Skip to content

Commit 7e37219

Browse files
committed
[auto commit] ndx100_daily reconciliation & execution on 2024-12-03
1 parent 415fe86 commit 7e37219

File tree

2 files changed

+258
-50
lines changed

2 files changed

+258
-50
lines changed

Diff for: examples/strategies/ndx100_daily_initial_holdings.json

+154-50
Original file line numberDiff line numberDiff line change
@@ -24336,28 +24336,28 @@
2433624336
"2024-12-02 14:30:00+00:00": {
2433724337
"AAPL": 7096.468796176246,
2433824338
"ABNB": 0.0,
24339-
"ADBE": 19704.671847981823,
24339+
"ADBE": 19679.72828854213,
2434024340
"ADI": 1964.0279406905886,
2434124341
"ADP": 3092.250082801422,
24342-
"ADSK": 4178.005957807748,
24342+
"ADSK": 4174.142586099385,
2434324343
"AEP": 0.0,
2434424344
"AMAT": 5939.132488985009,
24345-
"AMD": -1.679986229180245e-11,
24345+
"AMD": -1.680839226647546e-11,
2434624346
"AMGN": 23956.231842209898,
2434724347
"AMZN": 21510.532444358923,
2434824348
"ANSS": 7690.689820056142,
24349-
"ARM": 55455.458986153164,
24350-
"ASML": 11.930817019981223,
24351-
"AVGO": -37.13854802779308,
24349+
"ARM": 55418.29472616124,
24350+
"ASML": 11.946763090500381,
24351+
"AVGO": -37.10666762940524,
2435224352
"AZN": 0.0,
24353-
"BIIB": 15760.309539495693,
24354-
"BKNG": 9472.800578386594,
24353+
"BIIB": 15745.07185928635,
24354+
"BKNG": 9487.981023415243,
2435524355
"BKR": 0.0,
24356-
"CCEP": 16001.197197781488,
24357-
"CDNS": -96.15760686832951,
24356+
"CCEP": 15999.14295382435,
24357+
"CDNS": -96.25034387358878,
2435824358
"CDW": 21876.359518380752,
2435924359
"CEG": 71010.33379146943,
24360-
"CHTR": 28195.548564604407,
24360+
"CHTR": 28309.587775787408,
2436124361
"CMCSA": 24385.269726602346,
2436224362
"COST": 0.0,
2436324363
"CPRT": 10979.547887913208,
@@ -24369,72 +24369,176 @@
2436924369
"CTSH": 25430.651232109212,
2437024370
"DASH": 0.0,
2437124371
"DDOG": 10699.618507353196,
24372-
"DLTR": 17135.00372288791,
24373-
"DXCM": 17909.611367513444,
24374-
"EA": 13541.467305634027,
24372+
"DLTR": 17161.30288454619,
24373+
"DXCM": 17931.398100539085,
24374+
"EA": 13567.868097464705,
2437524375
"EXC": 0.0,
2437624376
"FANG": 24703.105936380492,
24377-
"FAST": 18897.869675056154,
24377+
"FAST": 18918.12793211355,
2437824378
"FTNT": 37708.35478396768,
24379-
"GEHC": 4486.661511568979,
24379+
"GEHC": 4487.202971524888,
2438024380
"GFS": 4742.1777214568965,
24381-
"GILD": 24740.917438677443,
24382-
"GOOG": 6601.403906321759,
24383-
"GOOGL": -2.1947785388747992e-12,
24381+
"GILD": 24727.554710758304,
24382+
"GOOG": 6597.917595872026,
24383+
"GOOGL": -2.1953638760324053e-12,
2438424384
"HON": 0.0,
24385-
"IDXX": 5954.207802593437,
24386-
"ILMN": 9050.764996387748,
24387-
"INTC": 1.5884470205962686,
24388-
"INTU": 11401.825849734249,
24385+
"IDXX": 5953.507462082443,
24386+
"ILMN": 9057.736912721599,
24387+
"INTC": 1.5890867642056703,
24388+
"INTU": 11385.650749365972,
2438924389
"ISRG": 17739.556308996594,
24390-
"KDP": -8.481114461990241e-13,
24390+
"KDP": -8.468178242700614e-13,
2439124391
"KHC": 0.0,
2439224392
"KLAC": 1836.1271695280805,
24393-
"LIN": 1.1507371659763875e-13,
24393+
"LIN": 1.1519615958866176e-13,
2439424394
"LRCX": 2651.846703920352,
24395-
"LULU": 20146.397122855687,
24395+
"LULU": 20135.797446755532,
2439624396
"MAR": 0.0,
2439724397
"MCHP": 20709.913233064784,
24398-
"MDB": 23125.38115567878,
24399-
"MDLZ": 5.797340687657855,
24400-
"MELI": 27818.71745797264,
24401-
"META": -155.58348793391013,
24398+
"MDB": 22993.68315512373,
24399+
"MDLZ": 5.806265029266484,
24400+
"MELI": 27755.88973974887,
24401+
"META": -155.6279471403495,
2440224402
"MNST": 19106.485228300175,
24403-
"MRNA": 11488.2986145192,
24403+
"MRNA": 11475.057347767093,
2440424404
"MRVL": 0.0,
24405-
"MSFT": 2578.249524350578,
24406-
"MU": 7.2195077104176235,
24407-
"NFLX": 23953.370382520276,
24408-
"NVDA": 12514.300503861969,
24409-
"NXPI": 22402.88904085748,
24410-
"ODFL": 11954.855174802342,
24405+
"MSFT": 2578.4330047720946,
24406+
"MU": 7.202534277138217,
24407+
"NFLX": 23931.259299054094,
24408+
"NVDA": 12513.399652052463,
24409+
"NXPI": 22403.377161164757,
24410+
"ODFL": 11979.456170383017,
2441124411
"ON": 9581.873878065575,
2441224412
"ORLY": 23836.405247825485,
24413-
"PANW": 5066.110373287041,
24413+
"PANW": 5063.904213655464,
2441424414
"PAYX": 12600.620154436516,
2441524415
"PCAR": 0.0,
24416-
"PDD": 23068.78451305609,
24417-
"PEP": 24483.111879326512,
24416+
"PDD": 23087.848241797954,
24417+
"PEP": 24483.862178466283,
2441824418
"PYPL": 3.8786781222505478,
24419-
"QCOM": 9227.218175108754,
24419+
"QCOM": 9214.418684666784,
2442024420
"REGN": 12805.856347211291,
24421-
"ROP": 22332.689384367157,
24422-
"ROST": 11566.668164028153,
24421+
"ROP": 22267.981717597708,
24422+
"ROST": 11564.432285943265,
2442324423
"SBUX": 18868.375629794446,
2442424424
"SMCI": 0.0,
2442524425
"SNPS": 0.0,
24426-
"TEAM": 12581.450542993904,
24427-
"TMUS": 26468.959732084226,
24428-
"TSLA": 20385.462059971782,
24429-
"TTD": 39396.416670565945,
24426+
"TEAM": 12588.869780441419,
24427+
"TMUS": 26455.032124903548,
24428+
"TSLA": 20377.654629534765,
24429+
"TTD": 39339.81996121368,
2443024430
"TTWO": 10581.18478068625,
2443124431
"TXN": 0.0,
2443224432
"USDOLLAR": 1180.130666729777,
24433-
"VRSK": 10918.623456142288,
24434-
"VRTX": 8326.94160869495,
24433+
"VRSK": 10940.121091095474,
24434+
"VRTX": 8333.180729188598,
24435+
"WBD": 0.0,
24436+
"WDAY": 0.0,
24437+
"XEL": 0.0,
24438+
"ZS": 13119.92182035771
24439+
},
24440+
"2024-12-03 14:30:00+00:00": {
24441+
"AAPL": 7175.727019541315,
24442+
"ABNB": 0.0,
24443+
"ADBE": 19610.273942682586,
24444+
"ADI": 1995.0914819273169,
24445+
"ADP": 3077.6766756718107,
24446+
"ADSK": 4222.216850166106,
24447+
"AEP": 0.0,
24448+
"AMAT": 6133.065103754284,
24449+
"AMD": -1.7390933562751282e-11,
24450+
"AMGN": 23501.8739948337,
24451+
"AMZN": 21336.07922513898,
24452+
"ANSS": 8003.302985109886,
24453+
"ARM": 57606.94702013367,
24454+
"ASML": 12.319316519134988,
24455+
"AVGO": -37.49378774545815,
24456+
"AZN": 0.0,
24457+
"BIIB": 15986.90965491446,
24458+
"BKNG": 9520.546014430121,
24459+
"BKR": 0.0,
24460+
"CCEP": 15756.793875541072,
24461+
"CDNS": -96.42637822204316,
24462+
"CDW": 22362.943789939734,
24463+
"CEG": 69482.64262561925,
24464+
"CHTR": 27837.498844790272,
24465+
"CMCSA": 24532.682478727438,
24466+
"COST": 0.0,
24467+
"CPRT": 10754.130895709339,
24468+
"CRWD": 2557.164119820197,
24469+
"CSCO": 44207.69611270238,
24470+
"CSGP": 12093.821507670178,
24471+
"CSX": -7.15748888330419e-13,
24472+
"CTAS": 0.0,
24473+
"CTSH": 25430.651232109212,
24474+
"DASH": 0.0,
24475+
"DDOG": 10721.37551411975,
24476+
"DLTR": 17216.29253820912,
24477+
"DXCM": 18117.15571954534,
24478+
"EA": 13634.696557411273,
24479+
"EXC": 0.0,
24480+
"FANG": 24740.623892425403,
24481+
"FAST": 18681.79133079266,
24482+
"FTNT": 37565.999177311896,
24483+
"GEHC": 4465.008069487753,
24484+
"GFS": 4784.579182669001,
24485+
"GILD": 25093.671843762906,
24486+
"GOOG": 6702.898217861352,
24487+
"GOOGL": -2.232137499358898e-12,
24488+
"HON": 0.0,
24489+
"IDXX": 6022.017267808603,
24490+
"ILMN": 9155.342774282757,
24491+
"INTC": 1.5148782137757246,
24492+
"INTU": 11259.650120944141,
24493+
"ISRG": 17438.21542815651,
24494+
"KDP": -8.400909310212396e-13,
24495+
"KHC": 0.0,
24496+
"KLAC": 1882.0153891823495,
24497+
"LIN": 1.1527612578222592e-13,
24498+
"LRCX": 2789.8590779424626,
24499+
"LULU": 20827.33972606718,
24500+
"MAR": 0.0,
24501+
"MCHP": 21127.219291341535,
24502+
"MDB": 23181.692184073923,
24503+
"MDLZ": 5.8250063509096845,
24504+
"MELI": 27259.410330560164,
24505+
"META": -160.34394553854202,
24506+
"MNST": 18786.181732339195,
24507+
"MRNA": 11647.19583603231,
24508+
"MRVL": 0.0,
24509+
"MSFT": 2629.0144319407377,
24510+
"MU": 7.464511931482243,
24511+
"NFLX": 24115.9654320954,
24512+
"NVDA": 12466.980339956817,
24513+
"NXPI": 22569.684377296184,
24514+
"ODFL": 11739.264268495992,
24515+
"ON": 9789.7061955964,
24516+
"ORLY": 23975.986120579815,
24517+
"PANW": 5038.340720082104,
24518+
"PAYX": 12533.472045761817,
24519+
"PCAR": 0.0,
24520+
"PDD": 24131.388208450244,
24521+
"PEP": 24423.89543472006,
24522+
"PYPL": 3.8620967067943046,
24523+
"QCOM": 9554.478300110773,
24524+
"REGN": 12993.3312485422,
24525+
"ROP": 22183.068501218895,
24526+
"ROST": 11623.312304299845,
24527+
"SBUX": 18690.791087342608,
24528+
"SMCI": 0.0,
24529+
"SNPS": 0.0,
24530+
"TEAM": 12684.602630482794,
24531+
"TMUS": 26243.983104637326,
24532+
"TSLA": 19627.952977618934,
24533+
"TTD": 41435.8464578277,
24534+
"TTWO": 10527.256088834414,
24535+
"TXN": 0.0,
24536+
"USDOLLAR": 1685.123545359365,
24537+
"VRSK": 10835.229915690425,
24538+
"VRTX": 8250.825317870032,
2443524539
"WBD": 0.0,
2443624540
"WDAY": 0.0,
2443724541
"XEL": 0.0,
24438-
"ZS": 13122.449928185637
24542+
"ZS": 12349.92055733282
2443924543
}
2444024544
}

Diff for: examples/strategies/ndx100_daily_target_weights.json

+104
Original file line numberDiff line numberDiff line change
@@ -23190,5 +23190,109 @@
2319023190
"WDAY": 1.429980756813546e-08,
2319123191
"XEL": 4.6467809009597325e-08,
2319223192
"ZS": 0.01123280316802134
23193+
},
23194+
"2024-12-03 14:30:00+00:00": {
23195+
"AAPL": 0.005982621087323021,
23196+
"ABNB": 7.54682200042205e-09,
23197+
"ADBE": 0.01703589690392625,
23198+
"ADI": 0.0016014077905622845,
23199+
"ADP": 0.0030923855852388956,
23200+
"ADSK": 0.003582244387895279,
23201+
"AEP": 1.2931812833788819e-08,
23202+
"AMAT": 0.004881700714702264,
23203+
"AMD": 7.486531610743247e-09,
23204+
"AMGN": 0.02027283179815955,
23205+
"AMZN": 0.01810990486898334,
23206+
"ANSS": 0.0067987950938316055,
23207+
"ARM": 0.04854895881343406,
23208+
"ASML": 2.2382504854281905e-08,
23209+
"AVGO": 2.2438093103678526e-08,
23210+
"AZN": 2.205624762108568e-08,
23211+
"BIIB": 0.013441290944421909,
23212+
"BKNG": 0.00798562775801178,
23213+
"BKR": 1.0084702857919111e-07,
23214+
"CCEP": 0.01337495717176916,
23215+
"CDNS": 3.632211150550273e-08,
23216+
"CDW": 0.018985761868666115,
23217+
"CEG": 0.05928595600855997,
23218+
"CHTR": 0.023648487543386,
23219+
"CMCSA": 0.020823729937479277,
23220+
"COST": 2.0151969313226098e-08,
23221+
"CPRT": 0.00913972881804387,
23222+
"CRWD": 0.0019503153876518392,
23223+
"CSCO": 0.03752399634146222,
23224+
"CSGP": 0.010401779086261245,
23225+
"CSX": 2.9842769648588183e-07,
23226+
"CTAS": 5.214849999209078e-08,
23227+
"CTSH": 0.021628936415718312,
23228+
"DASH": 1.2688872715422246e-08,
23229+
"DDOG": 0.009100636870472838,
23230+
"DLTR": 0.014612727133668117,
23231+
"DXCM": 0.015378076168054977,
23232+
"EA": 0.01157331200138703,
23233+
"EXC": 4.354896566966804e-08,
23234+
"FANG": 0.02112997929693617,
23235+
"FAST": 0.015913514289676554,
23236+
"FTNT": 0.032175467491457645,
23237+
"GEHC": 0.0034095180680016645,
23238+
"GFS": 0.004060598236651841,
23239+
"GILD": 0.02124198755355829,
23240+
"GOOG": 0.00563374819168377,
23241+
"GOOGL": 1.966506951039684e-07,
23242+
"HON": 1.5736421328417684e-08,
23243+
"IDXX": 0.005312742339466842,
23244+
"ILMN": 0.0077719475210916945,
23245+
"INTC": 9.399642324163152e-09,
23246+
"INTU": 0.010049773285350106,
23247+
"ISRG": 0.0149247794477428,
23248+
"KDP": 2.8881538510132602e-08,
23249+
"KHC": 1.0361175321390544e-08,
23250+
"KLAC": 0.0015054012705720669,
23251+
"LIN": 6.702255696875171e-07,
23252+
"LRCX": 0.0021495942948483965,
23253+
"LULU": 0.01739857503328233,
23254+
"MAR": 5.2319663299257736e-08,
23255+
"MCHP": 0.017856428466043846,
23256+
"MDB": 0.019598181071093755,
23257+
"MDLZ": 2.0847834395442793e-07,
23258+
"MELI": 0.02432820547494251,
23259+
"META": 4.857401543815164e-08,
23260+
"MNST": 0.016083460256193175,
23261+
"MRNA": 0.009885833426998187,
23262+
"MRVL": 2.3647060364677157e-08,
23263+
"MSFT": 0.0022046137207109755,
23264+
"MU": 1.6425861678623385e-08,
23265+
"NFLX": 0.020598266729184342,
23266+
"NVDA": 0.010307143836148048,
23267+
"NXPI": 0.018892500889712602,
23268+
"ODFL": 0.010139042007845636,
23269+
"ON": 0.008187487817467554,
23270+
"ORLY": 0.020301153705454534,
23271+
"PANW": 0.00421450723164824,
23272+
"PAYX": 0.0107146160625887,
23273+
"PCAR": 1.4114419089851792e-08,
23274+
"PDD": 0.02025021971019684,
23275+
"PEP": 0.020796117706648017,
23276+
"PYPL": 6.289497716103586e-07,
23277+
"QCOM": 0.007948772143027822,
23278+
"REGN": 0.01097482566077497,
23279+
"ROP": 0.01898571765528854,
23280+
"ROST": 0.009866539203888238,
23281+
"SBUX": 0.01592189739870247,
23282+
"SMCI": 2.253967038761613e-09,
23283+
"SNPS": 8.548415635528873e-09,
23284+
"TEAM": 0.01105213687328561,
23285+
"TMUS": 0.0225863904732384,
23286+
"TSLA": 0.01665944272608117,
23287+
"TTD": 0.034080921234236554,
23288+
"TTWO": 0.009054084525969385,
23289+
"TXN": 2.733529868565303e-08,
23290+
"USDOLLAR": 1.832221134044458e-07,
23291+
"VRSK": 0.009440862599951364,
23292+
"VRTX": 0.007121614351077557,
23293+
"WBD": 1.6060286495223578e-08,
23294+
"WDAY": 2.1751483555558576e-08,
23295+
"XEL": 8.924563966076851e-08,
23296+
"ZS": 0.010506393063671066
2319323297
}
2319423298
}

0 commit comments

Comments
 (0)