Skip to content

Commit

Permalink
[auto commit] dow30_daily reconciliation & execution on 2025-01-02
Browse files Browse the repository at this point in the history
  • Loading branch information
@enzbus
enzbus committed Jan 2, 2025
1 parent a6ac52a commit cbb1c90
Show file tree
Hide file tree
Showing 2 changed files with 304 additions and 7 deletions.
278 changes: 271 additions & 7 deletions examples/strategies/dow30_daily_initial_holdings.json
View file
Original file line number Diff line number Diff line change
Expand Up @@ -8151,14 +8151,14 @@
"WMT": 0.0005298936316334396
},
"2024-12-18 14:30:00+00:00": {
"AAPL": 113142.04886861259,
"AMGN": -37.63468357240505,
"AAPL": 113115.13487815362,
"AMGN": -37.65172114241629,
"AMZN": 171369.5092690411,
"AXP": 0.0,
"BA": 0.0,
"CAT": 0.0,
"CRM": 64050.77389102965,
"CSCO": 6517.635443267563,
"CRM": 64123.854639770965,
"CSCO": 6526.5284655650785,
"CVX": 0.0,
"DIS": 0.0,
"GS": 0.0,
Expand All @@ -8171,16 +8171,280 @@
"MCD": 1.4072312759808383e-12,
"MMM": 0.0,
"MRK": 0.0,
"MSFT": 104999.79154886592,
"MSFT": 104981.18593626474,
"NKE": 1.0807396412866548e-12,
"NVDA": 586752.1885986326,
"NVDA": 586708.3826751709,
"PG": 0.0,
"SHW": 0.0,
"TRV": 0.0,
"UNH": 71752.55326146493,
"USDOLLAR": -420.1308235662459,
"USDOLLAR": -420.13021028388255,
"V": 49.10195481766615,
"VZ": 0.0,
"WMT": 0.0005310075386115723
},
"2024-12-19 14:30:00+00:00": {
"AAPL": 111024.72825094512,
"AMGN": -36.63226609490208,
"AMZN": 167242.7903334128,
"AXP": 0.0,
"BA": 0.0,
"CAT": 0.0,
"CRM": 60100.02437668458,
"CSCO": 5691.110000445922,
"CVX": 0.0,
"DIS": 0.0,
"GS": 0.0,
"HD": 75502.9246615733,
"HON": 0.0,
"IBM": 0.0,
"JNJ": 0.0,
"JPM": 0.0,
"KO": 0.0,
"MCD": 1.3874837491421073e-12,
"MMM": 0.0,
"MRK": 0.0,
"MSFT": 103166.49385001032,
"NKE": 1.066326071550832e-12,
"NVDA": 577504.0559234619,
"PG": 0.0,
"SHW": 0.0,
"TRV": 0.0,
"UNH": 74973.2279742174,
"USDOLLAR": -90.67311426045963,
"V": 48.07366377226007,
"VZ": 0.0,
"WMT": 0.0005262177046113404
},
"2024-12-20 14:30:00+00:00": {
"AAPL": 111515.00100322206,
"AMGN": -38.19410689739791,
"AMZN": 164791.77936614258,
"AXP": 0.0,
"BA": 0.0,
"CAT": 0.0,
"CRM": 59855.047785866824,
"CSCO": 5708.959827031804,
"CVX": 0.0,
"DIS": 0.0,
"GS": 0.0,
"HD": 74094.89668815197,
"HON": 0.0,
"IBM": 0.0,
"JNJ": 0.0,
"JPM": 0.0,
"KO": 0.0,
"MCD": 1.380996538315195e-12,
"MMM": 0.0,
"MRK": 0.0,
"MSFT": 101611.58726035172,
"NKE": 1.0527440193472156e-12,
"NVDA": 567918.7393188477,
"PG": 0.0,
"SHW": 0.0,
"TRV": 0.0,
"UNH": 70411.02341841838,
"USDOLLAR": -230.89142318008126,
"V": 48.34191626941613,
"VZ": 0.0,
"WMT": 0.000518030356594301
},
"2024-12-23 14:30:00+00:00": {
"AAPL": 112247.78134296014,
"AMGN": -37.35781006055903,
"AMZN": 169567.24334240693,
"AXP": 0.0,
"BA": 0.0,
"CAT": 0.0,
"CRM": 62250.25916914416,
"CSCO": 5648.232660750157,
"CVX": 0.0,
"DIS": 0.0,
"GS": 0.0,
"HD": 76762.19564410808,
"HON": 0.0,
"IBM": 0.0,
"JNJ": 0.0,
"JPM": 0.0,
"KO": 0.0,
"MCD": 1.3940663066108154e-12,
"MMM": 0.0,
"MRK": 0.0,
"MSFT": 102463.21980261692,
"NKE": 1.057871957516002e-12,
"NVDA": 595271.0346679685,
"PG": 0.0,
"SHW": 0.0,
"TRV": 0.0,
"UNH": 72562.3679699815,
"USDOLLAR": -159.1781087561149,
"V": 48.662580026693156,
"VZ": 0.0,
"WMT": 0.0005096202186830696
},
"2024-12-24 14:30:00+00:00": {
"AAPL": 113586.9629303951,
"AMGN": -37.26836281799996,
"AMZN": 173064.15486912872,
"AXP": 0.0,
"BA": 0.0,
"CAT": 0.0,
"CRM": 62729.67317754988,
"CSCO": 5889.733389081409,
"CVX": 0.0,
"DIS": 0.0,
"GS": 0.0,
"HD": 78140.7461460378,
"HON": 0.0,
"IBM": 0.0,
"JNJ": 0.0,
"JPM": 0.0,
"KO": 0.0,
"MCD": 1.3893917009497663e-12,
"MMM": 0.0,
"MRK": 0.0,
"MSFT": 104580.78739675015,
"NKE": 1.063692791715885e-12,
"NVDA": 603119.9999999995,
"PG": 0.0,
"SHW": 0.0,
"TRV": 0.0,
"UNH": 73594.21796539055,
"USDOLLAR": 161.66720129871263,
"V": 49.05108202092571,
"VZ": 0.0,
"WMT": 0.0005033265635202484
},
"2024-12-26 14:30:00+00:00": {
"AAPL": 116078.29043948377,
"AMGN": -37.23002395242023,
"AMZN": 175396.30700701335,
"AXP": 0.0,
"BA": 0.0,
"CAT": 0.0,
"CRM": 63763.25852804737,
"CSCO": 5971.869097317928,
"CVX": 0.0,
"DIS": 0.0,
"GS": 0.0,
"HD": 79003.49925642175,
"HON": 0.0,
"IBM": 0.0,
"JNJ": 0.0,
"JPM": 0.0,
"KO": 0.0,
"MCD": 1.3975960247333546e-12,
"MMM": 0.0,
"MRK": 0.0,
"MSFT": 107842.0843242066,
"NKE": 1.0616138921481486e-12,
"NVDA": 594702.8870086666,
"PG": 0.0,
"SHW": 0.0,
"TRV": 0.0,
"UNH": 74282.24855716553,
"USDOLLAR": 741.1194798911563,
"V": 49.29774427816299,
"VZ": 0.0,
"WMT": 0.0005154126284535792
},
"2024-12-27 14:30:00+00:00": {
"AAPL": 115142.94283142363,
"AMGN": -37.072422096761805,
"AMZN": 172493.47539226402,
"AXP": 0.0,
"BA": 0.0,
"CAT": 0.0,
"CRM": 62925.728142966924,
"CSCO": 5907.2908972869645,
"CVX": 0.0,
"DIS": 0.0,
"GS": 0.0,
"HD": 79319.16086150768,
"HON": 0.0,
"IBM": 0.0,
"JNJ": 0.0,
"JPM": 0.0,
"KO": 0.0,
"MCD": 1.3992177910482338e-12,
"MMM": 0.0,
"MRK": 0.0,
"MSFT": 105872.5598921749,
"NKE": 1.0605051316137257e-12,
"NVDA": 592578.3630523677,
"PG": 0.0,
"SHW": 0.0,
"TRV": 0.0,
"UNH": 74836.08130959512,
"USDOLLAR": -47.77249317320438,
"V": 49.22066114658112,
"VZ": 0.0,
"WMT": 0.0005131290639077318
},
"2024-12-30 14:30:00+00:00": {
"AAPL": 111885.38227343126,
"AMGN": -37.03408323118208,
"AMZN": 169137.83195269955,
"AXP": 0.0,
"BA": 0.0,
"CAT": 0.0,
"CRM": 61987.18607098537,
"CSCO": 5800.6014856675165,
"CVX": 0.0,
"DIS": 0.0,
"GS": 0.0,
"HD": 78212.43884797649,
"HON": 0.0,
"IBM": 0.0,
"JNJ": 0.0,
"JPM": 0.0,
"KO": 0.0,
"MCD": 1.3902980035326987e-12,
"MMM": 0.0,
"MRK": 0.0,
"MSFT": 104218.19523843566,
"NKE": 1.0477547026795376e-12,
"NVDA": 577207.237838745,
"PG": 0.0,
"SHW": 0.0,
"TRV": 0.0,
"UNH": 73446.28174992146,
"USDOLLAR": 356.76980416854104,
"V": 48.51303856323306,
"VZ": 0.0,
"WMT": 0.0005053316300751487
},
"2024-12-31 14:30:00+00:00": {
"AAPL": 111978.53805132856,
"AMGN": -37.02272629552605,
"AMZN": 171820.39703850058,
"AXP": 0.0,
"BA": 0.0,
"CAT": 0.0,
"CRM": 62171.392777578185,
"CSCO": 5754.143108865501,
"CVX": 0.0,
"DIS": 0.0,
"GS": 0.0,
"HD": 76938.26929275188,
"HON": 0.0,
"IBM": 0.0,
"JNJ": 0.0,
"JPM": 0.0,
"KO": 0.0,
"MCD": 1.383667699959397e-12,
"MMM": 0.0,
"MRK": 0.0,
"MSFT": 104227.98169661009,
"NKE": 1.0380533123463994e-12,
"NVDA": 593805.0547485349,
"PG": 0.0,
"SHW": 0.0,
"TRV": 0.0,
"UNH": 72788.3968957393,
"USDOLLAR": -337.19052784895337,
"V": 48.73503835857136,
"VZ": 0.0,
"WMT": 0.0005044404704983809
}
}
33 changes: 33 additions & 0 deletions examples/strategies/dow30_daily_target_weights.json
View file
Original file line number Diff line number Diff line change
Expand Up @@ -8017,5 +8017,38 @@
"V": 6.312873233866147e-08,
"VZ": 4.9058629336431225e-09,
"WMT": 3.5684339024204035e-08
},
"2024-12-31 14:30:00+00:00": {
"AAPL": 0.09338129806119795,
"AMGN": 4.8412402244315774e-08,
"AMZN": 0.14328501186042855,
"AXP": 3.7219140940692073e-09,
"BA": 4.3587776781669935e-09,
"CAT": 2.980894423140289e-09,
"CRM": 0.05045786842053493,
"CSCO": 0.004490215109648287,
"CVX": 3.3062553627966262e-09,
"DIS": 3.961763566279821e-09,
"GS": 3.4554506420127013e-09,
"HD": 0.06416229972624328,
"HON": 2.50988379592525e-09,
"IBM": 1.9812051008529524e-09,
"JNJ": 5.484339860019019e-09,
"JPM": 4.886167100934641e-09,
"KO": 4.551688570829686e-09,
"MCD": 8.773662526530613e-09,
"MMM": 2.5024299999160097e-09,
"MRK": 5.070485079007465e-09,
"MSFT": 0.0869706240179029,
"NKE": 7.608224240834758e-09,
"NVDA": 0.4942993045939806,
"PG": 3.8508532345937756e-09,
"SHW": 1.2687144967077975e-08,
"TRV": 2.9871782462147523e-09,
"UNH": 0.06295318352613535,
"USDOLLAR": 2.4249831637093017e-09,
"V": 3.631522329218892e-08,
"VZ": 2.712765145292999e-09,
"WMT": 2.0140235817417922e-08
}
}

0 comments on commit cbb1c90

Please sign in to comment.