diff --git a/examples/strategies/ftse100_daily_initial_holdings.json b/examples/strategies/ftse100_daily_initial_holdings.json index 83b4c338a..5a7c27de1 100644 --- a/examples/strategies/ftse100_daily_initial_holdings.json +++ b/examples/strategies/ftse100_daily_initial_holdings.json @@ -12955,5 +12955,108 @@ "WEIR.L": 9806.965363985231, "WPP.L": 10547.795849900735, "WTB.L": 11471.913945220507 + }, + "2024-08-16 07:00:00+00:00": { + "AAF.L": 20985.2660137398, + "AAL.L": 9842.978765315405, + "ABF.L": 9986.58288517294, + "ADM.L": 11977.552369443694, + "AHT.L": 16301.569132652983, + "ANTO.L": 19460.936087860227, + "AUTO.L": 10520.112767526247, + "AV.L": 12968.54296596763, + "AZN.L": 13611.783510729674, + "BA.L": 9684.644985500283, + "BARC.L": 10477.405605231867, + "BATS.L": 8902.051036192048, + "BDEV.L": 10191.434405587645, + "BEZ.L": 10596.53707082312, + "BKG.L": 10725.085906277176, + "BME.L": 10336.920086969496, + "BNZL.L": 9811.163463117566, + "BP.L": 1.3820871762960484e-12, + "BRBY.L": 10492.254142716743, + "BT-A.L": 0.0, + "CCH.L": 0.0, + "CNA.L": 10359.119728090627, + "CPG.L": 9.258399210602462e-13, + "CRDA.L": 11787.682780565683, + "CTEC.L": 41.42151773838742, + "DARK.L": 25986.351006189976, + "DCC.L": 21393.245760006856, + "DGE.L": 10210.62504084552, + "DPLM.L": 8605.014305454795, + "EDV.L": 6314.974018794917, + "ENT.L": 11787.019042365759, + "EXPN.L": 10796.276694950384, + "EZJ.L": 9111.560794561827, + "FCIT.L": 0.0, + "FRAS.L": 10139.964452502974, + "FRES.L": 10162.26851286171, + "GBPOUND": 973.3150617988325, + "GLEN.L": 9154.69513258329, + "GSK.L": 9911.82281355585, + "HIK.L": 10493.73736407333, + "HL.L": 9936.0, + "HLMA.L": 10270.034964660457, + "HLN.L": 4130.600661569365, + "HSBA.L": 10211.220435840269, + "HWDN.L": 10093.569825555658, + "IAG.L": 10393.737797007258, + "ICG.L": 10763.081905998255, + "IHG.L": 15067.998651694836, + "III.L": 9414.53354504786, + "IMB.L": 10925.909640442756, + "IMI.L": 10897.805856768391, + "INF.L": 10845.895565851373, + "ITRK.L": 9716.887489238437, + "JD.L": 11161.381571042983, + "KGF.L": 10249.233933859265, + "LAND.L": 0.0, + "LGEN.L": 10348.140588578197, + "LLOY.L": 0.0, + "LMP.L": 0.0, + "LSEG.L": 30197.72835892304, + "MKS.L": 0.0, + "MNDI.L": 10677.432218982636, + "MNG.L": 10368.532726469659, + "MRO.L": 39586.09928833106, + "NG.L": 10049.954561572338, + "NWG.L": 10376.543324308395, + "NXT.L": 9875.68246029548, + "PHNX.L": 0.0, + "PRU.L": 10748.366498890337, + "PSH.L": 48657.09498363187, + "PSN.L": 10246.384594550436, + "PSON.L": 2130.35344422998, + "REL.L": 10791.75527262934, + "RIO.L": 10516.262016430224, + "RKT.L": 8952.734743217286, + "RMV.L": 12144.913556341256, + "RR.L": 10509.84637674176, + "RTO.L": 10539.848368951556, + "SBRY.L": 0.0, + "SDR.L": 10450.651645116088, + "SGE.L": 37500.12366370589, + "SGRO.L": 0.0, + "SHEL.L": 5674.541803275845, + "SMDS.L": 10840.385912192784, + "SMIN.L": 0.0, + "SMT.L": 10182.228988829862, + "SN.L": 5951.426454295735, + "SPX.L": 7717.649320120285, + "SSE.L": 9716.649267067893, + "STAN.L": 10986.46688086956, + "SVT.L": 10419.718222355994, + "TSCO.L": 10389.333059258992, + "TW.L": 10183.444427317187, + "ULVR.L": 9700.998118070615, + "UTG.L": 10752.948645634102, + "UU.L": 10320.769239997462, + "VOD.L": 10228.992666747623, + "VTY.L": 10985.534094112301, + "WEIR.L": 9898.857803626945, + "WPP.L": 10837.40296138645, + "WTB.L": 11585.497251608831 } } \ No newline at end of file diff --git a/examples/strategies/ftse100_daily_target_weights.json b/examples/strategies/ftse100_daily_target_weights.json index 1907974a0..1069edb22 100644 --- a/examples/strategies/ftse100_daily_target_weights.json +++ b/examples/strategies/ftse100_daily_target_weights.json @@ -12564,5 +12564,108 @@ "WEIR.L": 0.009999998380042747, "WPP.L": 0.00999999431967769, "WTB.L": 0.009999985520756443 + }, + "2024-08-16 07:00:00+00:00": { + "AAF.L": 0.02019329833534425, + "AAL.L": 0.009999999331428413, + "ABF.L": 0.00975766312068667, + "ADM.L": 0.010923027615653703, + "AHT.L": 0.01611316608487189, + "ANTO.L": 0.018726558912547188, + "AUTO.L": 0.01000000549906464, + "AV.L": 0.015884454292245994, + "AZN.L": 0.010000015544896499, + "BA.L": 0.010000003341325912, + "BARC.L": 0.010000000595793404, + "BATS.L": 0.010000001066408543, + "BDEV.L": 0.010000002086909014, + "BEZ.L": 0.010000016034023188, + "BKG.L": 0.010000004676380687, + "BME.L": 0.009999990980855179, + "BNZL.L": 0.009999991852716876, + "BP.L": 1.0125623772209801e-07, + "BRBY.L": 0.00999999314725527, + "BT-A.L": 1.5269204238513303e-08, + "CCH.L": 5.288591726676395e-08, + "CNA.L": 0.009999765161323223, + "CPG.L": 1.3021368945785033e-07, + "CRDA.L": 0.00999999779035736, + "CTEC.L": 1.0938583375603951e-07, + "DARK.L": 0.025006376485650485, + "DCC.L": 0.02041590638874623, + "DGE.L": 0.00973993595225906, + "DPLM.L": 0.010000003741829714, + "EDV.L": 0.005311353442055848, + "ENT.L": 0.011093439128206331, + "EXPN.L": 0.010000000806651503, + "EZJ.L": 0.008768545818760137, + "FCIT.L": 1.630134622734295e-08, + "FRAS.L": 0.010000000965081987, + "FRES.L": 0.009999996045443396, + "GBPOUND": 7.068553363627755e-08, + "GLEN.L": 0.008809105914687912, + "GSK.L": 0.009999992324824345, + "HIK.L": 0.010000004590696563, + "HL.L": 0.010000002159221363, + "HLMA.L": 0.01000000044642546, + "HLN.L": 0.003974649653175081, + "HSBA.L": 0.009999998120460644, + "HWDN.L": 0.009999999126600032, + "IAG.L": 0.009999993793534487, + "ICG.L": 0.010000007646277344, + "IHG.L": 0.013823195272912184, + "III.L": 0.010000002628845428, + "IMB.L": 0.010000006871383357, + "IMI.L": 0.009999995349716236, + "INF.L": 0.009999980335316334, + "ITRK.L": 0.009999997390892634, + "JD.L": 0.010740065595650381, + "KGF.L": 0.009999986452495105, + "LAND.L": 1.0444640296591516e-08, + "LGEN.L": 0.009999997890621577, + "LLOY.L": 4.205875169553625e-08, + "LMP.L": 2.8690995495688694e-08, + "LSEG.L": 0.02772060775048317, + "MKS.L": 3.0140514111328904e-08, + "MNDI.L": 0.009999999548286351, + "MNG.L": 0.010000000367484116, + "MRO.L": 0.03809217343665108, + "NG.L": 0.009999972241074516, + "NWG.L": 0.009999993336618386, + "NXT.L": 0.010000005972127989, + "PHNX.L": 2.0410781565229866e-08, + "PRU.L": 0.009999998428886511, + "PSH.L": 0.045846020076544876, + "PSN.L": 0.010000000216563365, + "PSON.L": 0.001986098112116622, + "REL.L": 0.009999996160786954, + "RIO.L": 0.010000001859947736, + "RKT.L": 0.009999987067605758, + "RMV.L": 0.011686360958189156, + "RR.L": 0.009999999313410913, + "RTO.L": 0.010000000250702983, + "SBRY.L": 2.4997639911825224e-08, + "SDR.L": 0.009999996670537312, + "SGE.L": 0.03605996302600695, + "SGRO.L": 2.688152867980974e-08, + "SHEL.L": 0.003802596452765373, + "SMDS.L": 0.009999998092239903, + "SMIN.L": 5.054935569978744e-08, + "SMT.L": 0.009999950373349529, + "SN.L": 0.005525169159031542, + "SPX.L": 0.009999949334005012, + "SSE.L": 0.009999997117765962, + "STAN.L": 0.00999999749666096, + "SVT.L": 0.010000001309320867, + "TSCO.L": 0.010000002617121697, + "TW.L": 0.0099999961007171, + "ULVR.L": 0.009999956626917226, + "UTG.L": 0.01000001501902187, + "UU.L": 0.009999984454394026, + "VOD.L": 0.009999999371330292, + "VTY.L": 0.010000000784192699, + "WEIR.L": 0.00999999864695201, + "WPP.L": 0.00999999650988182, + "WTB.L": 0.009999989759828546 } } \ No newline at end of file