Package index

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_precompute_features()

Precompute feature payloads for a parameter grid

print(<ledgr_precomputed_features>)

Print a precomputed feature payload

ledgr_sweep()

Run a sequential parameter sweep

print(<ledgr_sweep_results>)

Print sweep results

ledgr_candidate()

Select one sweep candidate for promotion

print(<ledgr_sweep_candidate>)

Print a sweep candidate

ledgr_promote()

Promote a sweep candidate to a committed run

ledgr_promotion_context()

Read promotion context for a promoted run

ledgr_run_promotion_context()

Read promotion context from an experiment store

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_extract_fills()

Extract fill events from a backtest

ledgr_compute_equity_curve()

Compute an equity curve from a backtest

ledgr_compute_metrics()

Compute standard metrics from backtest results

ledgr_state_reconstruct()

Reconstruct derived state for a run (v0.1.0)

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_compare_runs()

Compare completed runs in a ledgr experiment store

print(<ledgr_comparison>)

Print a run comparison

ledgr_extract_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_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 (v0.1.1)

ledgr_snapshot_import_instruments_csv()

Import snapshot instruments from CSV (v0.1.1)

ledgr_snapshot_info()

Snapshot info (v0.1.1)

ledgr_snapshot_list()

List snapshots (v0.1.1)

ledgr_snapshot_load()

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_indicator()

Construct a ledgr indicator

print(<ledgr_indicator>)

Print a ledgr indicator

ledgr_feature_id()

Get feature IDs from ledgr indicators

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_register_indicator()

Register an indicator in the global registry

ledgr_deregister_indicator()

Deregister an indicator from the session registry

ledgr_get_indicator()

Get an indicator by name

ledgr_list_indicators()

List registered indicators

ledgr_ttr_warmup_rules()

Inspect supported TTR warmup inference rules

ledgr_clear_feature_cache()

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

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_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

signal_return()

Build a return signal from registered return features

select_top_n()

Select the top instruments from a signal

weight_equal()

Convert a selection to equal long-only weights

target_rebalance()

Construct full target quantities from weights

Low-Level Utilities

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_create_schema()

Create the current ledgr DuckDB schema

ledgr_validate_schema()

Validate ledgr DuckDB schema (v0.1.0)

ledgr_data_hash()

Compute deterministic data hash for the legacy bars table (v0.1.0)

print(<ledgr_config>)

Print a ledgr config

ledgr_backtest_run()

Run a deterministic EOD backtest (v0.1.0)

ledgr_backtest_bench()

Summarize per-pulse telemetry

ledgr_sim_bars()

Simulate deterministic synthetic OHLCV bars

ledgr_demo_bars

Synthetic demo OHLCV bars