From 9d7cfd1ae97af16f4bf224876769da6b4bfa0f83 Mon Sep 17 00:00:00 2001 From: Enzo Busseti Date: Wed, 18 Dec 2024 17:01:33 +0000 Subject: [PATCH] [auto commit] ftse100_daily reconciliation & execution on 2024-12-18 --- .../ftse100_daily_initial_holdings.json | 311 +++++++++++++++++- .../ftse100_daily_target_weights.json | 103 ++++++ 2 files changed, 413 insertions(+), 1 deletion(-) diff --git a/examples/strategies/ftse100_daily_initial_holdings.json b/examples/strategies/ftse100_daily_initial_holdings.json index addd5ad3..fc9022d9 100644 --- a/examples/strategies/ftse100_daily_initial_holdings.json +++ b/examples/strategies/ftse100_daily_initial_holdings.json @@ -21695,11 +21695,320 @@ "TW.L": 10948.440792607498, "ULVR.L": 9549.004900766884, "UTG.L": 11116.418617523766, - "UU.L": 11317.195073704172, + "UU.L": 11291.046286565303, "VOD.L": 10903.65305337584, "VTY.L": 10775.048506807294, "WEIR.L": 11695.608353440066, "WPP.L": 11167.443091697698, "WTB.L": 12093.79167801315 + }, + "2024-12-16 08:00:00+00:00": { + "AAF.L": 21316.251446043778, + "AAL.L": 10605.475402517146, + "ABF.L": 10842.751143562355, + "ADM.L": 11013.121486177366, + "AHT.L": 21332.54182879689, + "ANTO.L": 21735.59860674431, + "AUTO.L": 10599.882711735625, + "AV.L": 10841.158650683046, + "AZN.L": 10731.854726937076, + "BA.L": 10874.234477798705, + "BARC.L": 10925.442683117813, + "BATS.L": 9723.496289486422, + "BEZ.L": 11075.825238443591, + "BKG.L": 11812.871163596934, + "BLND.L": 3390.2154312381826, + "BME.L": 10934.99185158515, + "BNZL.L": 10895.823785346327, + "BP.L": 394.3500061035168, + "BT-A.L": 0.0, + "BTRW.L": 10880.000305175785, + "CCH.L": 0.0, + "CNA.L": 10924.963945539224, + "CPG.L": 1.0300222908176138e-12, + "CRDA.L": 10500.029363834377, + "CTEC.L": 41.22067801130961, + "DCC.L": 21880.529804134538, + "DGE.L": 10755.409264509997, + "DPLM.L": 13294.251624628445, + "EDV.L": 4491.047034548125, + "ENT.L": 17827.207218290925, + "EXPN.L": 10835.732301027134, + "EZJ.L": 11017.787116510113, + "FCIT.L": 2.9623541714889683e-12, + "FRAS.L": 10967.996764135747, + "FRES.L": 10868.358784673357, + "GBPOUND": -6389.875786789619, + "GLEN.L": 4779.036558390363, + "GSK.L": 10964.395095211823, + "HIK.L": 9901.70799066087, + "HL.L": 11300.504208248394, + "HLMA.L": 11019.108267432473, + "HLN.L": 1152.9317663659076, + "HSBA.L": 11184.584047796188, + "HSX.L": 11503.799879611539, + "HWDN.L": 10925.252499503486, + "IAG.L": 10898.005415664502, + "ICG.L": 10931.918470215742, + "IHG.L": 20481.040516251443, + "III.L": 11050.773799868168, + "IMB.L": 10957.085307131163, + "IMI.L": 11243.609306014572, + "INF.L": 10711.039215834562, + "ITRK.L": 9888.134813696326, + "JD.L": 11217.981832880103, + "KGF.L": 10911.198498190124, + "LAND.L": 0.0, + "LGEN.L": 10949.579646454344, + "LLOY.L": 0.0, + "LMP.L": 0.0, + "LSEG.L": 34458.136995047054, + "MKS.L": 395.1262464232027, + "MNDI.L": 10621.4010430302, + "MNG.L": 10968.045949951877, + "MRO.L": 44367.26821378917, + "NG.L": 10730.29197708348, + "NWG.L": 10984.676517369146, + "NXT.L": 9999.119270442387, + "PHNX.L": 0.0, + "PRU.L": 10770.255310736164, + "PSH.L": 44116.80998076064, + "PSN.L": 11325.942571421374, + "PSON.L": 7731.399150335145, + "REL.L": 11336.025341573386, + "RIO.L": 11095.001640005801, + "RKT.L": 10217.808015737624, + "RMV.L": 19892.9685321959, + "RR.L": 10717.216496450703, + "RTO.L": 11403.035150361153, + "SBRY.L": 0.0, + "SDR.L": 10948.896534816353, + "SGE.L": 44105.76524617737, + "SGRO.L": 0.0, + "SHEL.L": 62.02115220442327, + "SMDS.L": 11205.205029784149, + "SMIN.L": 0.0, + "SMT.L": 10553.911818247601, + "SN.L": 6097.463768452735, + "SPX.L": 14122.223168327002, + "SSE.L": 10083.893903465498, + "STAN.L": 10475.212237880543, + "SVT.L": 10739.386100959282, + "TSCO.L": 19598.96880783521, + "TW.L": 10791.661605756575, + "ULVR.L": 9571.628000897917, + "UTG.L": 10989.412030793183, + "UU.L": 11296.276043993083, + "VOD.L": 10938.489198606798, + "VTY.L": 10533.816077550413, + "WEIR.L": 11561.767764888378, + "WPP.L": 11210.269146513834, + "WTB.L": 12003.478230315832 + }, + "2024-12-17 08:00:00+00:00": { + "AAF.L": 20753.022423452505, + "AAL.L": 10555.806102118464, + "ABF.L": 10674.606976392444, + "ADM.L": 10834.955863940477, + "AHT.L": 20971.5295824634, + "ANTO.L": 21418.243323153587, + "AUTO.L": 10560.912554707182, + "AV.L": 10640.692029520624, + "AZN.L": 10593.115920581227, + "BA.L": 10756.5283593879, + "BARC.L": 10921.390456876532, + "BATS.L": 9632.257048164165, + "BEZ.L": 11042.861472852985, + "BKG.L": 11848.831197580479, + "BLND.L": 3313.800628070914, + "BME.L": 10724.017642649966, + "BNZL.L": 10289.820102902919, + "BP.L": 379.3500061035168, + "BT-A.L": 0.0, + "BTRW.L": 10802.500152587889, + "CCH.L": 0.0, + "CNA.L": 10490.970195918546, + "CPG.L": 1.0211327926229403e-12, + "CRDA.L": 10133.322866843642, + "CTEC.L": 39.811424062205006, + "DCC.L": 21556.67367382359, + "DGE.L": 10651.75266018742, + "DPLM.L": 13191.756260629028, + "EDV.L": 4391.5808921722255, + "ENT.L": 18294.14149698994, + "EXPN.L": 10911.148032520914, + "EZJ.L": 10945.97329738787, + "FCIT.L": 2.9467628337442873e-12, + "FRAS.L": 10754.507776026048, + "FRES.L": 10712.979689933854, + "GBPOUND": -5846.858728953486, + "GLEN.L": 4676.537114778771, + "GSK.L": 10810.90186081045, + "HIK.L": 9814.806061987034, + "HL.L": 11310.805488292379, + "HLMA.L": 11148.364669396484, + "HLN.L": 1144.7506104051656, + "HSBA.L": 11168.455613621667, + "HSX.L": 10171.254348308652, + "HWDN.L": 10785.441224372724, + "IAG.L": 11017.353178583073, + "ICG.L": 10962.51152563612, + "IHG.L": 20505.810974444867, + "III.L": 11166.139020855817, + "IMB.L": 10843.996123915356, + "IMI.L": 11219.351249259415, + "INF.L": 10664.615569301433, + "ITRK.L": 9830.16417408504, + "JD.L": 11234.306405554002, + "KGF.L": 10759.30220946988, + "LAND.L": 0.0, + "LGEN.L": 10746.459606439905, + "LLOY.L": 0.0, + "LMP.L": 0.0, + "LSEG.L": 34942.60992292119, + "MKS.L": 396.5227986191364, + "MNDI.L": 10510.530468468298, + "MNG.L": 10855.256750148455, + "MRO.L": 43754.41315068203, + "NG.L": 10541.202184249547, + "NWG.L": 10976.561264867023, + "NXT.L": 9932.337053092728, + "PHNX.L": 0.0, + "PRU.L": 10497.169664460485, + "PSH.L": 43423.99280274459, + "PSN.L": 11100.41603674552, + "PSON.L": 7659.199313911781, + "REL.L": 11205.236747613717, + "RIO.L": 10914.9173953385, + "RKT.L": 10167.151665318761, + "RMV.L": 19963.5325461897, + "RR.L": 10964.105481753568, + "RTO.L": 10872.032328980818, + "SBRY.L": 0.0, + "SDR.L": 10838.370974674604, + "SGE.L": 43750.21013286846, + "SGRO.L": 0.0, + "SHEL.L": 60.27828562300627, + "SMDS.L": 10475.813827509603, + "SMIN.L": 0.0, + "SMT.L": 10412.758676645528, + "SN.L": 6019.102863026765, + "SPX.L": 14013.438536077989, + "SSE.L": 9823.155816965784, + "STAN.L": 10370.123831317915, + "SVT.L": 10656.6481494881, + "TSCO.L": 19562.058619618507, + "TW.L": 10889.131407496287, + "ULVR.L": 9618.930846626463, + "UTG.L": 10782.190757706456, + "UU.L": 11207.37016772091, + "VOD.L": 10686.888146703095, + "VTY.L": 11240.062563401794, + "WEIR.L": 11489.69975566824, + "WPP.L": 11013.774848763938, + "WTB.L": 11999.373073602324 + }, + "2024-12-18 08:00:00+00:00": { + "AAF.L": 21227.945960670222, + "AAL.L": 10516.934475719505, + "ABF.L": 10531.939198187674, + "ADM.L": 10839.099250504134, + "AHT.L": 21037.168172705835, + "ANTO.L": 21198.03761617227, + "AUTO.L": 10498.560462031655, + "AV.L": 10649.804022264283, + "AZN.L": 10693.089472219997, + "BA.L": 10616.186448975004, + "BARC.L": 10440.44315830278, + "BATS.L": 9606.188693500664, + "BEZ.L": 10976.933941671776, + "BKG.L": 11842.837858583223, + "BLND.L": 3339.8934321982288, + "BME.L": 10581.38767687871, + "BNZL.L": 10283.698853585296, + "BP.L": 380.79998779296994, + "BT-A.L": 0.0, + "BTRW.L": 10934.999847412115, + "CCH.L": 0.0, + "CNA.L": 10853.468951699817, + "CPG.L": 1.0346602898757042e-12, + "CRDA.L": 10353.346765038088, + "CTEC.L": 40.163737549481155, + "DCC.L": 21495.950649390255, + "DGE.L": 10531.510999173244, + "DPLM.L": 13131.464870041145, + "EDV.L": 4370.482013486429, + "ENT.L": 18034.718556885015, + "EXPN.L": 10899.08151548191, + "EZJ.L": 10961.091814023785, + "FCIT.L": 2.9311714959996107e-12, + "FRAS.L": 10870.147644585473, + "FRES.L": 10663.912607384544, + "GBPOUND": -6859.659576963865, + "GLEN.L": 4650.912253875872, + "GSK.L": 11097.146000640041, + "HIK.L": 9835.253574616172, + "HL.L": 11295.353568226405, + "HLMA.L": 11313.974434412887, + "HLN.L": 1175.0510510455313, + "HSBA.L": 10397.191657815012, + "HSX.L": 11204.481582657203, + "HWDN.L": 10672.260668314499, + "IAG.L": 10910.694852241013, + "ICG.L": 10850.336989094732, + "IHG.L": 20580.122349025078, + "III.L": 11081.133068549134, + "IMB.L": 10659.702640156267, + "IMI.L": 11237.544791825781, + "INF.L": 10553.714198649197, + "ITRK.L": 9846.727213973982, + "JD.L": 11203.117169382542, + "KGF.L": 10704.450736108725, + "LAND.L": 0.0, + "LGEN.L": 10708.669714216858, + "LLOY.L": 0.0, + "LMP.L": 0.0, + "LSEG.L": 34957.74970191725, + "MKS.L": 388.043694749293, + "MNDI.L": 10590.357282152874, + "MNG.L": 10703.954390284445, + "MRO.L": 44150.064938874195, + "NG.L": 10632.32992927785, + "NWG.L": 10396.232176210427, + "NXT.L": 9940.431867316935, + "PHNX.L": 0.0, + "PRU.L": 10680.337275242846, + "PSH.L": 43356.945979065626, + "PSN.L": 11240.242488244545, + "PSON.L": 7674.240946499982, + "REL.L": 11299.526199073007, + "RIO.L": 10901.326131590014, + "RKT.L": 10217.808015737624, + "RMV.L": 19170.927052544994, + "RR.L": 10866.84604613936, + "RTO.L": 10861.321130522754, + "SBRY.L": 0.0, + "SDR.L": 10817.64835444166, + "SGE.L": 44376.664380127026, + "SGRO.L": 0.0, + "SHEL.L": 60.30318371702651, + "SMDS.L": 11024.313827509603, + "SMIN.L": 0.0, + "SMT.L": 10347.611072829177, + "SN.L": 6025.22481460152, + "SPX.L": 13954.101463942165, + "SSE.L": 11429.028464105331, + "STAN.L": 10471.00908646328, + "SVT.L": 10635.963661620306, + "TSCO.L": 19310.032206031636, + "TW.L": 10887.471219585226, + "ULVR.L": 9577.797937297299, + "UTG.L": 10895.82823004434, + "UU.L": 11233.518954859785, + "VOD.L": 10795.978244515738, + "VTY.L": 10533.816077550415, + "WEIR.L": 11499.995185556836, + "WPP.L": 10819.799097590314, + "WTB.L": 12024.004013883405 } } \ No newline at end of file diff --git a/examples/strategies/ftse100_daily_target_weights.json b/examples/strategies/ftse100_daily_target_weights.json index e2d9cb0d..9a765b28 100644 --- a/examples/strategies/ftse100_daily_target_weights.json +++ b/examples/strategies/ftse100_daily_target_weights.json @@ -19362,5 +19362,108 @@ "WEIR.L": 0.01000000255170074, "WPP.L": 0.009999996280144231, "WTB.L": 0.009999987286410283 + }, + "2024-12-18 08:00:00+00:00": { + "AAF.L": 0.019723636436359313, + "AAL.L": 0.010000000443838733, + "ABF.L": 0.009999784916439516, + "ADM.L": 0.01000002697354598, + "AHT.L": 0.018934124902201813, + "ANTO.L": 0.019906029062833976, + "AUTO.L": 0.010000001834624362, + "AV.L": 0.010000000895630603, + "AZN.L": 0.010000007622755134, + "BA.L": 0.010000001897890886, + "BARC.L": 0.009999999254838314, + "BATS.L": 0.010000002648515714, + "BEZ.L": 0.010000042551689932, + "BKG.L": 0.010000001396355438, + "BLND.L": 0.0031032036058309723, + "BME.L": 0.009999911535802304, + "BNZL.L": 0.00999999468203716, + "BP.L": 0.0003538894544185488, + "BT-A.L": 1.701934923101759e-08, + "BTRW.L": 0.01000000220161702, + "CCH.L": 2.905564656939581e-08, + "CNA.L": 0.009999996604588796, + "CPG.L": 1.7767465895517188e-07, + "CRDA.L": 0.009999994603743423, + "CTEC.L": 1.0431938632649967e-07, + "DCC.L": 0.0202153528301099, + "DGE.L": 0.009828943804130907, + "DPLM.L": 0.010584129751422278, + "EDV.L": 0.0036822869301989217, + "ENT.L": 0.01669805891855873, + "EXPN.L": 0.010000000399258724, + "EZJ.L": 0.009999994200385953, + "FCIT.L": 1.3274343666624975e-08, + "FRAS.L": 0.01000000060897004, + "FRES.L": 0.009999999266916006, + "GBPOUND": 2.0499427520921654e-08, + "GLEN.L": 0.004294819972878855, + "GSK.L": 0.009999994939941755, + "HIK.L": 0.010000001148781587, + "HL.L": 0.010000006041879693, + "HLMA.L": 0.010000005002861901, + "HLN.L": 0.0022425838526618693, + "HSBA.L": 0.010000000153674676, + "HSX.L": 0.010000006718837044, + "HWDN.L": 0.009999999640987444, + "IAG.L": 0.009999998384098223, + "ICG.L": 0.010000007088158552, + "IHG.L": 0.01912192145857373, + "III.L": 0.010000002033749927, + "IMB.L": 0.010000012713818944, + "IMI.L": 0.009999997575113316, + "INF.L": 0.009999938525621461, + "ITRK.L": 0.009999998095293143, + "JD.L": 0.010409159010894942, + "KGF.L": 0.009999991255075794, + "LAND.L": 1.0688180045999501e-08, + "LGEN.L": 0.009999998886475799, + "LLOY.L": 2.094983054494377e-08, + "LMP.L": 4.041460354299003e-08, + "LSEG.L": 0.03035022999557012, + "MKS.L": 0.0002888540490764464, + "MNDI.L": 0.009999993855191727, + "MNG.L": 0.009999997626656912, + "MRO.L": 0.040834508176372124, + "NG.L": 0.009999987626161475, + "NWG.L": 0.00999999580704523, + "NXT.L": 0.010000006706257855, + "PHNX.L": 2.087095446157681e-08, + "PRU.L": 0.009999998565477184, + "PSH.L": 0.040153859835527446, + "PSN.L": 0.01000000049317082, + "PSON.L": 0.007130322174425354, + "REL.L": 0.009999996885440078, + "RIO.L": 0.010000002386395283, + "RKT.L": 0.009999994239017726, + "RMV.L": 0.017814670176126812, + "RR.L": 0.009999999631429732, + "RTO.L": 0.010000000550454366, + "SBRY.L": 2.971815157755441e-08, + "SDR.L": 0.009999996737012858, + "SGE.L": 0.04078595097842418, + "SGRO.L": 2.553642993044149e-08, + "SHEL.L": 1.4217776084798575e-07, + "SMDS.L": 0.009999999277711336, + "SMIN.L": 7.609863487859848e-08, + "SMT.L": 0.009999990414430707, + "SN.L": 0.005597707089341981, + "SPX.L": 0.009999998238625414, + "SSE.L": 0.009999998441011983, + "STAN.L": 0.009999998477212552, + "SVT.L": 0.010000001556851514, + "TSCO.L": 0.017945378489972023, + "TW.L": 0.0099999986595454, + "ULVR.L": 0.009999969790416268, + "UTG.L": 0.01000000770007501, + "UU.L": 0.00999999738016231, + "VOD.L": 0.010000009277209197, + "VTY.L": 0.009999995308011416, + "WEIR.L": 0.010000001403852671, + "WPP.L": 0.009999997602492207, + "WTB.L": 0.009999993365598129 } } \ No newline at end of file