[auto commit] ndx100_daily reconciliation & execution on 2024-12-06

Author: enzbus

examples/strategies/ndx100_daily_initial_holdings.json

@@ -24646,20 +24646,20 @@
         "ZS": 12705.87447418283
     },
     "2024-12-05 14:30:00+00:00": {
-        "AAPL": 7055.200640425098,
+        "AAPL": 7053.466181058075,
         "ABNB": 0.0,
         "ADBE": 20507.43990700813,
         "ADI": 1955.924318592456,
         "ADP": 3956.924188907391,
-        "ADSK": 4039.8334952828095,
+        "ADSK": 4025.9933224930487,
         "AEP": 0.0,
-        "AMAT": 5445.696951093953,
-        "AMD": -1.7511586121451902e-11,
+        "AMAT": 5445.388199186826,
+        "AMD": -1.751036622535739e-11,
         "AMGN": 24355.803375556425,
-        "AMZN": 21698.135108129518,
+        "AMZN": 21683.21812242703,
         "ANSS": 8182.520924744145,
         "ARM": 57886.843385277636,
-        "ASML": 12.774405756329667,
+        "ASML": 12.777385550579213,
         "AVGO": -38.88286969243355,
         "AZN": 0.0,
         "BIIB": 15837.481984470103,
@@ -24670,83 +24670,187 @@
         "CDW": 22250.94315966611,
         "CEG": 70357.77438353258,
         "CHTR": 28199.153330481626,
-        "CMCSA": 24502.23949454834,
+        "CMCSA": 24499.364043090834,
         "COST": 0.0,
         "CPRT": 10858.169303969564,
         "CRWD": 1954.839718468364,
-        "CSCO": 44707.15895212817,
+        "CSCO": 44699.68409333652,
         "CSGP": 12238.884611543963,
-        "CSX": -6.974950375645897e-13,
+        "CSX": -6.979883401221651e-13,
         "CTAS": 0.0,
-        "CTSH": 25571.881784523674,
+        "CTSH": 25613.37023589822,
         "DASH": 0.0,
-        "DDOG": 11544.990025289251,
-        "DLTR": 17334.3741157533,
+        "DDOG": 11550.956174368617,
+        "DLTR": 17320.569759803617,
         "DXCM": 18393.358924516528,
         "EA": 13628.921895634187,
         "EXC": 0.0,
         "FANG": 24510.671088730753,
-        "FAST": 19028.917614222595,
-        "FTNT": 39363.98247080092,
-        "GEHC": 3737.5821398761286,
+        "FAST": 19027.766081659884,
+        "FTNT": 39268.11669978878,
+        "GEHC": 3735.3256249237115,
         "GFS": 4879.157355657529,
-        "GILD": 24915.94557673295,
-        "GOOG": 6514.592967234359,
-        "GOOGL": -2.2849891375302974e-12,
+        "GILD": 24845.423052967337,
+        "GOOG": 6514.446094522125,
+        "GOOGL": -2.2810866913262585e-12,
         "HON": 0.0,
         "IDXX": 6473.7625209976495,
-        "ILMN": 9129.184293536384,
-        "INTC": 1.4093229585968032,
+        "ILMN": 9155.58061872585,
+        "INTC": 1.4099627022062051,
         "INTU": 12304.089768409425,
         "ISRG": 17794.759426233424,
-        "KDP": -8.468178242700615e-13,
+        "KDP": -8.470766078740699e-13,
         "KHC": 0.0,
         "KLAC": 1219.5003858401392,
-        "LIN": 1.1452542160953154e-13,
-        "LRCX": 2403.5512750466855,
-        "LULU": 20831.720983106745,
+        "LIN": 1.1461064051611985e-13,
+        "LRCX": 2406.0226138365906,
+        "LULU": 20852.24224562517,
         "MAR": 0.0,
-        "MCHP": 19287.565330838745,
-        "MDB": 23718.294761139918,
+        "MCHP": 19221.919123203443,
+        "MDB": 23768.802668948643,
         "MDLZ": 5.624205941181103,
         "MELI": 29617.31421393015,
-        "META": -166.29284395045264,
-        "MNST": 19072.802241144225,
+        "META": -166.29419269441425,
+        "MNST": 19090.455435379372,
         "MRNA": 11180.151262293932,
         "MRVL": 0.0,
         "MSFT": 2240.5139274477383,
-        "MU": 7.657858293495569,
-        "NFLX": 24725.364008558037,
-        "NVDA": 12209.626297786677,
+        "MU": 7.6659759490175965,
+        "NFLX": 24749.36115839208,
+        "NVDA": 12209.626181881713,
         "NXPI": 21318.648766359784,
         "ODFL": 11741.382344843209,
         "ON": 8759.138945909466,
         "ORLY": 23764.88988601118,
-        "PANW": 4433.3616875120815,
+        "PANW": 4434.459392970225,
         "PAYX": 12699.568015702422,
         "PCAR": 0.0,
-        "PDD": 23844.760444281237,
+        "PDD": 23859.358683178274,
         "PEP": 24930.21685264222,
-        "PYPL": 4.014241117427092,
-        "QCOM": 9157.206208460462,
+        "PYPL": 4.014913304630156,
+        "QCOM": 9181.953712067976,
         "REGN": 12832.150312810747,
         "ROP": 22447.245084996568,
         "ROST": 11668.229724777035,
-        "SBUX": 18888.19620198855,
+        "SBUX": 18885.39155499255,
         "SMCI": 0.0,
         "SNPS": 0.0,
-        "TEAM": 13849.722835529274,
+        "TEAM": 13875.621981138838,
         "TMUS": 26518.93408437108,
         "TSLA": 20091.05054956703,
-        "TTD": 40161.57524176332,
+        "TTD": 40170.24285494239,
         "TTWO": 10826.148669902532,
         "TXN": 0.0,
-        "USDOLLAR": 1421.8496828740056,
+        "USDOLLAR": 1421.8497670568825,
         "VRSK": 11086.080514047639,
         "VRTX": 8685.258814870302,
         "WBD": 0.0,
         "WDAY": 0.0,
         "XEL": 0.0,
         "ZS": 12998.552388888653
+    },
+    "2024-12-06 14:30:00+00:00": {
+        "AAPL": 7021.08798878984,
+        "ABNB": 0.0,
+        "ADBE": 20876.97464140012,
+        "ADI": 2146.3438472562066,
+        "ADP": 3934.2159767523626,
+        "ADSK": 4071.1067869191643,
+        "AEP": 0.0,
+        "AMAT": 5309.361804470306,
+        "AMD": -1.7239815214849013e-11,
+        "AMGN": 24179.949199559636,
+        "AMZN": 21736.911288538613,
+        "ANSS": 7582.934784887044,
+        "ARM": 56762.886610437046,
+        "ASML": 12.471071044294963,
+        "AVGO": -38.691587302106626,
+        "AZN": 0.0,
+        "BIIB": 15636.932031929415,
+        "BKNG": 9585.641293215056,
+        "BKR": 0.0,
+        "CCEP": 16171.977806385281,
+        "CDNS": -95.75053103496089,
+        "CDW": 22198.676072278762,
+        "CEG": 71271.07540360877,
+        "CHTR": 28618.616596842425,
+        "CMCSA": 24634.128750247473,
+        "COST": 0.0,
+        "CPRT": 10788.810585616107,
+        "CRWD": 2335.6606489532464,
+        "CSCO": 44744.53894990862,
+        "CSGP": 11933.60695874513,
+        "CSX": -6.849639631957415e-13,
+        "CTAS": 0.0,
+        "CTSH": 25960.938450774374,
+        "DASH": 0.0,
+        "DDOG": 11580.433512981006,
+        "DLTR": 16970.845951118605,
+        "DXCM": 17735.809498581883,
+        "EA": 13671.824598642981,
+        "EXC": 0.0,
+        "FANG": 24911.556828624587,
+        "FAST": 18816.09122555072,
+        "FTNT": 38859.39698064329,
+        "GEHC": 3672.588793063371,
+        "GFS": 4884.654294355364,
+        "GILD": 25517.71976301644,
+        "GOOG": 6387.698307358692,
+        "GOOGL": -2.238290387303508e-12,
+        "HON": 0.0,
+        "IDXX": 6401.563348042147,
+        "ILMN": 9007.504798674354,
+        "INTC": 1.3357540297576418,
+        "INTU": 11602.264883472455,
+        "ISRG": 17801.579299367793,
+        "KDP": -8.55614591562845e-13,
+        "KHC": 0.0,
+        "KLAC": 1825.139085822899,
+        "LIN": 1.1230218035142125e-13,
+        "LRCX": 2321.3731909476583,
+        "LULU": 22775.527166291577,
+        "MAR": 0.0,
+        "MCHP": 19559.106229324396,
+        "MDB": 23422.534562801855,
+        "MDLZ": 5.649194370038707,
+        "MELI": 29593.82329835413,
+        "META": -164.41317186288632,
+        "MNST": 18825.653481294936,
+        "MRNA": 11680.636593072695,
+        "MRVL": 0.0,
+        "MSFT": 2261.3882114691723,
+        "MU": 7.451966668592673,
+        "NFLX": 24678.714312923563,
+        "NVDA": 12169.239107403715,
+        "NXPI": 21362.497177589445,
+        "ODFL": 11662.894383697942,
+        "ON": 9327.056284318798,
+        "ORLY": 23834.10456708639,
+        "PANW": 4447.082168307164,
+        "PAYX": 12589.45869877627,
+        "PCAR": 0.0,
+        "PDD": 24416.547695912286,
+        "PEP": 24684.680392796054,
+        "PYPL": 4.0104319426410635,
+        "QCOM": 9056.583462308761,
+        "REGN": 13123.94965686151,
+        "ROP": 21896.87480270243,
+        "ROST": 11894.826631447519,
+        "SBUX": 18482.683619843687,
+        "SMCI": 0.0,
+        "SNPS": 0.0,
+        "TEAM": 13336.782671389694,
+        "TMUS": 26644.43454666861,
+        "TSLA": 20685.19846612947,
+        "TTD": 39455.13390638006,
+        "TTWO": 10863.312284008894,
+        "TXN": 0.0,
+        "USDOLLAR": -283.2265452338647,
+        "VRSK": 11003.862575820052,
+        "VRTX": 8623.321944082942,
+        "WBD": 0.0,
+        "WDAY": 0.0,
+        "XEL": 0.0,
+        "ZS": 12908.016430233169
     }
 }

examples/strategies/ndx100_daily_target_weights.json

@@ -23502,5 +23502,109 @@
         "WDAY": 1.8500345315361673e-08,
         "XEL": 7.38331075672411e-08,
         "ZS": 0.010793251742930639
+    },
+    "2024-12-06 14:30:00+00:00": {
+        "AAPL": 0.0058719731474490364,
+        "ABNB": 6.390091333276093e-09,
+        "ADBE": 0.017131609299169567,
+        "ADI": 0.0018873379116989921,
+        "ADP": 0.003172533041760764,
+        "ADSK": 0.003437563352238528,
+        "AEP": 1.0571849925771234e-08,
+        "AMAT": 0.004613569239614154,
+        "AMD": 6.168448535228859e-09,
+        "AMGN": 0.02045473568584547,
+        "AMZN": 0.018173654715227527,
+        "ANSS": 0.0064151187093355495,
+        "ARM": 0.04820233554567101,
+        "ASML": 1.887557576667404e-08,
+        "AVGO": 2.0014613543627635e-08,
+        "AZN": 1.7948634487350402e-08,
+        "BIIB": 0.013344209987125428,
+        "BKNG": 0.008084333958947596,
+        "BKR": 6.812358982989853e-08,
+        "CCEP": 0.01394932019350382,
+        "CDNS": 2.798104807330928e-08,
+        "CDW": 0.01890835219431255,
+        "CEG": 0.060174954354868894,
+        "CHTR": 0.024155922540487058,
+        "CMCSA": 0.020802985970335756,
+        "COST": 1.6442634411229966e-08,
+        "CPRT": 0.009111185649660203,
+        "CRWD": 0.002292848070705969,
+        "CSCO": 0.037785295559827764,
+        "CSGP": 0.01014189244488702,
+        "CSX": 1.945092827762312e-07,
+        "CTAS": 4.399239796596638e-08,
+        "CTSH": 0.021923031699495183,
+        "DASH": 1.056000241607816e-08,
+        "DDOG": 0.009862851348408603,
+        "DLTR": 0.014331430224171908,
+        "DXCM": 0.014999335690454104,
+        "EA": 0.011564400717055912,
+        "EXC": 3.403361277197596e-08,
+        "FANG": 0.021037195014684432,
+        "FAST": 0.01595881100356483,
+        "FTNT": 0.03235712001644188,
+        "GEHC": 0.002603482189045926,
+        "GFS": 0.004125005031633341,
+        "GILD": 0.021414466677978902,
+        "GOOG": 0.005411114760806354,
+        "GOOGL": 1.9922965328932933e-07,
+        "HON": 1.3223099190141214e-08,
+        "IDXX": 0.005228017928119976,
+        "ILMN": 0.007678388549908022,
+        "INTC": 8.037854803626382e-09,
+        "INTU": 0.009946205991855616,
+        "ISRG": 0.01502354661298153,
+        "KDP": 2.5009350091320576e-08,
+        "KHC": 8.293941293555184e-09,
+        "KLAC": 0.0015668968165892716,
+        "LIN": 3.663996803061078e-07,
+        "LRCX": 0.002068308909672371,
+        "LULU": 0.018091397322871124,
+        "MAR": 4.806947977319508e-08,
+        "MCHP": 0.017173481285797605,
+        "MDB": 0.0197199067866315,
+        "MDLZ": 1.2325091488726254e-07,
+        "MELI": 0.024321522315351847,
+        "META": 4.2312025228907583e-08,
+        "MNST": 0.016060673993401633,
+        "MRNA": 0.009782417009208639,
+        "MRVL": 1.9743895629866955e-08,
+        "MSFT": 0.0021369232400697646,
+        "MU": 1.4714032486511286e-08,
+        "NFLX": 0.02060744145415173,
+        "NVDA": 0.010463107714483024,
+        "NXPI": 0.01838237315221325,
+        "ODFL": 0.009968072625079273,
+        "ON": 0.007947603892562525,
+        "ORLY": 0.020127163381156984,
+        "PANW": 0.004127168154049771,
+        "PAYX": 0.010631920767088137,
+        "PCAR": 1.1918326248192738e-08,
+        "PDD": 0.020258662101804232,
+        "PEP": 0.020848566225590743,
+        "PYPL": 3.2416519089466388e-06,
+        "QCOM": 0.007839769413342274,
+        "REGN": 0.011092098352016556,
+        "ROP": 0.01869070260731744,
+        "ROST": 0.010043569413713697,
+        "SBUX": 0.015743465204558035,
+        "SMCI": 2.012387301363416e-09,
+        "SNPS": 6.6169259087677184e-09,
+        "TEAM": 0.011119036644555977,
+        "TMUS": 0.022500979683863973,
+        "TSLA": 0.016931736199615115,
+        "TTD": 0.03355115557121057,
+        "TTWO": 0.009172061348461234,
+        "TXN": 2.413027426817669e-08,
+        "USDOLLAR": 1.4918475573822993e-07,
+        "VRSK": 0.009293291659369027,
+        "VRTX": 0.007274845001183908,
+        "WBD": 1.3906062917738983e-08,
+        "WDAY": 1.8265319863088213e-08,
+        "XEL": 6.659517894206697e-08,
+        "ZS": 0.01088266854689062
     }
 }