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ledgr 0.2.2

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@blechturm blechturm released this 27 Oct 17:33
· 1 commit to main since this release

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.