Skip to content

Commit

Permalink
[auto commit] ftse100_daily reconciliation & execution on 2024-10-29
Browse files Browse the repository at this point in the history
  • Loading branch information
enzbus committed Oct 29, 2024
1 parent f106c9e commit 15bef34
Show file tree
Hide file tree
Showing 2 changed files with 208 additions and 2 deletions.
107 changes: 105 additions & 2 deletions examples/strategies/ftse100_daily_initial_holdings.json
Original file line number Diff line number Diff line change
Expand Up @@ -18007,7 +18007,7 @@
"BA.L": 10466.584682680621,
"BARC.L": 10830.801033091891,
"BATS.L": 11302.176659616945,
"BDEV.L": 0.0,
"BDEV.L": 10542.400268554697,
"BEZ.L": 10258.323851796566,
"BKG.L": 9324.446558599098,
"BLND.L": 2940.6957219146007,
Expand All @@ -18030,7 +18030,7 @@
"FCIT.L": 2.744075443063464e-12,
"FRAS.L": 11087.762203349797,
"FRES.L": 10917.505426251435,
"GBPOUND": 9658.478924854417,
"GBPOUND": -985.6984447747288,
"GLEN.L": 9093.034917183473,
"GSK.L": 10449.591448940806,
"HIK.L": 9978.386163020148,
Expand Down Expand Up @@ -18096,5 +18096,108 @@
"WEIR.L": 10851.383102575566,
"WPP.L": 10391.541624577423,
"WTB.L": 10212.132160123934
},
"2024-10-28 08:00:00+00:00": {
"AAF.L": 20988.4833874034,
"AAL.L": 10579.560984917838,
"ABF.L": 11587.932489282959,
"ADM.L": 10681.650561085484,
"AHT.L": 24122.181914101075,
"ANTO.L": 21725.080731679252,
"AUTO.L": 10565.63427085,
"AV.L": 10570.072869156424,
"AZN.L": 11837.684624655674,
"BA.L": 10394.095831473138,
"BARC.L": 10224.730513789547,
"BATS.L": 11319.210836948705,
"BDEV.L": 10421.400268554695,
"BEZ.L": 11178.178914158994,
"BKG.L": 9328.439897596365,
"BLND.L": 2916.810515607521,
"BME.L": 10601.353851856087,
"BNZL.L": 10595.113342391156,
"BP.L": 1.2448946460635396e-12,
"BT-A.L": 0.0,
"CCH.L": 0.0,
"CNA.L": 10810.10350772791,
"CPG.L": 9.716608026699748e-13,
"CRDA.L": 11395.40439398672,
"CTEC.L": 38.75448360037647,
"DCC.L": 20322.659490761496,
"DGE.L": 10641.386999755166,
"DPLM.L": 13022.940366982964,
"EDV.L": 9200.920341205236,
"ENT.L": 15903.3279639943,
"EXPN.L": 11701.504898575784,
"EZJ.L": 10867.185764297188,
"FCIT.L": 2.7596667808081434e-12,
"FRAS.L": 10232.599207313227,
"FRES.L": 10874.43834370212,
"GBPOUND": -688.8953576062041,
"GLEN.L": 9256.143655675301,
"GSK.L": 10391.85889949915,
"HIK.L": 9922.155503290016,
"HL.L": 11197.491407808577,
"HLMA.L": 10021.410414772712,
"HLN.L": 6770.281546045722,
"HSBA.L": 10644.260071869381,
"HSX.L": 11124.663370136046,
"HWDN.L": 10868.304790751763,
"IAG.L": 10738.96064364218,
"ICG.L": 10680.323240933938,
"IHG.L": 17706.749198589485,
"III.L": 9884.206468945367,
"IMB.L": 11719.84214944014,
"IMI.L": 10612.899830380531,
"INF.L": 10613.033390006143,
"ITRK.L": 9950.246213279852,
"JD.L": 12110.349526199747,
"KGF.L": 10617.032690354501,
"LAND.L": 0.0,
"LGEN.L": 10444.14191021999,
"LLOY.L": 0.0,
"LMP.L": 0.0,
"LSEG.L": 32141.75080864886,
"MKS.L": 762.8683990599475,
"MNDI.L": 11317.668251278945,
"MNG.L": 10435.019731579521,
"MRO.L": 37638.71331404364,
"NG.L": 10238.79576067544,
"NWG.L": 10536.141829536113,
"NXT.L": 10059.942664345952,
"PHNX.L": 0.0,
"PRU.L": 10816.87959021414,
"PSH.L": 40377.01149503952,
"PSN.L": 11082.745399433396,
"PSON.L": 3156.9274014207963,
"REL.L": 11120.072081779539,
"RIO.L": 11418.926759344478,
"RKT.L": 10253.689597284305,
"RMV.L": 18830.61143310455,
"RR.L": 11002.54304931609,
"RTO.L": 10849.458591196471,
"SBRY.L": 0.0,
"SDR.L": 10580.908053869396,
"SGE.L": 40639.70838270853,
"SGRO.L": 0.0,
"SHEL.L": 62.08486828597322,
"SMDS.L": 10912.527558210511,
"SMIN.L": 0.0,
"SMT.L": 11291.467265619867,
"SN.L": 6679.04916805415,
"SPX.L": 13429.95732674233,
"SSE.L": 11123.814411249225,
"STAN.L": 10762.606806039712,
"SVT.L": 10675.393210237551,
"TSCO.L": 13344.366050192988,
"TW.L": 10713.919511649272,
"ULVR.L": 9748.452833628842,
"UTG.L": 10260.625739404923,
"UU.L": 10831.271746670234,
"VOD.L": 10729.904460004604,
"VTY.L": 10500.34844805957,
"WEIR.L": 10882.26939224134,
"WPP.L": 10401.618117243834,
"WTB.L": 10159.919755094726
}
}
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 @@ -16169,5 +16169,108 @@
"WEIR.L": 0.010000001137660117,
"WPP.L": 0.009999997472915434,
"WTB.L": 0.009999994301270467
},
"2024-10-28 08:00:00+00:00": {
"AAF.L": 0.019707429631737095,
"AAL.L": 0.010000000607321154,
"ABF.L": 0.00999998261298787,
"ADM.L": 0.01000056231479167,
"AHT.L": 0.022258389613892274,
"ANTO.L": 0.021083583001279393,
"AUTO.L": 0.010000016935040578,
"AV.L": 0.010000016450369182,
"AZN.L": 0.010000050984902817,
"BA.L": 0.01000000831189296,
"BARC.L": 0.009999998914145915,
"BATS.L": 0.010000009481351742,
"BDEV.L": 0.010000004904623916,
"BEZ.L": 0.010409220630946733,
"BKG.L": 0.010000003916949883,
"BLND.L": 0.003010370195921508,
"BME.L": 0.009999984829346385,
"BNZL.L": 0.009999994525759138,
"BP.L": 2.6042797740287296e-05,
"BT-A.L": 4.1663596959540104e-08,
"CCH.L": 2.420437061295818e-07,
"CNA.L": 0.009999994428897303,
"CPG.L": 0.00030604558960863125,
"CRDA.L": 0.009999997854904932,
"CTEC.L": 8.758185548447632e-08,
"DCC.L": 0.02054223694753405,
"DGE.L": 0.009999906051609758,
"DPLM.L": 0.011775989913821077,
"EDV.L": 0.008993638756348638,
"ENT.L": 0.015430754450976636,
"EXPN.L": 0.010000006593507867,
"EZJ.L": 0.009999989843181574,
"FCIT.L": 2.9756869983027115e-08,
"FRAS.L": 0.010000001863279867,
"FRES.L": 0.010000001492039669,
"GBPOUND": 6.497825910830018e-08,
"GLEN.L": 0.007682773758598322,
"GSK.L": 0.009999989110217399,
"HIK.L": 0.01000000554322442,
"HL.L": 0.010000025474285773,
"HLMA.L": 0.010000004813581103,
"HLN.L": 0.0062263952119322565,
"HSBA.L": 0.010000002241028011,
"HSX.L": 0.010000021607757106,
"HWDN.L": 0.010000003664224016,
"IAG.L": 0.009999994770646897,
"ICG.L": 0.010000032721005508,
"IHG.L": 0.018205938770875653,
"III.L": 0.010000004580246783,
"IMB.L": 0.010000075262504286,
"IMI.L": 0.009999992007996592,
"INF.L": 0.009999959993648715,
"ITRK.L": 0.00999999926763482,
"JD.L": 0.011371250207915195,
"KGF.L": 0.009999990417560965,
"LAND.L": 2.871445125075587e-08,
"LGEN.L": 0.009999999262609098,
"LLOY.L": 6.712005159724639e-08,
"LMP.L": 3.544428054356446e-07,
"LSEG.L": 0.030356443666882036,
"MKS.L": 0.000716421690742151,
"MNDI.L": 0.009999996312112047,
"MNG.L": 0.009999999231968208,
"MRO.L": 0.03534132810942497,
"NG.L": 0.009999985762908406,
"NWG.L": 0.009999990895230754,
"NXT.L": 0.010000038781435048,
"PHNX.L": 6.457869894780905e-08,
"PRU.L": 0.010000000173160056,
"PSH.L": 0.037903852992445045,
"PSN.L": 0.0100000053330849,
"PSON.L": 0.0034349012944440848,
"REL.L": 0.009999996707812344,
"RIO.L": 0.0100000061168182,
"RKT.L": 0.009999989526049123,
"RMV.L": 0.017823416815041602,
"RR.L": 0.010000001656348234,
"RTO.L": 0.010000002266115554,
"SBRY.L": 7.982084846392339e-08,
"SDR.L": 0.009999990150214359,
"SGE.L": 0.0382045182680265,
"SGRO.L": 1.0580886646791988e-07,
"SHEL.L": 5.8240100904693324e-05,
"SMDS.L": 0.009999998812796462,
"SMIN.L": 1.4574219573224553e-07,
"SMT.L": 0.009999996567298433,
"SN.L": 0.006553650901984224,
"SPX.L": 0.009999997646360866,
"SSE.L": 0.010000001044393986,
"STAN.L": 0.009999999367992052,
"SVT.L": 0.010000008278243211,
"TSCO.L": 0.012575175845958991,
"TW.L": 0.009999998696621647,
"ULVR.L": 0.009999961371095531,
"UTG.L": 0.01000001903954728,
"UU.L": 0.009999995288896559,
"VOD.L": 0.010000083026534039,
"VTY.L": 0.009999998234213735,
"WEIR.L": 0.010000002861520934,
"WPP.L": 0.009999993971108808,
"WTB.L": 0.009999987807856008
}
}

0 comments on commit 15bef34

Please sign in to comment.