Backtesting Pipeline Feed to ExSan & Clustering Setup 08
c++ |ExSan| ++ ↄ
iX ilinkedIn exsan.plusplus@gmail.com Tue Feb 18 08:49:50 2025 x: R.J.Y JOB: xsnPtfli_4950xsnPtfli
Cluster Output
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2 |ExSan| C++ |ExSan||ExSan| C++ |ExSan| Tue Feb 18 08:49:50 2025
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4 JOB: xsnPtfli_4950
5 GLUTo Thu Jan 1, 2026 License Grant for: 530 days more StockCounterDB Number of files: 6
6
7 :471: MASTER INPUT DATA FILE
8 1 dbfileID: 5 stockDB_16.txt
9 2 nTickRead: 999999
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: 6 mu: 0.33 Limit Trading / Savings: 10000 FactoRun: 2
17 ******************
18 <--------E-x-S-a-n---------->
19 Generate Exsan ( 7 , 8 )
20
21 Total Number of assets allocated: 6
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: 999999 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: 1333 Lapse Microseconds: 1333 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 :1413: First Ever Cluster - MSFT (1, 1) counter: 1 24.19
35 DATA> 24.19
36 TIME> 12.02
37
38 :1521: Stock: MSFT datum: 24.65
39 :1525: Datum to Cluster (1,1) MSFT datum: 24.65
40 :1644: Cluster Update with new datum - (1, 1) counter: 2 24.65
41 DATA> 24.19 24.65
42 TIME> 12.02 12.20
43 :1413: First Ever Cluster - AAPL (2, 1) counter: 1 21.46
44 DATA> 21.46
45 TIME> 12.32
46
47 :1521: Stock: MSFT datum: 24.38
48 :1525: Datum to Cluster (1,1) MSFT datum: 24.38
49 :1644: Cluster Update with new datum - (1, 1) counter: 3 24.38
50 DATA> 24.19 24.65 24.38
51 TIME> 12.02 12.20 12.44
52 :*2040*: END CLK -Reset Time Lapse-Frame 00:00:00.001998 > 00:00:00.001333 huge diffe when timelapse = 1
53
54 :2117: Active Cluster: MSFT ptr->*nt* (1, 1) ntCounter:-> 3 head_key_nt:-> 2 aryStock[ 1]: 1
55 :2220: Point to Next Cluster to be filled is col ---> 2 _ntCounter: 0 bool: 0 0
56 :2229: Record:1 INCOMPLETE Cluster - Time:
57
58 :2117: Active Cluster: AAPL ptr->*nt* (2, 1) ntCounter:-> 1 head_key_nt:-> 1 aryStock[ 2]: 1
59 :2220: Point to Next Cluster to be filled is col ---> 2 _ntCounter: 0 bool: 0 0
60 :2229: Record:2 INCOMPLETE Cluster - Time:
61 :1413: First Ever Cluster - ELON (3, 1) counter: 1 177.50
62 DATA> 177.50
63 TIME> 13.30
64 :1413: First Ever Cluster - NFLX (4, 1) counter: 1 17.09
65 DATA> 17.09
66 TIME> 13.49
67
68 :1521: Stock: AAPL datum: 20.90
69 :1525: Datum to Cluster (2,2) AAPL datum: 20.90
70 :1644: Cluster Update with new datum - (2, 2) counter: 1 20.90
71 DATA> 20.90
72 TIME> 13.63
73
74 :1521: Stock: MSFT datum: 24.40
75 :1525: Datum to Cluster (1,2) MSFT datum: 24.40
76 :1644: Cluster Update with new datum - (1, 2) counter: 1 24.40
77 DATA> 24.40
78 TIME> 13.76
79
80 :1521: Stock: NFLX datum: 14.79
81 :1525: Datum to Cluster (4,1) NFLX datum: 14.79
82 :1644: Cluster Update with new datum - (4, 1) counter: 2 14.79
83 DATA> 17.09 14.79
84 TIME> 13.49 13.88
85
86 :1521: Stock: ELON datum: 202.50
87 :1525: Datum to Cluster (3,1) ELON datum: 202.50
88 :1644: Cluster Update with new datum - (3, 1) counter: 2 202.50
89 DATA> 177.50 202.50
90 TIME> 13.30 14.01
91
92 :1521: Stock: AAPL datum: 21.45
93 :1525: Datum to Cluster (2,2) AAPL datum: 21.45
94 :1644: Cluster Update with new datum - (2, 2) counter: 2 21.45
95 DATA> 20.90 21.45
96 TIME> 13.63 14.15
97 :1413: First Ever Cluster - TFSM (5, 1) counter: 1 69.99
98 DATA> 69.99
99 TIME> 14.26
100
101 :1521: Stock: ELON datum: 248.75
102 :1525: Datum to Cluster (3,1) ELON datum: 248.75
103 :1644: Cluster Update with new datum - (3, 1) counter: 3 248.75
104 DATA> 177.50 202.50 248.75
105 TIME> 13.30 14.01 14.39
106 :*2040*: END CLK -Reset Time Lapse-Frame 00:00:00.001999 > 00:00:00.001333 huge diffe when timelapse = 1
107
108 :2117: Active Cluster: MSFT ptr->*nt* (1, 2) ntCounter:-> 1 head_key_nt:-> 1 aryStock[ 1]: 1
109 :2220: Point to Next Cluster to be filled is col ---> 3 _ntCounter: 0 bool: 0 0
110 :2229: Record:1 INCOMPLETE Cluster - Time:
111
112 :2117: Active Cluster: AAPL ptr->*nt* (2, 2) ntCounter:-> 2 head_key_nt:-> 1 aryStock[ 2]: 1
113 :2220: Point to Next Cluster to be filled is col ---> 3 _ntCounter: 0 bool: 0 0
114 :2229: Record:2 INCOMPLETE Cluster - Time:
115
116 :2117: Active Cluster: ELON ptr->*nt* (3, 1) ntCounter:-> 3 head_key_nt:-> 2 aryStock[ 3]: 1
117 :2220: Point to Next Cluster to be filled is col ---> 2 _ntCounter: 0 bool: 0 0
118 :2229: Record:3 INCOMPLETE Cluster - Time:
119
120 :2117: Active Cluster: NFLX ptr->*nt* (4, 1) ntCounter:-> 2 head_key_nt:-> 1 aryStock[ 4]: 1
121 :2220: Point to Next Cluster to be filled is col ---> 2 _ntCounter: 0 bool: 0 0
122 :2229: Record:4 INCOMPLETE Cluster - Time:
123
124 :2117: Active Cluster: TFSM ptr->*nt* (5, 1) ntCounter:-> 1 head_key_nt:-> 1 aryStock[ 5]: 1
125 :2220: Point to Next Cluster to be filled is col ---> 2 _ntCounter: 0 bool: 0 0
126 :2229: Record:5 INCOMPLETE Cluster - Time:
127
128 :1521: Stock: TFSM datum: 69.98
129 :1525: Datum to Cluster (5,2) TFSM datum: 69.98
130 :1644: Cluster Update with new datum - (5, 2) counter: 1 69.98
131 DATA> 69.98
132 TIME> 15.23
133 :1413: First Ever Cluster - XLFN (6, 1) counter: 1 150.18
134 DATA> 150.18
135 TIME> 15.33
136
137 :1521: Stock: ELON datum: 240.00
138 :1525: Datum to Cluster (3,2) ELON datum: 240.00
139 :1644: Cluster Update with new datum - (3, 2) counter: 1 240.00
140 DATA> 240.00
141 TIME> 15.61
142
143 :1521: Stock: XLFN datum: 146.25
144 :1525: Datum to Cluster (6,1) XLFN datum: 146.25
145 :1644: Cluster Update with new datum - (6, 1) counter: 2 146.25
146 DATA> 150.18 146.25
147 TIME> 15.33 15.82
148
149 :1521: Stock: AAPL datum: 20.52
150 :1525: Datum to Cluster (2,3) AAPL datum: 20.52
151 :1644: Cluster Update with new datum - (2, 3) counter: 1 20.52
152 DATA> 20.52
153 TIME> 15.96
154
155 :1521: Stock: TFSM datum: 69.46
156 :1525: Datum to Cluster (5,2) TFSM datum: 69.46
157 :1644: Cluster Update with new datum - (5, 2) counter: 2 69.46
158 DATA> 69.98 69.46
159 TIME> 15.23 16.08
160
161 :1521: Stock: ELON datum: 254.38
162 :1525: Datum to Cluster (3,2) ELON datum: 254.38
163 :1644: Cluster Update with new datum - (3, 2) counter: 2 254.38
164 DATA> 240.00 254.38
165 TIME> 15.61 16.22
166
167 :1521: Stock: NFLX datum: 15.39
168 :1525: Datum to Cluster (4,2) NFLX datum: 15.39
169 :1644: Cluster Update with new datum - (4, 2) counter: 1 15.39
170 DATA> 15.39
171 TIME> 16.35
172
173 :1521: Stock: ELON datum: 330.00
174 :1525: Datum to Cluster (3,2) ELON datum: 330.00
175 :1644: Cluster Update with new datum - (3, 2) counter: 3 330.00
176 DATA> 240.00 254.38 330.00
177 TIME> 15.61 16.22 16.49
178 :*2040*: END CLK -Reset Time Lapse-Frame 00:00:00.002001 > 00:00:00.001333 huge diffe when timelapse = 1
179
180 :2117: Active Cluster: AAPL ptr->*nt* (2, 3) ntCounter:-> 1 head_key_nt:-> 1 aryStock[ 2]: 1
181 :2220: Point to Next Cluster to be filled is col ---> 1 _ntCounter: 1 bool: 1
182 :2226: Record Complete Cluster - Time counter: 1
183
184 :2117: Active Cluster: ELON ptr->*nt* (3, 2) ntCounter:-> 3 head_key_nt:-> 2 aryStock[ 3]: 1
185 :2146: Failed Cluster Discard This Cluster - Prevent Spread out of boundary - (3,2)
186 :2220: Point to Next Cluster to be filled is col ---> 3 _ntCounter: 0 bool: 0 0
187 :2229: Record:3 INCOMPLETE Cluster - Time:
188
189 :2117: Active Cluster: NFLX ptr->*nt* (4, 2) ntCounter:-> 1 head_key_nt:-> 1 aryStock[ 4]: 1
190 :2220: Point to Next Cluster to be filled is col ---> 3 _ntCounter: 0 bool: 0 0
191 :2229: Record:4 INCOMPLETE Cluster - Time:
192
193 :2117: Active Cluster: TFSM ptr->*nt* (5, 2) ntCounter:-> 2 head_key_nt:-> 1 aryStock[ 5]: 1
194 :2220: Point to Next Cluster to be filled is col ---> 3 _ntCounter: 0 bool: 0 0
195 :2229: Record:5 INCOMPLETE Cluster - Time:
196
197 :2117: Active Cluster: XLFN ptr->*nt* (6, 1) ntCounter:-> 2 head_key_nt:-> 1 aryStock[ 6]: 1
198 :2220: Point to Next Cluster to be filled is col ---> 2 _ntCounter: 0 bool: 0 0
199 :2229: Record:6 INCOMPLETE Cluster - Time:
200
201 :1521: Stock: AAPL datum: 20.92
202 :1525: Datum to Cluster (2,1) AAPL datum: 20.92
203 :1644: Cluster Update with new datum - (2, 1) counter: 2 20.92
204 DATA> 21.46 20.92
205 TIME> 12.32 17.44
206
207 :1521: Stock: NFLX datum: 14.68
208 :1525: Datum to Cluster (4,3) NFLX datum: 14.68
209 :1644: Cluster Update with new datum - (4, 3) counter: 1 14.68
210 DATA> 14.68
211 TIME> 17.57
212
213 :1521: Stock: NFLX datum: 14.87
214 :1525: Datum to Cluster (4,3) NFLX datum: 14.87
215 :1644: Cluster Update with new datum - (4, 3) counter: 2 14.87
216 DATA> 14.68 14.87
217 TIME> 17.57 17.68
218
219 :1521: Stock: TFSM datum: 68.57
220 :1525: Datum to Cluster (5,3) TFSM datum: 68.57
221 :1644: Cluster Update with new datum - (5, 3) counter: 1 68.57
222 DATA> 68.57
223 TIME> 17.82
224
225 :1521: Stock: XLFN datum: 147.61
226 :1525: Datum to Cluster (6,2) XLFN datum: 147.61
227 :1644: Cluster Update with new datum - (6, 2) counter: 1 147.61
228 DATA> 147.61
229 TIME> 17.93
230
231 :1521: Stock: NFLX datum: 14.33
232 :1525: Datum to Cluster (4,3) NFLX datum: 14.33
233 :1644: Cluster Update with new datum - (4, 3) counter: 3 14.33
234 DATA> 14.68 14.87 14.33
235 TIME> 17.57 17.68 18.05
236
237 :1521: Stock: TFSM datum: 69.08
238 :1525: Datum to Cluster (5,3) TFSM datum: 69.08
239 :1644: Cluster Update with new datum - (5, 3) counter: 2 69.08
240 DATA> 68.57 69.08
241 TIME> 17.82 18.20
242 :*2040*: END CLK -Reset Time Lapse-Frame 00:00:00.001998 > 00:00:00.001333 huge diffe when timelapse = 1
243
244 :2117: Active Cluster: AAPL ptr->*nt* (2, 1) ntCounter:-> 2 head_key_nt:-> 1 aryStock[ 2]: 1
245 :2220: Point to Next Cluster to be filled is col ---> 2 _ntCounter: 2 bool: 1
246 :2226: Record Complete Cluster - Time counter: 1
247 :2078: Not Active Stock in Previous Round: 3: ELON cluster:
248 :2093: Last time occurred in cluster: 2
249 :2097: Whipe out nTree - bool/false counter/0 (3,2)
250
251 :2117: Active Cluster: NFLX ptr->*nt* (4, 3) ntCounter:-> 3 head_key_nt:-> 2 aryStock[ 4]: 1
252 :2220: Point to Next Cluster to be filled is col ---> 1 _ntCounter: 2 bool: 1
253 :2226: Record Complete Cluster - Time counter: 2
254
255 :2117: Active Cluster: TFSM ptr->*nt* (5, 3) ntCounter:-> 2 head_key_nt:-> 1 aryStock[ 5]: 1
256 :2220: Point to Next Cluster to be filled is col ---> 1 _ntCounter: 1 bool: 1
257 :2226: Record Complete Cluster - Time counter: 3
258
259 :2117: Active Cluster: XLFN ptr->*nt* (6, 2) ntCounter:-> 1 head_key_nt:-> 1 aryStock[ 6]: 1
260 :2220: Point to Next Cluster to be filled is col ---> 3 _ntCounter: 0 bool: 0 0
261 :2229: Record:6 INCOMPLETE Cluster - Time:
262 :2231: Ready - Complete Recordscounter counter >= 4 -- RESET is skipped
263 :2288: Catching Clusters This round ExSan(stocks: 6, 3 :clusters)
264 :2290: Cluster Timing Begin ppTime: 10
265 WORKSHEET 10 J[5, 3] FLOAT
266 A B C
267 >---------------<
268 0 0.00 AAPL 2:17.44 13.89 15.96
269 0 0.00 NFLX 4:13.68 16.35 17.57
270 0 0.00 TFSM 5:14.26 15.65 18.01
271 <--------------->
272 1 2 3
273
274 :2294: Cluster Timing End ppRTime: 11
275 WORKSHEET 11 K[5, 3] FLOAT
276 A B C
277 >---------------<
278 0 0.00 AAPL 2:17.44 14.15 15.96
279 0 0.00 NFLX 4:13.88 16.35 18.05
280 0 0.00 TFSM 5:14.26 16.08 18.20
281 <--------------->
282 1 2 3
283
284 :2374: CLUSTERS CATCHING Clocking - Time Lapse Range
285 AAPL 2[13.63 <-> 14.15] 3[15.96 <-> 15.96] 1[12.32 <-> 17.44]
286 NFLX 1[13.49 <-> 13.88] 2[16.35 <-> 16.35] 3[17.57 <-> 18.05]
287 TFSM 1[14.26 <-> 14.26] 2[15.23 <-> 16.08] 3[17.82 <-> 18.20]
288
289 The time range of Cluster j, defined as [min, max], falls within the overall time window
290 [13.49 <-> 14.26] [15.23 <-> 16.35] [12.32 <-> 18.20]
291
292 Error-Previous [12.32 < 16.35]
293 :2475: Warning OLD VERSION EXECUTED CLUSTER not declared static
294 :2462: Close all files Exit Forced ExSan is killed - Inside if change: 1
295
296 ENDS xsnPtfli_4950 Elapsed Time: 0.04 sec
297 Version BOOST: 1.83.0 EXSAN @ MS VSC 2022 (64b) - 17.13.0 -toolSet(v143)
298 EXIT FROM EXSAN
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