Skip to content

Commit

Permalink
[auto commit] ftse100_daily reconciliation & execution on 2024-12-05
Browse files Browse the repository at this point in the history
  • Loading branch information
@enzbus
enzbus committed Dec 5, 2024
1 parent 2077e59 commit f51b553
Show file tree
Hide file tree
Showing 2 changed files with 209 additions and 3 deletions.
109 changes: 106 additions & 3 deletions examples/strategies/ftse100_daily_initial_holdings.json
View file
Original file line number Diff line number Diff line change
Expand Up @@ -20893,7 +20893,7 @@
"BATS.L": 9560.569072839533,
"BEZ.L": 11206.549926631475,
"BKG.L": 12298.331622374895,
"BLND.L": 3451.1879708678625,
"BLND.L": 3451.187974179118,
"BME.L": 10947.898178356945,
"BNZL.L": 10969.278777157651,
"BP.L": 388.3500061035168,
Expand Down Expand Up @@ -20925,7 +20925,7 @@
"HSX.L": 10645.754095009119,
"HWDN.L": 11111.667533011165,
"IAG.L": 11001.357863781588,
"ICG.L": 10912.06610370892,
"ICG.L": 10912.065649784377,
"IHG.L": 20637.92008480973,
"III.L": 11402.941316567274,
"IMB.L": 10672.268104958024,
Expand All @@ -20945,7 +20945,7 @@
"MRO.L": 47947.61179832022,
"NG.L": 11181.374036873802,
"NWG.L": 11079.348684896748,
"NXT.L": 10235.727982994036,
"NXT.L": 10235.72762667615,
"PHNX.L": 0.0,
"PRU.L": 10670.345704854873,
"PSH.L": 43714.529038686844,
Expand Down Expand Up @@ -20980,5 +20980,108 @@
"WEIR.L": 11623.540344219931,
"WPP.L": 10918.04624646526,
"WTB.L": 11601.172872391435
},
"2024-12-05 08:00:00+00:00": {
"AAF.L": 21102.50589904104,
"AAL.L": 10797.673999712015,
"ABF.L": 11463.00868064472,
"ADM.L": 11095.989217450326,
"AHT.L": 19743.74926893525,
"ANTO.L": 22603.46815778833,
"AUTO.L": 11010.368048628576,
"AV.L": 10975.562455453342,
"AZN.L": 10725.733897244909,
"BA.L": 11313.368842639036,
"BARC.L": 10945.799723155746,
"BATS.L": 9573.603250171285,
"BEZ.L": 11376.776001466384,
"BKG.L": 12130.518130451655,
"BLND.L": 3515.0889086209677,
"BME.L": 10932.040852471633,
"BNZL.L": 11054.976267604196,
"BP.L": 382.7000122070324,
"BT-A.L": 0.0,
"BTRW.L": 11255.399841308597,
"CCH.L": 0.0,
"CNA.L": 10853.1595298695,
"CPG.L": 1.0702182826543989e-12,
"CRDA.L": 10408.352739586684,
"CTEC.L": 271.4569800210133,
"DCC.L": 22669.92912176753,
"DGE.L": 9704.33129667912,
"DPLM.L": 13800.69930556666,
"EDV.L": 7711.725059822154,
"ENT.L": 19509.58826612486,
"EXPN.L": 11294.259948509361,
"EZJ.L": 10704.07357080664,
"FCIT.L": 2.9519599463258485e-12,
"FRAS.L": 9466.079365850574,
"FRES.L": 10909.24802013111,
"GBPOUND": 998.46163651365,
"GLEN.L": 4816.192528498694,
"GSK.L": 11163.521453354155,
"HIK.L": 11948.721797492006,
"HL.L": 11254.148448050475,
"HLMA.L": 11087.775730975856,
"HLN.L": 1140.5085672094363,
"HSBA.L": 10914.793879755958,
"HSX.L": 10805.390520051427,
"HWDN.L": 11191.559690228738,
"IAG.L": 11368.895476709398,
"ICG.L": 11044.093006757135,
"IHG.L": 20734.937712733925,
"III.L": 11409.01317030347,
"IMB.L": 10739.283917234055,
"IMI.L": 11007.093252651806,
"INF.L": 10981.845657134843,
"ITRK.L": 9966.809253168783,
"JD.L": 11540.127334069353,
"KGF.L": 11022.940746053851,
"LAND.L": 0.0,
"LGEN.L": 12136.966123021697,
"LLOY.L": 0.0,
"LMP.L": 0.0,
"LSEG.L": 34685.233679988065,
"MKS.L": 396.7223191225075,
"MNDI.L": 10683.48856478487,
"MNG.L": 10857.827030060715,
"MRO.L": 46528.37730167756,
"NG.L": 11099.359622547936,
"NWG.L": 11030.65964631136,
"NXT.L": 10305.71035918394,
"PHNX.L": 0.0,
"PRU.L": 10756.934233218602,
"PSH.L": 43759.22692113947,
"PSN.L": 11492.832207081503,
"PSON.L": 7469.674743300454,
"REL.L": 11469.855530741404,
"RIO.L": 11294.340174983447,
"RKT.L": 10114.384633632435,
"RMV.L": 20040.585723758893,
"RR.L": 11035.179289539112,
"RTO.L": 10842.575920312102,
"SBRY.L": 0.0,
"SDR.L": 11010.01453931532,
"SGE.L": 44190.421225536666,
"SGRO.L": 0.0,
"SHEL.L": 62.60625741389894,
"SMDS.L": 10792.397325279955,
"SMIN.L": 0.0,
"SMT.L": 10669.005653236865,
"SN.L": 6008.0834249230675,
"SPX.L": 7280.483401707912,
"SSE.L": 10453.778165709266,
"STAN.L": 11193.498141303178,
"SVT.L": 11223.40311706569,
"TSCO.L": 16786.38813309604,
"TW.L": 11059.515162490125,
"ULVR.L": 9631.270719425213,
"UTG.L": 10612.700148930116,
"UU.L": 10580.467365931723,
"VOD.L": 10937.912573283404,
"VTY.L": 11222.98040145133,
"WEIR.L": 11644.13120399711,
"WPP.L": 10852.54789095293,
"WTB.L": 11781.799767786055
}
}
103 changes: 103 additions & 0 deletions examples/strategies/ftse100_daily_target_weights.json
View file
Original file line number Diff line number Diff line change
Expand Up @@ -19053,5 +19053,108 @@
"WEIR.L": 0.010000001367413984,
"WPP.L": 0.00999999368860111,
"WTB.L": 0.009999985358995107
},
"2024-12-05 08:00:00+00:00": {
"AAF.L": 0.019211465987314658,
"AAL.L": 0.010000000602645982,
"ABF.L": 0.009999956739618218,
"ADM.L": 0.010000066557017769,
"AHT.L": 0.01827486383670479,
"ANTO.L": 0.020610844143284058,
"AUTO.L": 0.010000010753785244,
"AV.L": 0.010000022476456406,
"AZN.L": 0.010000017941740188,
"BA.L": 0.010000007578261047,
"BARC.L": 0.009999998079716826,
"BATS.L": 0.010000006018996012,
"BEZ.L": 0.010000081470566436,
"BKG.L": 0.01000000330681431,
"BLND.L": 0.0032000611880986713,
"BME.L": 0.009952953598341314,
"BNZL.L": 0.009999992369343843,
"BP.L": 0.00034846548653590933,
"BT-A.L": 4.3599354508243365e-08,
"BTRW.L": 0.010000005181335505,
"CCH.L": 1.1556548398439626e-07,
"CNA.L": 0.009999792175687696,
"CPG.L": 1.4523643151632693e-06,
"CRDA.L": 0.009999984617583675,
"CTEC.L": 1.1281465805766276e-05,
"DCC.L": 0.020648786276970955,
"DGE.L": 0.008563312726069378,
"DPLM.L": 0.010768379137033586,
"EDV.L": 0.006279406920183006,
"ENT.L": 0.01775257479886214,
"EXPN.L": 0.010000002140369429,
"EZJ.L": 0.00999995782270344,
"FCIT.L": 3.14718249135954e-08,
"FRAS.L": 0.009999995134778344,
"FRES.L": 0.00999999796121797,
"GBPOUND": 4.739645590758068e-08,
"GLEN.L": 0.004226997225766727,
"GSK.L": 0.009999988141628032,
"HIK.L": 0.010000013843472981,
"HL.L": 0.010000012481232837,
"HLMA.L": 0.010000008201545634,
"HLN.L": 0.0009204943846390078,
"HSBA.L": 0.009999999895757138,
"HSX.L": 0.01000000618039754,
"HWDN.L": 0.010000001363035582,
"IAG.L": 0.009999993961391672,
"ICG.L": 0.010000015395647245,
"IHG.L": 0.018865656211843485,
"III.L": 0.010000005195682988,
"IMB.L": 0.010000028622985437,
"IMI.L": 0.009999991041256115,
"INF.L": 0.009999910157276951,
"ITRK.L": 0.009999994993653913,
"JD.L": 0.010505612829377217,
"KGF.L": 0.009999990565029293,
"LAND.L": 2.609647628480559e-08,
"LGEN.L": 0.01000000336798384,
"LLOY.L": 4.470581791682746e-08,
"LMP.L": 1.2209239135696718e-07,
"LSEG.L": 0.02997876493065749,
"MKS.L": 0.00020812083986369935,
"MNDI.L": 0.009999983774941077,
"MNG.L": 0.009999995548666159,
"MRO.L": 0.042320208834615264,
"NG.L": 0.009999983127141954,
"NWG.L": 0.009999993646606904,
"NXT.L": 0.01000001645767925,
"PHNX.L": 5.626130494550945e-08,
"PRU.L": 0.009999996003760196,
"PSH.L": 0.03976724080837345,
"PSN.L": 0.010000001033612841,
"PSON.L": 0.006797044373040141,
"REL.L": 0.009999992483939091,
"RIO.L": 0.010000005414284833,
"RKT.L": 0.009999985221061033,
"RMV.L": 0.01824466423573075,
"RR.L": 0.009999998737287193,
"RTO.L": 0.00999999663329194,
"SBRY.L": 6.195376439769416e-08,
"SDR.L": 0.00999999074375908,
"SGE.L": 0.03992795809574964,
"SGRO.L": 7.393534612378012e-08,
"SHEL.L": 5.228016940494632e-07,
"SMDS.L": 0.009999994397704727,
"SMIN.L": 1.5106896490834002e-07,
"SMT.L": 0.009999976274061706,
"SN.L": 0.0054631212731359406,
"SPX.L": 0.009999935363873828,
"SSE.L": 0.009999992949694166,
"STAN.L": 0.009999997943175139,
"SVT.L": 0.010000007224658209,
"TSCO.L": 0.017149372132575856,
"TW.L": 0.00999999645191723,
"ULVR.L": 0.009999936929122873,
"UTG.L": 0.010000010745736011,
"UU.L": 0.009999985482665726,
"VOD.L": 0.009999996834751317,
"VTY.L": 0.009999995133577756,
"WEIR.L": 0.010000002476250255,
"WPP.L": 0.009999989758116166,
"WTB.L": 0.009999979818280366
}
}

0 comments on commit f51b553

Please sign in to comment.