Simulate a composable point-in-time input bundle — ledgr_sim_pit

Creates one deterministic, offline input unit containing a declared session calendar, matching OHLCV observations, instrument metadata, and raw input frames for ledgr's five point-in-time fact constructors. The calendar is created before the observations: sessions are never inferred from bars.

Usage

ledgr_sim_pit_inputs(
  instrument_ids,
  from,
  to,
  seed = 1L,
  venue_id = "DEMO_VENUE",
  universe_id = "DEMO_UNIVERSE",
  timezone = "UTC",
  session_open = "09:30:00",
  session_close = "16:00:00",
  cases = c("venue_closure", "missing_observation", "delisting", "halt", "cash_dividend"),
  knowledge = c(sessions = "evidenced", membership = "evidenced", lifetime = "evidenced",
    trading_status = "evidenced"),
  include_instruments = TRUE
)

Arguments

instrument_ids: Unique, non-empty synthetic instrument identifiers.
from, to: Inclusive civil-date bounds.
seed: Integer seed controlling only generated numeric bar content.
venue_id, universe_id: Stable identifiers for the synthetic venue and membership universe.
timezone: IANA timezone used for the synthetic venue calendar.
session_open, session_close: Local HH:MM:SS session times.
cases: Character vector selecting from "venue_closure", "missing_observation", "delisting", "halt", and "cash_dividend".
knowledge: Named character vector selecting "evidenced" or "assume_effective" separately for sessions, membership, lifetime, and trading status. Corporate-action rows always carry explicit evidence clocks.
include_instruments: Whether to include the optional instrument master.

Value

An ordinary named list. bars, instruments, sessions, membership, lifetime, trading_status, and corporate_actions are plain data frames; recipe records constructor arguments and scope IDs; and cases locates each applied teaching case. When cash_dividend is disabled, corporate_actions is an empty data frame and its recipe entry is marked disabled.

Details

The default cases require at least four instruments and ten weekdays in the requested window. They add one weekday venue closure, one missing observation on a declared open session, one delisting, one halt whose knowledge arrives after its effective time, and one validated gross cash dividend. Effective intervals are half-open. Under "evidenced" every row carries a knowledge time; "assume_effective", recorded in the recipe, leaves it missing and the fact constructor uses the effective time (see ledgr_facts()). The delisting retains its boundary observation and emits no later bars. The halt retains its effective-boundary bar, omits observations strictly inside the halted interval, and resumes at the excluded interval end.

A changed seed changes prices and volumes, not calendar, facts, case placement, columns, or scope. The returned facts and bars belong together; they are not a fact overlay for an unrelated observation panel.

Examples

inputs <- ledgr_sim_pit_inputs(
  instrument_ids = paste0("EX", 1:4),
  from = "2020-01-01",
  to = "2020-01-31",
  seed = 7
)
names(inputs)
#> [1] "bars"              "instruments"       "sessions"         
#> [4] "membership"        "lifetime"          "trading_status"   
#> [7] "corporate_actions" "recipe"            "cases"            
inputs$cases
#>                  type instrument_id       date
#> 1       venue_closure          <NA> 2020-01-06
#> 2 missing_observation           EX4 2020-01-09
#> 3           delisting           EX1 2020-01-14
#> 4                halt           EX2 2020-01-03
#> 5       cash_dividend           EX3 2020-01-10