[auto commit] dow30_daily reconciliation & execution on 2024-11-15

cvxgrp · Nov 15, 2024 · 5912830 · 5912830
1 parent baa4400
commit 5912830
Show file tree

Hide file tree

Showing 2 changed files with 72 additions and 6 deletions.
diff --git a/examples/strategies/dow30_daily_initial_holdings.json b/examples/strategies/dow30_daily_initial_holdings.json
@@ -7392,14 +7392,14 @@
         "WMT": 0.0004723155463752848
     },
     "2024-11-14 14:30:00+00:00": {
-        "AAPL": 226777.10945023666,
-        "AMGN": 16816.599922632537,
-        "AMZN": 250886.1487049647,
+        "AAPL": 226726.72713730158,
+        "AMGN": 16804.190327991077,
+        "AMZN": 250909.5856849296,
         "AXP": 0.0,
         "BA": 0.0,
         "CAT": 0.0,
         "CRM": 108101.18359508531,
-        "CSCO": 56464.69527747715,
+        "CSCO": 56522.18652542492,
         "CVX": 0.0,
         "DIS": 0.0,
         "DOW": 0.0,
@@ -7414,14 +7414,47 @@
         "MCD": 1.4129462648051068e-12,
         "MMM": 0.0,
         "MRK": 0.0,
-        "MSFT": 237243.693903793,
+        "MSFT": 237355.39737880605,
         "NKE": 1.0573260460966218e-12,
         "PG": 0.0,
         "TRV": 0.0,
         "UNH": 111751.74773426869,
-        "USDOLLAR": 218.2113493204206,
+        "USDOLLAR": 218.2113497953261,
         "V": 40256.6820364006,
         "VZ": 0.0,
         "WMT": 0.0004725378437602441
+    },
+    "2024-11-15 14:30:00+00:00": {
+        "AAPL": 228763.1472628857,
+        "AMGN": 16414.418197892006,
+        "AMZN": 240574.0348958424,
+        "AXP": 0.0,
+        "BA": 0.0,
+        "CAT": 0.0,
+        "CRM": 103204.99623005257,
+        "CSCO": 55046.58831861652,
+        "CVX": 0.0,
+        "DIS": 0.0,
+        "DOW": 0.0,
+        "GS": 0.0,
+        "HD": 115538.70464741276,
+        "HON": 0.0,
+        "IBM": 0.0,
+        "INTC": 0.0,
+        "JNJ": 0.0,
+        "JPM": 0.0,
+        "KO": 0.0,
+        "MCD": 1.4116186700757193e-12,
+        "MMM": 0.0,
+        "MRK": 0.0,
+        "MSFT": 235122.85176104287,
+        "NKE": 1.0479496502808345e-12,
+        "PG": 0.0,
+        "TRV": 0.0,
+        "UNH": 109611.08031730927,
+        "USDOLLAR": 440.36388955000854,
+        "V": 40030.215058139474,
+        "VZ": 0.0,
+        "WMT": 0.0004697591900465895
     }
 }
diff --git a/examples/strategies/dow30_daily_target_weights.json b/examples/strategies/dow30_daily_target_weights.json
@@ -7423,5 +7423,38 @@
         "V": 0.03461514655547209,
         "VZ": 8.754242830727923e-09,
         "WMT": 1.0331402397737698e-07
+    },
+    "2024-11-15 14:30:00+00:00": {
+        "AAPL": 0.19983741769659338,
+        "AMGN": 0.014338951321956284,
+        "AMZN": 0.21015486931891542,
+        "AXP": 2.4712526911075e-09,
+        "BA": 3.5492307956834403e-09,
+        "CAT": 2.0446583657567403e-09,
+        "CRM": 0.0901553136178214,
+        "CSCO": 0.048086265978011175,
+        "CVX": 2.2119837704195717e-09,
+        "DIS": 2.971639524301853e-09,
+        "DOW": 1.8108900187986711e-09,
+        "GS": 2.792639677123115e-09,
+        "HD": 0.10096923450619856,
+        "HON": 1.4320313064439461e-09,
+        "IBM": 1.0619652585084231e-09,
+        "INTC": 2.315986615824665e-09,
+        "JNJ": 3.0603141378683204e-09,
+        "JPM": 4.339559400901643e-09,
+        "KO": 2.463415059980706e-09,
+        "MCD": 7.360431799190526e-09,
+        "MMM": 1.4539803360279602e-09,
+        "MRK": 2.6100768106285624e-09,
+        "MSFT": 0.20555116275202717,
+        "NKE": 6.0235220276914e-09,
+        "PG": 1.9043504814627324e-09,
+        "TRV": 1.7860405755817188e-09,
+        "UNH": 0.09586708739400823,
+        "USDOLLAR": -1.0333104610675548e-09,
+        "V": 0.0350396259255928,
+        "VZ": 1.4624529657490858e-09,
+        "WMT": 1.7395764520397842e-08
     }
 }