From 9c3cda58f573af3833641059f5441e6644a6dbc5 Mon Sep 17 00:00:00 2001 From: Enzo Busseti Date: Tue, 19 Nov 2024 12:31:48 +0400 Subject: [PATCH] [auto commit] ftse100_daily reconciliation & execution on 2024-11-19 --- .../ftse100_daily_initial_holdings.json | 103 ++++++++++++++++++ .../ftse100_daily_target_weights.json | 103 ++++++++++++++++++ 2 files changed, 206 insertions(+) diff --git a/examples/strategies/ftse100_daily_initial_holdings.json b/examples/strategies/ftse100_daily_initial_holdings.json index 3faaf9b8..accb19e5 100644 --- a/examples/strategies/ftse100_daily_initial_holdings.json +++ b/examples/strategies/ftse100_daily_initial_holdings.json @@ -19744,5 +19744,108 @@ "WEIR.L": 11005.814550904437, "WPP.L": 10341.158392458256, "WTB.L": 9042.216349753662 + }, + "2024-11-19 08:00:00+00:00": { + "AAF.L": 19379.033208902325, + "AAL.L": 10182.206581728435, + "ABF.L": 10898.353065599895, + "ADM.L": 10515.915098539552, + "AHT.L": 25459.568190291044, + "ANTO.L": 21891.037929319366, + "AUTO.L": 10415.423809897704, + "AV.L": 11109.96695542413, + "AZN.L": 10160.577289001249, + "BA.L": 10494.774791483529, + "BARC.L": 10552.547572059399, + "BATS.L": 9391.124767526768, + "BEZ.L": 10490.181861701232, + "BKG.L": 8685.51231903771, + "BLND.L": 3393.4275568989387, + "BME.L": 9801.328084674917, + "BNZL.L": 10516.306327654505, + "BP.L": 387.2500000000011, + "BT-A.L": 0.0, + "BTRW.L": 10589.799682617188, + "CCH.L": 0.0, + "CNA.L": 10565.458837700673, + "CPG.L": 1.0153352938003275e-12, + "CRDA.L": 10558.0912258579, + "CTEC.L": 520.9719111447486, + "DCC.L": 22402.93172209932, + "DGE.L": 9722.989485457187, + "DPLM.L": 13414.834405804217, + "EDV.L": 7962.431336149273, + "ENT.L": 18188.451429742567, + "EXPN.L": 11046.896349209734, + "EZJ.L": 9895.21966589323, + "FCIT.L": 2.8792003701840134e-12, + "FRAS.L": 10556.818366497842, + "FRES.L": 10876.536631764904, + "GBPOUND": 3714.8813241537605, + "GLEN.L": 6120.201013210386, + "GSK.L": 10939.504300444036, + "HIK.L": 11141.953880730392, + "HL.L": 10133.744607918532, + "HLMA.L": 10263.76616845524, + "HLN.L": 11.029176091191758, + "HSBA.L": 10628.874382610895, + "HSX.L": 10366.39035118507, + "HWDN.L": 10147.856257880405, + "IAG.L": 10559.98909179122, + "ICG.L": 10307.519505165485, + "IHG.L": 19651.230166772224, + "III.L": 10426.136765750167, + "IMB.L": 9923.315263167488, + "IMI.L": 10443.093433094438, + "INF.L": 10987.004189897, + "ITRK.L": 9324.991457472423, + "JD.L": 10601.633749739076, + "KGF.L": 10423.682495401277, + "LAND.L": 0.0, + "LGEN.L": 10645.946600665586, + "LLOY.L": 0.0, + "LMP.L": 0.0, + "LSEG.L": 32520.245283550565, + "MKS.L": 733.7801685559128, + "MNDI.L": 10506.095645485822, + "MNG.L": 10487.038771530062, + "MRO.L": 42794.86890217707, + "NG.L": 10033.30445281825, + "NWG.L": 10289.430335257883, + "NXT.L": 9478.344381504581, + "PHNX.L": 0.0, + "PRU.L": 10683.666782372426, + "PSH.L": 40250.44314860683, + "PSN.L": 10130.600531824126, + "PSON.L": 7262.100213583283, + "REL.L": 10837.20372740166, + "RIO.L": 11097.26685063055, + "RKT.L": 10108.05258983009, + "RMV.L": 18502.27511582176, + "RR.L": 10639.994603984955, + "RTO.L": 10484.07752698444, + "SBRY.L": 0.0, + "SDR.L": 10524.570986881641, + "SGE.L": 43091.24547494645, + "SGRO.L": 0.0, + "SHEL.L": 64.39892018335634, + "SMDS.L": 10220.397325279951, + "SMIN.L": 0.0, + "SMT.L": 10892.451879622799, + "SN.L": 6065.629545533172, + "SPX.L": 13024.48733381419, + "SSE.L": 10414.3642689128, + "STAN.L": 10859.741762271573, + "SVT.L": 10919.216427829579, + "TSCO.L": 11402.407409611433, + "TW.L": 10368.914950557351, + "ULVR.L": 9368.020099718517, + "UTG.L": 10489.009005003189, + "UU.L": 10302.939573159321, + "VOD.L": 10656.32083056606, + "VTY.L": 9984.391211203629, + "WEIR.L": 11160.245999233317, + "WPP.L": 10295.813791065855, + "WTB.L": 9073.267916888806 } } \ No newline at end of file diff --git a/examples/strategies/ftse100_daily_target_weights.json b/examples/strategies/ftse100_daily_target_weights.json index b6dff0d3..0090113c 100644 --- a/examples/strategies/ftse100_daily_target_weights.json +++ b/examples/strategies/ftse100_daily_target_weights.json @@ -17817,5 +17817,108 @@ "WEIR.L": 0.01000000170953338, "WPP.L": 0.009999995880155732, "WTB.L": 0.009999987930634408 + }, + "2024-11-19 08:00:00+00:00": { + "AAF.L": 0.01840699971435142, + "AAL.L": 0.00999999983067382, + "ABF.L": 0.009999984806959149, + "ADM.L": 0.010000034409572138, + "AHT.L": 0.021759952512167998, + "ANTO.L": 0.02089839989914816, + "AUTO.L": 0.01000000374414872, + "AV.L": 0.010937480964875379, + "AZN.L": 0.01000001430627607, + "BA.L": 0.010000004822670055, + "BARC.L": 0.010000001227033414, + "BATS.L": 0.010000005794446999, + "BEZ.L": 0.010000016756821562, + "BKG.L": 0.010000000397522408, + "BLND.L": 0.003223465820505711, + "BME.L": 0.009921256053651913, + "BNZL.L": 0.0099999963075057, + "BP.L": 0.0003694547372447621, + "BT-A.L": 2.8667635299993538e-08, + "BTRW.L": 0.010000003357260956, + "CCH.L": 1.1308053751353751e-07, + "CNA.L": 0.009999995937677624, + "CPG.L": 0.0003808194850998594, + "CRDA.L": 0.009999996645231636, + "CTEC.L": 0.000494812359140876, + "DCC.L": 0.02131714544164202, + "DGE.L": 0.009781558207616625, + "DPLM.L": 0.011961217491356634, + "EDV.L": 0.007379635599185661, + "ENT.L": 0.01728308174242776, + "EXPN.L": 0.010000001610362854, + "EZJ.L": 0.009999971888062608, + "FCIT.L": 2.1029428771407116e-08, + "FRAS.L": 0.010000002723600092, + "FRES.L": 0.010000000658205095, + "GBPOUND": 4.735726317822361e-08, + "GLEN.L": 0.00554678641935266, + "GSK.L": 0.009999996149700145, + "HIK.L": 0.010000008064124585, + "HL.L": 0.010000005006204626, + "HLMA.L": 0.010000003502137839, + "HLN.L": 1.6136485081532006e-07, + "HSBA.L": 0.010000003512458238, + "HSX.L": 0.010000004289162005, + "HWDN.L": 0.01000000001836549, + "IAG.L": 0.009999995662299642, + "ICG.L": 0.010000007476745672, + "IHG.L": 0.01899621810257111, + "III.L": 0.010000002705569814, + "IMB.L": 0.010000023948014787, + "IMI.L": 0.009999994032947728, + "INF.L": 0.00999998487862499, + "ITRK.L": 0.00999999741645341, + "JD.L": 0.010069893757438973, + "KGF.L": 0.009999991592578363, + "LAND.L": 1.77500068287176e-08, + "LGEN.L": 0.010000001867202188, + "LLOY.L": 3.66826317005212e-08, + "LMP.L": 1.3075264175352983e-07, + "LSEG.L": 0.03007202514469237, + "MKS.L": 0.0006969254502193804, + "MNDI.L": 0.009999992276225843, + "MNG.L": 0.009999998450026684, + "MRO.L": 0.0404856267052163, + "NG.L": 0.009999991012251413, + "NWG.L": 0.009999994343624297, + "NXT.L": 0.010000013244716995, + "PHNX.L": 4.058868949336367e-08, + "PRU.L": 0.009999999491820191, + "PSH.L": 0.037882239414118994, + "PSN.L": 0.009999999435198224, + "PSON.L": 0.0069536374208675105, + "REL.L": 0.009999997050098965, + "RIO.L": 0.01000000343863055, + "RKT.L": 0.009999994938903772, + "RMV.L": 0.01757441056170772, + "RR.L": 0.009999999795310233, + "RTO.L": 0.009999999315086813, + "SBRY.L": 5.326916800383121e-08, + "SDR.L": 0.009999990630839674, + "SGE.L": 0.04038693261694245, + "SGRO.L": 6.447769222228157e-08, + "SHEL.L": 0.0004765536894244592, + "SMDS.L": 0.009999997548218977, + "SMIN.L": 1.6497921727788991e-07, + "SMT.L": 0.009999996759896972, + "SN.L": 0.005912128893130443, + "SPX.L": 0.009999997491271078, + "SSE.L": 0.009999998654392496, + "STAN.L": 0.009999999605155432, + "SVT.L": 0.010000007004309745, + "TSCO.L": 0.01083045932766489, + "TW.L": 0.009999993071359294, + "ULVR.L": 0.009999978313731046, + "UTG.L": 0.010000010927874118, + "UU.L": 0.00999999523166522, + "VOD.L": 0.01000002410768456, + "VTY.L": 0.009999993444597184, + "WEIR.L": 0.01000000170308413, + "WPP.L": 0.009999994721273558, + "WTB.L": 0.009999985114607157 } } \ No newline at end of file