A deterministic, offline teaching bundle whose bars and point-in-time facts
form one self-contained input unit. It covers five synthetic equity
instruments (DEMO_01 through DEMO_05) over 2020-01-01 through
2020-01-31 under the synthetic DEMO_VENUE venue and demo_members
universe scopes. The matching observations use New York session-close
timestamps and travel with the facts; the facts must not be attached to an
arbitrary slice of ledgr_demo_bars.
Format
An ordinary named list with nine elements:
- bars
Matching synthetic OHLCV observations.
- instruments
Optional physical instrument-master rows.
- sessions
Raw input for
ledgr_facts_sessions().- membership
Raw complete-snapshot input for
ledgr_facts_membership_snapshots().- lifetime
Raw input for
ledgr_facts_lifetime().- trading_status
Raw input for
ledgr_facts_trading_status().- corporate_actions
Raw input for
ledgr_facts_equity_corporate_actions().- recipe
Scope IDs, price basis, knowledge modes, and exact constructor arguments for the five fact frames.
- cases
A manifest locating the weekday venue closure, open-session observation gap, delisting, halt, and validated gross cash dividend.
Source
Generated locally by data-raw/make_demo_pit_inputs.R from
ledgr_sim_pit_inputs() with seed 1702.