Skip to content

Commit

Permalink
[auto commit] ftse100_daily reconciliation & execution on 2024-11-15
Browse files Browse the repository at this point in the history
  • Loading branch information
enzbus committed Nov 15, 2024
1 parent d1f8f24 commit baa4400
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
Original file line number Diff line number Diff line change
Expand Up @@ -19460,7 +19460,7 @@
"CCH.L": 0.0,
"CNA.L": 10517.939964563362,
"CPG.L": 1.0118567945067588e-12,
"CRDA.L": 10913.644031991667,
"CRDA.L": 10894.238848099401,
"CTEC.L": 554.919969627709,
"DCC.L": 21702.840105783685,
"DGE.L": 9729.20888171654,
Expand Down Expand Up @@ -19538,5 +19538,108 @@
"WEIR.L": 11098.473419901758,
"WPP.L": 10424.290417940038,
"WTB.L": 9113.634954164485
},
"2024-11-15 08:00:00+00:00": {
"AAF.L": 18637.54028236998,
"AAL.L": 9650.9610209426,
"ABF.L": 11158.194587567426,
"ADM.L": 10449.620913521174,
"AHT.L": 25434.953718950135,
"ANTO.L": 19394.191739834725,
"AUTO.L": 10269.935065088217,
"AV.L": 10800.15433573634,
"AZN.L": 10317.678584433606,
"BA.L": 10414.23162347521,
"BARC.L": 10293.1413900377,
"BATS.L": 9143.475398223498,
"BEZ.L": 10525.645627291839,
"BKG.L": 8577.692166111718,
"BLND.L": 3369.9623112612385,
"BME.L": 10782.438003165298,
"BNZL.L": 10491.821330384051,
"BP.L": 1.20313485919023e-12,
"BT-A.L": 0.0,
"BTRW.L": 10634.000000000004,
"CCH.L": 0.0,
"CNA.L": 10630.810117924546,
"CPG.L": 1.0122432944282667e-12,
"CRDA.L": 10909.518285474012,
"CTEC.L": 533.1584021913286,
"DCC.L": 21642.83225295664,
"DGE.L": 9760.305863013311,
"DPLM.L": 13800.699305566666,
"EDV.L": 7616.456674817854,
"ENT.L": 17813.728101941833,
"EXPN.L": 10941.314325118426,
"EZJ.L": 10275.551887115209,
"FCIT.L": 2.8999888205102512e-12,
"FRAS.L": 10967.340390278438,
"FRES.L": 10271.37594699001,
"GBPOUND": 1794.6962319546637,
"GLEN.L": 5885.386807052036,
"GSK.L": 9588.168108292344,
"HIK.L": 10964.709414169132,
"HL.L": 10124.443327874546,
"HLMA.L": 10235.49133052561,
"HLN.L": 10.857924559434597,
"HSBA.L": 10403.070934585741,
"HSX.L": 10336.458521489632,
"HWDN.L": 10918.594819735348,
"IAG.L": 10551.399801724441,
"ICG.L": 10206.761738741583,
"IHG.L": 19609.946069783182,
"III.L": 10260.546952837587,
"IMB.L": 9685.385422215142,
"IMI.L": 10339.996691885033,
"INF.L": 10966.371633011524,
"ITRK.L": 9238.03549805549,
"JD.L": 10601.633749739076,
"KGF.L": 10456.256282292778,
"LAND.L": 0.0,
"LGEN.L": 10337.228910549187,
"LLOY.L": 0.0,
"LMP.L": 0.0,
"LSEG.L": 32187.170145637057,
"MKS.L": 726.8069655283053,
"MNDI.L": 10257.745558467164,
"MNG.L": 10531.011673506855,
"MRO.L": 40533.48324139151,
"NG.L": 10902.46987153411,
"NWG.L": 10516.725022590093,
"NXT.L": 9526.559783190916,
"PHNX.L": 0.0,
"PRU.L": 11064.023278924835,
"PSH.L": 40228.09420738048,
"PSN.L": 10170.705838759293,
"PSON.L": 7183.88372412464,
"REL.L": 10992.325083028229,
"RIO.L": 10695.191964738144,
"RKT.L": 9987.74375758529,
"RMV.L": 18325.94752114746,
"RR.L": 10122.439264754821,
"RTO.L": 10226.2934794726,
"SBRY.L": 0.0,
"SDR.L": 10700.214551522353,
"SGE.L": 42732.4839492531,
"SGRO.L": 0.0,
"SHEL.L": 62.91748358915192,
"SMDS.L": 10452.776430428486,
"SMIN.L": 0.0,
"SMT.L": 10115.301035678393,
"SN.L": 5818.302926105765,
"SPX.L": 13281.61464640276,
"SSE.L": 10365.854857470993,
"STAN.L": 10786.085603537822,
"SVT.L": 10858.260623431566,
"TSCO.L": 11501.220995390597,
"TW.L": 10373.93432080213,
"ULVR.L": 9318.660608523527,
"UTG.L": 10705.468506875302,
"UU.L": 11166.525395971936,
"VOD.L": 10382.464564777396,
"VTY.L": 10730.958227751331,
"WEIR.L": 10954.337401461482,
"WPP.L": 10520.019020238715,
"WTB.L": 8998.74415576446
}
}
103 changes: 103 additions & 0 deletions examples/strategies/ftse100_daily_target_weights.json
Original file line number Diff line number Diff line change
Expand Up @@ -17611,5 +17611,108 @@
"WEIR.L": 0.010000001171498081,
"WPP.L": 0.009999997743022711,
"WTB.L": 0.00999999230157747
},
"2024-11-15 08:00:00+00:00": {
"AAF.L": 0.017885730451914373,
"AAL.L": 0.009999999826381353,
"ABF.L": 0.009999986579216066,
"ADM.L": 0.010000135184367764,
"AHT.L": 0.02241629002915036,
"ANTO.L": 0.01952823744580861,
"AUTO.L": 0.010000004606203216,
"AV.L": 0.010235832297234742,
"AZN.L": 0.010000022991436989,
"BA.L": 0.010000006774085392,
"BARC.L": 0.009999999306046144,
"BATS.L": 0.01000000750393447,
"BEZ.L": 0.010000178515934273,
"BKG.L": 0.010000000768536734,
"BLND.L": 0.0032569640370909204,
"BME.L": 0.009999995772945391,
"BNZL.L": 0.009999997236698517,
"BP.L": 0.00030218511799433615,
"BT-A.L": 3.603521129052887e-08,
"BTRW.L": 0.010000004788881701,
"CCH.L": 1.9640949801476765e-07,
"CNA.L": 0.009999996213083865,
"CPG.L": 0.00086749074620713,
"CRDA.L": 0.009999998265963681,
"CTEC.L": 0.0005116839774220439,
"DCC.L": 0.02115328733641733,
"DGE.L": 0.009999781722302849,
"DPLM.L": 0.01273734670731456,
"EDV.L": 0.006825146462421208,
"ENT.L": 0.01719070537498245,
"EXPN.L": 0.010000002247546484,
"EZJ.L": 0.009999977764331541,
"FCIT.L": 2.837706203366839e-08,
"FRAS.L": 0.010000005724869138,
"FRES.L": 0.009999998278357793,
"GBPOUND": 5.9563191744495605e-08,
"GLEN.L": 0.005573229299357384,
"GSK.L": 0.009999992573716771,
"HIK.L": 0.01000001023101242,
"HL.L": 0.010000007345615318,
"HLMA.L": 0.010000005583147283,
"HLN.L": 6.125963998820154e-08,
"HSBA.L": 0.010000002627574327,
"HSX.L": 0.010000006487630778,
"HWDN.L": 0.01000000267924167,
"IAG.L": 0.009999995101075194,
"ICG.L": 0.010000011397192412,
"IHG.L": 0.01968565569143524,
"III.L": 0.010000003665760999,
"IMB.L": 0.010000033530693734,
"IMI.L": 0.009999993474370673,
"INF.L": 0.00999998436563754,
"ITRK.L": 0.009999997535107294,
"JD.L": 0.010174046083254668,
"KGF.L": 0.009999996460948589,
"LAND.L": 2.4258015599750304e-08,
"LGEN.L": 0.00999999890074787,
"LLOY.L": 4.554510556725073e-08,
"LMP.L": 2.930088821189564e-07,
"LSEG.L": 0.030384992560852454,
"MKS.L": 0.0006974971717975147,
"MNDI.L": 0.009999989904735461,
"MNG.L": 0.010000000443227883,
"MRO.L": 0.03885796621974748,
"NG.L": 0.009999994659384823,
"NWG.L": 0.009999996360652652,
"NXT.L": 0.010000021024724989,
"PHNX.L": 5.332872532143196e-08,
"PRU.L": 0.009999999932250191,
"PSH.L": 0.038393579224061024,
"PSN.L": 0.00999999992797307,
"PSON.L": 0.007086788837555523,
"REL.L": 0.009999997387926783,
"RIO.L": 0.010000004650580258,
"RKT.L": 0.009999994014453034,
"RMV.L": 0.01758973101809279,
"RR.L": 0.009999998858653929,
"RTO.L": 0.009999998958247805,
"SBRY.L": 6.476964519453481e-08,
"SDR.L": 0.009999995511198078,
"SGE.L": 0.04073053780227803,
"SGRO.L": 1.059551041375306e-07,
"SHEL.L": 0.0012123209934980597,
"SMDS.L": 0.00999999929981007,
"SMIN.L": 4.1758764837635465e-07,
"SMT.L": 0.009999991294090183,
"SN.L": 0.005841633781318372,
"SPX.L": 0.009999998710897991,
"SSE.L": 0.009999999323524385,
"STAN.L": 0.010000000074001507,
"SVT.L": 0.010000009940956898,
"TSCO.L": 0.010859610855769575,
"TW.L": 0.009999992667838268,
"ULVR.L": 0.009999975027595824,
"UTG.L": 0.010000042843632127,
"UU.L": 0.009999999192804148,
"VOD.L": 0.009999999217847236,
"VTY.L": 0.009999999122587064,
"WEIR.L": 0.010000002638717405,
"WPP.L": 0.009999997337293728,
"WTB.L": 0.009999984023092351
}
}

0 comments on commit baa4400

Please sign in to comment.