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Create a ledgr calendar

Source: R/metric-context.R
ledgr_calendar.Rd

ledgr_calendar() creates the explicit annualization calendar used by metric contexts. It represents a uniform session model as trading_days_per_year * bars_per_day. ledgr_calendar_us_equity() defaults to daily bars and can represent common minute bars with ledgr_calendar_us_equity(bars_per_day = 390L). ledgr_calendar_crypto() is explicit crypto calendar support; ledgr does not infer crypto annualization from ticker symbols.

Usage

ledgr_calendar(
  trading_days_per_year,
  bars_per_day = 1L,
  label = NULL,
  source = "custom"
)

ledgr_calendar_us_equity(bars_per_day = 1L)

ledgr_calendar_crypto(bars_per_day = 1L)

Arguments

trading_days_per_year

Finite positive scalar number of trading days or market days per year.

bars_per_day

Finite positive scalar number of bars per trading day.

label

Optional non-empty label shown in print and metric disclosures.

source

Non-empty source label for the calendar convention.

Value

A ledgr_calendar object.

Articles

vignette("metrics-and-accounting", package = "ledgr") system.file("doc", "metrics-and-accounting.html", package = "ledgr")