From cb9993828cc246d7e42e62a1ae159d0a03af2dab Mon Sep 17 00:00:00 2001 From: Enzo Busseti Date: Mon, 4 Nov 2024 19:00:24 +0400 Subject: [PATCH] [auto commit] dow30_daily reconciliation & execution on 2024-11-04 --- .../dow30_daily_initial_holdings.json | 45 ++++++++++++++++--- .../dow30_daily_target_weights.json | 33 ++++++++++++++ 2 files changed, 72 insertions(+), 6 deletions(-) diff --git a/examples/strategies/dow30_daily_initial_holdings.json b/examples/strategies/dow30_daily_initial_holdings.json index 6f5ef67e..8a5ed408 100644 --- 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 } } \ No newline at end of file diff --git a/examples/strategies/dow30_daily_target_weights.json b/examples/strategies/dow30_daily_target_weights.json index 425012e6..1745cd83 100644 --- 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 } } \ No newline at end of file