[auto commit] dow30_daily reconciliation & execution on 2024-01-10

cvxgrp · Jan 10, 2024 · 54b21fe · 54b21fe
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diff --git a/examples/strategies/dow30_daily_initial_holdings.json b/examples/strategies/dow30_daily_initial_holdings.json
@@ -323,10 +323,43 @@
         "PG": 0.0,
         "TRV": 0.0,
         "UNH": 101144.00000000001,
-        "USDOLLAR": 139.12827749395979,
+        "USDOLLAR": 139.12827833473193,
         "V": 74146.00000000003,
         "VZ": 0.0,
         "WBA": 0.0,
         "WMT": 9633.729553222654
+    },
+    "2024-01-10 14:30:00+00:00": {
+        "AAPL": 235968.00781250003,
+        "AMGN": 32251.800384521463,
+        "AXP": 0.0,
+        "BA": 0.0,
+        "CAT": 0.0,
+        "CRM": 90828.14620971675,
+        "CSCO": 47772.724883525,
+        "CVX": 0.0,
+        "DIS": 0.0,
+        "DOW": 0.0,
+        "GS": 0.0,
+        "HD": 116756.45837402338,
+        "HON": 0.0,
+        "IBM": 0.0,
+        "INTC": 0.0,
+        "JNJ": 0.0,
+        "JPM": 0.0,
+        "KO": 0.0,
+        "MCD": 1.3572459395688314e-12,
+        "MMM": 0.0,
+        "MRK": 0.0,
+        "MSFT": 287546.67626953113,
+        "NKE": 718.8300170898452,
+        "PG": 0.0,
+        "TRV": 0.0,
+        "UNH": 101162.79541015631,
+        "USDOLLAR": -101.96599828524859,
+        "V": 74986.510345459,
+        "VZ": 0.0,
+        "WBA": 0.0,
+        "WMT": 9573.599853515618
     }
 }
diff --git a/examples/strategies/dow30_daily_target_weights.json b/examples/strategies/dow30_daily_target_weights.json
@@ -328,5 +328,38 @@
         "VZ": 2.0777522658516372e-10,
         "WBA": 3.389655755668987e-10,
         "WMT": 0.009611478844672927
+    },
+    "2024-01-10 14:30:00+00:00": {
+        "AAPL": 0.2365680469458324,
+        "AMGN": 0.03233381299440731,
+        "AXP": 2.655721429757098e-10,
+        "BA": 5.737768273800308e-10,
+        "CAT": 2.37124041276568e-10,
+        "CRM": 0.09127837503732748,
+        "CSCO": 0.04789422958256386,
+        "CVX": 2.579262509344957e-10,
+        "DIS": 3.877514319716775e-10,
+        "DOW": 4.1821732929716746e-10,
+        "GS": 2.522950208095253e-10,
+        "HD": 0.11713674443590942,
+        "HON": 1.8339571099960147e-10,
+        "IBM": 1.4310276041658686e-10,
+        "INTC": 4.763296693967997e-10,
+        "JNJ": 3.7123357137728514e-10,
+        "JPM": 5.57331765619403e-10,
+        "KO": 2.6828684601426753e-10,
+        "MCD": 9.330861782779087e-10,
+        "MMM": 1.7060175324544032e-10,
+        "MRK": 2.969962647650326e-10,
+        "MSFT": 0.2882778646887641,
+        "NKE": 0.0004814719533264125,
+        "PG": 2.1631329372578702e-10,
+        "TRV": 1.9256528640032894e-10,
+        "UNH": 0.10142003584297705,
+        "USDOLLAR": 2.0509088787608494e-09,
+        "V": 0.0751460773899812,
+        "VZ": 1.8584366133436376e-10,
+        "WBA": 3.019733835848589e-10,
+        "WMT": 0.009463332388278792
     }
 }