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2946 lines (2893 loc) · 363 KB
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;; gorilla-repl.fileformat = 1
;; **
;;; # Fundamental Analysis
;; **
;; @@
(ns clojure-backtesting.examples.fundamentalAnalysis
(:require [clojure-backtesting.data :refer :all]
[clojure-backtesting.data-management :refer :all]
[clojure-backtesting.portfolio :refer :all]
[clojure-backtesting.order :refer :all]
[clojure-backtesting.evaluate :refer :all]
[clojure-backtesting.plot :refer :all]
[clojure-backtesting.counter :refer :all]
[clojure-backtesting.automation :refer :all]
[clojure-backtesting.parameters :refer :all]
[clojure-backtesting.indicators :refer :all]
[clojure-backtesting.direct :refer :all]
[clojure.string :as str]
[clojure.java.io :as io]
[clojure.pprint :as pprint]
[clojure.edn :as edn]
[java-time :as t]
) ;; require all libriaries from core
)
;; @@
;; =>
;;; {"type":"html","content":"<span class='clj-nil'>nil</span>","value":"nil"}
;; <=
;; @@
; path to dataset = "/Volumes/T7/CRSP"
; change it to the relative path to your own dataset
;
(load-dataset "./Volumes/T7/CRSP" "main" add-aprc)
;; @@
;; ->
;;; The dataset is already furnished by add-aprc. No more modification is needed.
;;;
;; <-
;; =>
;;; {"type":"html","content":"<span class='clj-string'>"Date range: 1972-01-03 ~ 2017-02-10"</span>","value":"\"Date range: 1972-01-03 ~ 2017-02-10\""}
;; <=
;; @@
; path to dataset = "/Volumes/T7/Computstat"
; change it to the relative path to your own dataset
;
(load-dataset "./Volumes/T7/Compustat" "compustat")
;; @@
;; =>
;;; {"type":"html","content":"<span class='clj-string'>"Date range: 1962-01-31 ~ 2017-12-31"</span>","value":"\"Date range: 1962-01-31 ~ 2017-12-31\""}
;; <=
;; @@
(defn- cache-pop-for-test
"reset information of the oldest date"
[]
(let [date (.poll cache-queue)]
(reset! (nth (get data-cache date) 0) nil)
(reset! (nth (get data-cache date) 1) nil)))
;; @@
;; =>
;;; {"type":"html","content":"<span class='clj-var'>#'clojure-backtesting.demo/cache-pop-for-test</span>","value":"#'clojure-backtesting.demo/cache-pop-for-test"}
;; <=
;; @@
(defn- cache-add-info-for-test
[date info]
(while (>= (.size cache-queue) CACHE-SIZE) (cache-pop-for-test))
(.add cache-queue date)
(reset! (nth (get data-cache date) 0) info))
;; @@
;; =>
;;; {"type":"html","content":"<span class='clj-var'>#'clojure-backtesting.demo/cache-add-info-for-test</span>","value":"#'clojure-backtesting.demo/cache-add-info-for-test"}
;; <=
;; @@
(defn get-info-by-date-for-test
"Get the full tics info.\n
Returns a vector of maps."
;; to do join the compustat
[date]
(if-let [file (get data-files date)]
(if-let [ret (deref (nth (get data-cache date) 0))]
;; cache hit
ret
;; cache miss
(let [data (line-seq (io/reader file))
data (map read-string data)
data (map zipmap (repeat headers) data)
data (if headers2 (merge-data data date) data)]
(cache-add-info-for-test date data)))
nil))
;; @@
;; =>
;;; {"type":"html","content":"<span class='clj-var'>#'clojure-backtesting.demo/get-info-by-date-for-test</span>","value":"#'clojure-backtesting.demo/get-info-by-date-for-test"}
;; <=
;; @@
(defn get-set-roe [date]
(let [data (get-info-by-date-for-test date)]
(loop [remaining data
result-set []
ROE-list []]
(if (empty? remaining)
{:data result-set :ROE-set ROE-list}
(let [firstline (first remaining)
next-remaining (rest remaining)
[year month day] (map parse-int (str/split (get firstline :DATE) #"-"))]
(if (and (contains? firstline :niq) (contains? firstline :cshoq) (not (empty? (get firstline :niq))) (not (empty? (get firstline :cshoq))))
(let [niq (Double/parseDouble (get firstline :niq))
cshoq (Double/parseDouble (get firstline :cshoq))
PRC (get firstline :PRC)
ROE (/ niq (* PRC cshoq))]
(recur next-remaining (conj result-set {:PERMNO (get firstline :PERMNO) :year year :ROE ROE}) (conj ROE-list ROE)))
(recur next-remaining result-set ROE-list)))))))
;; @@
;; =>
;;; {"type":"html","content":"<span class='clj-var'>#'clojure-backtesting.demo/get-set-roe</span>","value":"#'clojure-backtesting.demo/get-set-roe"}
;; <=
;; @@
;;demo
(def data-demo (get-set-roe "1980-12-18"))
(println data-demo)
;; @@
;; ->
;;; {:data [{:PERMNO 23472, :year 1980, :ROE 0.21622982601908503} {:PERMNO 34438, :year 1980, :ROE 0.020413860597296763} {:PERMNO 49285, :year 1980, :ROE 0.012646448313510526} {:PERMNO 39175, :year 1980, :ROE 0.022045952635667096} {:PERMNO 55618, :year 1980, :ROE -0.01834784092848609} {:PERMNO 45081, :year 1980, :ROE 0.010004269977657358} {:PERMNO 31966, :year 1980, :ROE 0.007931220456203801} {:PERMNO 53209, :year 1980, :ROE 0.06287025194388615} {:PERMNO 19174, :year 1980, :ROE -0.34004490674975946} {:PERMNO 24627, :year 1980, :ROE 0.02797621502973121} {:PERMNO 27422, :year 1980, :ROE 0.058656202340764595} {:PERMNO 22840, :year 1980, :ROE 0.05009456674563279} {:PERMNO 41443, :year 1980, :ROE 0.04501033235749957} {:PERMNO 14883, :year 1980, :ROE 0.032122353298569176} {:PERMNO 76014, :year 1980, :ROE 0.07129712595504427} {:PERMNO 64223, :year 1980, :ROE 0.0015460430959512998} {:PERMNO 36337, :year 1980, :ROE 0.03650923650923651} {:PERMNO 48821, :year 1980, :ROE 0.029774644340929118} {:PERMNO 58122, :year 1980, :ROE 0.001153110815581138} {:PERMNO 49349, :year 1980, :ROE 0.0841539653836218} {:PERMNO 43588, :year 1980, :ROE 0.03811772457720185} {:PERMNO 44812, :year 1980, :ROE 0.039213837151981484} {:PERMNO 60759, :year 1980, :ROE 0.04397947218542038} {:PERMNO 18251, :year 1980, :ROE 0.034065969412876686} {:PERMNO 62594, :year 1980, :ROE 0.053578450648839954} {:PERMNO 62340, :year 1980, :ROE 0.012663686877877686} {:PERMNO 59097, :year 1980, :ROE 0.044774034970113404} {:PERMNO 37217, :year 1980, :ROE 0.03232977642276423} {:PERMNO 34227, :year 1980, :ROE 0.031707749294398846} {:PERMNO 57322, :year 1980, :ROE 0.025062900738576414} {:PERMNO 62252, :year 1980, :ROE 0.042678820152707145} {:PERMNO 21020, :year 1980, :ROE -0.24163434856823707} {:PERMNO 60442, :year 1980, :ROE 0.0620852118110556} {:PERMNO 52556, :year 1980, :ROE 0.10552499402056924} {:PERMNO 17646, :year 1980, :ROE 0.0685432793807178} {:PERMNO 41726, :year 1980, :ROE 0.057293025196932544} {:PERMNO 17902, :year 1980, :ROE 0.03062342753947551} {:PERMNO 47861, :year 1980, :ROE 0.06742218937340888} {:PERMNO 18286, :year 1980, :ROE -0.10634944842661787} {:PERMNO 41996, :year 1980, :ROE 0.1287618299112552} {:PERMNO 19537, :year 1980, :ROE 0.0677353953537371} {:PERMNO 29890, :year 1980, :ROE 0.052873036804245} {:PERMNO 29532, :year 1980, :ROE -0.11892369744184761} {:PERMNO 57592, :year 1980, :ROE 0.019709628573973455} {:PERMNO 38586, :year 1980, :ROE 0.05635887856978025} {:PERMNO 14218, :year 1980, :ROE 0.03031917660513422} {:PERMNO 42198, :year 1980, :ROE 0.031966965096203476} {:PERMNO 51211, :year 1980, :ROE 0.003990642366550882} {:PERMNO 22269, :year 1980, :ROE -0.08360483043930207} {:PERMNO 47159, :year 1980, :ROE 0.06684817834341994} {:PERMNO 28097, :year 1980, :ROE 0.02933905221457719} {:PERMNO 39992, :year 1980, :ROE 0.03579960799491419} {:PERMNO 12511, :year 1980, :ROE 0.02588232036868619} {:PERMNO 18438, :year 1980, :ROE 0.04054720641915222} {:PERMNO 20474, :year 1980, :ROE 0.050514097452149395} {:PERMNO 36775, :year 1980, :ROE 0.11345037940782621} {:PERMNO 49947, :year 1980, :ROE 0.01745014856671762} {:PERMNO 39220, :year 1980, :ROE 0.04823305267039519} {:PERMNO 46471, :year 1980, :ROE 0.023747112007740146} {:PERMNO 60193, :year 1980, :ROE -0.06725146198830408} {:PERMNO 46703, :year 1980, :ROE 0.021004003150600473} {:PERMNO 48258, :year 1980, :ROE 0.042323965463864334} {:PERMNO 60898, :year 1980, :ROE 0.07470249957296589} {:PERMNO 23341, :year 1980, :ROE 0.03177718987082778} {:PERMNO 33603, :year 1980, :ROE -0.29413417836826855} {:PERMNO 63861, :year 1980, :ROE 0.023890571160071} {:PERMNO 63045, :year 1980, :ROE 0.034684552937446385} {:PERMNO 15368, :year 1980, :ROE 0.04383306208406524} {:PERMNO 54797, :year 1980, :ROE 0.06270634993103646} {:PERMNO 35781, :year 1980, :ROE 0.06284973815164968} {:PERMNO 12175, :year 1980, :ROE 0.021304029304029304} {:PERMNO 13522, :year 1980, :ROE 0.0644560190337691} {:PERMNO 61874, :year 1980, :ROE 0.05337998176872857} {:PERMNO 39159, :year 1980, :ROE 0.0035377520820428113} {:PERMNO 26112, :year 1980, :ROE 0.042388058001713975} {:PERMNO 41718, :year 1980, :ROE 0.04709528177052684} {:PERMNO 28468, :year 1980, :ROE 0.050068367541920095} {:PERMNO 19414, :year 1980, :ROE 0.028276214506262085} {:PERMNO 32459, :year 1980, :ROE 0.008583128583128583} {:PERMNO 54543, :year 1980, :ROE 0.009711184599076975} {:PERMNO 63722, :year 1980, :ROE 0.022579439252336447} {:PERMNO 39781, :year 1980, :ROE 0.03878977199536262} {:PERMNO 43385, :year 1980, :ROE 0.0441227426035597} {:PERMNO 51351, :year 1980, :ROE 0.06416831032215647} {:PERMNO 53997, :year 1980, :ROE 0.004629629629629629} {:PERMNO 28580, :year 1980, :ROE 0.04977194226206084} {:PERMNO 48610, :year 1980, :ROE 0.056642544447422505} {:PERMNO 22285, :year 1980, :ROE 0.11228907147274493} {:PERMNO 27991, :year 1980, :ROE 0.04946406129722825} {:PERMNO 59790, :year 1980, :ROE -0.024781144781144782} {:PERMNO 62404, :year 1980, :ROE 0.017582186882901325} {:PERMNO 27888, :year 1980, :ROE 0.025850606275952745} {:PERMNO 17224, :year 1980, :ROE 0.033565722277552924} {:PERMNO 42876, :year 1980, :ROE -0.24910477969796047} {:PERMNO 51422, :year 1980, :ROE -0.2179242713157178} {:PERMNO 26585, :year 1980, :ROE 0.04925883694412771} {:PERMNO 28855, :year 1980, :ROE 0.022389803505045144} {:PERMNO 42112, :year 1980, :ROE -0.0742948339461823} {:PERMNO 40416, :year 1980, :ROE 0.05394947286934042} {:PERMNO 36804, :year 1980, :ROE 0.03475675984679586} {:PERMNO 50921, :year 1980, :ROE 0.05655305335767904} {:PERMNO 43852, :year 1980, :ROE 0.032667726339492685} {:PERMNO 26438, :year 1980, :ROE 0.043422673373966145} {:PERMNO 56493, :year 1980, :ROE 0.001161486702979814} {:PERMNO 58683, :year 1980, :ROE 0.03241286240230274} {:PERMNO 56434, :year 1980, :ROE 0.040039324336401824} {:PERMNO 47634, :year 1980, :ROE -0.017589475508844914} {:PERMNO 28134, :year 1980, :ROE 0.01288677718157019} {:PERMNO 15915, :year 1980, :ROE -1.801138952164009} {:PERMNO 11674, :year 1980, :ROE 0.062126202358486524} {:PERMNO 13610, :year 1980, :ROE -0.06260276822328169} {:PERMNO 54287, :year 1980, :ROE 0.04398611667334134} {:PERMNO 44003, :year 1980, :ROE -0.055637375225004095} {:PERMNO 36898, :year 1980, :ROE 0.031777896422851046} {:PERMNO 29380, :year 1980, :ROE 0.19883040935672514} {:PERMNO 60839, :year 1980, :ROE 0.05724372917006966} {:PERMNO 24010, :year 1980, :ROE 0.04668921245013265} {:PERMNO 24643, :year 1980, :ROE 0.048554589756828255} {:PERMNO 54877, :year 1980, :ROE 0.4784444544621256} {:PERMNO 61292, :year 1980, :ROE 0.010651363931922097} {:PERMNO 11340, :year 1980, :ROE 0.04283037944057632} {:PERMNO 38324, :year 1980, :ROE 0.046487822251927026} {:PERMNO 28740, :year 1980, :ROE 0.039803501700466044} {:PERMNO 21522, :year 1980, :ROE 0.05092774381468322} {:PERMNO 31173, :year 1980, :ROE 0.023846579422242675} {:PERMNO 43473, :year 1980, :ROE 0.029021548613259097} {:PERMNO 43721, :year 1980, :ROE 0.018694250342589657} {:PERMNO 18200, :year 1980, :ROE 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;;;
;; <-
;; =>
;;; {"type":"html","content":"<span class='clj-nil'>nil</span>","value":"nil"}
;; <=
;; @@
(def data (get data-demo :data))
;; @@
;; =>
;;; {"type":"html","content":"<span class='clj-var'>#'clojure-backtesting.demo/data</span>","value":"#'clojure-backtesting.demo/data"}
;; <=
;; @@
(filter #(= (get % :PERMNO ) "57461") data)
;; @@
;; =>
;;; {"type":"list-like","open":"<span class='clj-lazy-seq'>(</span>","close":"<span class='clj-lazy-seq'>)</span>","separator":" ","items":[{"type":"list-like","open":"<span class='clj-map'>{</span>","close":"<span class='clj-map'>}</span>","separator":", ","items":[{"type":"list-like","open":"","close":"","separator":" ","items":[{"type":"html","content":"<span class='clj-keyword'>:PERMNO</span>","value":":PERMNO"},{"type":"html","content":"<span class='clj-string'>"57461"</span>","value":"\"57461\""}],"value":"[:PERMNO \"57461\"]"},{"type":"list-like","open":"","close":"","separator":" ","items":[{"type":"html","content":"<span class='clj-keyword'>:year</span>","value":":year"},{"type":"html","content":"<span class='clj-unkown'>1980</span>","value":"1980"}],"value":"[:year 1980]"},{"type":"list-like","open":"","close":"","separator":" ","items":[{"type":"html","content":"<span class='clj-keyword'>:ROE</span>","value":":ROE"},{"type":"html","content":"<span class='clj-double'>0.012012133468149645</span>","value":"0.012012133468149645"}],"value":"[:ROE 0.012012133468149645]"}],"value":"{:PERMNO \"57461\", :year 1980, :ROE 0.012012133468149645}"}],"value":"({:PERMNO \"57461\", :year 1980, :ROE 0.012012133468149645})"}
;; <=
;; @@
(defn get-ROE
"return a set of ROE"
[dataset]
(into #{} (get dataset :ROE-set))
)
;; @@
;; =>
;;; {"type":"html","content":"<span class='clj-var'>#'clojure-backtesting.demo/get-ROE</span>","value":"#'clojure-backtesting.demo/get-ROE"}
;; <=
;; @@
(defn get-roe-20
"return a set tickers with ROE >= cut-off (i.e. roe-20)" ;;{"AAPL" "GM"}
[data roe-20]
(loop [remaining (get data :data)
result-set []]
(if (empty? remaining)
(into #{} result-set)
(let [first-line (first remaining)
next-remaining (rest remaining)]
(if (>= (get first-line :ROE) roe-20)
(recur next-remaining (conj result-set (get first-line :PERMNO)))
(recur next-remaining result-set)
)
)
)
)
)
;; @@
;; =>
;;; {"type":"html","content":"<span class='clj-var'>#'clojure-backtesting.demo/get-roe-20</span>","value":"#'clojure-backtesting.demo/get-roe-20"}
;; <=
;; @@
;; test examples
;; get a set of ROE
(def roe-list-demo (get-ROE data-demo))
(println (take 3 roe-list-demo))
;; get a sorted set of ROE
(def roe-sorted-set (apply sorted-set roe-list-demo))
(println (take 3 roe-sorted-set))
;; get a sorted vector of ROE
(def roe-sorted-vec (into '[] roe-sorted-set))
(println (take 3 roe-sorted-vec))
;; find the 20th percentile ROE
(def roe-20-demo (nth roe-sorted-vec (int (* 0.8 (count roe-sorted-vec)))))
(println roe-20-demo)
;; get the list of tickers to buy
(def stock-to-buy-test (get-roe-20 data-demo roe-20-demo))
(println stock-to-buy-test)
(println (type stock-to-buy-test)) ;;stored in a set format
;; @@
;; ->
;;; (-0.01834784092848609 0.0206940944130601 0.028427114675089512)
;;; (-6.864404605685081 -1.8592198179827044 -1.801138952164009)
;;; (-6.864404605685081 -1.8592198179827044 -1.801138952164009)
;;; 0.053324027220380384
;;; #{53516 47108 30840 56995 26227 16088 45858 62594 53402 49103 41996 63626 26921 49672 51158 33734 60839 14496 24707 25144 47896 18374 25443 38586 44046 42710 51326 33937 24141 19043 50921 28804 49680 37225 52599 44899 23448 39088 20061 59301 56469 43887 28847 54439 51510 55204 32352 53891 40011 52513 55837 24467 23544 53022 26606 36484 38973 48610 17240 15229 36775 19764 42374 52759 29815 60150 49242 58202 41989 21143 31632 31764 51123 51588 50163 26577 24555 54797 59256 24459 44206 11691 70958 21178 52556 15588 49736 52433 54818 37284 20917 23114 25590 12140 27422 33806 59539 35554 78255 46594 51706 36417 38287 48397 61882 40109 22243 25689 64450 38906 50200 34631 24416 47300 21995 16432 43844 84129 56208 23624 44417 48354 59264 23851 25099 33347 17443 58632 56557 29962 46519 55634 16599 72494 54033 54500 42906 45348 19721 45890 53209 45720 52821 14189 48936 58385 38885 57023 20589 48901 19027 29380 56450 20984 54877 33849 20160 40221 22437 16521 39079 17646 53268 55466 17196 14322 40782 43976 20458 12458 47693 21039 43414 23499 62666 17291 62869 23472 57947 72726 45217 63087 13522 63503 56784 38447 57277 30760 38420 27350 50497 71328 50024 48223 16513 31712 59977 50593 46869 57306 35537 28142 33305 23229 25129 61874 37583 55853 62295 38607 41081 40512 35781 49752 13370 16870 22728 14461 56311 42286 24037 47714 41187 27270 24731 40387 15069 16141 47159 47618 46819 46762 16600 49779 60986 59758 11674 46527 36127 58238 32790 16628 56952 14197 35094 22285 60564 51019 24767 22277 54746 48127 59345 38826 48178 20730 36185 36469 62316 18905 51503 59395 35722 60898 43772 58704 38471 43466 52265 24424 17005 12706 24248 23712 49568 69682 49349 22322 25961 24723 51449 26833 54463 47861 55538 60442 76014 33451 12969 56506 41604 45487 31181 34315 25902 68806 63976 52871 52863 16548 50075 19537 48135 25145 17217 27430 41582 54412 13557 22509 63220 19596 34139 12570 20968 60943 48629 15747 49488 32619 43553 41208 79354 58421 81403 35888 51748 43377 51676 63650 20976 35203 49699 10823 19377 59221 22008 45516 37356 78829 42753 42606 55511 50059 22517 16847 34497 10479 52505 23050 41726 56055 51781 21127 21231 40416 47095 54244 25507 46607 42534 24432 33232 44759 40731 25291 38527 73577 51351 18796 47386 10137 46658 53663 70261 52847 41291 32037}
;;; clojure.lang.PersistentHashSet
;;;
;; <-
;; =>
;;; {"type":"html","content":"<span class='clj-nil'>nil</span>","value":"nil"}
;; <=
;; @@
(init-portfolio "1980-12-18" 100000)
;; @@
;; ->
;;; Detect that you run the program for the first time.
;;; We created a file named ./out_order_record.csv to store order records.
;;;
;;; You can find the file under the same directory of your runnning program.
;;;
;;; Detect that you run the program for the first time.
;;; We created a file named ./out_portfolio_value_record.csv to store order records.
;;;
;;; You can find the file under the same directory of your runnning program.
;;;
;;; Detect that you run the program for the first time.
;;; We created a file named ./out_evaluation_report.csv to store order records.
;;;
;;; You can find the file under the same directory of your runnning program.
;;;
;;;
;; <-
;; =>
;;; {"type":"html","content":"<span class='clj-string'>"Date: 1980-12-18 Cash: $100000"</span>","value":"\"Date: 1980-12-18 Cash: $100000\""}
;; <=
;; @@
(def year-count 3) ;; hold the stock for 3 years
(def start-year 1980)
(def rebalance-md (subs (get-date) 4)) ; = -12-18
(def rebalance-years (into [] (range (+ start-year 1) (+ (+ start-year 1) year-count) 1))) ; rebalance every year
(def rebalance-dates []) ; [1981-12-18, 1982-12-18, 1983-12-18]
(doseq [year rebalance-years]
(def rebalance-dates (conj rebalance-dates (str year rebalance-md)))
)
(def end-date (last rebalance-dates)) ; 1983-12-18
;; get stock tickers and ROE data
;; output {{:tic "AAPL" :year "1980" :ROE x.x}{...}{:ROE 1.x 2.x 3.x 10.x}}
(def stock-data (get-set-roe "1980-12-18"))
;; sort the stocks according to their ROE (= Net Income/Total Equity)
;; get a set of ROE
(def roe-list (get-ROE stock-data))
;; sorting function, return tickers of the top 20% stocks
;; determine what are the top 20% stocks and turn the sorted-set into list format
(def roe-sorted (into '[] (apply sorted-set roe-list)))
;(println roe-list)
;(println (int (* 0.8 (count roe-sorted))))
;; find the 20% cut-off ROE value
(let [roe-20 (nth roe-sorted (int (* 0.8 (count roe-sorted))))]
;;get the tickers of the top 20 with function get-roe-20
(def stocks-to-buy (get-roe-20 stock-data roe-20))
)
;; buy the top 20% stocks and the sell the stocks that are not in the top 20% this year
(def stocks-to-buy-list (into [] stocks-to-buy))
(println stocks-to-buy-list)
;; buy stocks
(doseq [stock stocks-to-buy-list]
(order stock 10)
)
(update-eval-report ) ; update evaluation metrics
(next-date)
(while (not= (empty? rebalance-dates) true)
;(println (get-date)) ; debug
(if (t/after? (t/local-date (get-date)) (t/local-date (first rebalance-dates))) ; check if (get-date) has passed first date in rebalance-dates
(do
(def rebalance-dates (rest rebalance-dates)) ; pop the first date in rebalance-dates
;(println (rest rebalance-dates)) ; debug
(while (empty? (get-set-roe (get-date)))
(next-date) ;; move on to next date til data is not empty
)
(def stock-data (get-set-roe (get-date)))
(def roe-list (get-ROE stock-data))
(def roe-sorted (into '[] (apply sorted-set roe-list)))
(let [roe-20 (nth roe-sorted (int (* 0.8 (count roe-sorted))))]
(def stocks-to-buy (get-roe-20 stock-data roe-20))
)
(def stocks-to-buy-list (into [] stocks-to-buy))
;; sell stocks held in portfolio
(doseq [[ticker row] (deref portfolio)]
(if (not= ticker :cash)
(order ticker -10)
)
)
;; buy stocks
(doseq [stock stocks-to-buy-list]
(order stock 10)
)
(update-eval-report ) ; update evaluation metrics
)
)
(next-date) ; move on to the next trading day
)
;; sell stocks held in portfolio (if ticker != "cash" && quantity > 0)
(doseq [[ticker row] (deref portfolio)]
(if (and (not= ticker :cash) (= (compare (get row :quantity) 0) 1))
(order ticker -10)
)
)
(end-order)
;; @@
;; ->
;;; [53516 47108 30840 56995 26227 16088 45858 62594 53402 49103 41996 63626 26921 49672 51158 33734 60839 14496 24707 25144 47896 18374 25443 38586 44046 42710 51326 33937 24141 19043 50921 28804 49680 37225 52599 44899 23448 39088 20061 59301 56469 43887 28847 54439 51510 55204 32352 53891 40011 52513 55837 24467 23544 53022 26606 36484 38973 48610 17240 15229 36775 19764 42374 52759 29815 60150 49242 58202 41989 21143 31632 31764 51123 51588 50163 26577 24555 54797 59256 24459 44206 11691 70958 21178 52556 15588 49736 52433 54818 37284 20917 23114 25590 12140 27422 33806 59539 35554 78255 46594 51706 36417 38287 48397 61882 40109 22243 25689 64450 38906 50200 34631 24416 47300 21995 16432 43844 84129 56208 23624 44417 48354 59264 23851 25099 33347 17443 58632 56557 29962 46519 55634 16599 72494 54033 54500 42906 45348 19721 45890 53209 45720 52821 14189 48936 58385 38885 57023 20589 48901 19027 29380 56450 20984 54877 33849 20160 40221 22437 16521 39079 17646 53268 55466 17196 14322 40782 43976 20458 12458 47693 21039 43414 23499 62666 17291 62869 23472 57947 72726 45217 63087 13522 63503 56784 38447 57277 30760 38420 27350 50497 71328 50024 48223 16513 31712 59977 50593 46869 57306 35537 28142 33305 23229 25129 61874 37583 55853 62295 38607 41081 40512 35781 49752 13370 16870 22728 14461 56311 42286 24037 47714 41187 27270 24731 40387 15069 16141 47159 47618 46819 46762 16600 49779 60986 59758 11674 46527 36127 58238 32790 16628 56952 14197 35094 22285 60564 51019 24767 22277 54746 48127 59345 38826 48178 20730 36185 36469 62316 18905 51503 59395 35722 60898 43772 58704 38471 43466 52265 24424 17005 12706 24248 23712 49568 69682 49349 22322 25961 24723 51449 26833 54463 47861 55538 60442 76014 33451 12969 56506 41604 45487 31181 34315 25902 68806 63976 52871 52863 16548 50075 19537 48135 25145 17217 27430 41582 54412 13557 22509 63220 19596 34139 12570 20968 60943 48629 15747 49488 32619 43553 41208 79354 58421 81403 35888 51748 43377 51676 63650 20976 35203 49699 10823 19377 59221 22008 45516 37356 78829 42753 42606 55511 50059 22517 16847 34497 10479 52505 23050 41726 56055 51781 21127 21231 40416 47095 54244 25507 46607 42534 24432 33232 44759 40731 25291 38527 73577 51351 18796 47386 10137 46658 53663 70261 52847 41291 32037]
;;; Order request 1980-12-19 | 72494 | 10 fails due to initial margin requirement.
;;; Order request 1980-12-19 | 72726 | 10 fails due to initial margin requirement.
;;; Order request 1980-12-19 | 73577 | 10 fails due to initial margin requirement.
;;; Order request 1980-12-19 | 76014 | 10 fails due to initial margin requirement.
;;; Order request 1980-12-19 | 78255 | 10 fails due to initial margin requirement.
;;; Order request 1980-12-19 | 78829 | 10 fails due to initial margin requirement.
;;; Order request 1980-12-19 | 79354 | 10 fails due to initial margin requirement.
;;; Order request 1980-12-19 | 81403 | 10 fails due to initial margin requirement.
;;; Order request 1980-12-19 | 84129 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 10137 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 10189 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 10479 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 10727 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 10743 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 10823 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 10874 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 11084 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 11340 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 12044 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 12140 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 12570 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 12781 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 12888 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 12918 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 12969 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 13354 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 13961 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 13980 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 14091 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 14189 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 14306 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 14322 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 14496 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 14656 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 14736 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 15035 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 15368 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 15721 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 15747 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 15966 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 16141 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 16169 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 16513 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 16555 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 16571 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 16599 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 16695 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 16707 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 17196 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 17217 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 17224 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 17240 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 17291 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 17347 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 17874 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 17902 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 17929 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 18032 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 18091 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 18200 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 18374 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 18447 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 18490 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 18658 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 18905 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 19238 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 19289 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 20124 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 21995 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 22138 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 22218 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 22277 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 22437 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 22461 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 22728 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 22760 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 23026 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 23034 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 23042 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 23245 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 23288 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 23448 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 23472 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 23499 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 23536 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 23544 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 23851 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 24096 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 24109 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 24141 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 24184 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 24192 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 24205 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 24248 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 24256 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 24272 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 24379 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 24459 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 24467 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 24491 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 24555 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 24679 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 25291 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 25371 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 25443 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 25507 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 25523 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 25590 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 25689 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 26585 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 26586 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 26606 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 26614 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 26710 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 26789 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 27270 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 27350 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 27991 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 28142 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 28186 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 28222 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 28716 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 28847 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 29285 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 29488 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 29647 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 29807 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 29815 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 30622 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 30681 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 30840 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 32352 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 34606 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 34631 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 34833 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 35036 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 35094 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 35334 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 35422 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 35537 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 36127 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 36185 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 36274 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 36397 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 36417 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 37399 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 37815 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 38033 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 38420 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 38527 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 38536 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 38826 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 38885 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 39079 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 39088 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 39183 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 39204 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 39432 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 39589 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 40011 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 40097 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 40109 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 41080 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 41187 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 41208 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 41443 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 41487 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 41718 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 41726 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 41850 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 42534 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 42710 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 42906 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 45110 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 45516 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 45890 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 46076 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 46607 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 47167 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 47220 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 47248 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 47300 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 47896 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 48020 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 48071 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 48135 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 48136 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 48178 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 48223 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 48258 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 48354 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 48389 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 48901 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 48936 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 49103 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 49242 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 49349 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 49365 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 49488 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 49568 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 49656 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 49657 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 49752 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 50024 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 51772 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 51781 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 52230 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 52433 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 52505 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 52556 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 52847 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 52863 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 53209 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 53268 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 53402 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 53516 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 53524 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 53663 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 53858 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 53859 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 53891 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 54033 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 54041 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 54148 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 54156 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 54287 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 55079 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 56232 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 56442 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 56450 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 56733 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 57250 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 57306 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 57744 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 57832 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 57947 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 57999 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 58246 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 58843 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 58878 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 59002 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 59110 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 59221 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 59256 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 59264 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 59300 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 59301 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 59345 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 59379 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 59387 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 59395 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 59408 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 59504 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 59600 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 59619 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 60134 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 60442 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 60792 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 61532 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 61671 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 61946 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 62148 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 62295 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 62316 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 62340 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 62439 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 62455 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 62594 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 62770 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 63503 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 63538 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 63888 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 63976 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 64013 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 64418 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 64426 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 64450 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 64653 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 64734 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 64952 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 64995 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 65278 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 65701 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 65860 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 65867 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 65920 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 66608 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 67062 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 67441 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 67678 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 68938 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 69527 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 69631 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 70077 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 71395 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 71475 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 72494 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 72726 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 72945 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 73219 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 73243 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 75169 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 75572 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 76014 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 78212 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 78263 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 78530 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 78829 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 79581 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 80726 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 81403 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 81569 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 81673 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 81796 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 82230 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 82975 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 83337 | 10 fails due to initial margin requirement.
;;; Order request 1981-12-22 | 84145 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 10137 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 10145 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 10604 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 10989 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 11173 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 11340 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 11341 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 11404 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 11447 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 11659 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 11843 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 11850 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 11851 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 12888 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 12969 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 13179 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 13507 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 13557 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 13688 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 13980 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 14322 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 14357 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 14496 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 14541 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 14656 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 14736 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 15457 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 15553 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 15588 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 15720 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 15721 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 15966 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 16555 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 16599 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 16678 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 16695 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 16715 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 16870 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 17005 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 17196 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 17291 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 17292 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 17420 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 17495 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 17523 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 17874 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 18198 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 18315 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 18374 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 18447 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 18490 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 18551 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 19043 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 19079 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 19166 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 19174 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 19414 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 19537 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 19596 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 19802 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 19968 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 20037 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 20976 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 21039 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 21450 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 21514 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 21776 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 21821 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 21928 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 22075 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 22517 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 22728 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 22817 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 22947 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 23026 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 23042 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 23106 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 23114 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 23182 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 23405 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 23448 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 23499 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 23536 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 23544 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 23705 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 23712 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 23835 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 23851 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 24045 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 24109 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 24141 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 24192 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 24272 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 24360 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 24416 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 24424 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 24432 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 24467 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 24491 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 24563 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 24723 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 24890 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 24897 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 25072 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 25099 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 25129 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 25145 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 25208 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 25241 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 25267 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 25291 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 25348 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 25443 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 25523 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 25590 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 25769 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 26033 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 26083 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 26550 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 26570 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 26585 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 26586 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 26710 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 26729 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 26788 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 26789 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 27263 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 27270 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 27991 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 28039 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 28177 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 28186 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 28250 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 28310 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 28345 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 28353 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 28354 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 28441 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 28556 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 28580 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 28636 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 28716 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 28740 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 29285 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 29488 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 29647 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 29807 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 29816 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 29890 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 30728 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 31181 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 31712 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 31764 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 31879 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 32281 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 32716 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 32804 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 33347 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 33363 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 33398 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 33428 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 33451 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 34139 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 34367 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 34404 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 34497 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 34631 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 34649 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 34753 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 35020 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 35036 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 35044 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 35094 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 35175 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 35204 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 35529 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 35853 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 35888 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 36127 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 36135 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 36185 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 36214 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 36257 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 36274 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 36345 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 36397 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 36417 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 36469 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 36484 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 36864 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 36978 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 37023 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 37225 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 37284 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 37348 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 37356 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 37399 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 38033 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 38172 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 38287 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 38536 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 38607 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 40097 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 40782 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 41574 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 41604 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 41718 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 42033 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 42447 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 42534 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 42833 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 42905 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 42906 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 43385 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 43466 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 43764 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 43888 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 43976 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 44046 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 44206 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 44345 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 44599 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 45217 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 45348 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 45428 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 45437 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 45495 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 45890 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 45947 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 46017 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 46084 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 46463 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 46527 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 46594 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 46607 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 46704 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 46762 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 46790 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 46842 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 46851 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 47001 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 47028 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 47079 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 47088 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 47159 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 47167 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 47220 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 47248 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 47300 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 47395 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 47416 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 47504 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 47626 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 47669 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 47693 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 47782 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 47896 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 48071 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 48223 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 48354 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 48397 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 48418 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 48507 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 48549 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 49365 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 49656 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 49657 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 50243 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 50279 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 50308 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 50324 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 50518 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 50550 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 50569 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 50738 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 50789 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 51123 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 51158 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 51203 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 51262 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 51351 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 51503 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 51510 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 51588 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 51706 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 51764 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 51772 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 51781 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 51836 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 52071 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 52230 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 52265 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 52397 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 52505 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 52821 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 52840 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 52847 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 52863 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 52919 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 52944 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 53209 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 53402 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 53479 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 53516 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 53524 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 53663 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 53858 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 53859 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 53891 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 53938 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 54287 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 54738 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 55079 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 55117 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 55175 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 55247 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 55248 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 55416 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 55511 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 56450 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 56733 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 56805 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 56814 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 56945 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 56952 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 57023 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 57197 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 57250 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 57277 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 57306 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 57454 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 57613 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 57701 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 57728 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 57736 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 57947 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 58262 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 58289 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 58334 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 58369 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 58393 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 58481 | 10 fails due to initial margin requirement.
;;; Order request 1982-12-21 | 58587 | 10 fails due to initial margin requirement.