From f067e9a19f23bac5c11127f8ed0ad07498aca1c5 Mon Sep 17 00:00:00 2001 From: Enzo Busseti Date: Fri, 22 Nov 2024 12:31:43 +0400 Subject: [PATCH] [auto commit] ftse100_daily reconciliation & execution on 2024-11-22 --- .../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 4afdbaf9..96a4bb15 100644 --- a/examples/strategies/ftse100_daily_initial_holdings.json +++ b/examples/strategies/ftse100_daily_initial_holdings.json @@ -20053,5 +20053,108 @@ "WEIR.L": 10841.087672686972, "WPP.L": 10258.026366976483, "WTB.L": 11843.377118488781 + }, + "2024-11-22 08:00:00+00:00": { + "AAF.L": 19459.194978274143, + "AAL.L": 10193.004255728141, + "ABF.L": 10913.343922636484, + "ADM.L": 10114.006601865663, + "AHT.L": 25763.14667016238, + "ANTO.L": 21988.18750592877, 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