompatible ledgr_invalid_sweep_retention ledgr_sweep_returns_unretained ledgr_sweep_returns_candidate_not_found ledgr_sweep_returns_candidate_not_completed ledgr_sweep_returns_first_row_invalid ledgr_sweep_returns_incomplete_panel ledgr_validation_pbo_incomplete_panel ledgr_validation_pbo_invalid_s ledgr_validation_pbo_too_few_candidates ledgr_validation_pbo_too_few_observations ledgr_validation_pbo_invalid_metric ledgr_validation_pbo_invalid_panel ledgr_validation_pbo_invalid_threshold ledgr_validation_min_trl_invalid_reference ledgr_validation_min_trl_invalid_confidence ledgr_validation_min_trl_invalid_risk_free ledgr_validation_min_trl_too_few_observations ledgr_validation_min_trl_invalid_returns ledgr_missing_package ledgr_walk_forward_metric_missing ledgr_walk_forward_metric_class_invalid ledgr_walk_forward_no_selection ledgr_walk_forward_candidate_key_missing ledgr_walk_forward_test_run_failed ledgr_walk_forward_session_not_found ledgr_walk_forward_snapshot_hash_mismatch ledgr_walk_forward_snapshot_override_mismatch ledgr_walk_forward_invalid_session ledgr_walk_forward_latest_without_rationale ledgr_walk_forward_candidate_not_found: ledgr condition classes
ledgr_snapshot_close(): Close snapshot database connection
ledgr_snapshot_create(): Create a snapshot (v0.1.1)
ledgr_snapshot_from_csv(): Create a snapshot from a CSV file
ledgr_snapshot_from_df(): Create a snapshot from an in-memory data.frame
ledgr_snapshot_from_yahoo(): Create a snapshot from Yahoo Finance data (quantmod)
ledgr_snapshot_import_bars_csv(): Import snapshot bars from CSV
ledgr_snapshot_import_instruments_csv(): Import snapshot instruments from CSV
ledgr_snapshot_info(): Snapshot info
ledgr_snapshot_list(): List snapshots (v0.1.1)
ledgr_snapshot_open(): Load an existing sealed snapshot
ledgr_snapshot_seal(): Seal a snapshot (v0.1.1)
print(<ledgr_snapshot>): Print a snapshot
summary(<ledgr_snapshot>): Summarize a snapshot
close(<ledgr_snapshot>): Close a snapshot connection

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_feature_cache_clear(): Clear the session feature cache
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 interactive strategy development
print(<ledgr_pulse_context>): Print a pulse snapshot context
close(<ledgr_pulse_context>): Close pulse context
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_select_top_n(): Select the top instruments from a signal
ledgr_weight_equal(): Convert a selection to equal long-only weights
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 (v0.1.0)
ledgr_temp_store(): Create a disposable ledgr store path
ledgr_validate_schema(): Validate ledgr DuckDB schema (v0.1.0)
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