Create a ledgr calendar

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")

Examples

ledgr_calendar(trading_days_per_year = 252, bars_per_day = 1)
#> ledgr_calendar
#> ==============
#> Source:         custom
#> Days/year:      252
#> Bars/day:       1
#> Bars/year:      252
ledgr_calendar_us_equity(bars_per_day = 390L)
#> ledgr_calendar
#> ==============
#> Label:          US equity custom bars
#> Source:         us_equity
#> Days/year:      252
#> Bars/day:       390
#> Bars/year:      98,280
ledgr_calendar_crypto()
#> ledgr_calendar
#> ==============
#> Label:          crypto daily
#> Source:         crypto
#> Days/year:      365
#> Bars/day:       1
#> Bars/year:      365