Skip to content

Commit

Permalink
[auto commit] ftse100_daily reconciliation & execution on 2024-05-15
Browse files Browse the repository at this point in the history
  • Loading branch information
enzbus committed May 15, 2024
1 parent db324fe commit 61a1063
Show file tree
Hide file tree
Showing 2 changed files with 331 additions and 26 deletions.
254 changes: 228 additions & 26 deletions examples/strategies/ftse100_daily_initial_holdings.json
Original file line number Diff line number Diff line change
Expand Up @@ -5965,77 +5965,77 @@
},
"2024-05-13 07:00:00+00:00": {
"AAF.L": 19310.39950561523,
"AAL.L": 11324.038876017266,
"AAL.L": 11383.606648084105,
"ABF.L": 10791.999999999996,
"ADM.L": 11066.2458634362,
"AHT.L": 17886.000000000007,
"AHT.L": 17712.000000000004,
"ANTO.L": 22794.115150689435,
"AUTO.L": 10474.800170898445,
"AV.L": 26872.67634625279,
"AZN.L": 12444.168988520965,
"AV.L": 27258.69879471567,
"AZN.L": 12519.329656587459,
"BA.L": 11164.471535142748,
"BARC.L": 10620.54192655059,
"BARC.L": 10685.468977160142,
"BATS.L": 9973.238726411973,
"BDEV.L": 10437.483168971316,
"BEZ.L": 10971.178556406709,
"BKG.L": 10464.928032510772,
"BKG.L": 10545.504956726447,
"BME.L": 10991.999511718752,
"BNZL.L": 9558.000000000004,
"BP.L": 1.51924340959627e-12,
"BRBY.L": 10651.499999999996,
"BP.L": 1.5070131699777033e-12,
"BRBY.L": 10575.0,
"BT-A.L": 0.0,
"CCH.L": 0.0,
"CNA.L": 10717.199523925778,
"CPG.L": 0.0,
"CRDA.L": 9858.562540641284,
"CTEC.L": 2112.404515036375,
"DCC.L": 23399.999999999945,
"DGE.L": 11446.129074072593,
"DGE.L": 11520.887551696716,
"DPLM.L": 13020.000000000011,
"ENT.L": 12623.230706755488,
"EXPN.L": 10365.0,
"EZJ.L": 9914.199768066399,
"EZJ.L": 9974.999999999995,
"FLTR.L": 32959.999999999956,
"FRAS.L": 10816.0,
"FRES.L": 10328.136649568125,
"GBPOUND": 56880.632543249514,
"GLEN.L": 9713.341248065928,
"GSK.L": 10820.228796353838,
"GLEN.L": 9629.16854518914,
"GSK.L": 10886.870743027916,
"HIK.L": 10201.125578116786,
"HLMA.L": 11669.999999999998,
"HLN.L": 0.0,
"HSBA.L": 10588.741242894299,
"HWDN.L": 10339.23777310754,
"IAG.L": 9365.200317382814,
"IAG.L": 9461.399841308597,
"ICG.L": 10920.000000000007,
"IHG.L": 16041.76563972622,
"IMB.L": 11136.000000000002,
"IMB.L": 11201.999999999998,
"IMI.L": 11339.960173920193,
"INF.L": 10185.599853515618,
"ITRK.L": 10000.0,
"JD.L": 10691.999999999995,
"KGF.L": 10701.00000000001,
"LAND.L": 0.0,
"LGEN.L": 10513.234973446659,
"LGEN.L": 10589.849771163459,
"LLOY.L": 0.0,
"LSEG.L": 27454.460259138443,
"LSEG.L": 27702.61565389697,
"MKS.L": 0.0,
"MNDI.L": 9831.547510200735,
"MNG.L": 10633.91321770531,
"MRO.L": 46979.67249907984,
"NG.L": 11099.99999999999,
"NWG.L": 10894.106398689111,
"NG.L": 11209.99999999999,
"NWG.L": 10812.731391350639,
"NXT.L": 9290.000000000015,
"OCDO.L": 10448.999633789062,
"PHNX.L": 0.0,
"PRU.L": 10641.145646014902,
"PSN.L": 11380.0,
"PSON.L": 15.760069427215953,
"REL.L": 10519.243401418822,
"RIO.L": 11493.483567740583,
"RKT.L": 9505.919767244954,
"RIO.L": 11564.328100246596,
"RKT.L": 9423.70640709581,
"RMV.L": 10999.761757385091,
"RR.L": 10655.000305175781,
"RR.L": 10557.499694824224,
"RS1.L": 4961.999999999999,
"RTO.L": 10745.123708824789,
"SBRY.L": 0.0,
Expand All @@ -6044,15 +6044,15 @@
"SGRO.L": 0.0,
"SHEL.L": 0.0,
"SKG.L": 11684.701160980328,
"SMDS.L": 10956.000366210934,
"SMDS.L": 10889.999999999998,
"SMIN.L": 0.0,
"SN.L": 1066.2059479078162,
"SN.L": 1079.6616456088495,
"SPX.L": 9381.889292507898,
"SSE.L": 10805.999999999985,
"SSE.L": 10904.999999999985,
"STAN.L": 11140.71523745461,
"STJ.L": 10843.288138854641,
"SVT.L": 10283.999999999995,
"TSCO.L": 6802.4002685546875,
"SVT.L": 10376.0,
"TSCO.L": 6842.0,
"TW.L": 10767.192063846293,
"ULVR.L": 8641.731969621247,
"UTG.L": 10866.247933884302,
Expand All @@ -6061,5 +6061,207 @@
"WEIR.L": 10680.524798590997,
"WPP.L": 10969.399841308597,
"WTB.L": 9212.999999999987
},
"2024-05-14 07:00:00+00:00": {
"AAF.L": 19587.999999999996,
"AAL.L": 11276.795470584939,
"ABF.L": 10748.0,
"ADM.L": 10840.896856762589,
"AHT.L": 17736.0,
"ANTO.L": 22824.439915856638,
"AUTO.L": 10416.0,
"AV.L": 30246.49013960179,
"AZN.L": 12517.298287180256,
"BA.L": 10900.775804843232,
"BARC.L": 10692.960999585133,
"BATS.L": 10079.86052200683,
"BDEV.L": 10938.368792059366,
"BEZ.L": 10938.550516090254,
"BKG.L": 10485.072263564683,
"BME.L": 10503.199768066412,
"BNZL.L": 9420.000000000016,
"BP.L": 1.5141723590562374e-12,
"BRBY.L": 10493.999999999998,
"BT-A.L": 0.0,
"CCH.L": 0.0,
"CNA.L": 10721.09976196289,
"CPG.L": 0.0,
"CRDA.L": 9751.206096290749,
"CTEC.L": 2112.404515036375,
"DCC.L": 23599.999999999927,
"DGE.L": 11425.924080120118,
"DPLM.L": 12155.999999999995,
"ENT.L": 13364.171640119645,
"EXPN.L": 10293.00000000001,
"EZJ.L": 10491.999511718748,
"FLTR.L": 31579.99999999994,
"FRAS.L": 10757.499999999998,
"FRES.L": 11079.772260394255,
"GBPOUND": 46337.862131373644,
"GLEN.L": 9662.634725974358,
"GSK.L": 10935.337613336325,
"HIK.L": 10318.96881683938,
"HLMA.L": 11520.000000000004,
"HLN.L": 0.0,
"HSBA.L": 10721.84654750334,
"HWDN.L": 10210.137627189255,
"IAG.L": 10276.750335693356,
"ICG.L": 10970.000000000002,
"IHG.L": 16021.505769001626,
"IMB.L": 11192.999999999998,
"IMI.L": 11303.575274966433,
"INF.L": 11029.20031738281,
"ITRK.L": 9831.999999999989,
"JD.L": 10841.599731445309,
"KGF.L": 10865.000000000004,
"LAND.L": 0.0,
"LGEN.L": 10449.389416927746,
"LLOY.L": 0.0,
"LSEG.L": 27527.091106384858,
"MKS.L": 0.0,
"MNDI.L": 11438.155492282,
"MNG.L": 10639.075626569513,
"MRO.L": 47261.92495332979,
"NG.L": 11119.99999999999,
"NWG.L": 10850.028571513083,
"NXT.L": 9248.000000000022,
"OCDO.L": 10546.200378417969,
"PHNX.L": 0.0,
"PRU.L": 10447.42935344854,
"PSN.L": 11300.000000000005,
"PSON.L": 15.494663472451322,
"REL.L": 10379.472980718272,
"RIO.L": 11468.479615091408,
"RKT.L": 9454.536417151736,
"RMV.L": 10854.070530173272,
"RR.L": 10465.00015258789,
"RS1.L": 4842.000000000002,
"RTO.L": 10558.032297384145,
"SBRY.L": 0.0,
"SDR.L": 10732.629013002255,
"SGE.L": 39434.99999999997,
"SGRO.L": 0.0,
"SHEL.L": 0.0,
"SKG.L": 11579.265959421595,
"SMDS.L": 10613.999999999998,
"SMIN.L": 0.0,
"SN.L": 1074.8560299755752,
"SPX.L": 9280.627670354555,
"SSE.L": 10829.999999999984,
"STAN.L": 10344.355725429567,
"STJ.L": 10874.678827482896,
"SVT.L": 10324.000000000002,
"TSCO.L": 8440.200164794927,
"TW.L": 10681.382159562585,
"ULVR.L": 8698.240259006905,
"UTG.L": 10804.18732782369,
"UU.L": 10909.999999999989,
"VOD.L": 10890.880187988276,
"WEIR.L": 10589.583717051431,
"WPP.L": 10979.799682617191,
"WTB.L": 9308.999999999982
},
"2024-05-15 07:00:00+00:00": {
"AAF.L": 20023.30025482176,
"AAL.L": 10954.307876981693,
"ABF.L": 10808.0,
"ADM.L": 10869.065482596796,
"AHT.L": 17778.0,
"ANTO.L": 23329.852668643558,
"AUTO.L": 10603.600341796873,
"AV.L": 30171.9141041035,
"AZN.L": 12509.172809551443,
"BA.L": 11091.448102136725,
"BARC.L": 10780.362593306842,
"BATS.L": 10194.683994185913,
"BDEV.L": 10560.526410778943,
"BEZ.L": 11093.533707593395,
"BKG.L": 10515.288610145572,
"BME.L": 10316.999999999998,
"BNZL.L": 9306.000000000013,
"BP.L": 1.5126808575384577e-12,
"BRBY.L": 10368.000000000004,
"BT-A.L": 0.0,
"CCH.L": 0.0,
"CNA.L": 10943.400238037104,
"CPG.L": 0.0,
"CRDA.L": 9793.74355537303,
"CTEC.L": 2151.644378004477,
"DCC.L": 23159.999999999945,
"DGE.L": 11401.67808737716,
"DPLM.L": 12395.999999999995,
"ENT.L": 13570.674427555916,
"EXPN.L": 10806.000000000005,
"EZJ.L": 9914.199768066399,
"FCIT.L": 0.0,
"FLTR.L": 32149.999999999964,
"FRAS.L": 10783.500000000004,
"FRES.L": 10590.869950302753,
"GBPOUND": 50449.14223626663,
"GLEN.L": 10030.763952563935,
"GSK.L": 10971.687766067638,
"HIK.L": 10318.96881683938,
"HLMA.L": 11714.999999999993,
"HLN.L": 0.0,
"HSBA.L": 10847.302132695808,
"HWDN.L": 10344.850822930071,
"IAG.L": 9696.349838256838,
"ICG.L": 11050.000000000002,
"IHG.L": 15932.362337813462,
"III.L": 0.0,
"IMB.L": 11382.000000000004,
"IMI.L": 11467.307320258333,
"INF.L": 10214.400146484368,
"ITRK.L": 9807.999999999987,
"JD.L": 10526.400131225584,
"KGF.L": 10844.000244140634,
"LAND.L": 0.0,
"LGEN.L": 10803.798677792596,
"LLOY.L": 0.0,
"LSEG.L": 27723.740543875716,
"MKS.L": 0.0,
"MNDI.L": 11601.195402688294,
"MNG.L": 10690.696564519538,
"MRO.L": 47464.12836402234,
"NG.L": 11234.999999999989,
"NWG.L": 10760.372946514935,
"NXT.L": 9240.00000000001,
"OCDO.L": 11302.600189208979,
"PHNX.L": 0.0,
"PRU.L": 10524.385107625705,
"PSH.L": 0.0,
"PSN.L": 11387.999999999998,
"PSON.L": 15.500983052135052,
"REL.L": 10525.320376231883,
"RIO.L": 11678.92954988869,
"RKT.L": 9444.259747133088,
"RMV.L": 11121.17193676042,
"RR.L": 10609.974670410154,
"RS1.L": 4935.000000000001,
"RTO.L": 10598.484682130382,
"SBRY.L": 0.0,
"SDR.L": 10988.444292466334,
"SGE.L": 39550.49999999999,
"SGRO.L": 0.0,
"SHEL.L": 0.0,
"SKG.L": 11622.680454181076,
"SMDS.L": 10753.199645996094,
"SMIN.L": 0.0,
"SMT.L": 0.0,
"SN.L": 1094.0784925086712,
"SPX.L": 9655.295672321941,
"SSE.L": 11027.999999999984,
"STAN.L": 10578.902774002161,
"STJ.L": 11278.275155100817,
"SVT.L": 10547.999999999998,
"TSCO.L": 8469.900329589846,
"TW.L": 10744.806821921817,
"ULVR.L": 8716.403637738007,
"UTG.L": 10775.97796143251,
"UU.L": 11139.999999999995,
"VOD.L": 10947.499999999996,
"WEIR.L": 10640.106540128969,
"WPP.L": 11078.600158691399,
"WTB.L": 9329.999999999989
}
}
Loading

0 comments on commit 61a1063

Please sign in to comment.