[auto commit] dow30_daily reconciliation & execution on 2024-11-04

cvxgrp · Nov 4, 2024 · cb99938 · cb99938
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Showing 2 changed files with 72 additions and 6 deletions.
diff --git a/examples/strategies/dow30_daily_initial_holdings.json b/examples/strategies/dow30_daily_initial_holdings.json
@@ -7096,18 +7096,18 @@
     },
     "2024-11-01 13:30:00+00:00": {
         "AAPL": 215111.25104988975,
-        "AMGN": 18009.60626180696,
-        "AMZN": 242180.377529833,
+        "AMGN": 17976.326376496447,
+        "AMZN": 242302.1448332414,
         "AXP": 0.0,
         "BA": 0.0,
         "CAT": 0.0,
         "CRM": 92780.49567400041,
-        "CSCO": 52449.04235634401,
+        "CSCO": 52559.463004489626,
         "CVX": 0.0,
         "DIS": 0.0,
         "DOW": 0.0,
         "GS": 0.0,
-        "HD": 111733.53194116634,
+        "HD": 112031.4845623816,
         "HON": 0.0,
         "IBM": 0.0,
         "INTC": 0.0,
@@ -7122,9 +7122,42 @@
         "PG": 0.0,
         "TRV": 0.0,
         "UNH": 106908.76853657498,
-        "USDOLLAR": -147.95930424201478,
+        "USDOLLAR": -147.95937168032685,
         "V": 36611.45342998643,
         "VZ": 0.0,
-        "WMT": 0.0004554213267083994
+        "WMT": 0.0004586445751919724
+    },
+    "2024-11-04 14:30:00+00:00": {
+        "AAPL": 218025.2857800427,
+        "AMGN": 18080.67955124475,
+        "AMZN": 232714.41448785775,
+        "AXP": 0.0,
+        "BA": 0.0,
+        "CAT": 0.0,
+        "CRM": 94215.85212835536,
+        "CSCO": 53130.27965384656,
+        "CVX": 0.0,
+        "DIS": 0.0,
+        "DOW": 0.0,
+        "GS": 0.0,
+        "HD": 112031.4845623816,
+        "HON": 0.0,
+        "IBM": 0.0,
+        "INTC": 0.0,
+        "JNJ": 0.0,
+        "JPM": 0.0,
+        "KO": 0.0,
+        "MCD": 1.3963987189464942e-12,
+        "MMM": 0.0,
+        "MRK": 0.0,
+        "MSFT": 228897.1741184819,
+        "NKE": 1.0763545676638302e-12,
+        "PG": 0.0,
+        "TRV": 0.0,
+        "UNH": 106908.76853657498,
+        "USDOLLAR": 94.95714974677603,
+        "V": 37187.73459324572,
+        "VZ": 0.0,
+        "WMT": 0.0004586445751919724
     }
 }
diff --git a/examples/strategies/dow30_daily_target_weights.json b/examples/strategies/dow30_daily_target_weights.json
@@ -7126,5 +7126,38 @@
         "V": 0.03338782223409918,
         "VZ": 5.101162776786806e-09,
         "WMT": 6.430871311216316e-08
+    },
+    "2024-11-04 14:30:00+00:00": {
+        "AAPL": 0.1981255803757525,
+        "AMGN": 0.016417824750729972,
+        "AMZN": 0.21124591433248283,
+        "AXP": 1.1950086881952544e-08,
+        "BA": 1.8191374290337924e-08,
+        "CAT": 1.0094691430220353e-08,
+        "CRM": 0.08555052359841489,
+        "CSCO": 0.048243774208237125,
+        "CVX": 1.0818747014332295e-08,
+        "DIS": 1.403214415444612e-08,
+        "DOW": 1.1640599959014868e-08,
+        "GS": 1.2425067142531607e-08,
+        "HD": 0.10172804221963552,
+        "HON": 6.947447282698066e-09,
+        "IBM": 5.269714852515331e-09,
+        "INTC": 1.0883887293687602e-08,
+        "JNJ": 1.519606394749718e-08,
+        "JPM": 1.991335869657072e-08,
+        "KO": 1.2264149323507702e-08,
+        "MCD": 3.529511466842424e-08,
+        "MMM": 7.174270199095004e-09,
+        "MRK": 1.2917235103239547e-08,
+        "MSFT": 0.207845442611599,
+        "NKE": 3.0589934092161456e-08,
+        "PG": 9.323473450357052e-09,
+        "TRV": 8.673511630523165e-09,
+        "UNH": 0.09707495402372257,
+        "USDOLLAR": -3.9695503667154606e-10,
+        "V": 0.033767597621912664,
+        "VZ": 7.262969494602801e-09,
+        "WMT": 7.579062713843167e-08
     }
 }