ExSan Populating ExSan
ExSan
iX ilinkedIn exsan.plusplus@gmail.com Thu Jan 30 11:45:51 2025 x: R.J.Y JOB: xsnPortfolio_4551xsnPortfolio
File: xsn_out.txt
1
2 |ExSan| C++ |ExSan| Thu Jan 30 11:45:51 2025
3
4 JOB: xsnPortfolio_4551
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: 999999
10 3 cols: 12
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-: 12 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: 5 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: 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, 12 :clusters)
36 :2292: Selected Stocks |aryStockAux| Weighted Vals in Clusters ppDataIn: 9
37 WORKSHEET 9 I[57, 12] FLOAT
38 A B C D E F G H I J K L
39 >------------------------------------------------------------------------------------<
40 0 0.00 V 5: 12.46 10.93 10.75 11.19 10.91 11.33 11.07 11.79 12.05 11.65 11.79 11.98
41 0 0.00 TPRS 16:129.17 131.08 142.84 141.10 140.74 147.38 142.42 141.06 130.50 143.49 122.01 131.25
42 0 0.00 TEM 20: 53.44 53.81 53.05 53.15 52.67 52.68 52.02 51.63 51.66 52.32 51.44 51.00
43 0 0.00 XCT 25: 55.55 55.55 55.65 55.55 55.05 55.64 55.75 55.80 55.55 55.60 55.67 55.73
44 0 0.00 WDR 31: 27.36 27.12 22.64 23.27 23.03 23.01 24.25 24.53 25.47 25.95 26.79 27.03
45 0 0.00 TNX 57: 61.20 60.70 61.74 61.95 61.70 61.49 60.44 59.13 58.82 59.15 58.49 57.92
46 <------------------------------------------------------------------------------------>
47 1 2 3 4 5 6 7 8 9 10 11 12
48
49 :2293: ppTime: 10
50 WORKSHEET 10 J[57, 12] FLOAT
51 A B C D E F G H I J K L
52 >------------------------------------------------------------<
53 0 0.00 V 5:83.38 44.10 47.73 49.29 50.95 60.41 62.90 68.36 73.88 76.89 80.02 80.58
54 0 0.00 TPRS 16:71.28 72.24 73.11 73.99 77.23 78.68 82.97 65.17 67.02 68.40 69.09 70.15
55 0 0.00 TEM 20:58.94 59.62 63.49 64.81 67.14 69.12 75.44 76.26 77.76 79.08 80.95 83.09
56 0 0.00 XCT 25:78.23 79.89 82.49 83.12 47.61 51.88 64.16 64.85 67.75 70.12 73.04 77.12
57 0 0.00 WDR 31:75.37 83.28 47.00 47.84 52.80 60.14 62.72 63.84 67.06 69.86 70.66 72.48
58 0 0.00 TNX 57:48.77 52.54 56.41 58.11 61.69 64.10 66.08 71.21 75.03 75.63 81.22 83.44
59 <------------------------------------------------------------>
60 1 2 3 4 5 6 7 8 9 10 11 12
61
62 :2294: Selected Stocks |aryStockAux| Weighted Vals in Clusters ppDataIn: 9
63 :2321: CLUSTERS CATCHING Clocking - Time Lapse Range
70
71 *** The time range of Cluster j, defined as [min, max], falls within the overall time window ***
73 Error [44.10 > 0.00 ]
74 :2462: Close all files Exit Forced ExSan is killed - Inside if change: 1
75
76 ENDS xsnPortfolio_4551 Elapsed Time: 0.22 sec
77 Version BOOST: 1.83.0 EXSAN @ MS VSC 2022 (64b) - 17.12.4 -toolSet(v143)
78 EXIT FROM EXSAN
File: xsn_a_out.txt
1 out_txt_file_name_a
2 WORKSHEET 9 I[57, 12] FLOAT
3 A B C D E F G H I J K L
4 >------------------------------------------------------------------------------------------------------------<
5 V 5: 12.46 10.93 10.75 11.19 10.91 11.33 11.07 11.79 12.05 11.65 11.79 11.98
6 TPRS 16: 129.17 131.08 142.84 141.10 140.74 147.38 142.42 141.06 130.50 143.49 122.01 131.25
7 TEM 20: 53.44 53.81 53.05 53.15 52.67 52.68 52.02 51.63 51.66 52.32 51.44 51.00
8 XCT 25: 55.55 55.55 55.65 55.55 55.05 55.64 55.75 55.80 55.55 55.60 55.67 55.73
9 WDR 31: 27.36 27.12 22.64 23.27 23.03 23.01 24.25 24.53 25.47 25.95 26.79 27.03
10 TNX 57: 61.20 60.70 61.74 61.95 61.70 61.49 60.44 59.13 58.82 59.15 58.49 57.92
11 <------------------------------------------------------------------------------------------------------------>
12 1 2 3 4 5 6 7 8 9 10 11 12
13
14 :2491: Whole Data Selected Stocks |aryStockAux| Weighted Vals in Clusters ppDataIn: 9
15 WORKSHEET 9 I[69, 12] FLOAT
16 A B C D E F G H I J K L
17 >------------------------------------------------------------------------------------------------------------<
18 ULUL 1: 66.72 66.73 65.97 67.16 67.76 66.99 67.62 67.00 66.43 65.32 64.84 67.00
19 UM 2: 60.58 49.84 52.47 50.06 52.14 51.49 53.98 54.21 58.92 61.07 61.15 60.14
20 WFT 3: 17.45 17.81 18.24 18.45 18.42 17.28 17.28 17.40 17.22 17.02 17.51 17.43
21 WPM 4: 8.96 8.96 15.68 15.68 8.06 8.06 8.96 8.96 9.18 9.41 9.41 9.41
22 V 5: 12.46 10.93 10.75 11.19 10.91 11.33 11.07 11.79 12.05 11.65 11.79 11.98
23 TTCU 6: 94.00 94.70 96.80 91.20 88.50 87.50 83.10 84.20 85.00 90.35 93.00 97.50
24 XOB 7: 23.07 22.69 22.12 22.08 22.25 22.14 21.18 20.98 21.56 21.45 22.20 22.54
25 TFSM 8: 64.50 64.66 63.84 64.56 64.50 64.38 64.34 64.56 65.10 64.92 64.73 64.61
26 ULTA 9: 14.63 14.62 15.07 14.59 13.87 13.94 15.74 15.38 14.92 14.75 14.76 14.63
27 VTVT 10: 7.21 7.33 7.18 7.43 7.51 7.26 7.20 0.00 0.00 0.00 0.00 0.00
28 UCTT 11: 75.00 73.00 72.85 74.10 74.90 71.00 68.60 67.50 64.20 58.40 62.90 78.80
29 V0 12: 136.28 140.50 142.29 142.43 139.82 140.30 139.92 139.43 139.61 138.71 138.04 136.53
30 XOM 13: 23.15 23.48 23.64 23.66 23.81 23.26 23.07 23.81 24.40 23.59 24.18 23.53
31 SPY 14: 42.57 42.37 42.34 42.53 42.63 42.70 42.77 42.88 42.74 42.69 42.48 42.45
32 SVC 15: 64.60 64.68 63.86 65.28 69.52 70.89 70.54 70.65 67.23 69.56 68.60 67.13
33 TPRS 16: 129.17 131.08 142.84 141.10 140.74 147.38 142.42 141.06 130.50 143.49 122.01 131.25
34 SNIK 17: 19.25 19.03 17.43 18.65 18.35 17.90 18.05 18.05 18.40 18.75 19.15 19.20
35 XTKM 18: 187.59 186.46 185.58 186.09 185.73 188.64 188.88 188.84 190.00 192.71 192.17 197.76
36 YBB 19: 69.82 70.49 72.12 72.86 70.34 69.45 68.56 67.74 69.51 71.13 71.30 71.32
37 TEM 20: 53.44 53.81 53.05 53.15 52.67 52.68 52.02 51.63 51.66 52.32 51.44 51.00
38 T0 21: 37.63 37.74 37.74 37.76 37.75 37.46 37.34 38.09 38.00 38.37 38.20 38.05
39 SLB 22: 24.01 27.90 26.87 26.44 28.09 26.34 26.19 26.21 26.33 25.25 25.80 25.40
40 XIV 23: 25.05 21.63 20.65 21.39 25.45 23.22 25.42 28.34 29.96 30.41 33.09 26.98
41 TBA 24: 73.51 73.44 72.72 72.22 71.15 68.64 68.22 68.13 71.15 71.29 71.53 71.75
42 XCT 25: 55.55 55.55 55.65 55.55 55.05 55.64 55.75 55.80 55.55 55.60 55.67 55.73
43 TSXN 26: 65.73 66.55 65.98 66.00 66.85 74.98 74.09 72.99 72.44 70.26 68.46 67.17
44 XVC 27: 118.35 118.20 119.70 117.75 117.79 111.86 110.57 109.78 107.88 114.60 114.23 116.25
45 SNBR 28: 7.17 7.66 7.41 7.45 7.34 7.50 7.80 7.73 7.88 7.47 7.33 0.00
46 SROK 29: 67.69 67.85 65.01 65.71 65.54 66.84 65.44 65.59 65.23 66.40 68.74 67.70
47 SRPT 30: 97.88 129.75 80.25 80.25 82.12 82.87 83.62 89.62 80.25 69.00 82.50 86.25
48 WDR 31: 27.36 27.12 22.64 23.27 23.03 23.01 24.25 24.53 25.47 25.95 26.79 27.03
49 YMB 32: 60.91 60.35 59.94 60.10 60.47 60.92 61.43 61.20 61.85 61.36 60.41 61.09
50 SSS 33: 8.95 7.88 7.90 7.76 8.04 7.94 7.77 9.07 9.11 9.03 9.03 8.91
51 TROC 34: 138.90 139.30 140.35 146.40 157.60 171.90 170.50 171.70 129.80 130.40 130.40 134.40
52 UCO 35: 37.80 36.94 33.40 34.20 36.76 34.60 33.60 33.56 31.34 28.96 28.76 29.32
53 UNG 36: 314.56 324.80 321.92 334.72 339.84 333.60 283.84 276.48 295.04 300.16 301.76 306.24
54 XEAS 37: 29.00 30.30 29.00 27.20 27.80 27.70 28.00 27.80 28.00 28.80 26.60 28.60
55 UONE 38: 14.00 14.00 13.92 13.96 13.96 14.40 14.62 14.46 14.50 14.48 14.00 13.92
56 SPIV 39: 11.72 16.00 15.67 15.14 15.28 13.62 13.09 13.40 12.37 12.01 12.20 12.50
57 UUPS 40: 93.97 94.21 94.28 92.80 93.42 91.89 94.18 94.22 95.14 95.54 95.06 94.78
58 YUMA 41: 92.70 91.30 89.31 91.90 92.10 89.71 89.11 92.10 92.10 92.50 92.30 92.50
59 SPUU 42: 23.50 23.53 23.77 23.67 23.87 23.79 23.67 23.67 23.94 23.76 23.46 23.66
60 XOF 43: 29.77 29.61 29.17 29.94 29.82 29.97 29.88 29.82 29.99 29.30 29.47 30.02
61 VRAC 44: 14.69 14.69 15.56 17.99 19.41 18.66 15.49 14.56 14.52 14.30 14.81 15.13
62 WLG 45: 27.28 27.21 27.18 26.85 27.43 27.55 27.86 28.37 29.17 27.30 27.16 26.45
63 T 46: 19.92 19.95 20.30 20.07 19.48 19.73 19.78 19.74 19.86 19.99 19.85 19.77
64 XIBN 47: 114.62 113.79 116.22 115.84 118.91 116.86 117.29 115.89 116.01 115.69 113.55 0.00
65 TUR 48: 152.82 150.66 147.73 149.21 146.87 150.87 151.88 154.95 157.82 156.91 154.75 154.80
66 YPS 49: 61.46 61.52 61.61 61.68 61.73 61.82 61.71 61.79 61.78 61.61 61.61 61.51
67 VVIX 50: 20.64 20.54 20.57 20.58 20.65 20.63 20.58 20.58 20.76 20.76 20.78 20.78
68 VIX 51: 23.89 24.38 25.20 24.68 23.37 21.64 21.06 20.35 24.06 23.17 26.00 25.86
69 SSK 52: 63.01 63.74 64.16 63.55 63.13 61.49 63.18 62.42 62.36 63.07 63.77 61.98
70 XUBS 53: 57.60 57.33 56.02 57.47 58.17 58.18 58.69 59.06 58.52 58.74 56.82 57.59
71 VERB 54: 19.50 19.50 19.50 19.50 19.50 19.50 19.50 19.50 19.50 19.50 19.50 19.50
72 TIF 55: 28.25 28.56 27.84 29.72 29.00 28.95 29.80 29.38 28.71 28.95 28.18 27.60
73 XDNY 56: 26.84 27.00 27.51 26.13 23.92 23.38 28.06 27.65 27.51 27.38 27.66 27.44
74 TNX 57: 61.20 60.70 61.74 61.95 61.70 61.49 60.44 59.13 58.82 59.15 58.49 57.92
75 UTTA 58: 18.82 19.14 18.65 19.00 18.51 18.49 17.38 18.46 18.72 18.98 18.70 18.79
76 VALE 59: 21.01 20.59 21.25 21.24 21.20 21.31 20.97 20.12 20.26 20.29 20.76 20.95
77 XNT 60: 27.49 27.31 27.11 27.05 27.31 27.28 27.12 27.44 27.33 27.55 27.30 27.84
78 XLFN 61: 145.11 144.39 145.25 143.36 148.06 146.47 145.17 144.06 142.02 142.24 142.42 145.83
79 XTNG 62: 20.14 20.06 20.59 21.33 21.39 21.07 21.12 20.95 20.97 20.96 21.05 20.03
80 YLN 63: 10.08 10.38 10.34 10.09 10.15 10.01 9.92 9.82 9.86 10.10 9.89 9.87
81 TCX 64: 29.42 31.94 31.72 29.19 29.42 28.73 29.42 26.20 26.66 26.20 27.58 25.28
82 SNJ 65: 11.98 12.06 12.10 12.20 12.14 12.29 12.31 12.45 12.43 12.31 12.02 11.98
83 XON 66: 20.61 20.35 18.65 23.01 23.00 21.05 21.77 22.40 22.08 21.54 21.20 20.88
84 ZPD 67: 279.59 280.46 281.63 281.24 282.56 278.97 280.86 278.49 275.49 277.73 278.61 277.20
85 VLA 68: 98.68 98.62 100.19 106.75 104.82 102.59 102.44 103.38 102.70 103.83 102.94 100.20
86 YNDX 69: 19.33 20.18 29.57 28.61 27.96 25.40 25.54 25.06 26.36 22.75 20.46 18.97
87 <------------------------------------------------------------------------------------------------------------>
88 1 2 3 4 5 6 7 8 9 10 11 12
89
R
e
j
e
c
t
t
h
e
D
e
f
a
u
l
t
C
h
a
l
l
e
n
g
e
t
h
e
S
t
a
n
d
a
r
d
s
S
h
a
p
e
t
h
e
F
u
t
u
r
e
Comments
Post a Comment