Skip to content

Commit

Permalink
[auto commit] dow30_daily reconciliation & execution on 2025-01-31
Browse files Browse the repository at this point in the history
  • Loading branch information
enzbus committed Jan 31, 2025
1 parent b1f2369 commit 73a392c
Show file tree
Hide file tree
Showing 2 changed files with 73 additions and 7 deletions.
47 changes: 40 additions & 7 deletions examples/strategies/dow30_daily_initial_holdings.json
Original file line number Diff line number Diff line change
Expand Up @@ -9042,14 +9042,14 @@
"WMT": 0.0005426480662493468
},
"2025-01-30 14:30:00+00:00": {
"AAPL": 114937.42365766074,
"AMGN": -40.43889774052257,
"AMZN": 172666.44993407067,
"AAPL": 114939.83393295186,
"AMGN": -40.46587533739184,
"AMZN": 172542.75948432533,
"AXP": 0.0,
"BA": 0.0,
"CAT": 0.0,
"CRM": 51777.7130269793,
"CSCO": -13.711826349170599,
"CSCO": -13.718632940305929,
"CVX": 0.0,
"DIS": 0.0,
"GS": 0.0,
Expand All @@ -9062,16 +9062,49 @@
"MCD": 1.387626841888496e-12,
"MMM": 0.0,
"MRK": 0.0,
"MSFT": 97342.3006536593,
"MSFT": 97409.75221067421,
"NKE": 1.065078689515301e-12,
"NVDA": 561121.7283477781,
"NVDA": 561212.8930435182,
"PG": 0.0,
"SHW": 0.0,
"TRV": 0.0,
"UNH": 77632.14469404772,
"USDOLLAR": 221.38214476464086,
"USDOLLAR": 221.38214598265822,
"V": 52.34098951226722,
"VZ": 0.0,
"WMT": 0.0005440961793151807
},
"2025-01-31 14:30:00+00:00": {
"AAPL": 118476.61604119623,
"AMGN": -40.03708060424256,
"AMZN": 170963.2445093184,
"AXP": 0.0,
"BA": 0.0,
"CAT": 0.0,
"CRM": 52856.099900254725,
"CSCO": -13.725438666013284,
"CVX": 0.0,
"DIS": 0.0,
"GS": 0.0,
"HD": 76135.89210698396,
"HON": 0.0,
"IBM": 0.0,
"JNJ": 0.0,
"JPM": 0.0,
"KO": 0.0,
"MCD": 1.3824752118836849e-12,
"MMM": 0.0,
"MRK": 0.0,
"MSFT": 97400.45295370834,
"NKE": 1.0825412978521727e-12,
"NVDA": 566554.548828125,
"PG": 0.0,
"SHW": 0.0,
"TRV": 0.0,
"UNH": 78174.66738788356,
"USDOLLAR": -208.46598096491712,
"V": 53.41398538654854,
"VZ": 0.0,
"WMT": 0.0005494430092973062
}
}
33 changes: 33 additions & 0 deletions examples/strategies/dow30_daily_target_weights.json
Original file line number Diff line number Diff line change
Expand Up @@ -8677,5 +8677,38 @@
"V": 3.0844946086775956e-08,
"VZ": 2.061979254930033e-09,
"WMT": 1.3871648186611877e-08
},
"2025-01-31 14:30:00+00:00": {
"AAPL": 0.10067493487126754,
"AMGN": 5.309299743331609e-08,
"AMZN": 0.1473362845416175,
"AXP": 5.0948591789782305e-09,
"BA": 5.780502191957801e-09,
"CAT": 4.065302687068496e-09,
"CRM": 0.04553694521943734,
"CSCO": 2.1430410353200357e-08,
"CVX": 4.443277744937494e-09,
"DIS": 5.331605969758879e-09,
"GS": 4.999234490114957e-09,
"HD": 0.0656143273543787,
"HON": 3.353417673071453e-09,
"IBM": 2.7413106569555464e-09,
"JNJ": 7.070432395557178e-09,
"JPM": 6.88849705290862e-09,
"KO": 5.899863339495704e-09,
"MCD": 1.0922808399797953e-08,
"MMM": 3.44342428302226e-09,
"MRK": 6.4848169968454634e-09,
"MSFT": 0.08394044596445333,
"NKE": 1.0115001122685017e-08,
"NVDA": 0.4895255686929687,
"PG": 4.944001257895114e-09,
"SHW": 1.6829283104894226e-08,
"TRV": 4.002387332339729e-09,
"UNH": 0.06737121913551856,
"USDOLLAR": -2.8908498096963213e-10,
"V": 5.9330339970154746e-08,
"VZ": 3.5886830718593973e-09,
"WMT": 2.465698657521264e-08
}
}

0 comments on commit 73a392c

Please sign in to comment.