Backtesting Pipeline Feed to ExSan & Clustering Setup 01
ExSan
iX ilinkedIn exsan.plusplus@gmail.com Mon Jan 27 09:16:42 2025 x: R.J.Y JOB: xsnPortfolio_1642xsnPortfolio
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File: F:\\\\exsan\\\\xsn_out.txt
1
2 |ExSan| C++ |ExSan| Mon Jan 27 09:16:42 2025
3
4 JOB: xsnPortfolio_1642
5 GLUTo Thu Jan 1, 2026 License Grant for: 530 days more StockCounterDB Number of files: 83
6
7 :471: MASTER INPUT DATA FILE
8 1 dbfileID: 10 stocki.txt
9 2 nTickRead: 9999
10 3 cols: 3
11 3 ntNodes: 7
12 :416: 7 minDB: 4
13 Read From File myInvestment: 9668 Savings: 66
14
15 :852: NODE PAGES: pp_lastIN: 0 ppnt_time: 1 ppnt_data: 2 size en global variables _page_nt_us[pages_nt_us] ary size: 1
16 stockCounterDB: 83 mu: 0.33 Limit Trading / Savings: 10000 FactoRun: 2
17 ******************
18 <--------E-x-S-a-n---------->
19 Generate Exsan ( 84 , 85 )
20
21 Total Number of assets allocated: 83
22
23 PARAMETERS
24 Investment: 9668 min Inv/Stock: 50 # Ticks -cols-: 3 beta: 0.02 ep(little ball): 0.0001
25 HedgeBand 0.15055 <-- 0.6989 --> 0.84945 R( 0.329333 ; 0.3253 )r Lineal #Ticks: 3
26 Expected Return: 2.7 % minDB: 2 timesLapse: 2 timeZoomFactor: 1e+06 retFactor: 0.1
27 Check Trigger Counter: 4 Number of times dice is thrown: 9999 EndLess: 0
28 Run: 3 onlyInteger 0 hedge: 1 ntNodes: 1 limitWeightFactor: 0.33 tickLimitToClear: 33
29 load Nt Trees with time lapsed Data: 2 Range $ < 7 - 435.06>
30 CLUSTERING ENABLE
31 microSecTimeLapse: 133 Lapse Microseconds: 133 minTics: 77777 maxTics: 77777
32 New Version - nTree not destroyed
33 :1140: dbFile: C:\Users\User\Documents\Visual Community 2022\Cpp\ExSan\xsnData\stockScrambled.txt
34 |<--------E-x-S-a-n---HFT------->|
35 :2291: Catching Clusters This round ExSan(stocks: 83, 3 :clusters)
36 :2292: Selected Stocks |aryStockAux| Weighted Vals in Clusters ppDataIn: 9
37 WORKSHEET 9 I[39, 3] FLOAT
38 A B C
39 >---------------------<
40 0 0.00 TPRS 2:151.95 147.59 152.83
41 0 0.00 XIBN 3:122.10 121.23 124.40
42 0 0.00 UM 8: 50.48 47.96 51.61
43 0 0.00 WFT 20: 16.83 17.26 16.88
44 0 0.00 YMB 23: 60.77 63.23 62.90
45 0 0.00 XTNG 39: 18.47 18.64 18.40
46 <--------------------->
47 1 2 3
48
49 :2293: ppTime: 10
50 WORKSHEET 10 J[39, 3] FLOAT
51 A B C
52 >---------------<
53 0 0.00 TPRS 2:27.63 20.58 25.41
54 0 0.00 XIBN 3:27.78 20.68 21.94
55 0 0.00 UM 8:25.17 27.38 28.20
56 0 0.00 WFT 20:23.94 26.08 28.02
57 0 0.00 YMB 23:20.73 22.81 27.99
58 0 0.00 XTNG 39:21.87 24.85 28.46
59 <--------------->
60 1 2 3
61
62 :2321: CLUSTERS CATCHING Clocking - Time Lapse Range
63 TPRS 2[20.58 <-> 20.58] 3[25.41 <-> 25.41] 1[27.63 <-> 27.63]
64 XIBN 2[20.60 <-> 20.75] 3[21.86 <-> 22.02] 1[27.78 <-> 27.78]
65 UM 1[25.17 <-> 25.17] 2[27.29 <-> 27.49] 3[28.11 <-> 28.28]
66 WFT 1[23.75 <-> 24.13] 2[26.08 <-> 26.08] 3[28.02 <-> 28.02]
67 YMB 1[20.73 <-> 20.73] 2[22.81 <-> 22.81] 3[27.99 <-> 27.99]
68 XTNG 1[21.76 <-> 21.99] 2[24.85 <-> 24.85] 3[28.46 <-> 28.46]
69
70 *** The time range of Cluster j, defined as [min, max], falls within the overall time window ***
71 [20.58 <-> 0.00 ] [21.94 <-> 0.00 ] [27.63 <-> 0.00 ]
72 Error [20.58 > 0.00 ]
73 :2462: Close all files Exit Forced ExSan is killed - Inside if change: 1
74
75 ENDS xsnPortfolio_1642 Elapsed Time: 0.14 sec
76 Version BOOST: 1.83.0 EXSAN @ MS VSC 2022 (64b) - 17.12.4 -toolSet(v143)
77 EXIT FROM EXSAN
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