Skip to content

Commit

Permalink
[auto commit] ftse100_daily reconciliation & execution on 2024-11-04
Browse files Browse the repository at this point in the history
  • Loading branch information
enzbus committed Nov 4, 2024
1 parent 9b97900 commit 49ca295
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 @@ -18545,7 +18545,7 @@
"FCIT.L": 2.6973014298294276e-12,
"FRAS.L": 10405.12012739729,
"FRES.L": 10616.035848406233,
"GBPOUND": 15307.532703325875,
"GBPOUND": 14847.65200762251,
"GLEN.L": 7650.074728259644,
"GSK.L": 10207.836398153851,
"HIK.L": 9421.191443876092,
Expand Down Expand Up @@ -18611,5 +18611,108 @@
"WEIR.L": 10727.837943912466,
"WPP.L": 10240.39192821993,
"WTB.L": 9337.206237537508
},
"2024-11-04 08:00:00+00:00": {
"AAF.L": 20027.328241383217,
"AAL.L": 10486.700988520317,
"ABF.L": 11378.060490770722,
"ADM.L": 10586.352670121574,
"AHT.L": 23917.061319593435,
"ANTO.L": 21139.3701644978,
"AUTO.L": 10117.206020502897,
"AV.L": 10406.054218968631,
"AZN.L": 11237.843314823082,
"BA.L": 10200.792228253178,
"BARC.L": 10658.772279330828,
"BATS.L": 11523.620964929714,
"BDEV.L": 0.0,
"BEZ.L": 10915.747048788508,
"BKG.L": 8769.372437980142,
"BLND.L": 3550.4637770537365,
"BME.L": 10670.829669556217,
"BNZL.L": 10412.54389938613,
"BP.L": 1.1872866181901572e-12,
"BT-A.L": 0.0,
"CCH.L": 0.0,
"CNA.L": 10407.364482755294,
"CPG.L": 9.836423002367085e-13,
"CRDA.L": 11471.801580859788,
"CTEC.L": 37.90893069332599,
"DCC.L": 19746.584103621808,
"DGE.L": 9934.44895827523,
"DPLM.L": 12884.27016863084,
"EDV.L": 8689.479537497917,
"ENT.L": 17587.934685932418,
"EXPN.L": 11556.706694107726,
"EZJ.L": 10842.107388194816,
"FCIT.L": 2.7284841053187855e-12,
"FRAS.L": 10742.993478121252,
"FRES.L": 10450.945365300524,
"GBPOUND": 14945.83161437154,
"GLEN.L": 7701.808912001127,
"GSK.L": 10178.970123433013,
"HIK.L": 11447.54778859464,
"HL.L": 10110.491407808577,
"HLMA.L": 10033.528202456839,
"HLN.L": 3343.825206682705,
"HSBA.L": 10291.233935627753,
"HSX.L": 10855.276902877142,
"HWDN.L": 10461.897926055104,
"IAG.L": 10484.904646218318,
"ICG.L": 10700.474794218719,
"IHG.L": 17653.07987250378,
"III.L": 9610.230596671818,
"IMB.L": 9644.363035844042,
"IMI.L": 10103.480638522264,
"INF.L": 10476.340929706264,
"ITRK.L": 9730.785934751408,
"JD.L": 11444.394057279886,
"KGF.L": 10413.709682381745,
"LAND.L": 0.0,
"LGEN.L": 10612.18071831552,
"LLOY.L": 0.0,
"LMP.L": 0.0,
"LSEG.L": 32520.24528355056,
"MKS.L": 759.082958148119,
"MNDI.L": 9860.666394085049,
"MNG.L": 10552.619784046161,
"MRO.L": 41024.250735303794,
"NG.L": 10057.840383791512,
"NWG.L": 10526.860935633744,
"NXT.L": 9938.399672594995,
"PHNX.L": 0.0,
"PRU.L": 10063.979430277952,
"PSH.L": 38774.39582379207,
"PSN.L": 10198.091664667087,
"PSON.L": 5794.234255748705,
"REL.L": 10986.241892611499,
"RIO.L": 11394.00944247227,
"RKT.L": 10367.666385726747,
"RMV.L": 18222.583964881007,
"RR.L": 10793.68317440779,
"RTO.L": 10416.799448210679,
"SBRY.L": 0.0,
"SDR.L": 10557.276228361763,
"SGE.L": 39128.922762419126,
"SGRO.L": 0.0,
"SHEL.L": 63.76715209831069,
"SMDS.L": 10235.796414273382,
"SMIN.L": 0.0,
"SMT.L": 10274.557820137734,
"SN.L": 5879.522441853283,
"SPX.L": 12945.371237633084,
"SSE.L": 10735.739119714774,
"STAN.L": 10436.216566609897,
"SVT.L": 10492.525797043529,
"TSCO.L": 13114.225502993699,
"TW.L": 10433.891211793047,
"ULVR.L": 9650.51944392307,
"UTG.L": 10724.02217846434,
"UU.L": 10645.592802441606,
"VOD.L": 10534.973411623652,
"VTY.L": 9885.28845980912,
"WEIR.L": 10789.610523244011,
"WPP.L": 10434.367679393557,
"WTB.L": 9501.779543353769
}
}
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 @@ -16684,5 +16684,108 @@
"WEIR.L": 0.010000000668880247,
"WPP.L": 0.009999998479501669,
"WTB.L": 0.009999996041016559
},
"2024-11-04 08:00:00+00:00": {
"AAF.L": 0.01908616389442071,
"AAL.L": 0.010000000308255928,
"ABF.L": 0.009999987415938797,
"ADM.L": 0.010054132595111395,
"AHT.L": 0.021957546359215464,
"ANTO.L": 0.02077709683246,
"AUTO.L": 0.010000007438427072,
"AV.L": 0.01000000454019837,
"AZN.L": 0.010000037611328576,
"BA.L": 0.01000000594071709,
"BARC.L": 0.010000001629618421,
"BATS.L": 0.010000008662869897,
"BDEV.L": 0.010000001185172412,
"BEZ.L": 0.010310315134761064,
"BKG.L": 0.010000001367115601,
"BLND.L": 0.0034136278723127063,
"BME.L": 0.009999994843707033,
"BNZL.L": 0.009999996279697899,
"BP.L": 6.996915197311236e-07,
"BT-A.L": 2.938492683106094e-08,
"CCH.L": 2.0050408252619477e-07,
"CNA.L": 0.009999905246667561,
"CPG.L": 0.0005747403378222521,
"CRDA.L": 0.009999999445539108,
"CTEC.L": 5.1887980089019247e-08,
"DCC.L": 0.02038737335427987,
"DGE.L": 0.009999814824940575,
"DPLM.L": 0.011915816363858614,
"EDV.L": 0.008344687641733408,
"ENT.L": 0.016882356688445826,
"EXPN.L": 0.010000004529386227,
"EZJ.L": 0.009999991815673816,
"FCIT.L": 2.242687065028475e-08,
"FRAS.L": 0.010000005053780011,
"FRES.L": 0.009999999573439108,
"GBPOUND": 4.664670842993712e-08,
"GLEN.L": 0.0073019702680722715,
"GSK.L": 0.009999994074925791,
"HIK.L": 0.010000014050046743,
"HL.L": 0.010000007056912069,
"HLMA.L": 0.010000004400432777,
"HLN.L": 0.002866882203601673,
"HSBA.L": 0.010000002057088,
"HSX.L": 0.010000014817933296,
"HWDN.L": 0.01000000108488716,
"IAG.L": 0.00999998808564402,
"ICG.L": 0.010000025343721526,
"IHG.L": 0.01779492325757421,
"III.L": 0.01000000281073856,
"IMB.L": 0.010000028729258901,
"IMI.L": 0.00999999244047299,
"INF.L": 0.009999967479550708,
"ITRK.L": 0.009999999438576782,
"JD.L": 0.01090660919001138,
"KGF.L": 0.009999992026273729,
"LAND.L": 2.009112513209255e-08,
"LGEN.L": 0.0100000028269573,
"LLOY.L": 3.7885633853191206e-08,
"LMP.L": 2.9871763075000204e-07,
"LSEG.L": 0.031056066171206567,
"MKS.L": 0.00072342998033277,
"MNDI.L": 0.00999999316806494,
"MNG.L": 0.010000000719662696,
"MRO.L": 0.03907744038585035,
"NG.L": 0.00999999121225473,
"NWG.L": 0.009999996194218085,
"NXT.L": 0.010000026523071564,
"PHNX.L": 4.463544145447085e-08,
"PRU.L": 0.009999998273261623,
"PSH.L": 0.03668659543223183,
"PSN.L": 0.010000000795430727,
"PSON.L": 0.006084291429733709,
"REL.L": 0.009999998095337812,
"RIO.L": 0.010000004509343945,
"RKT.L": 0.00999999522679737,
"RMV.L": 0.01744020522280854,
"RR.L": 0.010000000567094013,
"RTO.L": 0.009999999290468126,
"SBRY.L": 6.011969535177422e-08,
"SDR.L": 0.009999996509485912,
"SGE.L": 0.0374019543337933,
"SGRO.L": 7.846036878768126e-08,
"SHEL.L": 0.0007652859125726265,
"SMDS.L": 0.0099999974349528,
"SMIN.L": 8.853525653520274e-08,
"SMT.L": 0.00999999132191861,
"SN.L": 0.0056910111408304,
"SPX.L": 0.009999998151274756,
"SSE.L": 0.010000000685576917,
"STAN.L": 0.009999998451669722,
"SVT.L": 0.010000005746457485,
"TSCO.L": 0.01249795324713736,
"TW.L": 0.009999994808959915,
"ULVR.L": 0.009999980370233237,
"UTG.L": 0.010000040405479553,
"UU.L": 0.009999997283450494,
"VOD.L": 0.010000052259875505,
"VTY.L": 0.009999997149205716,
"WEIR.L": 0.010000001849149101,
"WPP.L": 0.009999995914238823,
"WTB.L": 0.00999998840975344
}
}

0 comments on commit 49ca295

Please sign in to comment.