Skip to content

Commit

Permalink
[auto commit] ftse100_daily reconciliation & execution on 2024-12-06
Browse files Browse the repository at this point in the history
  • Loading branch information
enzbus committed Dec 6, 2024
1 parent 613063e commit ab4b8df
Show file tree
Hide file tree
Showing 2 changed files with 206 additions and 0 deletions.
103 changes: 103 additions & 0 deletions examples/strategies/ftse100_daily_initial_holdings.json
Original file line number Diff line number Diff line change
Expand Up @@ -21083,5 +21083,108 @@
"WEIR.L": 11644.13120399711,
"WPP.L": 10852.54789095293,
"WTB.L": 11781.799767786055
},
"2024-12-06 08:00:00+00:00": {
"AAF.L": 21262.827908826053,
"AAL.L": 10706.973538114436,
"ABF.L": 11358.072681388601,
"ADM.L": 11245.151133741672,
"AHT.L": 19787.1830353974,
"ANTO.L": 22435.07555833203,
"AUTO.L": 10875.271979973244,
"AV.L": 11114.522604195718,
"AZN.L": 10835.908831703942,
"BA.L": 11263.570100234465,
"BARC.L": 11124.388762856719,
"BATS.L": 9687.652301824108,
"BEZ.L": 11589.558595010018,
"BKG.L": 12675.911979202201,
"BLND.L": 3434.946318243881,
"BME.L": 11160.385764507426,
"BNZL.L": 11073.340015557042,
"BP.L": 380.79998779296994,
"BT-A.L": 0.0,
"BTRW.L": 10725.0,
"CCH.L": 0.0,
"CNA.L": 11165.398836970575,
"CPG.L": 1.0767887813200274e-12,
"CRDA.L": 10280.005465639933,
"CTEC.L": 40.727438591535254,
"DCC.L": 22811.61617877855,
"DGE.L": 10129.323374401663,
"DPLM.L": 13601.73771662666,
"EDV.L": 6053.301294025888,
"ENT.L": 19524.000081534177,
"EXPN.L": 11206.777699976556,
"EZJ.L": 10893.057912427741,
"FCIT.L": 2.946762833744287e-12,
"FRAS.L": 10964.359102969414,
"FRES.L": 10794.758160849377,
"GBPOUND": 1280.4584881980156,
"GLEN.L": 4821.317422478403,
"GSK.L": 11146.927590175628,
"HIK.L": 11857.043625132734,
"HL.L": 11254.148448050475,
"HLMA.L": 11091.814993537233,
"HLN.L": 1140.2055443091112,
"HSBA.L": 11005.700901365517,
"HSX.L": 11344.163454569232,
"HWDN.L": 11184.902010460604,
"IAG.L": 11391.789753710409,
"ICG.L": 11074.686062177514,
"IHG.L": 20951.679221926235,
"III.L": 11384.725755358699,
"IMB.L": 10877.50403005337,
"IMI.L": 10988.899710085436,
"INF.L": 10909.630920954067,
"ITRK.L": 10057.905972557948,
"JD.L": 11591.190365364077,
"KGF.L": 10966.789269640929,
"LAND.L": 0.0,
"LGEN.L": 10585.958525423459,
"LLOY.L": 0.0,
"LMP.L": 0.0,
"LSEG.L": 34654.95412199592,
"MKS.L": 394.527715355644,
"MNDI.L": 10577.939561257846,
"MNG.L": 11141.355589986544,
"MRO.L": 46270.33332362084,
"NG.L": 11060.630052811102,
"NWG.L": 11225.414149701312,
"NXT.L": 10320.8881358543,
"PHNX.L": 0.0,
"PRU.L": 10980.066092886702,
"PSH.L": 43580.43539132886,
"PSN.L": 11515.384860549086,
"PSON.L": 7532.849600170893,
"REL.L": 11494.188292408322,
"RIO.L": 11235.444698740059,
"RKT.L": 10101.720546027733,
"RMV.L": 20204.752026847713,
"RR.L": 11001.512869175736,
"RTO.L": 10775.62990843414,
"SBRY.L": 0.0,
"SDR.L": 11194.81832324023,
"SGE.L": 44342.80198838332,
"SGRO.L": 0.0,
"SHEL.L": 62.319929332666156,
"SMDS.L": 10462.210344174366,
"SMIN.L": 0.0,
"SMT.L": 10540.882164941195,
"SN.L": 5975.024736957697,
"SPX.L": 7212.0302333909885,
"SSE.L": 10438.6189746337,
"STAN.L": 11244.137321168282,
"SVT.L": 11289.593478242643,
"TSCO.L": 18608.188573233092,
"TW.L": 10892.77052885526,
"ULVR.L": 9620.987492092916,
"UTG.L": 10495.19356219954,
"UU.L": 10627.764940209465,
"VOD.L": 11306.828761016848,
"VTY.L": 11359.637697055005,
"WEIR.L": 11602.949484442752,
"WPP.L": 10834.914220983492,
"WTB.L": 12229.261849559114
}
}
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 @@ -19156,5 +19156,108 @@
"WEIR.L": 0.010000002476250255,
"WPP.L": 0.009999989758116166,
"WTB.L": 0.009999979818280366
},
"2024-12-06 08:00:00+00:00": {
"AAF.L": 0.01930318702324195,
"AAL.L": 0.010000000376126287,
"ABF.L": 0.009999972736656716,
"ADM.L": 0.01000006477540208,
"AHT.L": 0.018340757563102283,
"ANTO.L": 0.02044926349229832,
"AUTO.L": 0.010000003983764993,
"AV.L": 0.010000302887739489,
"AZN.L": 0.01000001189570493,
"BA.L": 0.01000000470241019,
"BARC.L": 0.01000000096524597,
"BATS.L": 0.010000004085523782,
"BEZ.L": 0.010000094194666347,
"BKG.L": 0.010000003107680807,
"BLND.L": 0.0031183566802952013,
"BME.L": 0.009999983975566867,
"BNZL.L": 0.009999995585627756,
"BP.L": 0.00034576945946684966,
"BT-A.L": 2.8560869863429392e-08,
"BTRW.L": 0.010000001498108564,
"CCH.L": 7.236672793033077e-08,
"CNA.L": 0.009999995278606835,
"CPG.L": 4.1507665290412735e-06,
"CRDA.L": 0.009999990413001519,
"CTEC.L": 3.130403841217688e-07,
"DCC.L": 0.020717243107715826,
"DGE.L": 0.009196041388241996,
"DPLM.L": 0.010703677352116634,
"EDV.L": 0.0050947467336260235,
"ENT.L": 0.017723753725080196,
"EXPN.L": 0.010000001204004952,
"EZJ.L": 0.009999980314918408,
"FCIT.L": 1.9877473199614542e-08,
"FRAS.L": 0.0099999996326508,
"FRES.L": 0.009999998551885611,
"GBPOUND": 2.6697502268809015e-08,
"GLEN.L": 0.004376084414701088,
"GSK.L": 0.00999999289936743,
"HIK.L": 0.010000008143455134,
"HL.L": 0.010000007783954868,
"HLMA.L": 0.010000005221771332,
"HLN.L": 0.0009676905361924584,
"HSBA.L": 0.01000000029942471,
"HSX.L": 0.010000009477504755,
"HWDN.L": 0.010000000877218853,
"IAG.L": 0.009999996640654502,
"ICG.L": 0.010000009874286864,
"IHG.L": 0.019024062252167545,
"III.L": 0.010000003212827579,
"IMB.L": 0.010000020159300065,
"IMI.L": 0.009999993494087214,
"INF.L": 0.009999938092052962,
"ITRK.L": 0.00999999746424253,
"JD.L": 0.010522780905695398,
"KGF.L": 0.009999985400289898,
"LAND.L": 1.6119950699373203e-08,
"LGEN.L": 0.009999998272673958,
"LLOY.L": 2.9492538066151926e-08,
"LMP.L": 7.793672065573853e-08,
"LSEG.L": 0.030021008661936473,
"MKS.L": 0.00024251356899244108,
"MNDI.L": 0.009999989566619438,
"MNG.L": 0.010000000642312039,
"MRO.L": 0.04199560958661298,
"NG.L": 0.009999990016553136,
"NWG.L": 0.009999996547558107,
"NXT.L": 0.010000010407155355,
"PHNX.L": 3.7892460962732096e-08,
"PRU.L": 0.009999997960593645,
"PSH.L": 0.039505472086368926,
"PSN.L": 0.010000000705876403,
"PSON.L": 0.006838481114364672,
"REL.L": 0.009999995715097541,
"RIO.L": 0.010000003414854026,
"RKT.L": 0.009999991203700587,
"RMV.L": 0.01834266213944703,
"RR.L": 0.009999998356978101,
"RTO.L": 0.00999999780354958,
"SBRY.L": 4.04395581643414e-08,
"SDR.L": 0.009999995481221687,
"SGE.L": 0.04005191889994783,
"SGRO.L": 4.552274592934078e-08,
"SHEL.L": 4.805884659296128e-07,
"SMDS.L": 0.009999996062490813,
"SMIN.L": 1.0816754165209977e-07,
"SMT.L": 0.009999985226781381,
"SN.L": 0.00542373800924855,
"SPX.L": 0.009999963560732978,
"SSE.L": 0.00999999598886902,
"STAN.L": 0.00999999891134384,
"SVT.L": 0.010000004828590375,
"TSCO.L": 0.017689492242399185,
"TW.L": 0.009999991343507946,
"ULVR.L": 0.009999963389861194,
"UTG.L": 0.010000006238322475,
"UU.L": 0.009999991825860224,
"VOD.L": 0.010000016006919497,
"VTY.L": 0.009999997535913805,
"WEIR.L": 0.010000001651715933,
"WPP.L": 0.009999993790731935,
"WTB.L": 0.00999998992515509
}
}

0 comments on commit ab4b8df

Please sign in to comment.