Run a ledgr experiment

ledgr_run() is the public single-run API for the v0.1.7 experiment-first workflow. It evaluates run-time feature definitions, builds the canonical backtest config, and delegates to the shared runner.

Usage

ledgr_run(exp, params = list(), run_id = NULL, seed = NULL)

Arguments

exp

A ledgr_experiment object.

params

JSON-safe list passed to function(ctx, params) strategy and function(params) feature definitions.

run_id

Optional run identifier.

seed

Optional integer-like execution seed. When non-NULL, ledgr applies it at fold entry and stores it in run identity.

Value

A ledgr_backtest object.

Articles

Strategy authoring: vignette("strategy-development", package = "ledgr") system.file("doc", "strategy-development.html", package = "ledgr")

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

Examples

bars <- data.frame(
  ts_utc = as.POSIXct("2020-01-01", tz = "UTC") + 86400 * 0:2,
  instrument_id = "AAA",
  open = c(100, 101, 102),
  high = c(101, 102, 103),
  low = c(99, 100, 101),
  close = c(100, 101, 102),
  volume = 1000
)
snapshot <- ledgr_snapshot_from_df(bars)
strategy <- function(ctx, params) {
  targets <- ctx$flat()
  targets["AAA"] <- params$qty
  targets
}
exp <- ledgr_experiment(snapshot, strategy)
bt <- ledgr_run(exp, params = list(qty = 1), run_id = "example-run")
close(bt)
ledgr_snapshot_close(snapshot)