factor_mining/diagnostic_log.json at main · AtomNotShy/factor_mining · GitHub

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
{
  "result": {
    "initial_capital": 100000,
    "final_equity": 99980.0,
    "total_return_pct": -0.019999999999997797,
    "total_trades": 1,
    "signals_count": 1,
    "orders_count": 1,
    "fills_count": 1
  },
  "portfolio_daily_summary": {
    "first_day": {
      "timestamp": "2024-01-02 00:00:00+00:00",
      "date": "2024-01-02",
      "equity": 100000,
      "cash": 100000
    },
    "last_day": {
      "timestamp": "2024-01-31 00:00:00+00:00",
      "date": "2024-01-31",
      "equity": 99980.0,
      "cash": 79980.0
    },
    "count": 21
  },
  "fills_sample": [
    {
      "fill_id": "9f458d32-ca1d-4793-af8d-298e978b37b9",
      "order_id": "a1cfa127",
      "ts_fill_utc": "2024-01-24 00:00:00+00:00",
      "symbol": "QQQ",
      "side": "BUY",
      "qty": 46.96709954676749,
      "price": 425.83,
      "fee": 20.0,
      "slippage_est": 0.212915,
      "liquidity_flag": null,
      "metadata": {}
    }
  ]
}