******************************************************************************** Status report produced on 27/10/2023 22:30 ******************************************************************************** Delayed methods: No delays Delayed adjusted / FX prices: No delays Delayed optimal positions: No delays Instruments at trade limit: No constraints Instruments at position limit: No constraints ======================================= Overrides in database consider deleting ======================================= Empty DataFrame Columns: [override] Index: [] Locked instruments (position mismatch): [] ============================================== Status of adjusted price / FX price collection ============================================== last_update IBXEX_fsb 2023-10-25 05:00:00 MSCISING_fsb 2023-10-25 05:00:00 OMXS30_fsb 2023-10-25 05:00:00 JGB_fsb 2023-10-25 05:00:00 SONIA3_fsb 2023-10-26 05:00:00 KRWUSD 2023-10-27 00:00:00 AUDUSD 2023-10-27 00:00:00 CADUSD 2023-10-27 00:00:00 CHFUSD 2023-10-27 00:00:00 SGDUSD 2023-10-27 00:00:00 JPYUSD 2023-10-27 00:00:00 CNHUSD 2023-10-27 00:00:00 GBPUSD 2023-10-27 00:00:00 HKDUSD 2023-10-27 00:00:00 EURUSD 2023-10-27 00:00:00 AUDJPY_fsb 2023-10-27 06:00:00 COCOA_LDN_fsb 2023-10-27 15:00:00 EUA_fsb 2023-10-27 15:00:00 ROBUSTA_fsb 2023-10-27 16:00:00 GILT_fsb 2023-10-27 16:00:00 BTP_fsb 2023-10-27 16:00:00 SUGAR_WHITE_fsb 2023-10-27 16:00:00 WHEAT_ICE_fsb 2023-10-27 16:00:00 SUGAR11_fsb 2023-10-27 16:00:00 COFFEE_fsb 2023-10-27 17:00:00 COCOA_fsb 2023-10-27 17:00:00 BTP3_fsb 2023-10-27 17:00:00 OJ_fsb 2023-10-27 17:00:00 LEANHOG_fsb* 2023-10-27 18:00:00 OATIES_fsb 2023-10-27 18:00:00 OAT_fsb 2023-10-27 18:00:00 SMI_fsb* 2023-10-27 18:00:00 RICE_fsb 2023-10-27 18:00:00 SHATZ_fsb 2023-10-27 18:00:00 SOYBEAN_fsb 2023-10-27 18:00:00 SOYMEAL_fsb 2023-10-27 18:00:00 WHEAT_fsb 2023-10-27 18:00:00 PALLAD_fsb* 2023-10-27 18:00:00 SOYOIL_fsb* 2023-10-27 18:00:00 AEX_fsb 2023-10-27 18:00:00 CRUDE_W_fsb 2023-10-27 18:00:00 DOW_fsb 2023-10-27 18:00:00 DAX_fsb 2023-10-27 18:00:00 COTTON2_fsb 2023-10-27 18:00:00 CORN_fsb 2023-10-27 18:00:00 COPPER_fsb* 2023-10-27 18:00:00 CHF_fsb 2023-10-27 18:00:00 DX_fsb* 2023-10-27 18:00:00 CAD_fsb 2023-10-27 18:00:00 BUXL_fsb 2023-10-27 18:00:00 BUND_fsb* 2023-10-27 18:00:00 BRENT_W_fsb* 2023-10-27 18:00:00 BOBL_fsb 2023-10-27 18:00:00 AUD_fsb 2023-10-27 18:00:00 ASX_fsb 2023-10-27 18:00:00 CAC_fsb 2023-10-27 18:00:00 EURGBP_fsb 2023-10-27 18:00:00 LIVECOW_fsb 2023-10-27 18:00:00 EURIBOR-ICE_fsb 2023-10-27 18:00:00 HANG_fsb 2023-10-27 18:00:00 EUROSTX_fsb 2023-10-27 18:00:00 EUR_fsb 2023-10-27 18:00:00 GOLD_fsb 2023-10-27 18:00:00 GBP_fsb 2023-10-27 18:00:00 FED_fsb 2023-10-27 18:00:00 GAS_US_fsb* 2023-10-27 18:00:00 GASOLINE_fsb 2023-10-27 18:00:00 GASOIL_fsb 2023-10-27 18:00:00 FTSE100_fsb 2023-10-27 18:00:00 NASDAQ_fsb* 2023-10-27 19:00:00 NIKKEI_fsb 2023-10-27 19:00:00 NZD_fsb* 2023-10-27 19:00:00 V2X_fsb 2023-10-27 19:00:00 SILVER_fsb 2023-10-27 19:00:00 US5_fsb 2023-10-27 19:00:00 US30_fsb 2023-10-27 19:00:00 US30U_fsb 2023-10-27 19:00:00 US2_fsb 2023-10-27 19:00:00 US10_fsb* 2023-10-27 19:00:00 PLAT_fsb 2023-10-27 19:00:00 SP500_fsb 2023-10-27 19:00:00 HEATOIL_fsb 2023-10-27 19:00:00 RUSSELL_fsb 2023-10-27 19:00:00 VIX_fsb 2023-10-27 19:00:00 JPY_fsb 2023-10-27 19:00:00 =============================================================== Status of optimal position generation =============================================================== last_update fsb_static_strategy_v5_1/BRENT_W_fsb 2023-10-27 21:30:39.486088 fsb_static_strategy_v5_1/BUND_fsb 2023-10-27 21:30:39.704069 fsb_static_strategy_v5_1/COPPER_fsb 2023-10-27 21:30:39.873707 fsb_static_strategy_v5_1/DX_fsb 2023-10-27 21:30:40.114248 fsb_static_strategy_v5_1/GAS_US_fsb 2023-10-27 21:30:40.283504 fsb_static_strategy_v5_1/LEANHOG_fsb 2023-10-27 21:30:40.441134 fsb_static_strategy_v5_1/NASDAQ_fsb 2023-10-27 21:30:40.600632 fsb_static_strategy_v5_1/NZD_fsb 2023-10-27 21:30:40.766326 fsb_static_strategy_v5_1/PALLAD_fsb 2023-10-27 21:30:40.922287 fsb_static_strategy_v5_1/SMI_fsb 2023-10-27 21:30:41.086086 fsb_static_strategy_v5_1/SOYOIL_fsb 2023-10-27 21:30:41.312687 fsb_static_strategy_v5_1/SUGAR11_fsb 2023-10-27 21:30:41.473219 fsb_static_strategy_v5_1/US10_fsb 2023-10-27 21:30:41.644187 ====================== Status of trade limits ====================== Empty DataFrame Columns: [period_days, trade_limit, trades_since_last_reset, trade_capacity_remaining, time_since_last_reset] Index: [] ===================================================================== Status of position limits ===================================================================== keys position pos_limit spare 0 fsb_static_strategy_v5_1 US10_fsb -9.61 No limit 9999999 1 fsb_static_strategy_v5_1 SOYOIL_fsb 1.15 No limit 9999999 2 fsb_static_strategy_v5_1 LEANHOG_fsb 0.48 No limit 9999999 3 fsb_static_strategy_v5_1 GAS_US_fsb -3.32 No limit 9999999 4 fsb_static_strategy_v5_1 NZD_fsb -1.87 No limit 9999999 5 fsb_static_strategy_v5_1 COPPER_fsb -2.88 No limit 9999999 6 fsb_static_strategy_v5_1 PALLAD_fsb -2.11 No limit 9999999 7 fsb_static_strategy_v5_1 NASDAQ_fsb -1.12 No limit 9999999 8 fsb_static_strategy_v5_1 DX_fsb 6.35 No limit 9999999 9 fsb_static_strategy_v5_1 BUND_fsb -2.11 No limit 9999999 10 fsb_static_strategy_v5_1 BRENT_W_fsb 0.80 No limit 9999999 11 fsb_static_strategy_v5_1 SMI_fsb -2.17 No limit 9999999 0 GAS_US_fsb -3.32 No limit 9999999 1 NZD_fsb -1.87 No limit 9999999 2 COPPER_fsb -2.88 No limit 9999999 3 PALLAD_fsb -2.11 No limit 9999999 4 NASDAQ_fsb -1.12 No limit 9999999 5 DX_fsb 6.35 No limit 9999999 6 BUND_fsb -2.11 No limit 9999999 7 SMI_fsb -2.17 No limit 9999999 8 BRENT_W_fsb 0.80 No limit 9999999 9 US10_fsb -9.61 No limit 9999999 10 SOYOIL_fsb 1.15 No limit 9999999 11 LEANHOG_fsb 0.48 No limit 9999999 ================================================================== Status of overrides ================================================================== override BRENT Override Reduce only because bad_instrument in... BITCOIN_fsb Override No trading because trading_restrictio... BOBL_fsb Override Reduce only because bad_instrument in... BTP3_fsb Override Reduce only because bad_instrument in... EURGBP_fsb Override Reduce only because bad_instrument in... EURIBOR-ICE_fsb Override Reduce only because bad_instrument in... FED_fsb Override Reduce only because bad_instrument in... JGB_fsb Override Reduce only because bad_instrument in... LUMBER-new_fsb Override Reduce only because bad_instrument in... LUMBER_new_fsb Override Reduce only because bad_instrument in... MSCISING_fsb Override Reduce only because bad_instrument in... OATIES_fsb Override Reduce only because bad_instrument in... SHATZ_fsb Override Reduce only because bad_instrument in... SONIA3_fsb Override Reduce only because bad_instrument in... US2_fsb Override Reduce only because bad_instrument in... US5_fsb Override Reduce only because bad_instrument in... V2X_fsb Override Reduce only because bad_instrument in... KOSPI_mini Override Reduce only because duplicate_instrum... bad_thing Override Reduce only because duplicate_instrum... Another_thing Override Reduce only because duplicate_instrum... ==================================================================================== Status of process control ==================================================================================== time_to_start time_to_stop prev_process run_capital_update False True True run_daily_prices_updates True False True run_daily_fx_and_contract_updates True False True run_daily_update_multiple_adjusted_prices True False True run_stack_handler False True True run_ig_handler_weekday False True True run_ig_handler_overnight True False True run_ig_handler_weekend True False True run_epic_discovery False True True run_reports True False True run_backups True False True run_cleaners True False True run_systems True False True run_strategy_order_generator True False True ============================================================================================================== Status of process control ============================================================================================================== start end status PID running run_reports 2023-10-27 22:30:07 2023-10-26 22:51:29 GO 33201 running run_epic_discovery 2023-10-27 00:59:16 2023-10-27 03:45:26 GO 0 not running run_daily_fx_and_contract_updates 2023-10-27 11:15:06 2023-10-27 11:24:58 GO 0 not running run_capital_update 2023-10-27 00:45:11 2023-10-27 18:45:16 GO 0 not running run_stack_handler 2023-10-27 05:45:06 2023-10-27 19:45:14 GO 0 not running run_ig_handler_weekday 2023-10-27 05:15:07 2023-10-27 19:45:35 GO 0 not running run_daily_prices_updates 2023-10-27 20:05:05 2023-10-27 20:16:29 GO 0 not running run_daily_update_multiple_adjusted_prices 2023-10-27 20:20:07 2023-10-27 20:20:43 GO 0 not running run_systems 2023-10-27 21:30:06 2023-10-27 21:30:43 GO 0 not running run_strategy_order_generator 2023-10-27 21:40:03 2023-10-27 21:40:07 GO 0 not running run_cleaners 2023-10-27 22:00:06 2023-10-27 22:00:07 GO 0 not running run_backups 2023-10-27 22:15:06 2023-10-27 22:23:08 GO 0 not running ======================================================================================================================================================== Status of methods ======================================================================================================================================================== process_name last_start last_end currently_running roll_report run_reports 2023-10-26 22:30:17.460 2023-10-26 22:30:50.875 False instrument_risk_report run_reports 2023-10-26 22:30:50.883 2023-10-26 22:31:39.098 False min_capital run_reports 2023-10-26 22:31:39.106 2023-10-26 22:32:25.628 False remove_markets_report run_reports 2023-10-26 22:32:25.635 2023-10-26 22:34:42.976 False fsb_report run_reports 2023-10-26 22:34:42.985 2023-10-26 22:35:36.509 False slippage_report run_reports 2023-10-26 22:35:36.517 2023-10-26 22:35:55.220 False costs_report run_reports 2023-10-26 22:35:55.230 2023-10-26 22:36:38.951 False trade_report run_reports 2023-10-26 22:36:38.963 2023-10-26 22:39:09.177 False daily_pandl_report run_reports 2023-10-26 22:39:09.186 2023-10-26 22:39:39.879 False strategy_report run_reports 2023-10-26 22:39:39.886 2023-10-26 22:42:50.124 False reconcile_report run_reports 2023-10-26 22:42:50.134 2023-10-26 22:43:59.079 False market_monitor_report run_reports 2023-10-26 22:43:59.087 2023-10-26 22:50:17.465 False risk_report run_reports 2023-10-26 22:50:17.473 2023-10-26 22:51:28.925 False strategy_allocation run_capital_update 2023-10-27 00:45:13.181 2023-10-27 00:45:13.260 False do_epic_discovery run_epic_discovery 2023-10-27 00:59:17.159 2023-10-27 03:45:25.624 False generate_force_roll_orders run_stack_handler 2023-10-27 05:45:08.645 2023-10-27 05:45:09.844 False update_fx_prices run_daily_fx_and_contract_updates 2023-10-27 11:15:07.247 2023-10-27 11:16:55.527 False update_sampled_contracts run_daily_fx_and_contract_updates 2023-10-27 11:16:58.215 2023-10-27 11:24:57.976 False update_total_capital run_capital_update 2023-10-27 18:45:15.882 2023-10-27 18:45:16.380 False refresh_additional_sampling_all_instruments run_ig_handler_weekday 2023-10-27 19:15:11.867 2023-10-27 19:15:21.244 False check_external_position_break run_stack_handler 2023-10-27 19:30:18.909 2023-10-27 19:30:19.570 False spawn_children_from_new_instrument_orders run_stack_handler 2023-10-27 19:44:14.066 2023-10-27 19:44:14.072 False create_broker_orders_from_contract_orders run_stack_handler 2023-10-27 19:44:25.895 2023-10-27 19:44:25.903 False do_market_info_updates run_ig_handler_weekday 2023-10-27 19:44:35.314 2023-10-27 19:44:37.016 False safe_stack_removal run_stack_handler 2023-10-27 19:45:14.269 2023-10-27 19:45:14.324 False update_historical_prices run_daily_prices_updates 2023-10-27 20:05:05.772 2023-10-27 20:16:09.870 False generate_fsb_updates run_daily_prices_updates 2023-10-27 20:16:09.899 2023-10-27 20:16:28.550 False update_multiple_adjusted_prices run_daily_update_multiple_adjusted_prices 2023-10-27 20:20:07.727 2023-10-27 20:20:43.334 False fsb_static_strategy_v5_1 run_systems 2023-10-27 21:30:07.179 2023-10-27 21:30:42.524 False fsb_static_strategy_v5_1 run_strategy_order_generator 2023-10-27 21:40:04.368 2023-10-27 21:40:07.078 False clean_backtest_states run_cleaners 2023-10-27 22:00:07.264 2023-10-27 22:00:07.290 False clean_echo_files run_cleaners 2023-10-27 22:00:07.297 2023-10-27 22:00:07.338 False clean_log_files run_cleaners 2023-10-27 22:00:07.384 2023-10-27 22:00:07.405 False backup_arctic_to_csv run_backups 2023-10-27 22:15:07.199 2023-10-27 22:22:50.086 False backup_mongo_data_as_dump run_backups 2023-10-27 22:22:50.126 2023-10-27 22:23:06.982 False backup_files run_backups 2023-10-27 22:23:07.014 2023-10-27 22:23:07.857 False status_report run_reports 2023-10-27 22:30:08.242 2023-10-26 22:30:17.451 True update_epics run_daily_fx_and_contract_updates NaT NaT False process_fills_stack run_stack_handler NaT NaT False handle_completed_orders run_stack_handler NaT NaT False refresh_additional_sampling_all_instruments run_stack_handler NaT NaT False do_market_info_updates run_ig_handler_overnight NaT NaT False do_wang run_ig_handler_weekend NaT NaT False liquidity_report run_reports NaT NaT False duplicate_market run_reports NaT NaT False account_curve_report run_reports NaT NaT False =============================================================================== Config for process control =============================================================================== previous_process start_time end_time run_capital_update None 00:44:00 19:45:00 run_daily_prices_updates None 20:04:00 23:50:00 run_daily_fx_and_contract_updates None 11:14:00 23:50:00 run_daily_update_multiple_adjusted_prices None 20:19:00 23:50:00 run_stack_handler None 01:14:00 19:45:00 run_ig_handler_weekday None 00:01:00 19:45:00 run_ig_handler_overnight None 00:01:00 23:55:00 run_ig_handler_weekend None 00:01:00 23:55:00 run_epic_discovery None 00:59:00 05:00:00 run_reports None 22:29:00 23:50:00 run_backups None 22:14:00 23:50:00 run_cleaners None 21:59:00 23:50:00 run_systems None 21:29:00 23:50:00 run_strategy_order_generator None 21:39:00 23:50:00 ******************************************************************************** END OF REPORT ********************************************************************************