Backtesting Pipeline Feed to ExSan & Clustering Setup 07
c++ |ExSan| ++ ↄ
iX ilinkedIn exsan.plusplus@gmail.com Fri Feb 14 12:04:20 2025 x: R.J.Y JOB: xsnPtfli_0420xsnPtfli
File: F:\\\\exsan\\\\xsn_out.txt
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2 |ExSan| C++ |ExSan||ExSan| C++ |ExSan| Fri Feb 14 12:04:20 2025
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4 JOB: xsnPtfli_0420
5 GLUTo Thu Jan 1, 2026 License Grant for: 530 days more StockCounterDB Number of files: 42
6
7 :471: MASTER INPUT DATA FILE
8 1 dbfileID: 5 stockDB_16.txt
9 2 nTickRead: 999999
10 3 cols: 5
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: 42 mu: 0.33 Limit Trading / Savings: 10000 FactoRun: 2
17 ******************
18 <--------E-x-S-a-n---------->
19 Generate Exsan ( 43 , 44 )
20
21 Total Number of assets allocated: 42
22
23 PARAMETERS
24 Investment: 9668 min Inv/Stock: 50 # Ticks -cols-: 5 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: 333 Lapse Microseconds: 333 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 :*2040*: END CLK -Reset Time Lapse-Frame 00:00:00.001999 > 00:00:00.000333 huge diffe when timelapse = 1 0 0 0 0 0
40 :2231: Ready - Complete Recordscounter counter >= 4 -- RESET is skipped
41 :2320: Real Last-In Cluster ppRTime: 11
42 WORKSHEET 11 K[23, 5] FLOAT
43 A B C D E
44 >-------------------------<
45 0 0.00 CAB 2: 0.00 14.31 17.36 18.41 20.43
46 0 0.00 CAR 4:20.75 12.98 14.70 16.36 18.18
47 0 0.00 ANRA 5: 0.00 12.85 16.88 18.58 20.60
48 0 0.00 BRLC 6:21.51 13.11 15.19 16.72 19.59
49 0 0.00 BMY 9: 0.00 13.40 15.52 19.30 21.21
50 0 0.00 BBY 18: 0.00 15.44 16.68 19.06 21.56
51 0 0.00 AMRN 19:13.55 14.93 16.33 19.38 20.22
52 0 0.00 BLS 23: 0.00 14.62 17.21 19.42 21.37
53 <------------------------->
54 1 2 3 4 5
55
56 :2288: Catching Clusters This round ExSan(stocks: 42, 5 :clusters)
57 :2290: ppTime: 10
58 WORKSHEET 10 J[23, 5] FLOAT
59 A B C D E
60 >-------------------------<
61 0 0.00 CAB 2:11.02 14.31 16.84 18.41 20.43
62 0 0.00 CAR 4:20.75 12.65 14.70 16.36 18.18
63 0 0.00 ANRA 5:11.22 12.55 16.88 18.55 20.60
64 0 0.00 BRLC 6:21.29 12.96 15.19 16.72 18.83
65 0 0.00 BMY 9:11.40 13.40 15.02 19.30 21.21
66 0 0.00 BBY 18:12.95 14.90 16.40 19.06 21.18
67 0 0.00 AMRN 19:13.55 14.87 16.33 18.88 20.22
68 0 0.00 BLS 23:13.51 14.62 17.21 19.07 20.82
69 <------------------------->
70 1 2 3 4 5
71
72 :2294: Reset ppRTime: 11
73 WORKSHEET 11 K[23, 5] FLOAT
74 A B C D E
75 >-------------------------<
76 0 0.00 CAB 2: 0.00 14.31 17.36 18.41 20.43
77 0 0.00 CAR 4:20.75 12.98 14.70 16.36 18.18
78 0 0.00 ANRA 5: 0.00 12.85 16.88 18.58 20.60
79 0 0.00 BRLC 6:21.51 13.11 15.19 16.72 19.59
80 0 0.00 BMY 9: 0.00 13.40 15.52 19.30 21.21
81 0 0.00 BBY 18: 0.00 15.44 16.68 19.06 21.56
82 0 0.00 AMRN 19:13.55 14.93 16.33 19.38 20.22
83 0 0.00 BLS 23: 0.00 14.62 17.21 19.42 21.37
84 <------------------------->
85 1 2 3 4 5
86
87 :2321: CLUSTERS CATCHING Clocking - Time Lapse Range
88 CAB 1[11.02 <-> 11.02] 2[14.31 <-> 14.31] 3[16.64 <-> 17.36] 4[18.41 <-> 18.41] 5[20.43 <-> 20.43]
89 CAR 2[12.41 <-> 12.98] 3[14.70 <-> 14.70] 4[16.36 <-> 16.36] 5[18.18 <-> 18.18] 1[20.75 <-> 20.75]
90 ANRA 1[11.22 <-> 11.22] 2[12.24 <-> 12.85] 3[16.88 <-> 16.88] 4[18.51 <-> 18.58] 5[20.60 <-> 20.60]
91 BRLC 2[12.82 <-> 13.11] 3[15.19 <-> 15.19] 4[16.72 <-> 16.72] 5[18.14 <-> 19.59] 1[21.08 <-> 21.51]
92 BMY 1[11.40 <-> 11.40] 2[13.40 <-> 13.40] 3[14.51 <-> 15.52] 4[19.30 <-> 19.30] 5[21.21 <-> 21.21]
93 BBY 1[12.95 <-> 12.95] 2[14.35 <-> 15.44] 3[16.12 <-> 16.68] 4[19.06 <-> 19.06] 5[20.80 <-> 21.56]
94 AMRN 1[13.08 <-> 13.55] 2[14.81 <-> 14.93] 3[16.33 <-> 16.33] 4[18.39 <-> 19.38] 5[20.22 <-> 20.22]
95 BLS 1[13.51 <-> 13.51] 2[14.62 <-> 14.62] 3[17.21 <-> 17.21] 4[18.72 <-> 19.42] 5[20.27 <-> 21.37]
96
97 The time range of Cluster j, defined as [min, max], falls within the overall time window
98 [11.02 <-> 13.55] [12.24 <-> 15.44] [14.51 <-> 17.36] [18.14 <-> 19.59] [20.22 <-> 21.56]
99
100 Error-Previous [12.24 < 13.55]
101 :2475: Warning OLD VERSION EXECUTED CLUSTER not declared static
102 :2462: Close all files Exit Forced ExSan is killed - Inside if change: 1
103
104 ENDS xsnPtfli_0420 Elapsed Time: 0.07 sec
105 Version BOOST: 1.83.0 EXSAN @ MS VSC 2022 (64b) - 17.12.4 -toolSet(v143)
106 EXIT FROM EXSAN
Warning No C C
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