johnnybt-ledger-polars

An amount-based bookkeeping policy for johnnybt's account walk, as a polars expression plugin.

The framework's default policy (johnnybt-polars) is market-neutral: a buy only fills from cash the account actually has, nobody runs a debt. This one keeps the books the way a production A-share ledger does:

  • Netted funding. A decision is funded once, at sizing, with the gap between target equity and holdings — on the assumption its sells go through. Fills carry no cash check; what a refused sale leaves unpaid becomes a debt in that tranche's own pocket, outside the account's cash and its reported equity, until the next net sale repays it.
  • A sellable budget in money, account-wide. One per name across every tranche and the liquidation pool, reset at each close to everything held, drawn down by what each decision meant to sell rather than by what it sold.
  • Two-pass sizing. A mask pass sizes under the tighter cash, the frozen budget is released, then the trading pass sizes again — the two see different cash on purpose.
  • Estimated commission frozen with a blocked order, at the share count the order was sized for.

It is one Bookkeeping implementation of johnnybt_engine's account walk: the walk — pricing, ex-dividend, the liquidation pool, equity snapshots — is the same for every market, and only the funding, sizing and settlement rules live here.

Install

pip install johnnybt-ledger-polars

Prebuilt wheels — no Rust toolchain needed. One per platform, abi3 against Python 3.11, which covers 3.11 through 3.14:

x86_64 arm64
Linux manylinux2014 (glibc 2.17 and up) manylinux2014 (glibc 2.17 and up)
macOS 10.12 and up 11.0 and up
Windows yes yes

Use

import polars as pl
from johnnybt_ledger_polars import simulate

equity = frame.group_by("account").agg(simulate(columns, **kwargs))

columns and kwargs are johnnybt's SimulateKwargs contract — which column plays which part, the market's rules, the account's terms. The same call shape as johnnybt_polars.simulate, a different policy behind it.

Build

maturin develop --release      # or: maturin build --release

Rust ≥ 1.85, Python ≥ 3.11 (abi3). A pure-Python twin of this policy is held bit-for-bit equal to it by test, which is how the rules stay honest.

Licence

MIT

Project links

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Avatar for mjason from gravatar.com mjason

Credits

Author: MJ

GitHub Statistics

Data verified by PyPI on Sep 10, 2026
The GitHub source repository was provided by the project maintainers and verified by PyPI at the time of upload. Stars, forks, and open issues/PRs are derived from that repository and have not been independently verified.

License expression

MIT
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Requires

Python >=3.11

Tags

polars backtest bookkeeping quant

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