Backtesting Pipeline Feed to ExSan & Clustering Setup 02
c++ |ExSan| ++ ↄ
iX ilinkedIn exsan.plusplus@gmail.com Mon Feb 10 08:58:58 2025 x: R.J.Y JOB: xsnPtfli_5858
File: F:\\\\exsan\\\\xsn_out.txt
1
2 |ExSan| C++ |ExSan||ExSan| C++ |ExSan| Mon Feb 10 08:58:58 2025
3
4 JOB: xsnPtfli_5858
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: 5 stockDB_16.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: 1 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: 1 Range $ < 7 - 435.06>
30 CLUSTERING ENABLE
31 microSecTimeLapse: 133 Lapse Microseconds: 133 minTics: 77777 maxTics: 77777
32 :1140: dbFile: C:\Users\User\Documents\Visual Community 2022\Cpp\ExSan\xsnData\stockScrambled.txt
33 |<--------E-x-S-a-n---HFT------->|
34 :2291: Catching Clusters This round ExSan(stocks: 83, 3 :clusters)
35 :2292: Selected Stocks |aryStockAux| Weighted Vals in Clusters ppDataIn: 9
36 WORKSHEET 9 I[38, 3] FLOAT
37 A B C
38 >---------------------<
39 0 0.00 ULTA 3: 14.34 15.89 15.63
40 0 0.00 TPRS 15:139.49 134.73 134.44
41 0 0.00 YNDX 18: 24.40 24.25 24.73
42 0 0.00 T 24: 18.94 18.97 18.85
43 0 0.00 TEM 30: 47.38 47.16 47.04
44 0 0.00 VIX 34: 21.72 21.71 22.50
45 0 0.00 T0 38: 38.05 37.63 37.74
46 <--------------------->
47 1 2 3
48
49 :2293: ppTime: 10
50 WORKSHEET 10 J[38, 3] FLOAT
51 A B C
52 >---------------<
53 0 0.00 ULTA 3:16.35 19.27 21.68
54 0 0.00 TPRS 15:15.63 17.27 21.77
55 0 0.00 YNDX 18:16.00 16.76 21.02
56 0 0.00 T 24:16.42 18.16 21.15
57 0 0.00 TEM 30:17.23 19.75 22.47
58 0 0.00 VIX 34:17.72 19.69 20.67
59 0 0.00 T0 38:18.33 20.02 20.92
60 <--------------->
61 1 2 3
62
63 :2295: Selected Stocks |aryStockAux| Weighted Vals in Clusters ppDataIn: 9
64 WORKSHEET 9 I[38, 3] FLOAT
65 A B C
66 >---------------------------<
67 ULTA 3: 14.34 15.89 15.63
68 TPRS 15: 139.49 134.73 134.44
69 YNDX 18: 24.40 24.25 24.73
70 T 24: 18.94 18.97 18.85
71 TEM 30: 47.38 47.16 47.04
72 VIX 34: 21.72 21.71 22.50
73 T0 38: 38.05 37.63 37.74
74 <--------------------------->
75 1 2 3
76
77 :2321: CLUSTERS CATCHING Clocking - Time Lapse Range
78 ULTA 1[14.74 <-> 16.35] 2[19.27 <-> 19.27] 3[21.68 <-> 21.68]
79 TPRS 1[15.63 <-> 15.63] 2[17.27 <-> 18.05] 3[21.77 <-> 21.77]
80 YNDX 1[16.00 <-> 16.00] 2[16.76 <-> 16.76] 3[21.02 <-> 21.02]
81 T 1[16.42 <-> 16.42] 2[18.16 <-> 18.16] 3[21.15 <-> 21.15]
82 TEM 1[17.23 <-> 17.23] 2[19.75 <-> 20.07] 3[22.47 <-> 22.47]
83 VIX 1[17.72 <-> 17.72] 2[19.69 <-> 19.69] 3[20.67 <-> 20.67]
84 T0 1[18.33 <-> 18.33] 2[20.02 <-> 20.02] 3[20.92 <-> 20.92]
85
86 *** The time range of Cluster j, defined as [min, max], falls within the overall time window ***
87 [14.74 <-> 18.33] [16.76 <-> 20.07] [20.67 <-> 22.47]
88
89 Error-Previous [16.76 < 18.33]
90 :2475: Warning OLD VERSION EXECUTED CLUSTER not declared static
91 :2462: Close all files Exit Forced ExSan is killed - Inside if change: 1
92
93 ENDS xsnPtfli_5858 Elapsed Time: 0.15 sec
94 Version BOOST: 1.83.0 EXSAN @ MS VSC 2022 (64b) - 17.12.4 -toolSet(v143)
95 EXIT FROM EXSAN
File: F:\\\\exsan\\\\xsn_a_out.txt
1
2 :2294: Selected Stocks |aryStockAux| Weighted Vals in Clusters ppDataIn: 9out_txt_file_name_a
3 WORKSHEET 9 I[38, 3] FLOAT
4 A B C
5 >---------------------------<
6 ULTA 3: 14.34 15.89 15.63
7 TPRS 15: 139.49 134.73 134.44
8 YNDX 18: 24.40 24.25 24.73
9 T 24: 18.94 18.97 18.85
10 TEM 30: 47.38 47.16 47.04
11 VIX 34: 21.72 21.71 22.50
12 T0 38: 38.05 37.63 37.74
13 <--------------------------->
14 1 2 3
15
EXIT FROM EXSAN
Comments
Post a Comment