Skip to content

Commit

Permalink
[auto commit] ftse100_daily reconciliation & execution on 2024-08-19
Browse files Browse the repository at this point in the history
  • Loading branch information
@enzbus
enzbus committed Aug 19, 2024
1 parent bfae584 commit b31aefc
Show file tree
Hide file tree
Showing 2 changed files with 207 additions and 1 deletion.
105 changes: 104 additions & 1 deletion examples/strategies/ftse100_daily_initial_holdings.json
View file
Original file line number Diff line number Diff line change
Expand Up @@ -12965,7 +12965,7 @@
"ANTO.L": 19460.936087860227,
"AUTO.L": 10520.112767526247,
"AV.L": 12968.54296596763,
"AZN.L": 13611.783510729674,
"AZN.L": 13527.34061105651,
"BA.L": 9684.644985500283,
"BARC.L": 10477.405605231867,
"BATS.L": 8902.051036192048,
Expand Down Expand Up @@ -13058,5 +13058,108 @@
"WEIR.L": 9898.857803626945,
"WPP.L": 10837.40296138645,
"WTB.L": 11585.497251608831
},
"2024-08-19 07:00:00+00:00": {
"AAF.L": 20872.13674737053,
"AAL.L": 9822.781134470024,
"ABF.L": 9842.77609162645,
"ADM.L": 11837.34690692512,
"AHT.L": 15957.731892943559,
"ANTO.L": 19368.093032047484,
"AUTO.L": 10625.906744020573,
"AV.L": 16329.984640852765,
"AZN.L": 13366.69314338563,
"BA.L": 10709.446478781034,
"BARC.L": 10542.33904554687,
"BATS.L": 11607.214169672203,
"BDEV.L": 10157.463187952639,
"BEZ.L": 10411.38252523078,
"BKG.L": 10362.2070598242,
"BME.L": 10350.770500798899,
"BNZL.L": 9738.622513297849,
"BP.L": 1.373800926111447e-12,
"BRBY.L": 10817.498193520365,
"BT-A.L": 0.0,
"CCH.L": 0.0,
"CNA.L": 10318.717544101994,
"CPG.L": 9.231157178456928e-13,
"CRDA.L": 11678.845494056228,
"CTEC.L": 41.45641584030166,
"DARK.L": 25986.351006189976,
"DCC.L": 21332.526992476072,
"DGE.L": 10064.758968833441,
"DPLM.L": 8544.867420747514,
"EDV.L": 4759.004975124381,
"ENT.L": 11885.02339332447,
"EXPN.L": 10766.119497478461,
"EZJ.L": 9082.397260776195,
"FCIT.L": 0.0,
"FRAS.L": 10204.550213346947,
"FRES.L": 9966.661144603146,
"GBPOUND": 501.47187956027943,
"GLEN.L": 9020.723984301583,
"GSK.L": 9874.513568335431,
"HIK.L": 10473.40066375536,
"HL.L": 9922.438580527758,
"HLMA.L": 10161.718189642555,
"HLN.L": 4075.304802646079,
"HSBA.L": 10164.615138599385,
"HWDN.L": 9926.08802535286,
"IAG.L": 10405.915394414365,
"ICG.L": 10621.462407235118,
"IHG.L": 14923.191403573917,
"III.L": 9414.53354504786,
"IMB.L": 10920.856028213131,
"IMI.L": 10691.154769690795,
"INF.L": 9941.264784992798,
"ITRK.L": 9623.377693316897,
"JD.L": 11117.439123912893,
"KGF.L": 10545.794375316727,
"LAND.L": 0.0,
"LGEN.L": 10258.390889404884,
"LLOY.L": 0.0,
"LMP.L": 0.0,
"LSEG.L": 30228.083936284227,
"MKS.L": 0.0,
"MNDI.L": 10641.0401527966,
"MNG.L": 10309.676491896602,
"MRO.L": 39776.416584714105,
"NG.L": 10043.818058899282,
"NWG.L": 10457.540127247938,
"NXT.L": 9799.453345225153,
"PHNX.L": 0.0,
"PRU.L": 10115.941750072945,
"PSH.L": 47738.04569899767,
"PSN.L": 10051.447432228426,
"PSON.L": 2124.2463631667315,
"REL.L": 10682.471674931818,
"RIO.L": 10531.761297220839,
"RKT.L": 8923.388387233903,
"RMV.L": 11768.430111289626,
"RR.L": 10322.170548585655,
"RTO.L": 10583.736974559824,
"SBRY.L": 0.0,
"SDR.L": 10324.451107183731,
"SGE.L": 36720.004980813115,
"SGRO.L": 0.0,
"SHEL.L": 2828.9996067593124,
"SMDS.L": 10601.519517207744,
"SMIN.L": 0.0,
"SMT.L": 10141.982736027827,
"SN.L": 5918.4193963154285,
"SPX.L": 7636.570929363933,
"SSE.L": 9624.934696114971,
"STAN.L": 10249.233368881196,
"SVT.L": 10354.645821279617,
"TSCO.L": 10386.290609134885,
"TW.L": 10182.405475245252,
"ULVR.L": 9607.248976593452,
"UTG.L": 10646.428299300913,
"UU.L": 10292.916963201917,
"VOD.L": 10425.05413353831,
"VTY.L": 10768.396890202315,
"WEIR.L": 9725.283195414819,
"WPP.L": 10103.61534182023,
"WTB.L": 11374.556825459094
}
}
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 @@ -12667,5 +12667,108 @@
"WEIR.L": 0.00999999864695201,
"WPP.L": 0.00999999650988182,
"WTB.L": 0.009999989759828546
},
"2024-08-19 07:00:00+00:00": {
"AAF.L": 0.020226029953067225,
"AAL.L": 0.009999999642342178,
"ABF.L": 0.009999739054354485,
"ADM.L": 0.011155270612157474,
"AHT.L": 0.016103445007877536,
"ANTO.L": 0.018805362296181818,
"AUTO.L": 0.010000007578351575,
"AV.L": 0.01618778447168492,
"AZN.L": 0.010000019933045381,
"BA.L": 0.010000005778483038,
"BARC.L": 0.010000000915900918,
"BATS.L": 0.010000003290546379,
"BDEV.L": 0.010000002354564967,
"BEZ.L": 0.010000016086086054,
"BKG.L": 0.010000004014218543,
"BME.L": 0.009999996254162499,
"BNZL.L": 0.009999993258271516,
"BP.L": 2.63261995602336e-07,
"BRBY.L": 0.009999995438236793,
"BT-A.L": 1.7697350909959047e-08,
"CCH.L": 7.042984453920069e-08,
"CNA.L": 0.009999947584496148,
"CPG.L": 4.4599974778177645e-07,
"CRDA.L": 0.009999998391331118,
"CTEC.L": 4.661376025955153e-07,
"DARK.L": 0.025182148678561046,
"DCC.L": 0.020528853515021286,
"DGE.L": 0.009812181055020243,
"DPLM.L": 0.01000000454001219,
"EDV.L": 0.00457125162783322,
"ENT.L": 0.01144106620635381,
"EXPN.L": 0.01000000138275961,
"EZJ.L": 0.008844445594182725,
"FCIT.L": 1.861101571790087e-08,
"FRAS.L": 0.010000001503145546,
"FRES.L": 0.00999999613581004,
"GBPOUND": 8.00442294134388e-08,
"GLEN.L": 0.00874147035217029,
"GSK.L": 0.009999994121719763,
"HIK.L": 0.010000005712832235,
"HL.L": 0.010000002731832896,
"HLMA.L": 0.01000000103570852,
"HLN.L": 0.003482794699151585,
"HSBA.L": 0.00999999887585035,
"HWDN.L": 0.009999999265294589,
"IAG.L": 0.009999994814909255,
"ICG.L": 0.010000008118013439,
"IHG.L": 0.014101931384013961,
"III.L": 0.01000000306871839,
"IMB.L": 0.01000000900872197,
"IMI.L": 0.009999995583085664,
"INF.L": 0.009999954792072701,
"ITRK.L": 0.009999998070485764,
"JD.L": 0.010773231670208345,
"KGF.L": 0.009999996450397371,
"LAND.L": 1.1595589163926415e-08,
"LGEN.L": 0.009999998151276784,
"LLOY.L": 5.645664725111483e-08,
"LMP.L": 3.406424112532411e-08,
"LSEG.L": 0.028394074623903417,
"MKS.L": 3.6072537142907266e-08,
"MNDI.L": 0.009999999889328827,
"MNG.L": 0.010000000526634125,
"MRO.L": 0.03854521678952094,
"NG.L": 0.009999982282052398,
"NWG.L": 0.009999996601122043,
"NXT.L": 0.010000006824130605,
"PHNX.L": 2.316551368371291e-08,
"PRU.L": 0.009999997305679499,
"PSH.L": 0.04527144540806546,
"PSN.L": 0.010000000237055946,
"PSON.L": 0.0020586116260500834,
"REL.L": 0.009999997029823111,
"RIO.L": 0.010000002499892503,
"RKT.L": 0.009999990120687387,
"RMV.L": 0.01140399408840924,
"RR.L": 0.009999999347874695,
"RTO.L": 0.010000000903527732,
"SBRY.L": 3.059719865246605e-08,
"SDR.L": 0.009999996611670359,
"SGE.L": 0.0355833269369707,
"SGRO.L": 3.261711156810459e-08,
"SHEL.L": 0.0030497584106197917,
"SMDS.L": 0.009999998373433006,
"SMIN.L": 7.406951910610323e-08,
"SMT.L": 0.009999971756274447,
"SN.L": 0.005735046999171267,
"SPX.L": 0.009999969402434304,
"SSE.L": 0.009999997946539963,
"STAN.L": 0.009999996028882676,
"SVT.L": 0.010000002031412249,
"TSCO.L": 0.010000012815630104,
"TW.L": 0.009999996359902107,
"ULVR.L": 0.009999973524952301,
"UTG.L": 0.010000017088766909,
"UU.L": 0.009999988910244307,
"VOD.L": 0.010000025844252827,
"VTY.L": 0.010000000823782964,
"WEIR.L": 0.009999998925401014,
"WPP.L": 0.009999993544261992,
"WTB.L": 0.009999990680970324
}
}

0 comments on commit b31aefc

Please sign in to comment.