Build a return signal from registered return features

ledgr_signal_return() reads the return_<lookback> feature for every instrument in ctx$universe and returns a ledgr_signal. The required indicator must already be registered on the experiment, for example with features = list(ledgr_ind_returns(20)); this helper never auto-registers indicators. Like ledgr_signal_feature(), it returns raw scores over the whole decision axis and marks eligibility in the eligible attribute.

Usage

ledgr_signal_return(ctx, lookback = 20L)

Arguments

ctx: ledgr strategy context.
lookback: Positive integer return lookback.

Value

A ledgr_signal object.

Details

For a fixed concrete lookback, register the matching return indicator. For a parameterized sweep, put ledgr_ind_returns(ledgr_param("lookback")) in a feature map and read its stable active alias with ledgr_signal_feature(). The generic helper resolves that alias to each candidate's concrete return feature; strategy code does not need to register or switch among every concrete return_<lookback> name.

Articles

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

Examples

ctx <- list(
  universe = c("AAA", "BBB"),
  vec = list(
    feature = function(feature_id) c(AAA = 0.03, BBB = NA_real_)
  )
)
ledgr_signal_return(ctx, lookback = 5)
#> <ledgr_signal> [2 assets]
#> origin: return_5
#> non-NA: 1/2
#>  AAA  BBB 
#> 0.03   NA