Define an opening portfolio state — ledgr

ledgr_opening() creates the explicit starting state used by the v0.1.7 experiment-first workflow. It records starting cash and, optionally, existing long positions and cost basis.

Usage

ledgr_opening(cash, date = NULL, positions = NULL, cost_basis = NULL)

Arguments

cash: Finite positive cash balance.
date: Optional opening timestamp or civil Date. It is also the scoring start: runs, sweeps, promotion and feature precompute evaluate the strategy and start feature state from the first pulse at or after it, so indicators warm up again from this date and earlier bars are not read. For an availability- aware experiment a Date resolves to the unique declared venue-session open and refuses if there is no unique match; POSIXct remains an exact instant. NULL, or an exact instant before the snapshot, starts at the snapshot start.
positions: Optional named numeric vector of starting long positions.
cost_basis: Optional named numeric vector with the same names as positions.

Value

A ledgr_opening object.

Examples

ledgr_opening(cash = 100000)
#> ledgr_opening
#> ==============
#> Cash:       100000
#> Date:       <auto>
#> Positions:  0
ledgr_opening(
  cash = 25000,
  positions = c(AAA = 10, BBB = 5),
  cost_basis = c(AAA = 101.25, BBB = 98.50)
)
#> ledgr_opening
#> ==============
#> Cash:       25000
#> Date:       <auto>
#> Positions:  2
#> Instruments: AAA, BBB