Skip to content

Commit

Permalink
[auto commit] ndx100_daily reconciliation & execution on 2024-10-28
Browse files Browse the repository at this point in the history
  • Loading branch information
enzbus committed Oct 28, 2024
1 parent 37098c2 commit ae2f1c0
Show file tree
Hide file tree
Showing 2 changed files with 239 additions and 31 deletions.
166 changes: 135 additions & 31 deletions examples/strategies/ndx100_daily_initial_holdings.json
Original file line number Diff line number Diff line change
Expand Up @@ -21741,30 +21741,30 @@
"ADP": 3208.7455346790553,
"ADSK": 3263.157064045509,
"AEP": 0.0,
"AMAT": 6311.748836003479,
"AMD": -1.892012462709143e-11,
"AMAT": 6295.208589120724,
"AMD": -1.8931088132053376e-11,
"AMGN": 26471.3971070011,
"AMZN": 21509.886925345098,
"ANSS": 7144.203349693268,
"ARM": 56639.60315384609,
"ASML": 12.602900013383636,
"ASML": 12.532708690982432,
"AVGO": -39.61677456590561,
"AZN": 0.0,
"BIIB": 15841.76748075893,
"BKNG": 7972.848033805293,
"BKR": 0.0,
"CCEP": 14750.87022786905,
"CDNS": -80.049242712021,
"CDW": 28168.903125029465,
"CDW": 28149.700247028275,
"CEG": 70438.10273072995,
"CHTR": 21776.135678713985,
"CMCSA": 25839.588055115637,
"CMCSA": 25821.171421797095,
"COST": 0.0,
"CPRT": 8726.500178262804,
"CRWD": 1039.0326301084779,
"CSCO": 44486.52562948809,
"CSGP": 13054.577055078222,
"CSX": -6.541941455080613e-13,
"CPRT": 8726.348047030488,
"CRWD": 1040.0208187039646,
"CSCO": 44565.75242487559,
"CSGP": 13091.53377142313,
"CSX": -6.534071270192506e-13,
"CTAS": 0.0,
"CTSH": 25215.025546946224,
"DASH": 0.0,
Expand All @@ -21774,16 +21774,16 @@
"EA": 12454.585501351874,
"EXC": 0.0,
"FANG": 23493.856384774073,
"FAST": 18226.97290802306,
"FAST": 18263.415560526653,
"FTNT": 37393.97930472417,
"GEHC": 10857.632509328008,
"GFS": -2.3676476701357556,
"GILD": 24708.157357175565,
"GFS": -2.345614794230043,
"GILD": 24709.51039180438,
"GOOG": 6902.250309704877,
"GOOGL": -2.131655107255544e-12,
"HON": 0.0,
"IDXX": 5012.37014770508,
"ILMN": 8858.672111503525,
"ILMN": 8844.947332078598,
"INTC": 1.4342723492703795,
"INTU": 10902.200910755442,
"ISRG": 16675.756811415005,
Expand All @@ -21794,47 +21794,151 @@
"LRCX": -8.213830798791554,
"LULU": 18896.751432628887,
"MAR": 0.0,
"MCHP": 21469.33562469652,
"MDB": 23201.56375196695,
"MDLZ": 146.39338094660843,
"MCHP": 21495.978078930733,
"MDB": 23221.617920756955,
"MDLZ": 146.35160306450732,
"MELI": 30731.213177102167,
"META": -154.67398904608413,
"META": -154.66724526681338,
"MNST": 18209.90289199935,
"MRNA": 11703.956928941872,
"MRNA": 11706.164852047274,
"MRVL": 0.0,
"MSFT": 895.6581822814844,
"MSFT": 895.3644883625661,
"MU": 7.990314094818444,
"NFLX": 23409.15828667969,
"NVDA": 10028.785165879966,
"NXPI": 22872.289413632596,
"NFLX": 23414.421721666287,
"NVDA": 10028.072906852894,
"NXPI": 22817.28953839144,
"ODFL": 10865.289364422406,
"ON": 10092.691271886639,
"ORLY": 24374.3737436259,
"PANW": 2567.3095460718846,
"PANW": 2565.425998864998,
"PAYX": 12314.1994200162,
"PCAR": 0.0,
"PDD": 24465.779025872645,
"PEP": 24784.653131665807,
"PYPL": 3612.247376995845,
"QCOM": 7025.168221665092,
"PEP": 24819.190976671478,
"PYPL": 3612.1153151365525,
"QCOM": 7011.990582718018,
"REGN": 13092.286745097641,
"ROP": 18208.427493998694,
"ROST": 11088.765222450884,
"SBUX": 17122.857052839834,
"SBUX": 17094.72407610471,
"SMCI": 0.0,
"SNPS": 0.0,
"TEAM": 11597.48821479314,
"TMUS": 22827.853792568127,
"TSLA": 18643.18333759317,
"TTD": 38567.478061331385,
"TSLA": 18644.64020431071,
"TTD": 38564.258051650184,
"TTWO": 9610.072875259539,
"TXN": 0.0,
"USDOLLAR": -1343.825534866255,
"USDOLLAR": -1343.8254665993973,
"VRSK": 11227.668928116227,
"VRTX": 8029.247006355426,
"WBD": 0.0,
"WDAY": 0.0,
"XEL": 0.0,
"ZS": 12830.76297489099
},
"2024-10-28 13:30:00+00:00": {
"AAPL": 6737.9645414715615,
"ABNB": 0.0,
"ADBE": 19214.51879674961,
"ADI": 1146.5511837274723,
"ADP": 2899.681680536411,
"ADSK": 3259.641247561183,
"AEP": 0.0,
"AMAT": 6479.265400546458,
"AMD": -1.930873607967587e-11,
"AMGN": 26435.658128625888,
"AMZN": 21707.9812094634,
"ANSS": 7161.3911910266,
"ARM": 58106.16974248548,
"ASML": 12.399678507074483,
"AVGO": -39.30064108123577,
"AZN": 0.0,
"BIIB": 15567.074365710807,
"BKNG": 7981.942063593841,
"BKR": 0.0,
"CCEP": 14773.444291367863,
"CDNS": -81.47582506493117,
"CDW": 27569.8088814258,
"CEG": 70403.54103565954,
"CHTR": 21867.912622708674,
"CMCSA": 25384.56831397725,
"COST": 0.0,
"CPRT": 8807.460423433984,
"CRWD": 1025.2666212010013,
"CSCO": 44295.85645101692,
"CSGP": 13207.684602215715,
"CSX": -6.579323707485902e-13,
"CTAS": 0.0,
"CTSH": 25330.575999979585,
"DASH": 0.0,
"DDOG": 10206.678145334396,
"DLTR": 14746.567754490912,
"DXCM": 17145.1689133047,
"EA": 12477.645445710024,
"EXC": 0.0,
"FANG": 22869.266660640616,
"FAST": 18448.041063458557,
"FTNT": 37463.408118820334,
"GEHC": 10559.612694029865,
"GFS": -2.3229863062634104,
"GILD": 24294.540621287495,
"GOOG": 7291.61284584894,
"GOOGL": -2.195772826187685e-12,
"HON": 0.0,
"IDXX": 5009.290161132812,
"ILMN": 8911.699754910715,
"INTC": 1.4512251278543618,
"INTU": 10952.959178575542,
"ISRG": 16664.72528388358,
"KDP": -9.037221829537068e-13,
"KHC": 0.0,
"KLAC": -106.65692669602936,
"LIN": 0.0,
"LRCX": 146.1485089806408,
"LULU": 18789.822413411384,
"MAR": 0.0,
"MCHP": 21333.40171925453,
"MDB": 23713.358804718413,
"MDLZ": 6.194480357636137,
"MELI": 30761.286370685935,
"META": -156.97675939165214,
"MNST": 18148.93342185706,
"MRNA": 11825.72434014367,
"MRVL": 0.0,
"MSFT": 905.6344275168316,
"MU": 7.859772931786039,
"NFLX": 23492.142906725312,
"NVDA": 10463.561808160446,
"NXPI": 22956.33307141996,
"ODFL": 11147.054137917765,
"ON": 9637.37685608842,
"ORLY": 24205.120974269423,
"PANW": 2935.3095460718846,
"PAYX": 12118.693907182906,
"PCAR": 0.0,
"PDD": 24683.030427435526,
"PEP": 24702.4536018161,
"PYPL": 3123.2890767039144,
"QCOM": 7149.033625139201,
"REGN": 13156.325257307264,
"ROP": 18088.504520408285,
"ROST": 11044.376347026428,
"SBUX": 17170.333379512685,
"SMCI": 0.0,
"SNPS": 0.0,
"TEAM": 11564.620753931062,
"TMUS": 22791.251866594263,
"TSLA": 19114.78929612357,
"TTD": 38329.27141067655,
"TTWO": 9586.40310531284,
"TXN": 0.0,
"USDOLLAR": -843.6122791370743,
"VRSK": 10933.235620137973,
"VRTX": 8041.866317128105,
"WBD": 0.0,
"WDAY": 0.0,
"XEL": 0.0,
"ZS": 12918.663112909864
}
}
104 changes: 104 additions & 0 deletions examples/strategies/ndx100_daily_target_weights.json
Original file line number Diff line number Diff line change
Expand Up @@ -20694,5 +20694,109 @@
"WDAY": 1.4227811168668916e-08,
"XEL": 5.144490495635128e-08,
"ZS": 0.011204590666040794
},
"2024-10-28 13:30:00+00:00": {
"AAPL": 0.005954326497705216,
"ABNB": 7.568292783442128e-09,
"ADBE": 0.01687508966029309,
"ADI": 0.00111964858050262,
"ADP": 0.0029067085665823254,
"ADSK": 0.0028737553207779723,
"AEP": 1.2438874470382771e-08,
"AMAT": 0.005691809762004303,
"AMD": 8.015470352586494e-09,
"AMGN": 0.02323439052568204,
"AMZN": 0.018775897563477473,
"ANSS": 0.006526126536817026,
"ARM": 0.050757147519645204,
"ASML": 1.8680953733552736e-08,
"AVGO": 2.098429354216967e-08,
"AZN": 2.6375951663145868e-08,
"BIIB": 0.013791244768757826,
"BKNG": 0.006751824882287633,
"BKR": 3.428583636332713e-08,
"CCEP": 0.013022378040861116,
"CDNS": 2.5081214089395665e-08,
"CDW": 0.024505793274036045,
"CEG": 0.06181008106925994,
"CHTR": 0.019357001079536706,
"CMCSA": 0.022263704542761033,
"COST": 1.9312890888693145e-08,
"CPRT": 0.00782585807869186,
"CRWD": 0.0003546663525597094,
"CSCO": 0.038850205842114835,
"CSGP": 0.011588864038996177,
"CSX": 2.6724447418784097e-07,
"CTAS": 3.193374801009308e-08,
"CTSH": 0.022220110148652286,
"DASH": 8.283891664362222e-09,
"DDOG": 0.008897083218839062,
"DLTR": 0.012954778469784092,
"DXCM": 0.015020338492209209,
"EA": 0.010942430742800708,
"EXC": 3.991461674450438e-08,
"FANG": 0.020557222001535553,
"FAST": 0.01617705264038562,
"FTNT": 0.032859864284897504,
"GEHC": 0.007719201187105492,
"GFS": 7.859033015414501e-08,
"GILD": 0.021307738415006605,
"GOOG": 0.006395098356320368,
"GOOGL": 2.150393951913216e-07,
"HON": 1.3982507458276539e-08,
"IDXX": 0.00449727693327765,
"ILMN": 0.007878886081344419,
"INTC": 9.046952932048267e-09,
"INTU": 0.00963485565200448,
"ISRG": 0.014846870247004759,
"KDP": 5.455162806507521e-08,
"KHC": 1.2317599677791385e-08,
"KLAC": 2.931692794065242e-07,
"LIN": 0.0002541244415520308,
"LRCX": 0.0001285630031450403,
"LULU": 0.01631507296970389,
"MAR": 5.004623278104229e-08,
"MCHP": 0.018838900000527056,
"MDB": 0.020459668563698435,
"MDLZ": 4.051369437434593e-06,
"MELI": 0.026141434955970884,
"META": 3.8847251913702845e-08,
"MNST": 0.015917689182200587,
"MRNA": 0.010371853514756025,
"MRVL": 2.109140457587662e-08,
"MSFT": 0.0008565069549589173,
"MU": 1.448058829526798e-08,
"NFLX": 0.02054599566547153,
"NVDA": 0.008905706366305137,
"NXPI": 0.020090102967241726,
"ODFL": 0.009676719375134046,
"ON": 0.008711052206239725,
"ORLY": 0.021220870712145533,
"PANW": 0.0026216329410457687,
"PAYX": 0.010810074522034443,
"PCAR": 1.3301898049680485e-08,
"PDD": 0.02156775931789761,
"PEP": 0.021787688028228593,
"PYPL": 0.0027391715280843986,
"QCOM": 0.006270988615749614,
"REGN": 0.011754469904443513,
"ROP": 0.015991975465861938,
"ROST": 0.009723323832822454,
"SBUX": 0.01505981752444718,
"SMCI": 2.144995084202386e-09,
"SNPS": 7.744236538083421e-09,
"TEAM": 0.010142571281356521,
"TMUS": 0.020359597930408202,
"TSLA": 0.0160812436488615,
"TTD": 0.03348152769760374,
"TTWO": 0.0084185174824548,
"TXN": 2.6199846672145198e-08,
"USDOLLAR": 2.000367137862044e-07,
"VRSK": 0.009669979237367858,
"VRTX": 0.00706164393267304,
"WBD": 1.1762914912284504e-08,
"WDAY": 1.809109870892485e-08,
"XEL": 7.945996422747049e-08,
"ZS": 0.01127269546030585
}
}

0 comments on commit ae2f1c0

Please sign in to comment.