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ledgr 0.2.2 makes long-window, point-in-time portfolio research a complete
public workflow.
Highlights:
- causal history frames and identified matrices for runs, sweeps and
walk-forward evaluation; - point-in-time universes, corporate actions, terminal outcomes and explicit
missing-data assumptions; - declarative monthly, weekly, weekday, month-day and explicit-date strategy
schedules; - a substantially faster and leaner long-window execution path; and
- current-only schema 124, snapshot hash rule 4 and run identity rule 4.
Upgrade notes:
- DuckDB 2.0.0 or later is required;
- rebuild snapshots, experiment stores, saved sweeps and walk-forward
artifacts created by older ledgr releases; and - this release remains daily/session-based and long-only in its taught
portfolio-construction workflow.
Halts and untraded sessions that a data source encodes as zero-volume bars
carrying the previous close, as the reference Sharadar data does, are still
read as observed prices: they can fill and they bypass valuation ageing and
freezing.
See the complete upgrade guide and release notes in
NEWS.md.