[auto commit] ftse100_daily reconciliation & execution on 2025-01-15

cvxgrp · Jan 15, 2025 · de4516b · de4516b
1 parent 3862c29
commit de4516b
Show file tree

Hide file tree

Showing 2 changed files with 206 additions and 0 deletions.
diff --git a/examples/strategies/ftse100_daily_initial_holdings.json b/examples/strategies/ftse100_daily_initial_holdings.json
@@ -23555,5 +23555,108 @@
         "WEIR.L": 11345.563737227958,
         "WPP.L": 10561.52633401367,
         "WTB.L": 11707.906946942801
+    },
+    "2025-01-14 08:00:00+00:00": {
+        "AAF.L": 21472.743801148692,
+        "AAL.L": 10646.763608092906,
+        "ABF.L": 9979.292382736649,
+        "ADM.L": 10495.024152891738,
+        "AHT.L": 20220.486326221086,
+        "ALW.L": 0.0,
+        "ANTO.L": 21967.04875756469,
+        "AUTO.L": 10796.284565473168,
+        "AV.L": 10727.257003386101,
+        "AZN.L": 11050.297861865505,
+        "BA.L": 10683.598021453696,
+        "BARC.L": 10703.381010493575,
+        "BATS.L": 9483.630587084097,
+        "BEZ.L": 10291.868263533355,
+        "BKG.L": 10698.201751375867,
+        "BLND.L": 3175.3387310447943,
+        "BNZL.L": 10124.479634508718,
+        "BP.L": 2510.9550098274344,
+        "BT-A.L": 0.0,
+        "BTRW.L": 11158.589584768048,
+        "CCH.L": 0.0,
+        "CNA.L": 10727.27950425578,
+        "CPG.L": 1.0311757085301676e-12,
+        "CRDA.L": 9813.708379402362,
+        "CTEC.L": 40.12535893397481,
+        "DCC.L": 20565.80571698555,
+        "DGE.L": 9831.720295827681,
+        "DPLM.L": 12322.140788506314,
+        "EDV.L": 4431.954310409337,
+        "ENT.L": 11861.623752139612,
+        "EXPN.L": 10523.470979380261,
+        "EZJ.L": 10390.980848882953,
+        "FCIT.L": 2.951154363129468e-12,
+        "FRES.L": 10626.71949912964,
+        "GAW.L": 26762.44243953147,
+        "GBPOUND": -9951.013118989938,
+        "GLEN.L": 3196.296741048248,
+        "GSK.L": 11043.0725225147,
+        "HIK.L": 10233.841981129275,
+        "HL.L": 10249.976754855781,
+        "HLMA.L": 10774.922063116359,
+        "HLN.L": 12.328633926190141,
+        "HSBA.L": 10245.505741996332,
+        "HSX.L": 10384.791445128209,
+        "HWDN.L": 10707.888933124455,
+        "IAG.L": 10371.032899659565,
+        "ICG.L": 10626.076849312582,
+        "IHG.L": 20697.35934114084,
+        "III.L": 10835.222992233383,
+        "IMB.L": 10659.85940229024,
+        "IMI.L": 11055.523391588018,
+        "INF.L": 10298.378697876231,
+        "ITRK.L": 10000.382935232765,
+        "JD.L": 9719.460318331066,
+        "KGF.L": 10330.648386994872,
+        "LAND.L": 0.0,
+        "LGEN.L": 10691.547831703887,
+        "LLOY.L": 0.0,
+        "LMP.L": 0.0,
+        "LSEG.L": 35184.846386858226,
+        "MKS.L": 335.1739882667418,
+        "MNDI.L": 10342.007195134209,
+        "MNG.L": 10941.953418494097,
+        "MRO.L": 43322.24702657896,
+        "NG.L": 10434.126805741467,
+        "NWG.L": 10737.22986605003,
+        "NXT.L": 9491.16967787386,
+        "PHNX.L": 0.0,
+        "PRU.L": 10594.49112379842,
+        "PSH.L": 45278.954924529346,
+        "PSN.L": 11338.83095942913,
+        "PSON.L": 7671.232619982338,
+        "REL.L": 11448.564364282858,
+        "RIO.L": 11178.814433121395,
+        "RKT.L": 10333.895485447505,
+        "RMV.L": 18393.49848822585,
+        "RR.L": 10657.364448258664,
+        "RTO.L": 10766.909851104954,
+        "SBRY.L": 0.0,
+        "SDR.L": 10658.768257006586,
+        "SGE.L": 42370.05202885085,
+        "SGRO.L": 0.0,
+        "SHEL.L": 2691.3823948971553,
+        "SMDS.L": 10752.749653396373,
+        "SMIN.L": 0.0,
+        "SMT.L": 10708.094613156094,
+        "SN.L": 6055.8345724752735,
+        "SPX.L": 12876.144653474617,
+        "SSE.L": 11053.149783856486,
+        "STAN.L": 10824.105875950203,
+        "STJ.L": 10536.500000000004,
+        "SVT.L": 9771.352068746468,
+        "TSCO.L": 13229.397523235337,
+        "TW.L": 10705.514497530963,
+        "ULVR.L": 9263.131180929147,
+        "UTG.L": 10488.070241067218,
+        "UU.L": 10897.998627627238,
+        "VOD.L": 10730.307614342546,
+        "WEIR.L": 11345.563737227958,
+        "WPP.L": 10555.688545316209,
+        "WTB.L": 11802.325551353633
     }
 }
diff --git a/examples/strategies/ftse100_daily_target_weights.json b/examples/strategies/ftse100_daily_target_weights.json
@@ -20392,5 +20392,108 @@
         "WEIR.L": 0.01000000188675613,
         "WPP.L": 0.009999994945752476,
         "WTB.L": 0.009999989658675004
+    },
+    "2025-01-14 08:00:00+00:00": {
+        "AAF.L": 0.02041069790750512,
+        "AAL.L": 0.010000001239127284,
+        "ABF.L": 0.009999820827800024,
+        "ADM.L": 0.010000021217498184,
+        "AHT.L": 0.018257895953635406,
+        "ALW.L": 3.85767780693412e-08,
+        "ANTO.L": 0.020930841178229388,
+        "AUTO.L": 0.01000000347665581,
+        "AV.L": 0.010000007087184438,
+        "AZN.L": 0.010000014300233399,
+        "BA.L": 0.010000004195346647,
+        "BARC.L": 0.01000000132966764,
+        "BATS.L": 0.010000004158581873,
+        "BEZ.L": 0.01000001128962511,
+        "BKG.L": 0.010000000269488447,
+        "BLND.L": 0.003018428275746868,
+        "BNZL.L": 0.00999999394575266,
+        "BP.L": 0.002405219296913909,
+        "BT-A.L": 2.726728664470846e-08,
+        "BTRW.L": 0.01000000345567253,
+        "CCH.L": 5.80706574536573e-08,
+        "CNA.L": 0.009999996660697844,
+        "CPG.L": 0.00019024572762246179,
+        "CRDA.L": 0.009999992495913188,
+        "CTEC.L": 3.176298961585317e-07,
+        "DCC.L": 0.01983719116793174,
+        "DGE.L": 0.009933104208065334,
+        "DPLM.L": 0.010000116060983465,
+        "EDV.L": 0.004129646128193845,
+        "ENT.L": 0.011168967157369114,
+        "EXPN.L": 0.009999999763996664,
+        "EZJ.L": 0.009999981674696824,
+        "FCIT.L": 2.195471660750831e-08,
+        "FRES.L": 0.010000000475624724,
+        "GAW.L": 0.026281629329413133,
+        "GBPOUND": 4.453357991748841e-08,
+        "GLEN.L": 0.003038080362577302,
+        "GSK.L": 0.00999999477708129,
+        "HIK.L": 0.010000003720713361,
+        "HL.L": 0.010000004530258752,
+        "HLMA.L": 0.01000000575864198,
+        "HLN.L": 7.847911749302625e-08,
+        "HSBA.L": 0.010000001571835936,
+        "HSX.L": 0.01000000376840771,
+        "HWDN.L": 0.010000000366794926,
+        "IAG.L": 0.009999996108178689,
+        "ICG.L": 0.010000010545001962,
+        "IHG.L": 0.01967149040631662,
+        "III.L": 0.010000003222270447,
+        "IMB.L": 0.010000026901070267,
+        "IMI.L": 0.009999996835155713,
+        "INF.L": 0.009999961279675939,
+        "ITRK.L": 0.009999998523245898,
+        "JD.L": 0.010000001423659418,
+        "KGF.L": 0.009999985839715978,
+        "LAND.L": 1.720308728011784e-08,
+        "LGEN.L": 0.010000001682751494,
+        "LLOY.L": 3.8284663929068734e-08,
+        "LMP.L": 5.323132597067396e-08,
+        "LSEG.L": 0.030655856406448072,
+        "MKS.L": 0.0003184587440310055,
+        "MNDI.L": 0.009999991592335052,
+        "MNG.L": 0.009999999688613601,
+        "MRO.L": 0.041158023336219984,
+        "NG.L": 0.009999986960605967,
+        "NWG.L": 0.009999997114429665,
+        "NXT.L": 0.010000009246864155,
+        "PHNX.L": 2.8894108410566778e-08,
+        "PRU.L": 0.009999999378354324,
+        "PSH.L": 0.04284154610926822,
+        "PSN.L": 0.010000001020603142,
+        "PSON.L": 0.0074156359850069175,
+        "REL.L": 0.009999996975283464,
+        "RIO.L": 0.010000003695821129,
+        "RKT.L": 0.009999994229954241,
+        "RMV.L": 0.017483682781918565,
+        "RR.L": 0.009999999662819573,
+        "RTO.L": 0.010000000957223521,
+        "SBRY.L": 5.0035053624365374e-08,
+        "SDR.L": 0.009999996296867803,
+        "SGE.L": 0.040155003813159854,
+        "SGRO.L": 4.907656099129929e-08,
+        "SHEL.L": 0.002557795868327272,
+        "SMDS.L": 0.00999999950085623,
+        "SMIN.L": 2.1598713650386512e-07,
+        "SMT.L": 0.009999995626511287,
+        "SN.L": 0.00575715965317501,
+        "SPX.L": 0.009999996709205674,
+        "SSE.L": 0.00999999819638717,
+        "STAN.L": 0.00999999973608982,
+        "STJ.L": 0.010000000065979937,
+        "SVT.L": 0.010000001416877194,
+        "TSCO.L": 0.012382448582902869,
+        "TW.L": 0.009999998340078559,
+        "ULVR.L": 0.009999967361905249,
+        "UTG.L": 0.010000006171364753,
+        "UU.L": 0.009999996074210175,
+        "VOD.L": 0.010000016109642322,
+        "WEIR.L": 0.01000000185103577,
+        "WPP.L": 0.009999995845569373,
+        "WTB.L": 0.00999999179155717
     }
 }