oms/notebooks/Master_broker_portfolio_reconciliation.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "id": "f4fa3ca0",
   "metadata": {},
   "source": [
    "# Description\n",
    "\n",
    "Reconcile portfolio and target positions: the ones reconstructed from fills vs ones that are logged during a prod system run."
   ]
  },
  {
   "cell_type": "markdown",
   "id": "4e6e25f4",
   "metadata": {},
   "source": [
    "# Imports"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "id": "5f594b17",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:23.763075Z",
     "start_time": "2024-04-09T18:59:14.694185Z"
    }
   },
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/app/amp/core/signal_processing/decorrelation.py:12: TqdmExperimentalWarning: Using `tqdm.autonotebook.tqdm` in notebook mode. Use `tqdm.tqdm` instead to force console mode (e.g. in jupyter console)\n",
      "  from tqdm.autonotebook import tqdm\n",
      "\u001b[33mWARNING\u001b[0m: No module named 'gluonts'\n",
      "\u001b[33mWARNING\u001b[0m: No module named 'gluonts'\n"
     ]
    }
   ],
   "source": [
    "%load_ext autoreload\n",
    "%autoreload 2\n",
    "\n",
    "import logging\n",
    "import os\n",
    "\n",
    "import pandas as pd\n",
    "\n",
    "import core.config as cconfig\n",
    "import dataflow_amp.system.Cx as dtfamsysc\n",
    "import helpers.hdatetime as hdateti\n",
    "import helpers.hdbg as hdbg\n",
    "import helpers.henv as henv\n",
    "import helpers.hpandas as hpandas\n",
    "import helpers.hprint as hprint\n",
    "import im_v2.common.universe as ivcu\n",
    "import oms.broker.ccxt.ccxt_aggregation_functions as obccagfu\n",
    "import oms.broker.ccxt.ccxt_execution_quality as obccexqu\n",
    "import oms.broker.ccxt.ccxt_logger as obcccclo\n",
    "import oms.order.order_converter as oororcon\n",
    "import reconciliation.sim_prod_reconciliation as rsiprrec"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "id": "e67ab2b7",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:23.958723Z",
     "start_time": "2024-04-09T18:59:23.765948Z"
    },
    "lines_to_next_cell": 2
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\u001b[0m\u001b[36mINFO\u001b[0m: > cmd='/venv/lib/python3.9/site-packages/ipykernel_launcher.py -f /home/.local/share/jupyter/runtime/kernel-56a9d840-4ccb-49f7-9e4c-20243dcb8f31.json'\n",
      "WARNING: Running in Jupyter\n",
      "INFO  # Git\n",
      "  branch_name='CmTask7790_hpandas_compare_dfs_works_differently_now'\n",
      "  hash='9f0337cca'\n",
      "  # Last commits:\n",
      "    *   9f0337cca Samarth KaPatel Merge branch 'master' into CmTask7790_hpandas_compare_dfs_works_differently_now ( 5 minutes ago) Tue Apr 9 18:54:01 2024  (HEAD -> CmTask7790_hpandas_compare_dfs_works_differently_now, origin/CmTask7790_hpandas_compare_dfs_works_differently_now)\n",
      "    |\\  \n",
      "    | * 038e86039 Juraj Smeriga Specify format=\"ISO8601\" for pd.to_datetime (#7862)               (86 minutes ago) Tue Apr 9 17:33:04 2024  (origin/master, origin/HEAD, master)\n",
      "    * | f5aec46fd Sameep2808 CmTask7790_hpandas_compare_dfs_works_differently_now              (   2 hours ago) Tue Apr 9 16:39:04 2024           \n",
      "    |/  \n",
      "# Machine info\n",
      "  system=Linux\n",
      "  node name=09b060c854a5\n",
      "  release=5.15.0-1056-aws\n",
      "  version=#61~20.04.1-Ubuntu SMP Wed Mar 13 17:40:41 UTC 2024\n",
      "  machine=x86_64\n",
      "  processor=x86_64\n",
      "  cpu count=8\n",
      "  cpu freq=scpufreq(current=2499.998, min=0.0, max=0.0)\n",
      "  memory=svmem(total=33280270336, available=12536606720, percent=62.3, used=20278267904, free=5301657600, active=3307102208, inactive=20927750144, buffers=601128960, cached=7099215872, shared=2068480, slab=3132964864)\n",
      "  disk usage=sdiskusage(total=218506772480, used=75903275008, free=142586720256, percent=34.7)\n",
      "# Packages\n",
      "  python: 3.9.5\n",
      "  cvxopt: 1.3.2\n",
      "  cvxpy: 1.4.2\n",
      "  gluonnlp: ?\n",
      "  gluonts: ?\n",
      "  joblib: 1.3.2\n",
      "  mxnet: ?\n",
      "  numpy: 1.26.0\n",
      "  pandas: 2.1.1\n",
      "  pyarrow: 15.0.0\n",
      "  scipy: 1.11.3\n",
      "  seaborn: 0.13.0\n",
      "  sklearn: 1.3.1\n",
      "  statsmodels: 0.14.0\n"
     ]
    }
   ],
   "source": [
    "hdbg.init_logger(verbosity=logging.INFO)\n",
    "\n",
    "_LOG = logging.getLogger(__name__)\n",
    "\n",
    "_LOG.info(\"%s\", henv.get_system_signature()[0])\n",
    "\n",
    "hprint.config_notebook()"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "5d971c28",
   "metadata": {
    "lines_to_next_cell": 2
   },
   "source": [
    "# Functions"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "id": "105562b3",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:24.032818Z",
     "start_time": "2024-04-09T18:59:23.961526Z"
    }
   },
   "outputs": [],
   "source": [
    "# TODO(Dan): Move to a lib.\n",
    "def verify_no_trades_for_missing_assets(\n",
    "    reconstructed_df: pd.DataFrame,\n",
    "    prod_df: pd.DataFrame,\n",
    "    type_: str,\n",
    "    share_asset_ids_with_no_fills: float,\n",
    ") -> None:\n",
    "    \"\"\"\n",
    "    Check that there were no executed/target trades for asset ids that are\n",
    "    missing in the reconstructed df.\n",
    "\n",
    "    :param reconstructed_df: data reconstructed from fills/parent orders\n",
    "    :param prod_df: data loaded from prod run logs directly\n",
    "    :param type_: data type, \"portfolio\" or \"target_positions\"\n",
    "    :param share_asset_ids_with_no_fills: threshold for acceptable share\n",
    "        of missing asset ids\n",
    "    \"\"\"\n",
    "    # Set column names to check the absence of trades.\n",
    "    if type_ == \"portfolio\":\n",
    "        trades_col = \"executed_trades_shares\"\n",
    "        shares_col = \"executed_trades_notional\"\n",
    "    elif type_ == \"target_positions\":\n",
    "        trades_col = \"target_trades_shares\"\n",
    "        shares_col = \"target_trades_notional\"\n",
    "    else:\n",
    "        raise ValueError(\"Unsupported `type_`=%s\", type_)\n",
    "    missing_asset_ids = set(prod_df.columns.levels[1]) - set(\n",
    "        reconstructed_df.columns.levels[1]\n",
    "    )\n",
    "    num_missing_asset_ids = len(missing_asset_ids)\n",
    "    if num_missing_asset_ids > 0:\n",
    "        # Check that the share of missing asset ids is not greater\n",
    "        # than an arbitrary threshold.\n",
    "        num_asset_ids = len(prod_df.columns.levels[1])\n",
    "        hdbg.dassert_lte(\n",
    "            num_missing_asset_ids / num_asset_ids,\n",
    "            share_asset_ids_with_no_fills,\n",
    "        )\n",
    "        for asset_id in missing_asset_ids:\n",
    "            _LOG.info(\"Missing asset id = %s\", asset_id)\n",
    "            # Check trades in shares.\n",
    "            trades_shares_sum = (\n",
    "                prod_df.xs(asset_id, axis=1, level=1, drop_level=False)[\n",
    "                    trades_col\n",
    "                ]\n",
    "                .abs()\n",
    "                .sum()\n",
    "                .loc[asset_id]\n",
    "            )\n",
    "            # TODO(Dan): Consider to use `hpandas.dassert_approx_eq()`\n",
    "            #  to account for a floating point error.\n",
    "            hdbg.dassert_eq(\n",
    "                0,\n",
    "                trades_shares_sum,\n",
    "                msg=\"Asset id='%s' with no positions/fills has executed/target trades in shares='%s' in total, while 0 is the expected value\"\n",
    "                % (asset_id, trades_shares_sum),\n",
    "            )\n",
    "            # Ideally zero trades in shares implies no notional trades,\n",
    "            # but checking both in case of any data inconsistency.\n",
    "            trades_notional_sum = (\n",
    "                prod_df.xs(asset_id, axis=1, level=1, drop_level=False)[\n",
    "                    shares_col\n",
    "                ]\n",
    "                .abs()\n",
    "                .sum()\n",
    "                .loc[asset_id]\n",
    "            )\n",
    "            hdbg.dassert_eq(\n",
    "                0,\n",
    "                trades_shares_sum,\n",
    "                msg=\"Asset id='%s' with no with no positions/fills has executed/target nominal trades ='%s' in total, while 0 is the expected value\"\n",
    "                % (asset_id, trades_notional_sum),\n",
    "            )\n",
    "\n",
    "\n",
    "def sanity_check_indices_difference(\n",
    "    reconstructed_df: pd.DataFrame,\n",
    "    prod_df: pd.DataFrame,\n",
    "    n_index_elements_to_ignore: int,\n",
    ") -> None:\n",
    "    \"\"\"\n",
    "    Check that the symmetric indices difference does exceed the threshold.\n",
    "\n",
    "    :param reconstructed_df: data reconstructed from fills/parent orders\n",
    "    :param prod_df: data loaded from prod run logs directly\n",
    "    :param n_index_elements_to_ignore: threshold for number of differing\n",
    "        indices\n",
    "    \"\"\"\n",
    "    # Sanity check differing indices from reconstructed df.\n",
    "    reconstructed_df_extra_idx = reconstructed_df.index.difference(prod_df.index)\n",
    "    hdbg.dassert_lte(len(reconstructed_df_extra_idx), n_index_elements_to_ignore)\n",
    "    if len(reconstructed_df_extra_idx) > 0:\n",
    "        # Verify that the difference is a consecutive index.\n",
    "        hpandas.dassert_strictly_increasing_index(reconstructed_df_extra_idx)\n",
    "    # Sanity check differing indices from prod df.\n",
    "    prod_df_extra_idx = prod_df.index.difference(reconstructed_df.index)\n",
    "    hdbg.dassert_lte(len(prod_df_extra_idx), n_index_elements_to_ignore)\n",
    "    if len(prod_df_extra_idx) > 0:\n",
    "        # Verify that the difference is a consecutive index.\n",
    "        hpandas.dassert_strictly_increasing_index(prod_df_extra_idx)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "999da0a0",
   "metadata": {},
   "source": [
    "# Config"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "id": "a55415f9",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:24.111684Z",
     "start_time": "2024-04-09T18:59:24.035769Z"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "id_col: asset_id\n",
      "system_log_dir: /shared_data/CmTask7811/20240405_105500.20240405_115000/system_log_dir.manual/process_forecasts\n",
      "market_data: \n",
      "  vendor: CCXT\n",
      "  mode: trade\n",
      "  universe_version: v8.1\n",
      "  im_client_config: \n",
      "    table_name: ccxt_ohlcv_futures\n",
      "price_column_name: close\n",
      "bar_duration: 5T\n",
      "share_asset_ids_with_no_fills: 0.3\n",
      "n_index_elements_to_ignore: 2\n",
      "target_positions_columns_to_compare: ['price', 'holdings_shares', 'holdings_notional', 'target_holdings_shares', 'target_holdings_notional', 'target_trades_shares', 'target_trades_notional']\n",
      "compare_dfs_kwargs: \n",
      "  row_mode: inner\n",
      "  column_mode: inner\n",
      "  diff_mode: pct_change\n",
      "  assert_diff_threshold: 0.001\n",
      "  log_level: 20\n"
     ]
    }
   ],
   "source": [
    "# When running manually, specify the path to the config to load config from file,\n",
    "# for e.g., `.../reconciliation_notebook/fast/result_0/config.pkl`.\n",
    "config_file_name = None\n",
    "# Set 'replace_ecs_tokyo = True' if running the notebook manually.\n",
    "replace_ecs_tokyo = False\n",
    "config = cconfig.get_notebook_config(\n",
    "    config_file_path=config_file_name, replace_ecs_tokyo=replace_ecs_tokyo\n",
    ")\n",
    "if config is None:\n",
    "    id_col = \"asset_id\"\n",
    "    system_log_dir = \"/shared_data/CmTask7811/20240405_105500.20240405_115000/system_log_dir.manual/process_forecasts\"\n",
    "    # Load pickled SystemConfig.\n",
    "    config_file_name = \"system_config.output.values_as_strings.pkl\"\n",
    "    system_config_dir = system_log_dir.rstrip(\"/process_forecasts\")\n",
    "    system_config_path = os.path.join(system_config_dir, config_file_name)\n",
    "    system_config = cconfig.load_config_from_pickle(system_config_path)\n",
    "    # Get param values from SystemConfig.\n",
    "    bar_duration_in_secs = rsiprrec.get_bar_duration_from_config(system_config)\n",
    "    bar_duration = hdateti.convert_seconds_to_pandas_minutes(bar_duration_in_secs)\n",
    "    universe_version = system_config[\"market_data_config\", \"universe_version\"]\n",
    "    price_column_name = system_config[\"portfolio_config\", \"mark_to_market_col\"]\n",
    "    table_name = system_config[\n",
    "        \"market_data_config\", \"im_client_config\", \"table_name\"\n",
    "    ]\n",
    "    vendor = \"CCXT\"\n",
    "    mode = \"trade\"\n",
    "    #\n",
    "    config_dict = {\n",
    "        \"id_col\": id_col,\n",
    "        \"system_log_dir\": system_log_dir,\n",
    "        \"market_data\": {\n",
    "            \"vendor\": vendor,\n",
    "            \"mode\": mode,\n",
    "            \"universe_version\": universe_version,\n",
    "            \"im_client_config\": {\n",
    "                \"table_name\": table_name,\n",
    "            },\n",
    "        },\n",
    "        \"price_column_name\": price_column_name,\n",
    "        \"bar_duration\": bar_duration,\n",
    "        \"share_asset_ids_with_no_fills\": 0.3,\n",
    "        \"n_index_elements_to_ignore\": 2,\n",
    "        \"target_positions_columns_to_compare\": [\n",
    "            \"price\",\n",
    "            \"holdings_shares\",\n",
    "            \"holdings_notional\",\n",
    "            \"target_holdings_shares\",\n",
    "            \"target_holdings_notional\",\n",
    "            \"target_trades_shares\",\n",
    "            \"target_trades_notional\",\n",
    "        ],\n",
    "        \"compare_dfs_kwargs\": {\n",
    "            \"row_mode\": \"inner\",\n",
    "            \"column_mode\": \"inner\",\n",
    "            \"diff_mode\": \"pct_change\",\n",
    "            \"assert_diff_threshold\": 1e-3,\n",
    "            \"log_level\": logging.INFO,\n",
    "        },\n",
    "    }\n",
    "    config = cconfig.Config.from_dict(config_dict)\n",
    "print(config)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "50f08bee",
   "metadata": {},
   "source": [
    "# Reconstruct portfolio and target positions from fills"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "e792e787",
   "metadata": {},
   "source": [
    "## Load fills"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "id": "7c3c5a80",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:24.380968Z",
     "start_time": "2024-04-09T18:59:24.113966Z"
    }
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "'/shared_data/CmTask7811/20240405_105500.20240405_115000/system_log_dir.manual/process_forecasts'"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "system_log_dir = config.get_and_mark_as_used((\"system_log_dir\",))\n",
    "system_log_dir"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "id": "0b107823",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:24.432102Z",
     "start_time": "2024-04-09T18:59:24.383111Z"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "WARNING Path '/shared_data/CmTask7811/20240405_105500.20240405_115000/system_log_dir.manual/process_forecasts/args.json' doesn't exist!\n",
      "WARNING Path '/shared_data/CmTask7811/20240405_105500.20240405_115000/system_log_dir.manual/process_forecasts/balances' doesn't exist!\n",
      "WARNING Path '/shared_data/CmTask7811/20240405_105500.20240405_115000/system_log_dir.manual/process_forecasts/reduce_only/ccxt_child_order_responses' doesn't exist!\n",
      "WARNING Path '/shared_data/CmTask7811/20240405_105500.20240405_115000/system_log_dir.manual/process_forecasts/reduce_only/oms_child_orders' doesn't exist!\n"
     ]
    }
   ],
   "source": [
    "ccxt_log_reader = obcccclo.CcxtLogger(system_log_dir)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "id": "062eefc9",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:24.987511Z",
     "start_time": "2024-04-09T18:59:24.436491Z"
    }
   },
   "outputs": [
    {
     "data": {
      "application/vnd.jupyter.widget-view+json": {
       "model_id": "a1cf64180b624f8d87101312d743438c",
       "version_major": 2,
       "version_minor": 0
      },
      "text/plain": [
       "Loading '/shared_data/CmTask7811/20240405_105500.20240405_115000/system_log_dir.manual/process_forecasts/child…"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "fills_df = ccxt_log_reader.load_ccxt_trades(convert_to_dataframe=True)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "id": "fb203b00",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:25.061480Z",
     "start_time": "2024-04-09T18:59:24.990184Z"
    }
   },
   "outputs": [
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>timestamp</th>\n",
       "      <th>datetime</th>\n",
       "      <th>symbol</th>\n",
       "      <th>asset_id</th>\n",
       "      <th>id</th>\n",
       "      <th>order</th>\n",
       "      <th>side</th>\n",
       "      <th>takerOrMaker</th>\n",
       "      <th>price</th>\n",
       "      <th>amount</th>\n",
       "      <th>cost</th>\n",
       "      <th>transaction_cost</th>\n",
       "      <th>fees_currency</th>\n",
       "      <th>realized_pnl</th>\n",
       "      <th>first_timestamp</th>\n",
       "      <th>last_timestamp</th>\n",
       "      <th>first_datetime</th>\n",
       "      <th>last_datetime</th>\n",
       "      <th>buy_count</th>\n",
       "      <th>sell_count</th>\n",
       "      <th>taker_count</th>\n",
       "      <th>maker_count</th>\n",
       "      <th>buy_volume</th>\n",
       "      <th>sell_volume</th>\n",
       "      <th>taker_volume</th>\n",
       "      <th>maker_volume</th>\n",
       "      <th>buy_notional</th>\n",
       "      <th>sell_notional</th>\n",
       "      <th>taker_notional</th>\n",
       "      <th>maker_notional</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>timestamp</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2024-04-05 10:55:16.584000+00:00</th>\n",
       "      <td>2024-04-05 10:55:16.584000+00:00</td>\n",
       "      <td>2024-04-05 10:55:16.584000+00:00</td>\n",
       "      <td>BNB/USDT:USDT</td>\n",
       "      <td>8968126878</td>\n",
       "      <td>1240809621</td>\n",
       "      <td>54757624451</td>\n",
       "      <td>sell</td>\n",
       "      <td>maker</td>\n",
       "      <td>577.6000</td>\n",
       "      <td>0.170</td>\n",
       "      <td>98.1920</td>\n",
       "      <td>0.019638</td>\n",
       "      <td>USDT</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2024-04-05 10:55:16.584000+00:00</td>\n",
       "      <td>2024-04-05 10:55:16.584000+00:00</td>\n",
       "      <td>2024-04-05 10:55:16.584000+00:00</td>\n",
       "      <td>2024-04-05 10:55:16.584000+00:00</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.170</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>98.192</td>\n",
       "      <td>0.0</td>\n",
       "      <td>98.1920</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-04-05 10:55:12.515000+00:00</th>\n",
       "      <td>2024-04-05 10:55:12.515000+00:00</td>\n",
       "      <td>2024-04-05 10:55:12.515000+00:00</td>\n",
       "      <td>MKR/USDT:USDT</td>\n",
       "      <td>1871387621</td>\n",
       "      <td>285252755</td>\n",
       "      <td>6931424756</td>\n",
       "      <td>buy</td>\n",
       "      <td>maker</td>\n",
       "      <td>3805.0000</td>\n",
       "      <td>0.009</td>\n",
       "      <td>34.2450</td>\n",
       "      <td>0.006849</td>\n",
       "      <td>USDT</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2024-04-05 10:55:12.515000+00:00</td>\n",
       "      <td>2024-04-05 10:55:12.515000+00:00</td>\n",
       "      <td>2024-04-05 10:55:12.515000+00:00</td>\n",
       "      <td>2024-04-05 10:55:12.515000+00:00</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>0.009</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.009</td>\n",
       "      <td>34.2450</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>34.2450</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-04-05 10:55:33.527000+00:00</th>\n",
       "      <td>2024-04-05 10:55:33.527000+00:00</td>\n",
       "      <td>2024-04-05 10:55:33.527000+00:00</td>\n",
       "      <td>IMX/USDT:USDT</td>\n",
       "      <td>1106736216</td>\n",
       "      <td>216065423</td>\n",
       "      <td>3927051012</td>\n",
       "      <td>buy</td>\n",
       "      <td>maker</td>\n",
       "      <td>2.6207</td>\n",
       "      <td>8.000</td>\n",
       "      <td>20.9656</td>\n",
       "      <td>0.004193</td>\n",
       "      <td>USDT</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2024-04-05 10:55:33.527000+00:00</td>\n",
       "      <td>2024-04-05 10:55:33.527000+00:00</td>\n",
       "      <td>2024-04-05 10:55:33.527000+00:00</td>\n",
       "      <td>2024-04-05 10:55:33.527000+00:00</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>8.000</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>8.000</td>\n",
       "      <td>20.9656</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>20.9656</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                                                        timestamp                         datetime         symbol    asset_id          id        order  side takerOrMaker      price  amount     cost  transaction_cost fees_currency  realized_pnl                  first_timestamp                   last_timestamp                   first_datetime                    last_datetime  buy_count  sell_count  taker_count  maker_count  buy_volume  sell_volume  taker_volume  maker_volume  buy_notional  sell_notional  taker_notional  maker_notional\n",
       "timestamp                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 \n",
       "2024-04-05 10:55:16.584000+00:00 2024-04-05 10:55:16.584000+00:00 2024-04-05 10:55:16.584000+00:00  BNB/USDT:USDT  8968126878  1240809621  54757624451  sell        maker   577.6000   0.170  98.1920          0.019638          USDT           0.0 2024-04-05 10:55:16.584000+00:00 2024-04-05 10:55:16.584000+00:00 2024-04-05 10:55:16.584000+00:00 2024-04-05 10:55:16.584000+00:00          0           1            0            1       0.000         0.17           0.0         0.170        0.0000         98.192             0.0         98.1920\n",
       "2024-04-05 10:55:12.515000+00:00 2024-04-05 10:55:12.515000+00:00 2024-04-05 10:55:12.515000+00:00  MKR/USDT:USDT  1871387621   285252755   6931424756   buy        maker  3805.0000   0.009  34.2450          0.006849          USDT           0.0 2024-04-05 10:55:12.515000+00:00 2024-04-05 10:55:12.515000+00:00 2024-04-05 10:55:12.515000+00:00 2024-04-05 10:55:12.515000+00:00          1           0            0            1       0.009         0.00           0.0         0.009       34.2450          0.000             0.0         34.2450\n",
       "2024-04-05 10:55:33.527000+00:00 2024-04-05 10:55:33.527000+00:00 2024-04-05 10:55:33.527000+00:00  IMX/USDT:USDT  1106736216   216065423   3927051012   buy        maker     2.6207   8.000  20.9656          0.004193          USDT           0.0 2024-04-05 10:55:33.527000+00:00 2024-04-05 10:55:33.527000+00:00 2024-04-05 10:55:33.527000+00:00 2024-04-05 10:55:33.527000+00:00          1           0            0            1       8.000         0.00           0.0         8.000       20.9656          0.000             0.0         20.9656"
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "fills_df.head(3)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "id": "12d2309b",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:25.434616Z",
     "start_time": "2024-04-09T18:59:25.063579Z"
    }
   },
   "outputs": [],
   "source": [
    "id_col = config.get_and_mark_as_used((\"id_col\",))\n",
    "bar_duration = config.get_and_mark_as_used((\"bar_duration\",))\n",
    "# Aggregate fills by bar.\n",
    "bar_fills = obccagfu.aggregate_fills_by_bar(\n",
    "    fills_df, bar_duration, groupby_id_col=id_col\n",
    ")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "id": "1686edd0",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:25.495440Z",
     "start_time": "2024-04-09T18:59:25.438524Z"
    }
   },
   "outputs": [
    {
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       "      <th rowspan=\"3\" valign=\"top\">2024-04-05 11:00:00+00:00</th>\n",
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       "      <td>2024-04-05 10:55:33.539000+00:00</td>\n",
       "      <td>2024-04-05 10:55:33.539000+00:00</td>\n",
       "      <td>2024-04-05 10:55:33.539000+00:00</td>\n",
       "      <td>OP/USDT:USDT</td>\n",
       "      <td>1020313424</td>\n",
       "      <td>1</td>\n",
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       "      <td>2024-04-05 10:55:33.527000+00:00</td>\n",
       "      <td>2024-04-05 10:55:33.527000+00:00</td>\n",
       "      <td>2024-04-05 10:55:33.527000+00:00</td>\n",
       "      <td>IMX/USDT:USDT</td>\n",
       "      <td>1106736216</td>\n",
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       "      <td>0</td>\n",
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       "      <td>2024-04-05 10:55:37.014000+00:00</td>\n",
       "      <td>2024-04-05 10:55:35.769000+00:00</td>\n",
       "      <td>2024-04-05 10:55:37.014000+00:00</td>\n",
       "      <td>RNDR/USDT:USDT</td>\n",
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       "                                                      first_timestamp                   last_timestamp                   first_datetime                    last_datetime          symbol    asset_id  buy_count  sell_count  taker_count  maker_count  buy_volume  sell_volume  taker_volume  maker_volume  buy_notional  sell_notional  taker_notional  maker_notional   price  amount      cost  transaction_cost  realized_pnl\n",
       "bar_end_datetime          asset_id                                                                                                                                                                                                                                                                                                                                                                                               \n",
       "2024-04-05 11:00:00+00:00 1020313424 2024-04-05 10:55:33.539000+00:00 2024-04-05 10:55:33.539000+00:00 2024-04-05 10:55:33.539000+00:00 2024-04-05 10:55:33.539000+00:00    OP/USDT:USDT  1020313424          1           0            0            1        18.5          0.0           0.0          18.5      54.07365            0.0             0.0        54.07365  2.9229    18.5  54.07365          0.010815           0.0\n",
       "                          1106736216 2024-04-05 10:55:33.527000+00:00 2024-04-05 10:55:33.527000+00:00 2024-04-05 10:55:33.527000+00:00 2024-04-05 10:55:33.527000+00:00   IMX/USDT:USDT  1106736216          1           0            0            1         8.0          0.0           0.0           8.0      20.96560            0.0             0.0        20.96560  2.6207     8.0  20.96560          0.004193           0.0\n",
       "                          1669260535 2024-04-05 10:55:35.769000+00:00 2024-04-05 10:55:37.014000+00:00 2024-04-05 10:55:35.769000+00:00 2024-04-05 10:55:37.014000+00:00  RNDR/USDT:USDT  1669260535          2           0            0            2         7.0          0.0           0.0           7.0      62.76690            0.0             0.0        62.76690  8.9667     7.0  62.76690          0.012553           0.0"
      ]
     },
     "execution_count": 10,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "bar_fills.head(3)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "8c52d2af",
   "metadata": {},
   "source": [
    "## Load oms parent orders\n",
    "\n",
    "These are in the internal `amp` format (not the `ccxt` format)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "id": "69eaf29d",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:26.047082Z",
     "start_time": "2024-04-09T18:59:25.498001Z"
    }
   },
   "outputs": [
    {
     "data": {
      "application/vnd.jupyter.widget-view+json": {
       "model_id": "28734e6e2749477287dd33c4e87ce235",
       "version_major": 2,
       "version_minor": 0
      },
      "text/plain": [
       "Loading '/shared_data/CmTask7811/20240405_105500.20240405_115000/system_log_dir.manual/process_forecasts/oms_p…"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "parent_order_df = ccxt_log_reader.load_oms_parent_order(convert_to_dataframe=True)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "id": "42b8dbb6",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:26.111996Z",
     "start_time": "2024-04-09T18:59:26.049916Z"
    }
   },
   "outputs": [
    {
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       "      <td>2024-04-05 10:55:07.270150+00:00</td>\n",
       "      <td>3323452427</td>\n",
       "      <td>price@twap</td>\n",
       "      <td>2024-04-05 10:55:07.270150+00:00</td>\n",
       "      <td>2024-04-05 11:00:00+00:00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.600</td>\n",
       "      <td>America/New_York</td>\n",
       "      <td>{'ccxt_symbol': 'ETC/USDT:USDT', 'stats': {'_s...</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                       creation_timestamp    asset_id       type_                  start_timestamp             end_timestamp  curr_num_shares  diff_num_shares                tz                                       extra_params\n",
       "order_id                                                                                                                                                                                                                           \n",
       "0        2024-04-05 10:55:07.270150+00:00  3304664847  price@twap 2024-04-05 10:55:07.270150+00:00 2024-04-05 11:00:00+00:00              0.0           -0.114  America/New_York  {'ccxt_symbol': 'BCH/USDT:USDT', 'stats': {'_s...\n",
       "1        2024-04-05 10:55:07.270150+00:00  8968126878  price@twap 2024-04-05 10:55:07.270150+00:00 2024-04-05 11:00:00+00:00              0.0           -0.170  America/New_York  {'ccxt_symbol': 'BNB/USDT:USDT', 'stats': {'_s...\n",
       "2        2024-04-05 10:55:07.270150+00:00  3323452427  price@twap 2024-04-05 10:55:07.270150+00:00 2024-04-05 11:00:00+00:00              0.0           -0.600  America/New_York  {'ccxt_symbol': 'ETC/USDT:USDT', 'stats': {'_s..."
      ]
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "parent_order_df.head(3)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "f5cdade9",
   "metadata": {},
   "source": [
    "## Load market data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "id": "9e481a0c",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:26.153647Z",
     "start_time": "2024-04-09T18:59:26.114410Z"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "INFO  start_timestamp=2024-04-05 10:50:12.515000+00:00\n",
      "INFO  end_timestamp=2024-04-05 11:45:55.727000+00:00\n"
     ]
    }
   ],
   "source": [
    "# TODO(Paul): Refine the cuts around the first and last bars.\n",
    "start_timestamp = bar_fills[\"first_datetime\"].min() - pd.Timedelta(bar_duration)\n",
    "_LOG.info(\"start_timestamp=%s\", start_timestamp)\n",
    "end_timestamp = bar_fills[\"last_datetime\"].max() + pd.Timedelta(bar_duration)\n",
    "_LOG.info(\"end_timestamp=%s\", end_timestamp)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "id": "90638819",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:34.404504Z",
     "start_time": "2024-04-09T18:59:26.155870Z"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "INFO  Unable to fetch DB credentials from environment variables: \n",
      "\t'POSTGRES_HOST'\n",
      "\tAttempting env file method.\n",
      "INFO  Unable to fetch DB credentials from env file: \n",
      "\t\n",
      "################################################################################\n",
      "* Failed assertion *\n",
      "File '/app/amp/im_v2/devops/env/preprod.im_db_config.env' doesn't exist\n",
      "################################################################################\n",
      "\n",
      "\tAttempting AWS SecretsManager method.\n",
      "INFO  Fetching secret: preprod.im_data_db\n",
      "INFO  Created preprod DB connection: \n",
      " None\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/app/amp/helpers/hsql_implementation.py:582: UserWarning: pandas only supports SQLAlchemy connectable (engine/connection) or database string URI or sqlite3 DBAPI2 connection. Other DBAPI2 objects are not tested. Please consider using SQLAlchemy.\n",
      "  df = pd.read_sql_query(query, connection)\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "INFO  fit_intervals=[(Timestamp('2024-04-05 10:50:12.515000+0000', tz='UTC'), Timestamp('2024-04-05 11:45:55.727000+0000', tz='UTC'))]\n"
     ]
    },
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       "      <td>33.356</td>\n",
       "      <td>1.5664</td>\n",
       "      <td>2.3999</td>\n",
       "      <td>1.4156</td>\n",
       "      <td>6.6311</td>\n",
       "      <td>16.880</td>\n",
       "      <td>44.926</td>\n",
       "      <td>578.19</td>\n",
       "      <td>2.9216</td>\n",
       "      <td>2.6185</td>\n",
       "      <td>8.9701</td>\n",
       "      <td>18.971</td>\n",
       "      <td>1.0301</td>\n",
       "      <td>0.32261</td>\n",
       "      <td>3802.6</td>\n",
       "      <td>81.801</td>\n",
       "      <td>171.478</td>\n",
       "      <td>128.22</td>\n",
       "      <td>0.13317</td>\n",
       "      <td>31.190</td>\n",
       "      <td>2.9517</td>\n",
       "      <td>17.145</td>\n",
       "      <td>3.0798</td>\n",
       "      <td>5.7971</td>\n",
       "      <td>687.14</td>\n",
       "      <td>33.171</td>\n",
       "      <td>1.5602</td>\n",
       "      <td>2.3899</td>\n",
       "      <td>1.4112</td>\n",
       "      <td>6.5957</td>\n",
       "      <td>16.820</td>\n",
       "      <td>44.747</td>\n",
       "      <td>576.43</td>\n",
       "      <td>2.9358</td>\n",
       "      <td>2.6275</td>\n",
       "      <td>9.0162</td>\n",
       "      <td>19.032</td>\n",
       "      <td>1.0332</td>\n",
       "      <td>0.32349</td>\n",
       "      <td>3813.8</td>\n",
       "      <td>82.018</td>\n",
       "      <td>171.925</td>\n",
       "      <td>128.63</td>\n",
       "      <td>0.13347</td>\n",
       "      <td>31.300</td>\n",
       "      <td>2.9604</td>\n",
       "      <td>17.173</td>\n",
       "      <td>3.0868</td>\n",
       "      <td>5.8474</td>\n",
       "      <td>687.96</td>\n",
       "      <td>33.236</td>\n",
       "      <td>1.5653</td>\n",
       "      <td>2.3978</td>\n",
       "      <td>1.4145</td>\n",
       "      <td>6.6276</td>\n",
       "      <td>16.858</td>\n",
       "      <td>44.870</td>\n",
       "      <td>576.83</td>\n",
       "      <td>2.92884</td>\n",
       "      <td>2.62422</td>\n",
       "      <td>8.99360</td>\n",
       "      <td>19.0100</td>\n",
       "      <td>1.03236</td>\n",
       "      <td>0.323256</td>\n",
       "      <td>3810.78</td>\n",
       "      <td>81.9678</td>\n",
       "      <td>171.8098</td>\n",
       "      <td>128.470</td>\n",
       "      <td>0.133456</td>\n",
       "      <td>31.2648</td>\n",
       "      <td>2.95540</td>\n",
       "      <td>17.1688</td>\n",
       "      <td>3.08486</td>\n",
       "      <td>5.83036</td>\n",
       "      <td>689.136</td>\n",
       "      <td>33.2886</td>\n",
       "      <td>1.56322</td>\n",
       "      <td>2.39472</td>\n",
       "      <td>1.41360</td>\n",
       "      <td>6.61228</td>\n",
       "      <td>16.8578</td>\n",
       "      <td>44.8274</td>\n",
       "      <td>577.028</td>\n",
       "      <td>218600.0</td>\n",
       "      <td>49729.0</td>\n",
       "      <td>39263.8</td>\n",
       "      <td>3455.7</td>\n",
       "      <td>74168.0</td>\n",
       "      <td>530407.0</td>\n",
       "      <td>53.736</td>\n",
       "      <td>1368.0</td>\n",
       "      <td>38253.0</td>\n",
       "      <td>311.357</td>\n",
       "      <td>993156.0</td>\n",
       "      <td>18383.1</td>\n",
       "      <td>74462.0</td>\n",
       "      <td>26250.18</td>\n",
       "      <td>10468.9</td>\n",
       "      <td>475740.0</td>\n",
       "      <td>4699.871</td>\n",
       "      <td>40812.11</td>\n",
       "      <td>310031.2</td>\n",
       "      <td>71090.0</td>\n",
       "      <td>428110.9</td>\n",
       "      <td>83867.0</td>\n",
       "      <td>10095.0</td>\n",
       "      <td>23009.0</td>\n",
       "      <td>4598.64</td>\n",
       "      <td>2.929295</td>\n",
       "      <td>2.624436</td>\n",
       "      <td>8.997382</td>\n",
       "      <td>19.007920</td>\n",
       "      <td>1.032401</td>\n",
       "      <td>0.323214</td>\n",
       "      <td>3810.454972</td>\n",
       "      <td>81.995595</td>\n",
       "      <td>171.803936</td>\n",
       "      <td>128.454433</td>\n",
       "      <td>0.133429</td>\n",
       "      <td>31.285697</td>\n",
       "      <td>2.955312</td>\n",
       "      <td>17.168998</td>\n",
       "      <td>3.085222</td>\n",
       "      <td>5.830043</td>\n",
       "      <td>689.368463</td>\n",
       "      <td>33.296177</td>\n",
       "      <td>1.563071</td>\n",
       "      <td>2.395188</td>\n",
       "      <td>1.413510</td>\n",
       "      <td>6.612494</td>\n",
       "      <td>16.855519</td>\n",
       "      <td>44.838704</td>\n",
       "      <td>577.189672</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-04-05 07:00:00-04:00</th>\n",
       "      <td>2.9300</td>\n",
       "      <td>2.6261</td>\n",
       "      <td>9.0218</td>\n",
       "      <td>19.008</td>\n",
       "      <td>1.0330</td>\n",
       "      <td>0.32319</td>\n",
       "      <td>3805.8</td>\n",
       "      <td>82.065</td>\n",
       "      <td>172.075</td>\n",
       "      <td>128.41</td>\n",
       "      <td>0.13354</td>\n",
       "      <td>31.276</td>\n",
       "      <td>2.9620</td>\n",
       "      <td>17.168</td>\n",
       "      <td>3.0907</td>\n",
       "      <td>5.8066</td>\n",
       "      <td>687.72</td>\n",
       "      <td>33.296</td>\n",
       "      <td>1.5647</td>\n",
       "      <td>2.3942</td>\n",
       "      <td>1.4128</td>\n",
       "      <td>6.6122</td>\n",
       "      <td>16.817</td>\n",
       "      <td>44.868</td>\n",
       "      <td>578.47</td>\n",
       "      <td>2.9304</td>\n",
       "      <td>2.6270</td>\n",
       "      <td>9.0299</td>\n",
       "      <td>19.011</td>\n",
       "      <td>1.0335</td>\n",
       "      <td>0.32328</td>\n",
       "      <td>3810.9</td>\n",
       "      <td>82.073</td>\n",
       "      <td>172.130</td>\n",
       "      <td>128.68</td>\n",
       "      <td>0.13357</td>\n",
       "      <td>31.284</td>\n",
       "      <td>2.9630</td>\n",
       "      <td>17.174</td>\n",
       "      <td>3.0909</td>\n",
       "      <td>5.8363</td>\n",
       "      <td>689.99</td>\n",
       "      <td>33.367</td>\n",
       "      <td>1.5652</td>\n",
       "      <td>2.3944</td>\n",
       "      <td>1.4131</td>\n",
       "      <td>6.6149</td>\n",
       "      <td>16.842</td>\n",
       "      <td>44.873</td>\n",
       "      <td>578.88</td>\n",
       "      <td>2.9214</td>\n",
       "      <td>2.6190</td>\n",
       "      <td>8.9634</td>\n",
       "      <td>18.971</td>\n",
       "      <td>1.0307</td>\n",
       "      <td>0.32260</td>\n",
       "      <td>3803.0</td>\n",
       "      <td>81.789</td>\n",
       "      <td>171.565</td>\n",
       "      <td>128.26</td>\n",
       "      <td>0.13324</td>\n",
       "      <td>31.194</td>\n",
       "      <td>2.9507</td>\n",
       "      <td>17.151</td>\n",
       "      <td>3.0799</td>\n",
       "      <td>5.7908</td>\n",
       "      <td>686.11</td>\n",
       "      <td>33.215</td>\n",
       "      <td>1.5607</td>\n",
       "      <td>2.3893</td>\n",
       "      <td>1.4105</td>\n",
       "      <td>6.5911</td>\n",
       "      <td>16.805</td>\n",
       "      <td>44.744</td>\n",
       "      <td>577.18</td>\n",
       "      <td>2.9244</td>\n",
       "      <td>2.6205</td>\n",
       "      <td>8.9708</td>\n",
       "      <td>18.985</td>\n",
       "      <td>1.0307</td>\n",
       "      <td>0.32292</td>\n",
       "      <td>3803.4</td>\n",
       "      <td>81.835</td>\n",
       "      <td>171.566</td>\n",
       "      <td>128.47</td>\n",
       "      <td>0.13334</td>\n",
       "      <td>31.214</td>\n",
       "      <td>2.9536</td>\n",
       "      <td>17.155</td>\n",
       "      <td>3.0815</td>\n",
       "      <td>5.8080</td>\n",
       "      <td>687.70</td>\n",
       "      <td>33.221</td>\n",
       "      <td>1.5612</td>\n",
       "      <td>2.3907</td>\n",
       "      <td>1.4113</td>\n",
       "      <td>6.5989</td>\n",
       "      <td>16.834</td>\n",
       "      <td>44.760</td>\n",
       "      <td>577.36</td>\n",
       "      <td>2.92624</td>\n",
       "      <td>2.62334</td>\n",
       "      <td>8.99060</td>\n",
       "      <td>18.9932</td>\n",
       "      <td>1.03204</td>\n",
       "      <td>0.322908</td>\n",
       "      <td>3805.14</td>\n",
       "      <td>81.9522</td>\n",
       "      <td>171.8926</td>\n",
       "      <td>128.434</td>\n",
       "      <td>0.133444</td>\n",
       "      <td>31.2408</td>\n",
       "      <td>2.95768</td>\n",
       "      <td>17.1612</td>\n",
       "      <td>3.08610</td>\n",
       "      <td>5.81610</td>\n",
       "      <td>687.686</td>\n",
       "      <td>33.3030</td>\n",
       "      <td>1.56314</td>\n",
       "      <td>2.39172</td>\n",
       "      <td>1.41186</td>\n",
       "      <td>6.60244</td>\n",
       "      <td>16.8194</td>\n",
       "      <td>44.7988</td>\n",
       "      <td>578.310</td>\n",
       "      <td>148399.4</td>\n",
       "      <td>35964.0</td>\n",
       "      <td>113725.7</td>\n",
       "      <td>1735.3</td>\n",
       "      <td>44342.0</td>\n",
       "      <td>242256.0</td>\n",
       "      <td>52.316</td>\n",
       "      <td>604.9</td>\n",
       "      <td>31893.0</td>\n",
       "      <td>763.350</td>\n",
       "      <td>365490.0</td>\n",
       "      <td>6968.6</td>\n",
       "      <td>80522.0</td>\n",
       "      <td>14713.32</td>\n",
       "      <td>7012.8</td>\n",
       "      <td>351057.0</td>\n",
       "      <td>7079.777</td>\n",
       "      <td>25722.74</td>\n",
       "      <td>378314.7</td>\n",
       "      <td>43622.0</td>\n",
       "      <td>441647.4</td>\n",
       "      <td>69852.0</td>\n",
       "      <td>7461.0</td>\n",
       "      <td>11603.0</td>\n",
       "      <td>4422.97</td>\n",
       "      <td>2.925597</td>\n",
       "      <td>2.622954</td>\n",
       "      <td>9.007923</td>\n",
       "      <td>18.993674</td>\n",
       "      <td>1.031987</td>\n",
       "      <td>0.322864</td>\n",
       "      <td>3805.507006</td>\n",
       "      <td>81.965182</td>\n",
       "      <td>171.909908</td>\n",
       "      <td>128.417683</td>\n",
       "      <td>0.133454</td>\n",
       "      <td>31.240909</td>\n",
       "      <td>2.956908</td>\n",
       "      <td>17.161313</td>\n",
       "      <td>3.086644</td>\n",
       "      <td>5.812605</td>\n",
       "      <td>688.085131</td>\n",
       "      <td>33.301847</td>\n",
       "      <td>1.562591</td>\n",
       "      <td>2.391816</td>\n",
       "      <td>1.411367</td>\n",
       "      <td>6.600613</td>\n",
       "      <td>16.817619</td>\n",
       "      <td>44.796751</td>\n",
       "      <td>578.339772</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-04-05 07:05:00-04:00</th>\n",
       "      <td>2.9173</td>\n",
       "      <td>2.6241</td>\n",
       "      <td>8.9727</td>\n",
       "      <td>18.979</td>\n",
       "      <td>1.0314</td>\n",
       "      <td>0.32256</td>\n",
       "      <td>3793.6</td>\n",
       "      <td>81.995</td>\n",
       "      <td>171.846</td>\n",
       "      <td>128.22</td>\n",
       "      <td>0.13332</td>\n",
       "      <td>31.213</td>\n",
       "      <td>2.9524</td>\n",
       "      <td>17.151</td>\n",
       "      <td>3.0911</td>\n",
       "      <td>5.7291</td>\n",
       "      <td>684.54</td>\n",
       "      <td>33.147</td>\n",
       "      <td>1.5609</td>\n",
       "      <td>2.3904</td>\n",
       "      <td>1.4096</td>\n",
       "      <td>6.6041</td>\n",
       "      <td>16.782</td>\n",
       "      <td>44.673</td>\n",
       "      <td>577.57</td>\n",
       "      <td>2.9300</td>\n",
       "      <td>2.6279</td>\n",
       "      <td>9.0315</td>\n",
       "      <td>19.009</td>\n",
       "      <td>1.0330</td>\n",
       "      <td>0.32343</td>\n",
       "      <td>3806.3</td>\n",
       "      <td>82.086</td>\n",
       "      <td>172.150</td>\n",
       "      <td>128.49</td>\n",
       "      <td>0.13354</td>\n",
       "      <td>31.281</td>\n",
       "      <td>2.9633</td>\n",
       "      <td>17.182</td>\n",
       "      <td>3.0918</td>\n",
       "      <td>5.8107</td>\n",
       "      <td>688.70</td>\n",
       "      <td>33.346</td>\n",
       "      <td>1.5657</td>\n",
       "      <td>2.3948</td>\n",
       "      <td>1.4129</td>\n",
       "      <td>6.6128</td>\n",
       "      <td>16.820</td>\n",
       "      <td>44.866</td>\n",
       "      <td>578.47</td>\n",
       "      <td>2.9157</td>\n",
       "      <td>2.6220</td>\n",
       "      <td>8.9703</td>\n",
       "      <td>18.966</td>\n",
       "      <td>1.0301</td>\n",
       "      <td>0.32233</td>\n",
       "      <td>3792.9</td>\n",
       "      <td>81.863</td>\n",
       "      <td>171.769</td>\n",
       "      <td>128.20</td>\n",
       "      <td>0.13330</td>\n",
       "      <td>31.189</td>\n",
       "      <td>2.9511</td>\n",
       "      <td>17.142</td>\n",
       "      <td>3.0848</td>\n",
       "      <td>5.7098</td>\n",
       "      <td>684.53</td>\n",
       "      <td>33.117</td>\n",
       "      <td>1.5601</td>\n",
       "      <td>2.3890</td>\n",
       "      <td>1.4081</td>\n",
       "      <td>6.5956</td>\n",
       "      <td>16.777</td>\n",
       "      <td>44.659</td>\n",
       "      <td>577.49</td>\n",
       "      <td>2.9299</td>\n",
       "      <td>2.6265</td>\n",
       "      <td>9.0220</td>\n",
       "      <td>19.007</td>\n",
       "      <td>1.0330</td>\n",
       "      <td>0.32323</td>\n",
       "      <td>3805.8</td>\n",
       "      <td>82.056</td>\n",
       "      <td>172.068</td>\n",
       "      <td>128.40</td>\n",
       "      <td>0.13354</td>\n",
       "      <td>31.275</td>\n",
       "      <td>2.9621</td>\n",
       "      <td>17.168</td>\n",
       "      <td>3.0904</td>\n",
       "      <td>5.8066</td>\n",
       "      <td>687.73</td>\n",
       "      <td>33.297</td>\n",
       "      <td>1.5648</td>\n",
       "      <td>2.3941</td>\n",
       "      <td>1.4127</td>\n",
       "      <td>6.6124</td>\n",
       "      <td>16.820</td>\n",
       "      <td>44.866</td>\n",
       "      <td>578.46</td>\n",
       "      <td>2.92052</td>\n",
       "      <td>2.62478</td>\n",
       "      <td>8.99882</td>\n",
       "      <td>18.9862</td>\n",
       "      <td>1.03146</td>\n",
       "      <td>0.322786</td>\n",
       "      <td>3798.70</td>\n",
       "      <td>81.9888</td>\n",
       "      <td>171.9298</td>\n",
       "      <td>128.328</td>\n",
       "      <td>0.133390</td>\n",
       "      <td>31.2316</td>\n",
       "      <td>2.95496</td>\n",
       "      <td>17.1568</td>\n",
       "      <td>3.08906</td>\n",
       "      <td>5.74372</td>\n",
       "      <td>686.346</td>\n",
       "      <td>33.2062</td>\n",
       "      <td>1.56200</td>\n",
       "      <td>2.39124</td>\n",
       "      <td>1.40970</td>\n",
       "      <td>6.60356</td>\n",
       "      <td>16.7934</td>\n",
       "      <td>44.7494</td>\n",
       "      <td>577.912</td>\n",
       "      <td>158944.4</td>\n",
       "      <td>28429.0</td>\n",
       "      <td>66068.0</td>\n",
       "      <td>2368.1</td>\n",
       "      <td>35536.0</td>\n",
       "      <td>398257.0</td>\n",
       "      <td>63.214</td>\n",
       "      <td>648.8</td>\n",
       "      <td>35973.0</td>\n",
       "      <td>139.522</td>\n",
       "      <td>284959.0</td>\n",
       "      <td>9516.2</td>\n",
       "      <td>58892.0</td>\n",
       "      <td>25590.28</td>\n",
       "      <td>11133.8</td>\n",
       "      <td>895567.0</td>\n",
       "      <td>3709.473</td>\n",
       "      <td>33235.00</td>\n",
       "      <td>227519.5</td>\n",
       "      <td>31665.0</td>\n",
       "      <td>435559.6</td>\n",
       "      <td>41115.0</td>\n",
       "      <td>11270.0</td>\n",
       "      <td>18834.0</td>\n",
       "      <td>2225.36</td>\n",
       "      <td>2.921024</td>\n",
       "      <td>2.624961</td>\n",
       "      <td>8.995866</td>\n",
       "      <td>18.984231</td>\n",
       "      <td>1.031379</td>\n",
       "      <td>0.322758</td>\n",
       "      <td>3798.352968</td>\n",
       "      <td>81.989446</td>\n",
       "      <td>171.934262</td>\n",
       "      <td>128.389995</td>\n",
       "      <td>0.133375</td>\n",
       "      <td>31.227390</td>\n",
       "      <td>2.955673</td>\n",
       "      <td>17.156783</td>\n",
       "      <td>3.089281</td>\n",
       "      <td>5.740436</td>\n",
       "      <td>686.624573</td>\n",
       "      <td>33.196528</td>\n",
       "      <td>1.562279</td>\n",
       "      <td>2.391189</td>\n",
       "      <td>1.409411</td>\n",
       "      <td>6.603493</td>\n",
       "      <td>16.793260</td>\n",
       "      <td>44.760699</td>\n",
       "      <td>577.908273</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-04-05 07:10:00-04:00</th>\n",
       "      <td>2.9185</td>\n",
       "      <td>2.6286</td>\n",
       "      <td>8.9670</td>\n",
       "      <td>19.003</td>\n",
       "      <td>1.0319</td>\n",
       "      <td>0.32258</td>\n",
       "      <td>3793.2</td>\n",
       "      <td>81.861</td>\n",
       "      <td>172.103</td>\n",
       "      <td>127.89</td>\n",
       "      <td>0.13352</td>\n",
       "      <td>31.194</td>\n",
       "      <td>2.9559</td>\n",
       "      <td>17.154</td>\n",
       "      <td>3.0970</td>\n",
       "      <td>5.7388</td>\n",
       "      <td>682.69</td>\n",
       "      <td>33.024</td>\n",
       "      <td>1.5624</td>\n",
       "      <td>2.3935</td>\n",
       "      <td>1.4108</td>\n",
       "      <td>6.6082</td>\n",
       "      <td>16.804</td>\n",
       "      <td>44.671</td>\n",
       "      <td>577.85</td>\n",
       "      <td>2.9191</td>\n",
       "      <td>2.6290</td>\n",
       "      <td>8.9758</td>\n",
       "      <td>19.012</td>\n",
       "      <td>1.0322</td>\n",
       "      <td>0.32274</td>\n",
       "      <td>3796.5</td>\n",
       "      <td>82.002</td>\n",
       "      <td>172.116</td>\n",
       "      <td>128.22</td>\n",
       "      <td>0.13353</td>\n",
       "      <td>31.211</td>\n",
       "      <td>2.9561</td>\n",
       "      <td>17.155</td>\n",
       "      <td>3.0972</td>\n",
       "      <td>5.7525</td>\n",
       "      <td>684.55</td>\n",
       "      <td>33.161</td>\n",
       "      <td>1.5626</td>\n",
       "      <td>2.3942</td>\n",
       "      <td>1.4112</td>\n",
       "      <td>6.6116</td>\n",
       "      <td>16.815</td>\n",
       "      <td>44.683</td>\n",
       "      <td>577.90</td>\n",
       "      <td>2.9094</td>\n",
       "      <td>2.6201</td>\n",
       "      <td>8.9446</td>\n",
       "      <td>18.939</td>\n",
       "      <td>1.0284</td>\n",
       "      <td>0.32156</td>\n",
       "      <td>3789.0</td>\n",
       "      <td>81.623</td>\n",
       "      <td>171.301</td>\n",
       "      <td>127.86</td>\n",
       "      <td>0.13305</td>\n",
       "      <td>31.119</td>\n",
       "      <td>2.9490</td>\n",
       "      <td>17.120</td>\n",
       "      <td>3.0843</td>\n",
       "      <td>5.7027</td>\n",
       "      <td>680.39</td>\n",
       "      <td>32.944</td>\n",
       "      <td>1.5567</td>\n",
       "      <td>2.3869</td>\n",
       "      <td>1.4061</td>\n",
       "      <td>6.5841</td>\n",
       "      <td>16.743</td>\n",
       "      <td>44.525</td>\n",
       "      <td>576.68</td>\n",
       "      <td>2.9168</td>\n",
       "      <td>2.6237</td>\n",
       "      <td>8.9727</td>\n",
       "      <td>18.982</td>\n",
       "      <td>1.0314</td>\n",
       "      <td>0.32254</td>\n",
       "      <td>3793.6</td>\n",
       "      <td>81.992</td>\n",
       "      <td>171.845</td>\n",
       "      <td>128.22</td>\n",
       "      <td>0.13331</td>\n",
       "      <td>31.209</td>\n",
       "      <td>2.9524</td>\n",
       "      <td>17.151</td>\n",
       "      <td>3.0909</td>\n",
       "      <td>5.7291</td>\n",
       "      <td>684.55</td>\n",
       "      <td>33.141</td>\n",
       "      <td>1.5608</td>\n",
       "      <td>2.3907</td>\n",
       "      <td>1.4097</td>\n",
       "      <td>6.6035</td>\n",
       "      <td>16.779</td>\n",
       "      <td>44.672</td>\n",
       "      <td>577.58</td>\n",
       "      <td>2.91386</td>\n",
       "      <td>2.62358</td>\n",
       "      <td>8.95860</td>\n",
       "      <td>18.9676</td>\n",
       "      <td>1.03028</td>\n",
       "      <td>0.322056</td>\n",
       "      <td>3793.34</td>\n",
       "      <td>81.7958</td>\n",
       "      <td>171.6886</td>\n",
       "      <td>127.966</td>\n",
       "      <td>0.133272</td>\n",
       "      <td>31.1706</td>\n",
       "      <td>2.95280</td>\n",
       "      <td>17.1356</td>\n",
       "      <td>3.09020</td>\n",
       "      <td>5.73358</td>\n",
       "      <td>682.394</td>\n",
       "      <td>33.0386</td>\n",
       "      <td>1.55934</td>\n",
       "      <td>2.38964</td>\n",
       "      <td>1.40886</td>\n",
       "      <td>6.59668</td>\n",
       "      <td>16.7736</td>\n",
       "      <td>44.5914</td>\n",
       "      <td>577.152</td>\n",
       "      <td>177968.8</td>\n",
       "      <td>43279.0</td>\n",
       "      <td>40399.2</td>\n",
       "      <td>5462.6</td>\n",
       "      <td>97173.0</td>\n",
       "      <td>326897.0</td>\n",
       "      <td>79.043</td>\n",
       "      <td>1466.5</td>\n",
       "      <td>46038.0</td>\n",
       "      <td>180.743</td>\n",
       "      <td>486162.0</td>\n",
       "      <td>6617.5</td>\n",
       "      <td>46806.0</td>\n",
       "      <td>32584.66</td>\n",
       "      <td>25468.4</td>\n",
       "      <td>462744.0</td>\n",
       "      <td>7519.152</td>\n",
       "      <td>46340.89</td>\n",
       "      <td>565872.1</td>\n",
       "      <td>35615.0</td>\n",
       "      <td>326933.1</td>\n",
       "      <td>79293.0</td>\n",
       "      <td>13679.0</td>\n",
       "      <td>24959.0</td>\n",
       "      <td>3091.11</td>\n",
       "      <td>2.914504</td>\n",
       "      <td>2.623965</td>\n",
       "      <td>8.959887</td>\n",
       "      <td>18.965422</td>\n",
       "      <td>1.030446</td>\n",
       "      <td>0.322136</td>\n",
       "      <td>3793.906590</td>\n",
       "      <td>81.773918</td>\n",
       "      <td>171.720914</td>\n",
       "      <td>127.972960</td>\n",
       "      <td>0.133297</td>\n",
       "      <td>31.170853</td>\n",
       "      <td>2.953008</td>\n",
       "      <td>17.132992</td>\n",
       "      <td>3.090915</td>\n",
       "      <td>5.733030</td>\n",
       "      <td>682.232307</td>\n",
       "      <td>33.033369</td>\n",
       "      <td>1.559119</td>\n",
       "      <td>2.389603</td>\n",
       "      <td>1.408800</td>\n",
       "      <td>6.598254</td>\n",
       "      <td>16.772345</td>\n",
       "      <td>44.591867</td>\n",
       "      <td>577.185594</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-04-05 07:15:00-04:00</th>\n",
       "      <td>2.9203</td>\n",
       "      <td>2.6339</td>\n",
       "      <td>8.9693</td>\n",
       "      <td>19.026</td>\n",
       "      <td>1.0345</td>\n",
       "      <td>0.32311</td>\n",
       "      <td>3800.0</td>\n",
       "      <td>82.105</td>\n",
       "      <td>172.193</td>\n",
       "      <td>127.57</td>\n",
       "      <td>0.13354</td>\n",
       "      <td>31.251</td>\n",
       "      <td>2.9568</td>\n",
       "      <td>17.162</td>\n",
       "      <td>3.1003</td>\n",
       "      <td>5.7614</td>\n",
       "      <td>681.45</td>\n",
       "      <td>32.861</td>\n",
       "      <td>1.5643</td>\n",
       "      <td>2.3979</td>\n",
       "      <td>1.4125</td>\n",
       "      <td>6.6239</td>\n",
       "      <td>16.838</td>\n",
       "      <td>44.706</td>\n",
       "      <td>577.96</td>\n",
       "      <td>2.9296</td>\n",
       "      <td>2.6395</td>\n",
       "      <td>9.0010</td>\n",
       "      <td>19.078</td>\n",
       "      <td>1.0366</td>\n",
       "      <td>0.32399</td>\n",
       "      <td>3808.6</td>\n",
       "      <td>82.199</td>\n",
       "      <td>172.590</td>\n",
       "      <td>127.97</td>\n",
       "      <td>0.13388</td>\n",
       "      <td>31.350</td>\n",
       "      <td>2.9690</td>\n",
       "      <td>17.212</td>\n",
       "      <td>3.1092</td>\n",
       "      <td>5.7842</td>\n",
       "      <td>685.01</td>\n",
       "      <td>33.131</td>\n",
       "      <td>1.5680</td>\n",
       "      <td>2.4030</td>\n",
       "      <td>1.4164</td>\n",
       "      <td>6.6399</td>\n",
       "      <td>16.861</td>\n",
       "      <td>44.840</td>\n",
       "      <td>578.88</td>\n",
       "      <td>2.9159</td>\n",
       "      <td>2.6286</td>\n",
       "      <td>8.9518</td>\n",
       "      <td>19.003</td>\n",
       "      <td>1.0318</td>\n",
       "      <td>0.32257</td>\n",
       "      <td>3792.7</td>\n",
       "      <td>81.873</td>\n",
       "      <td>171.930</td>\n",
       "      <td>127.56</td>\n",
       "      <td>0.13328</td>\n",
       "      <td>31.198</td>\n",
       "      <td>2.9550</td>\n",
       "      <td>17.142</td>\n",
       "      <td>3.0965</td>\n",
       "      <td>5.7348</td>\n",
       "      <td>680.70</td>\n",
       "      <td>32.846</td>\n",
       "      <td>1.5620</td>\n",
       "      <td>2.3929</td>\n",
       "      <td>1.4104</td>\n",
       "      <td>6.6076</td>\n",
       "      <td>16.800</td>\n",
       "      <td>44.651</td>\n",
       "      <td>577.30</td>\n",
       "      <td>2.9184</td>\n",
       "      <td>2.6286</td>\n",
       "      <td>8.9667</td>\n",
       "      <td>19.003</td>\n",
       "      <td>1.0318</td>\n",
       "      <td>0.32260</td>\n",
       "      <td>3793.1</td>\n",
       "      <td>81.873</td>\n",
       "      <td>172.103</td>\n",
       "      <td>127.90</td>\n",
       "      <td>0.13353</td>\n",
       "      <td>31.201</td>\n",
       "      <td>2.9560</td>\n",
       "      <td>17.154</td>\n",
       "      <td>3.0971</td>\n",
       "      <td>5.7401</td>\n",
       "      <td>682.69</td>\n",
       "      <td>33.022</td>\n",
       "      <td>1.5624</td>\n",
       "      <td>2.3935</td>\n",
       "      <td>1.4109</td>\n",
       "      <td>6.6080</td>\n",
       "      <td>16.804</td>\n",
       "      <td>44.670</td>\n",
       "      <td>577.86</td>\n",
       "      <td>2.92316</td>\n",
       "      <td>2.63556</td>\n",
       "      <td>8.97706</td>\n",
       "      <td>19.0530</td>\n",
       "      <td>1.03482</td>\n",
       "      <td>0.323394</td>\n",
       "      <td>3802.00</td>\n",
       "      <td>82.1098</td>\n",
       "      <td>172.2682</td>\n",
       "      <td>127.750</td>\n",
       "      <td>0.133666</td>\n",
       "      <td>31.2812</td>\n",
       "      <td>2.96130</td>\n",
       "      <td>17.1738</td>\n",
       "      <td>3.10394</td>\n",
       "      <td>5.76556</td>\n",
       "      <td>681.928</td>\n",
       "      <td>32.9816</td>\n",
       "      <td>1.56538</td>\n",
       "      <td>2.39832</td>\n",
       "      <td>1.41362</td>\n",
       "      <td>6.62688</td>\n",
       "      <td>16.8396</td>\n",
       "      <td>44.7488</td>\n",
       "      <td>578.108</td>\n",
       "      <td>165965.9</td>\n",
       "      <td>47942.0</td>\n",
       "      <td>37291.8</td>\n",
       "      <td>3508.0</td>\n",
       "      <td>291556.0</td>\n",
       "      <td>350136.0</td>\n",
       "      <td>69.259</td>\n",
       "      <td>1096.4</td>\n",
       "      <td>54265.0</td>\n",
       "      <td>370.405</td>\n",
       "      <td>595241.0</td>\n",
       "      <td>17268.1</td>\n",
       "      <td>86547.0</td>\n",
       "      <td>40056.17</td>\n",
       "      <td>21730.2</td>\n",
       "      <td>324917.0</td>\n",
       "      <td>8399.793</td>\n",
       "      <td>61105.87</td>\n",
       "      <td>420860.5</td>\n",
       "      <td>57673.0</td>\n",
       "      <td>408241.4</td>\n",
       "      <td>90907.0</td>\n",
       "      <td>14308.0</td>\n",
       "      <td>19118.0</td>\n",
       "      <td>1865.41</td>\n",
       "      <td>2.923494</td>\n",
       "      <td>2.635853</td>\n",
       "      <td>8.977202</td>\n",
       "      <td>19.054781</td>\n",
       "      <td>1.034691</td>\n",
       "      <td>0.323472</td>\n",
       "      <td>3802.096395</td>\n",
       "      <td>82.102363</td>\n",
       "      <td>172.278239</td>\n",
       "      <td>127.702284</td>\n",
       "      <td>0.133665</td>\n",
       "      <td>31.290528</td>\n",
       "      <td>2.962680</td>\n",
       "      <td>17.177736</td>\n",
       "      <td>3.104773</td>\n",
       "      <td>5.765986</td>\n",
       "      <td>682.115837</td>\n",
       "      <td>32.959986</td>\n",
       "      <td>1.565492</td>\n",
       "      <td>2.398207</td>\n",
       "      <td>1.413797</td>\n",
       "      <td>6.628300</td>\n",
       "      <td>16.838896</td>\n",
       "      <td>44.762101</td>\n",
       "      <td>578.223857</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                               close                                                                                                                                                                                                                                                                               high                                                                                                                                                                                                                                                                                low                                                                                                                                                                                                                                                                               open                                                                                                                                      \\\n",
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       "end_timestamp                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       \n",
       "2024-04-05 06:55:00-04:00     2.9245     2.6200     8.9706     18.982     1.0308    0.32300     3803.7     81.845    171.569     128.47    0.13330     31.213     2.9536     17.156     3.0815     5.8079     687.68     33.221     1.5612     2.3903     1.4112     6.5967     16.833     44.753     577.36     2.9372     2.6300     9.0186     19.048     1.0346    0.32377     3817.1     82.097    172.049     128.68    0.13366     31.372     2.9613     17.185     3.0905     5.8571     690.76     33.356     1.5664     2.3999     1.4156     6.6311     16.880     44.926     578.19     2.9216     2.6185     8.9701     18.971     1.0301    0.32261     3802.6     81.801    171.478     128.22    0.13317     31.190     2.9517     17.145     3.0798     5.7971     687.14     33.171     1.5602     2.3899     1.4112     6.5957     16.820     44.747     576.43     2.9358     2.6275     9.0162     19.032     1.0332    0.32349     3813.8     82.018    171.925     128.63    0.13347     31.300     2.9604   \n",
       "2024-04-05 07:00:00-04:00     2.9300     2.6261     9.0218     19.008     1.0330    0.32319     3805.8     82.065    172.075     128.41    0.13354     31.276     2.9620     17.168     3.0907     5.8066     687.72     33.296     1.5647     2.3942     1.4128     6.6122     16.817     44.868     578.47     2.9304     2.6270     9.0299     19.011     1.0335    0.32328     3810.9     82.073    172.130     128.68    0.13357     31.284     2.9630     17.174     3.0909     5.8363     689.99     33.367     1.5652     2.3944     1.4131     6.6149     16.842     44.873     578.88     2.9214     2.6190     8.9634     18.971     1.0307    0.32260     3803.0     81.789    171.565     128.26    0.13324     31.194     2.9507     17.151     3.0799     5.7908     686.11     33.215     1.5607     2.3893     1.4105     6.5911     16.805     44.744     577.18     2.9244     2.6205     8.9708     18.985     1.0307    0.32292     3803.4     81.835    171.566     128.47    0.13334     31.214     2.9536   \n",
       "2024-04-05 07:05:00-04:00     2.9173     2.6241     8.9727     18.979     1.0314    0.32256     3793.6     81.995    171.846     128.22    0.13332     31.213     2.9524     17.151     3.0911     5.7291     684.54     33.147     1.5609     2.3904     1.4096     6.6041     16.782     44.673     577.57     2.9300     2.6279     9.0315     19.009     1.0330    0.32343     3806.3     82.086    172.150     128.49    0.13354     31.281     2.9633     17.182     3.0918     5.8107     688.70     33.346     1.5657     2.3948     1.4129     6.6128     16.820     44.866     578.47     2.9157     2.6220     8.9703     18.966     1.0301    0.32233     3792.9     81.863    171.769     128.20    0.13330     31.189     2.9511     17.142     3.0848     5.7098     684.53     33.117     1.5601     2.3890     1.4081     6.5956     16.777     44.659     577.49     2.9299     2.6265     9.0220     19.007     1.0330    0.32323     3805.8     82.056    172.068     128.40    0.13354     31.275     2.9621   \n",
       "2024-04-05 07:10:00-04:00     2.9185     2.6286     8.9670     19.003     1.0319    0.32258     3793.2     81.861    172.103     127.89    0.13352     31.194     2.9559     17.154     3.0970     5.7388     682.69     33.024     1.5624     2.3935     1.4108     6.6082     16.804     44.671     577.85     2.9191     2.6290     8.9758     19.012     1.0322    0.32274     3796.5     82.002    172.116     128.22    0.13353     31.211     2.9561     17.155     3.0972     5.7525     684.55     33.161     1.5626     2.3942     1.4112     6.6116     16.815     44.683     577.90     2.9094     2.6201     8.9446     18.939     1.0284    0.32156     3789.0     81.623    171.301     127.86    0.13305     31.119     2.9490     17.120     3.0843     5.7027     680.39     32.944     1.5567     2.3869     1.4061     6.5841     16.743     44.525     576.68     2.9168     2.6237     8.9727     18.982     1.0314    0.32254     3793.6     81.992    171.845     128.22    0.13331     31.209     2.9524   \n",
       "2024-04-05 07:15:00-04:00     2.9203     2.6339     8.9693     19.026     1.0345    0.32311     3800.0     82.105    172.193     127.57    0.13354     31.251     2.9568     17.162     3.1003     5.7614     681.45     32.861     1.5643     2.3979     1.4125     6.6239     16.838     44.706     577.96     2.9296     2.6395     9.0010     19.078     1.0366    0.32399     3808.6     82.199    172.590     127.97    0.13388     31.350     2.9690     17.212     3.1092     5.7842     685.01     33.131     1.5680     2.4030     1.4164     6.6399     16.861     44.840     578.88     2.9159     2.6286     8.9518     19.003     1.0318    0.32257     3792.7     81.873    171.930     127.56    0.13328     31.198     2.9550     17.142     3.0965     5.7348     680.70     32.846     1.5620     2.3929     1.4104     6.6076     16.800     44.651     577.30     2.9184     2.6286     8.9667     19.003     1.0318    0.32260     3793.1     81.873    172.103     127.90    0.13353     31.201     2.9560   \n",
       "\n",
       "                                                                                                                                                                    twap                                                                                                                                                                                                                                                                             volume                                                                                                                                                                                                                                                                               vwap                                                                                                                                                                                                                                                                                \n",
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       "end_timestamp                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 \n",
       "2024-04-05 06:55:00-04:00     17.173     3.0868     5.8474     687.96     33.236     1.5653     2.3978     1.4145     6.6276     16.858     44.870     576.83    2.92884    2.62422    8.99360    19.0100    1.03236   0.323256    3810.78    81.9678   171.8098    128.470   0.133456    31.2648    2.95540    17.1688    3.08486    5.83036    689.136    33.2886    1.56322    2.39472    1.41360    6.61228    16.8578    44.8274    577.028   218600.0    49729.0    39263.8     3455.7    74168.0   530407.0     53.736     1368.0    38253.0    311.357   993156.0    18383.1    74462.0   26250.18    10468.9   475740.0   4699.871   40812.11   310031.2    71090.0   428110.9    83867.0    10095.0    23009.0    4598.64   2.929295   2.624436   8.997382  19.007920   1.032401   0.323214  3810.454972  81.995595  171.803936  128.454433   0.133429  31.285697   2.955312  17.168998   3.085222   5.830043  689.368463  33.296177   1.563071   2.395188   1.413510   6.612494  16.855519  44.838704  577.189672  \n",
       "2024-04-05 07:00:00-04:00     17.155     3.0815     5.8080     687.70     33.221     1.5612     2.3907     1.4113     6.5989     16.834     44.760     577.36    2.92624    2.62334    8.99060    18.9932    1.03204   0.322908    3805.14    81.9522   171.8926    128.434   0.133444    31.2408    2.95768    17.1612    3.08610    5.81610    687.686    33.3030    1.56314    2.39172    1.41186    6.60244    16.8194    44.7988    578.310   148399.4    35964.0   113725.7     1735.3    44342.0   242256.0     52.316      604.9    31893.0    763.350   365490.0     6968.6    80522.0   14713.32     7012.8   351057.0   7079.777   25722.74   378314.7    43622.0   441647.4    69852.0     7461.0    11603.0    4422.97   2.925597   2.622954   9.007923  18.993674   1.031987   0.322864  3805.507006  81.965182  171.909908  128.417683   0.133454  31.240909   2.956908  17.161313   3.086644   5.812605  688.085131  33.301847   1.562591   2.391816   1.411367   6.600613  16.817619  44.796751  578.339772  \n",
       "2024-04-05 07:05:00-04:00     17.168     3.0904     5.8066     687.73     33.297     1.5648     2.3941     1.4127     6.6124     16.820     44.866     578.46    2.92052    2.62478    8.99882    18.9862    1.03146   0.322786    3798.70    81.9888   171.9298    128.328   0.133390    31.2316    2.95496    17.1568    3.08906    5.74372    686.346    33.2062    1.56200    2.39124    1.40970    6.60356    16.7934    44.7494    577.912   158944.4    28429.0    66068.0     2368.1    35536.0   398257.0     63.214      648.8    35973.0    139.522   284959.0     9516.2    58892.0   25590.28    11133.8   895567.0   3709.473   33235.00   227519.5    31665.0   435559.6    41115.0    11270.0    18834.0    2225.36   2.921024   2.624961   8.995866  18.984231   1.031379   0.322758  3798.352968  81.989446  171.934262  128.389995   0.133375  31.227390   2.955673  17.156783   3.089281   5.740436  686.624573  33.196528   1.562279   2.391189   1.409411   6.603493  16.793260  44.760699  577.908273  \n",
       "2024-04-05 07:10:00-04:00     17.151     3.0909     5.7291     684.55     33.141     1.5608     2.3907     1.4097     6.6035     16.779     44.672     577.58    2.91386    2.62358    8.95860    18.9676    1.03028   0.322056    3793.34    81.7958   171.6886    127.966   0.133272    31.1706    2.95280    17.1356    3.09020    5.73358    682.394    33.0386    1.55934    2.38964    1.40886    6.59668    16.7736    44.5914    577.152   177968.8    43279.0    40399.2     5462.6    97173.0   326897.0     79.043     1466.5    46038.0    180.743   486162.0     6617.5    46806.0   32584.66    25468.4   462744.0   7519.152   46340.89   565872.1    35615.0   326933.1    79293.0    13679.0    24959.0    3091.11   2.914504   2.623965   8.959887  18.965422   1.030446   0.322136  3793.906590  81.773918  171.720914  127.972960   0.133297  31.170853   2.953008  17.132992   3.090915   5.733030  682.232307  33.033369   1.559119   2.389603   1.408800   6.598254  16.772345  44.591867  577.185594  \n",
       "2024-04-05 07:15:00-04:00     17.154     3.0971     5.7401     682.69     33.022     1.5624     2.3935     1.4109     6.6080     16.804     44.670     577.86    2.92316    2.63556    8.97706    19.0530    1.03482   0.323394    3802.00    82.1098   172.2682    127.750   0.133666    31.2812    2.96130    17.1738    3.10394    5.76556    681.928    32.9816    1.56538    2.39832    1.41362    6.62688    16.8396    44.7488    578.108   165965.9    47942.0    37291.8     3508.0   291556.0   350136.0     69.259     1096.4    54265.0    370.405   595241.0    17268.1    86547.0   40056.17    21730.2   324917.0   8399.793   61105.87   420860.5    57673.0   408241.4    90907.0    14308.0    19118.0    1865.41   2.923494   2.635853   8.977202  19.054781   1.034691   0.323472  3802.096395  82.102363  172.278239  127.702284   0.133665  31.290528   2.962680  17.177736   3.104773   5.765986  682.115837  32.959986   1.565492   2.398207   1.413797   6.628300  16.838896  44.762101  578.223857  "
      ]
     },
     "execution_count": 14,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "universe_version = config.get_and_mark_as_used(\n",
    "    (\n",
    "        \"market_data\",\n",
    "        \"universe_version\",\n",
    "    )\n",
    ")\n",
    "vendor = config.get_and_mark_as_used(\n",
    "    (\n",
    "        \"market_data\",\n",
    "        \"vendor\",\n",
    "    )\n",
    ")\n",
    "mode = config.get_and_mark_as_used(\n",
    "    (\n",
    "        \"market_data\",\n",
    "        \"mode\",\n",
    "    )\n",
    ")\n",
    "table_name = config.get_and_mark_as_used(\n",
    "    (\n",
    "        \"market_data\",\n",
    "        \"im_client_config\",\n",
    "        \"table_name\",\n",
    "    )\n",
    ")\n",
    "# Get asset ids.\n",
    "asset_ids = ivcu.get_vendor_universe_as_asset_ids(universe_version, vendor, mode)\n",
    "# Get prod `MarketData`.\n",
    "# TODO(Grisha): expose stage to the notebook config.\n",
    "db_stage = \"preprod\"\n",
    "market_data = dtfamsysc.get_Cx_RealTimeMarketData_prod_instance1(\n",
    "    asset_ids,\n",
    "    db_stage,\n",
    "    table_name=table_name,\n",
    ")\n",
    "# Load and resample OHLCV data.\n",
    "ohlcv_bars = dtfamsysc.load_and_resample_ohlcv_data(\n",
    "    market_data,\n",
    "    start_timestamp,\n",
    "    end_timestamp,\n",
    "    bar_duration,\n",
    ")\n",
    "ohlcv_bars.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "7baad14f",
   "metadata": {},
   "source": [
    "## Compute portfolio"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "id": "95b5bac9",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:34.831882Z",
     "start_time": "2024-04-09T18:59:34.407149Z"
    }
   },
   "outputs": [
    {
     "data": {
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       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-04-05 11:00:00+00:00</th>\n",
       "      <td>18.5</td>\n",
       "      <td>8.0</td>\n",
       "      <td>7.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.009</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.114</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.17</td>\n",
       "      <td>54.205</td>\n",
       "      <td>21.0088</td>\n",
       "      <td>63.1526</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>34.2522</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-78.40008</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>26.4488</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-98.3399</td>\n",
       "      <td>18.5</td>\n",
       "      <td>8.0</td>\n",
       "      <td>7.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.009</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.114</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.17</td>\n",
       "      <td>54.07365</td>\n",
       "      <td>20.9656</td>\n",
       "      <td>62.7669</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>34.245</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-78.27468</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>26.388</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-98.192</td>\n",
       "      <td>0.13135</td>\n",
       "      <td>0.0432</td>\n",
       "      <td>0.3857</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0072</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.1254</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0608</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.1479</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th></th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-04-05 11:40:00+00:00</th>\n",
       "      <td>-28.3</td>\n",
       "      <td>33.0</td>\n",
       "      <td>11.1</td>\n",
       "      <td>0.6</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.013</td>\n",
       "      <td>-0.7</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.455</td>\n",
       "      <td>-748.0</td>\n",
       "      <td>2.2</td>\n",
       "      <td>4.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-16.0</td>\n",
       "      <td>-0.147</td>\n",
       "      <td>3.03</td>\n",
       "      <td>-14.9</td>\n",
       "      <td>-25.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-4.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-82.55676</td>\n",
       "      <td>86.6217</td>\n",
       "      <td>98.59464</td>\n",
       "      <td>11.3478</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-49.1075</td>\n",
       "      <td>-57.2705</td>\n",
       "      <td>0.0</td>\n",
       "      <td>57.3755</td>\n",
       "      <td>-99.73832</td>\n",
       "      <td>68.706</td>\n",
       "      <td>11.7632</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-93.4576</td>\n",
       "      <td>-100.87434</td>\n",
       "      <td>97.58115</td>\n",
       "      <td>-23.31999</td>\n",
       "      <td>-59.87</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-67.28</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-37.2</td>\n",
       "      <td>33.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>97.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.2</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>37.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-10.0</td>\n",
       "      <td>-0.15</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-108.11808</td>\n",
       "      <td>86.3148</td>\n",
       "      <td>0.0</td>\n",
       "      <td>18.873</td>\n",
       "      <td>99.627</td>\n",
       "      <td>0.0</td>\n",
       "      <td>16.3308</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>108.5728</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-57.672</td>\n",
       "      <td>-102.3195</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>44.455</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.31988</td>\n",
       "      <td>0.3069</td>\n",
       "      <td>0.09435</td>\n",
       "      <td>0.0344</td>\n",
       "      <td>0.0696</td>\n",
       "      <td>0.169</td>\n",
       "      <td>-0.0335</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.273</td>\n",
       "      <td>-0.187</td>\n",
       "      <td>0.3058</td>\n",
       "      <td>0.1147</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-1.1776</td>\n",
       "      <td>-0.60033</td>\n",
       "      <td>0.2727</td>\n",
       "      <td>-0.05215</td>\n",
       "      <td>-0.1325</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.184</td>\n",
       "      <td>0.018</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-04-05 11:45:00+00:00</th>\n",
       "      <td>-0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.0</td>\n",
       "      <td>-0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.0</td>\n",
       "      <td>-0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>28.3</td>\n",
       "      <td>-33.0</td>\n",
       "      <td>-11.1</td>\n",
       "      <td>-0.6</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.013</td>\n",
       "      <td>0.7</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.455</td>\n",
       "      <td>748.0</td>\n",
       "      <td>-2.2</td>\n",
       "      <td>-4.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>16.0</td>\n",
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       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                          holdings_shares                                                                                                                                                                                                                                                              holdings_notional                                                                                                                                                                                                                                                              executed_trades_shares                                                                                                                                                                                                                                                              executed_trades_notional                                                                                                                                                                                                                                                                     pnl                                                                                                                                                                                                                                                             \n",
       "asset_id                       1020313424 1106736216 1669260535 1670436375 1775391824 1871387621 2200033667 2237530510 2470395105 2499295598 2506553600 2565005155 2601760471 2971863517 2989693852 3304664847 3323452427 3326458212 4417972573 5141755262 6009830573 6335759645 8717633868 8968126878        1020313424 1106736216 1669260535 1670436375 1775391824 1871387621 2200033667 2237530510 2470395105 2499295598 2506553600 2565005155 2601760471 2971863517 2989693852 3304664847 3323452427 3326458212 4417972573 5141755262 6009830573 6335759645 8717633868 8968126878             1020313424 1106736216 1669260535 1670436375 1775391824 1871387621 2200033667 2237530510 2470395105 2499295598 2506553600 2565005155 2601760471 2971863517 2989693852 3304664847 3323452427 3326458212 4417972573 5141755262 6009830573 6335759645 8717633868 8968126878               1020313424 1106736216 1669260535 1670436375 1775391824 1871387621 2200033667 2237530510 2470395105 2499295598 2506553600 2565005155 2601760471 2971863517 2989693852 3304664847 3323452427 3326458212 4417972573 5141755262 6009830573 6335759645 8717633868 8968126878 1020313424 1106736216 1669260535 1670436375 1775391824 1871387621 2200033667 2237530510 2470395105 2499295598 2506553600 2565005155 2601760471 2971863517 2989693852 3304664847 3323452427 3326458212 4417972573 5141755262 6009830573 6335759645 8717633868 8968126878\n",
       "2024-04-05 10:55:00+00:00             NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN               NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN                    NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN                      NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN\n",
       "2024-04-05 11:00:00+00:00            18.5        8.0        7.0        0.0        0.0      0.009        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0     -0.114        0.0        0.0        0.0        0.0        4.0        0.0        0.0      -0.17            54.205    21.0088    63.1526        0.0        0.0    34.2522        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0  -78.40008        0.0        0.0        0.0        0.0    26.4488        0.0        0.0   -98.3399                   18.5        8.0        7.0        0.0        0.0      0.009        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0     -0.114        0.0        0.0        0.0        0.0        4.0        0.0        0.0      -0.17                 54.07365    20.9656    62.7669        0.0        0.0     34.245        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0  -78.27468        0.0        0.0        0.0        0.0     26.388        0.0        0.0    -98.192    0.13135     0.0432     0.3857        0.0        0.0     0.0072        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0    -0.1254        0.0        0.0        0.0        0.0     0.0608        0.0        0.0    -0.1479\n",
       "                                      ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...               ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...                    ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...                      ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...\n",
       "2024-04-05 11:40:00+00:00           -28.3       33.0       11.1        0.6        0.0     -0.013       -0.7        0.0      0.455     -748.0        2.2        4.0        0.0        0.0      -16.0     -0.147       3.03      -14.9      -25.0        0.0        0.0       -4.0        0.0        0.0         -82.55676    86.6217   98.59464    11.3478        0.0   -49.1075   -57.2705        0.0    57.3755  -99.73832     68.706    11.7632        0.0        0.0   -93.4576 -100.87434   97.58115  -23.31999     -59.87        0.0        0.0     -67.28        0.0        0.0                  -37.2       33.0        0.0        1.0       97.0        0.0        0.2        0.0        0.0        0.0        0.0       37.0        0.0        0.0      -10.0      -0.15        0.0        0.0        0.0        0.0        0.0        0.0        1.0        0.0               -108.11808    86.3148        0.0     18.873     99.627        0.0    16.3308        0.0        0.0        0.0        0.0   108.5728        0.0        0.0    -57.672  -102.3195        0.0        0.0        0.0        0.0        0.0        0.0     44.455        0.0   -0.31988     0.3069    0.09435     0.0344     0.0696      0.169    -0.0335        0.0      0.273     -0.187     0.3058     0.1147        0.0        0.0    -1.1776   -0.60033     0.2727   -0.05215    -0.1325        0.0        0.0     -0.184      0.018        0.0\n",
       "2024-04-05 11:45:00+00:00            -0.0        0.0        0.0        0.0        0.0       -0.0       -0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0              -0.0        0.0        0.0        0.0        0.0       -0.0       -0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0                   28.3      -33.0      -11.1       -0.6        0.0      0.013        0.7        0.0     -0.455      748.0       -2.2       -4.0        0.0        0.0       16.0      0.147      -3.03       14.9       25.0        0.0        0.0        4.0        0.0        0.0                 82.58789   -86.5887  -98.60796    -11.352        0.0    49.0646    57.2744        0.0  -57.36185   99.73084   -68.6356   -11.7596        0.0        0.0    93.3504  100.81113  -97.58115   23.31999    59.8684        0.0        0.0     67.228        0.0        0.0   -0.03113     -0.033    0.01332     0.0042        0.0     0.0429    -0.0039        0.0   -0.01365    0.00748    -0.0704    -0.0036        0.0        0.0     0.1072    0.06321        0.0        0.0     0.0016        0.0        0.0      0.052        0.0        0.0"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "portfolio_from_fills_df = obccexqu.convert_bar_fills_to_portfolio_df(\n",
    "    bar_fills,\n",
    "    ohlcv_bars[config[\"price_column_name\"]],\n",
    ")\n",
    "hpandas.df_to_str(portfolio_from_fills_df, num_rows=5, log_level=logging.INFO)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "2bf7c851",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2023-09-01T18:04:02.349956Z",
     "start_time": "2023-09-01T18:04:02.248833Z"
    }
   },
   "source": [
    "## Compute target positions"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "id": "6b9f0bef",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:35.611368Z",
     "start_time": "2024-04-09T18:59:34.834412Z"
    }
   },
   "outputs": [
    {
     "data": {
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       "    <tr>\n",
       "      <th>2024-04-05 11:00:00+00:00</th>\n",
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       "      <th></th>\n",
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       "      <td>...</td>\n",
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       "    <tr>\n",
       "      <th>2024-04-05 11:35:00+00:00</th>\n",
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       "      <td>86.3742</td>\n",
       "      <td>98.50029</td>\n",
       "      <td>11.3394</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-49.2765</td>\n",
       "      <td>-49.0452</td>\n",
       "      <td>NaN</td>\n",
       "      <td>57.1025</td>\n",
       "      <td>-99.55132</td>\n",
       "      <td>68.4002</td>\n",
       "      <td>11.7484</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-92.288</td>\n",
       "      <td>-100.22901</td>\n",
       "      <td>97.30845</td>\n",
       "      <td>-23.26784</td>\n",
       "      <td>-59.7375</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-67.096</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-28.3</td>\n",
       "      <td>33.0</td>\n",
       "      <td>11.1</td>\n",
       "      <td>0.6</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.013</td>\n",
       "      <td>-0.6</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.455</td>\n",
       "      <td>-748.0</td>\n",
       "      <td>2.2</td>\n",
       "      <td>4.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-16.0</td>\n",
       "      <td>-0.147</td>\n",
       "      <td>3.03</td>\n",
       "      <td>-14.9</td>\n",
       "      <td>-25.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-4.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-108.1776</td>\n",
       "      <td>86.3742</td>\n",
       "      <td>0.0</td>\n",
       "      <td>18.899</td>\n",
       "      <td>99.6966</td>\n",
       "      <td>0.0</td>\n",
       "      <td>24.5226</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>108.6727</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-57.68</td>\n",
       "      <td>-102.2745</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>44.473</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-37.2</td>\n",
       "      <td>33.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>97.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.3</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>37.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-10.0</td>\n",
       "      <td>-0.15</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-04-05 11:40:00+00:00</th>\n",
       "      <td>-82.55676</td>\n",
       "      <td>86.6217</td>\n",
       "      <td>98.59464</td>\n",
       "      <td>11.3478</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-49.1075</td>\n",
       "      <td>-57.2705</td>\n",
       "      <td>NaN</td>\n",
       "      <td>57.3755</td>\n",
       "      <td>-99.73832</td>\n",
       "      <td>68.706</td>\n",
       "      <td>11.7632</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-93.4576</td>\n",
       "      <td>-100.87434</td>\n",
       "      <td>97.58115</td>\n",
       "      <td>-23.31999</td>\n",
       "      <td>-59.87</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-67.28</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-28.3</td>\n",
       "      <td>33.0</td>\n",
       "      <td>11.1</td>\n",
       "      <td>0.6</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.013</td>\n",
       "      <td>-0.7</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.455</td>\n",
       "      <td>-748.0</td>\n",
       "      <td>2.2</td>\n",
       "      <td>4.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-16.0</td>\n",
       "      <td>-0.147</td>\n",
       "      <td>3.03</td>\n",
       "      <td>-14.9</td>\n",
       "      <td>-25.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-4.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2.9172</td>\n",
       "      <td>2.6249</td>\n",
       "      <td>8.8824</td>\n",
       "      <td>18.913</td>\n",
       "      <td>NaN</td>\n",
       "      <td>3777.5</td>\n",
       "      <td>81.815</td>\n",
       "      <td>NaN</td>\n",
       "      <td>126.1</td>\n",
       "      <td>0.13334</td>\n",
       "      <td>31.23</td>\n",
       "      <td>2.9408</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>5.8411</td>\n",
       "      <td>686.22</td>\n",
       "      <td>32.205</td>\n",
       "      <td>1.5651</td>\n",
       "      <td>2.3948</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>16.82</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.0</td>\n",
       "      <td>-0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.0</td>\n",
       "      <td>-0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>82.55676</td>\n",
       "      <td>-86.6217</td>\n",
       "      <td>-98.59464</td>\n",
       "      <td>-11.3478</td>\n",
       "      <td>NaN</td>\n",
       "      <td>49.1075</td>\n",
       "      <td>57.2705</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-57.3755</td>\n",
       "      <td>99.73832</td>\n",
       "      <td>-68.706</td>\n",
       "      <td>-11.7632</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>93.4576</td>\n",
       "      <td>100.87434</td>\n",
       "      <td>-97.58115</td>\n",
       "      <td>23.31999</td>\n",
       "      <td>59.87</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>67.28</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>28.3</td>\n",
       "      <td>-33.0</td>\n",
       "      <td>-11.1</td>\n",
       "      <td>-0.6</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.013</td>\n",
       "      <td>0.7</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.455</td>\n",
       "      <td>748.0</td>\n",
       "      <td>-2.2</td>\n",
       "      <td>-4.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>16.0</td>\n",
       "      <td>0.147</td>\n",
       "      <td>-3.03</td>\n",
       "      <td>14.9</td>\n",
       "      <td>25.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>4.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                          holdings_notional                                                                                                                                                                                                                                                              holdings_shares                                                                                                                                                                                                                                                                   price                                                                                                                                                                                                                                                              target_holdings_notional                                                                                                                                                                                                                                                              target_holdings_shares                                                                                                                                                                                                                                                              target_trades_notional                                                                                                                                                                                                                                                              target_trades_shares                                                                                                                                                                                                                                                             \n",
       "                                 1020313424 1106736216 1669260535 1670436375 1775391824 1871387621 2200033667 2237530510 2470395105 2499295598 2506553600 2565005155 2601760471 2971863517 2989693852 3304664847 3323452427 3326458212 4417972573 5141755262 6009830573 6335759645 8717633868 8968126878      1020313424 1106736216 1669260535 1670436375 1775391824 1871387621 2200033667 2237530510 2470395105 2499295598 2506553600 2565005155 2601760471 2971863517 2989693852 3304664847 3323452427 3326458212 4417972573 5141755262 6009830573 6335759645 8717633868 8968126878 1020313424 1106736216 1669260535 1670436375 1775391824 1871387621 2200033667 2237530510 2470395105 2499295598 2506553600 2565005155 2601760471 2971863517 2989693852 3304664847 3323452427 3326458212 4417972573 5141755262 6009830573 6335759645 8717633868 8968126878               1020313424 1106736216 1669260535 1670436375 1775391824 1871387621 2200033667 2237530510 2470395105 2499295598 2506553600 2565005155 2601760471 2971863517 2989693852 3304664847 3323452427 3326458212 4417972573 5141755262 6009830573 6335759645 8717633868 8968126878             1020313424 1106736216 1669260535 1670436375 1775391824 1871387621 2200033667 2237530510 2470395105 2499295598 2506553600 2565005155 2601760471 2971863517 2989693852 3304664847 3323452427 3326458212 4417972573 5141755262 6009830573 6335759645 8717633868 8968126878             1020313424 1106736216 1669260535 1670436375 1775391824 1871387621 2200033667 2237530510 2470395105 2499295598 2506553600 2565005155 2601760471 2971863517 2989693852 3304664847 3323452427 3326458212 4417972573 5141755262 6009830573 6335759645 8717633868 8968126878           1020313424 1106736216 1669260535 1670436375 1775391824 1871387621 2200033667 2237530510 2470395105 2499295598 2506553600 2565005155 2601760471 2971863517 2989693852 3304664847 3323452427 3326458212 4417972573 5141755262 6009830573 6335759645 8717633868 8968126878\n",
       "2024-04-05 10:55:00+00:00               0.0        0.0        0.0        NaN        NaN        0.0        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        0.0        0.0        NaN        NaN        NaN        0.0        NaN        NaN        0.0             0.0        0.0        0.0        NaN        NaN        0.0        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        0.0        0.0        NaN        NaN        NaN        0.0        NaN        NaN        0.0     2.9245       2.62     8.9706        NaN        NaN     3803.7        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN     687.68     33.221        NaN        NaN        NaN     6.5967        NaN        NaN     577.36                 54.10325      20.96    62.7942        NaN        NaN    34.2333        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN  -78.39552   -19.9326        NaN        NaN        NaN    26.3868        NaN        NaN   -98.1512                   18.5        8.0        7.0        NaN        NaN      0.009        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN     -0.114       -0.6        NaN        NaN        NaN        4.0        NaN        NaN      -0.17               54.10325      20.96    62.7942        NaN        NaN    34.2333        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN  -78.39552   -19.9326        NaN        NaN        NaN    26.3868        NaN        NaN   -98.1512                 18.5        8.0        7.0        NaN        NaN      0.009        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN     -0.114       -0.6        NaN        NaN        NaN        4.0        NaN        NaN      -0.17\n",
       "2024-04-05 11:00:00+00:00            54.205    21.0088    63.1526        NaN        NaN    34.2522        0.0        0.0        0.0        NaN        NaN        NaN        NaN        0.0        0.0  -78.40008        0.0        NaN        NaN        NaN    26.4488        0.0        0.0   -98.3399            18.5        8.0        7.0        NaN        NaN      0.009        0.0        0.0        0.0        NaN        NaN        NaN        NaN        0.0        0.0     -0.114        0.0        NaN        NaN        NaN        4.0        0.0        0.0      -0.17       2.93     2.6261     9.0218        NaN        NaN     3805.8     82.065    172.075     128.41        NaN        NaN        NaN        NaN     3.0907     5.8066     687.72     33.296        NaN        NaN        NaN     6.6122     16.817     44.868     578.47                   54.205    21.0088   38.79374        NaN        NaN    34.2522    -98.478   -172.075   66.64479        NaN        NaN        NaN        NaN -100.13868     29.033    7.56492        0.0        NaN        NaN        NaN    26.4488    100.902    -89.736   -98.3399                   18.5        8.0        4.3        NaN        NaN      0.009       -1.2       -1.0      0.519        NaN        NaN        NaN        NaN      -32.4        5.0      0.011        0.0        NaN        NaN        NaN        4.0        6.0       -2.0      -0.17                    0.0        0.0  -24.35886        NaN        NaN        0.0    -98.478   -172.075   66.64479        NaN        NaN        NaN        NaN -100.13868     29.033     85.965        0.0        NaN        NaN        NaN        0.0    100.902    -89.736        0.0                  0.0        0.0       -2.7        NaN        NaN        0.0       -1.2       -1.0      0.519        NaN        NaN        NaN        NaN      -32.4        5.0      0.125        0.0        NaN        NaN        NaN        0.0        6.0       -2.0        0.0\n",
       "                                        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...             ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...                      ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...                    ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...                    ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...                  ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...\n",
       "2024-04-05 11:35:00+00:00           25.8812        0.0   98.50029    -7.5596   -99.6966   -49.2765   -73.5678        NaN    57.1025  -99.55132    68.4002   -96.9243        NaN        NaN    -34.608    2.04549   97.30845  -23.26784   -59.7375        NaN        NaN    -67.096    -44.473        NaN             8.9        0.0       11.1       -0.4      -97.0     -0.013       -0.9        NaN      0.455     -748.0        2.2      -33.0        NaN        NaN       -6.0      0.003       3.03      -14.9      -25.0        NaN        NaN       -4.0       -1.0        NaN      2.908     2.6174     8.8739     18.899     1.0278     3790.5     81.742        NaN      125.5    0.13309     31.091     2.9371        NaN        NaN      5.768     681.83     32.115     1.5616     2.3895        NaN        NaN     16.774     44.473        NaN                 -82.2964    86.3742   98.50029    11.3394        0.0   -49.2765   -49.0452        NaN    57.1025  -99.55132    68.4002    11.7484        NaN        NaN    -92.288 -100.22901   97.30845  -23.26784   -59.7375        NaN        NaN    -67.096        0.0        NaN                  -28.3       33.0       11.1        0.6        0.0     -0.013       -0.6        NaN      0.455     -748.0        2.2        4.0        NaN        NaN      -16.0     -0.147       3.03      -14.9      -25.0        NaN        NaN       -4.0        0.0        NaN              -108.1776    86.3742        0.0     18.899    99.6966        0.0    24.5226        NaN        0.0        0.0        0.0   108.6727        NaN        NaN     -57.68  -102.2745        0.0        0.0        0.0        NaN        NaN        0.0     44.473        NaN                -37.2       33.0        0.0        1.0       97.0        0.0        0.3        NaN        0.0        0.0        0.0       37.0        NaN        NaN      -10.0      -0.15        0.0        0.0        0.0        NaN        NaN        0.0        1.0        NaN\n",
       "2024-04-05 11:40:00+00:00         -82.55676    86.6217   98.59464    11.3478        NaN   -49.1075   -57.2705        NaN    57.3755  -99.73832     68.706    11.7632        NaN        NaN   -93.4576 -100.87434   97.58115  -23.31999     -59.87        NaN        NaN     -67.28        NaN        NaN           -28.3       33.0       11.1        0.6        NaN     -0.013       -0.7        NaN      0.455     -748.0        2.2        4.0        NaN        NaN      -16.0     -0.147       3.03      -14.9      -25.0        NaN        NaN       -4.0        NaN        NaN     2.9172     2.6249     8.8824     18.913        NaN     3777.5     81.815        NaN      126.1    0.13334      31.23     2.9408        NaN        NaN     5.8411     686.22     32.205     1.5651     2.3948        NaN        NaN      16.82        NaN        NaN                     -0.0        0.0        0.0        0.0        NaN       -0.0       -0.0        NaN        0.0        0.0        0.0        0.0        NaN        NaN        0.0        0.0        0.0        0.0        0.0        NaN        NaN        0.0        NaN        NaN                   -0.0        0.0        0.0        0.0        NaN       -0.0       -0.0        NaN        0.0        0.0        0.0        0.0        NaN        NaN        0.0        0.0        0.0        0.0        0.0        NaN        NaN        0.0        NaN        NaN               82.55676   -86.6217  -98.59464   -11.3478        NaN    49.1075    57.2705        NaN   -57.3755   99.73832    -68.706   -11.7632        NaN        NaN    93.4576  100.87434  -97.58115   23.31999      59.87        NaN        NaN      67.28        NaN        NaN                 28.3      -33.0      -11.1       -0.6        NaN      0.013        0.7        NaN     -0.455      748.0       -2.2       -4.0        NaN        NaN       16.0      0.147      -3.03       14.9       25.0        NaN        NaN        4.0        NaN        NaN"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "target_positions_from_parent_orders_df = (\n",
    "    oororcon.convert_order_df_to_target_position_df(\n",
    "        parent_order_df,\n",
    "        ohlcv_bars[config[\"price_column_name\"]],\n",
    "    )\n",
    ")\n",
    "hpandas.df_to_str(\n",
    "    target_positions_from_parent_orders_df, num_rows=5, log_level=logging.INFO\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "9f8536af",
   "metadata": {},
   "source": [
    "# Load prod portfolio and target positions"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "ff4f07f9",
   "metadata": {},
   "source": [
    "## Portfolio"
   ]
  },
  {
   "cell_type": "code",
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   "id": "8da0dee0",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:36.267218Z",
     "start_time": "2024-04-09T18:59:35.613552Z"
    }
   },
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       "      <td>0.00000</td>\n",
       "      <td>-100.15164</td>\n",
       "      <td>28.6455</td>\n",
       "      <td>7.52994</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>26.4164</td>\n",
       "      <td>100.692</td>\n",
       "      <td>-89.346</td>\n",
       "      <td>-98.1869</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-32.4</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-2.0</td>\n",
       "      <td>0.125</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>-2.7</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-1.2</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>-100.08036</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>-89.664</td>\n",
       "      <td>86.01500</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>100.836</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>28.9795</td>\n",
       "      <td>-24.34428</td>\n",
       "      <td>-171.978</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-98.4288</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>-0.23495</td>\n",
       "      <td>-0.0160</td>\n",
       "      <td>-0.22571</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.1098</td>\n",
       "      <td>0.0348</td>\n",
       "      <td>0.132</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>-0.07128</td>\n",
       "      <td>-0.3340</td>\n",
       "      <td>-0.08498</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>-0.0324</td>\n",
       "      <td>-0.144</td>\n",
       "      <td>0.318</td>\n",
       "      <td>0.1530</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-04-05 07:10:00-04:00</th>\n",
       "      <td>0.0</td>\n",
       "      <td>-32.4</td>\n",
       "      <td>10.3</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>0.011</td>\n",
       "      <td>-0.17</td>\n",
       "      <td>-5.3</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>8.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-2.66</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.009</td>\n",
       "      <td>18.5</td>\n",
       "      <td>5.0</td>\n",
       "      <td>11.1</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>15.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-1.2</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>53.99225</td>\n",
       "      <td>21.0288</td>\n",
       "      <td>99.53370</td>\n",
       "      <td>-100.7159</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>34.1388</td>\n",
       "      <td>-98.2332</td>\n",
       "      <td>-172.103</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>44.3385</td>\n",
       "      <td>-45.62964</td>\n",
       "      <td>-100.34280</td>\n",
       "      <td>28.6940</td>\n",
       "      <td>7.50959</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>14.53124</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>100.824</td>\n",
       "      <td>-44.671</td>\n",
       "      <td>-98.2345</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>10.3</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.00</td>\n",
       "      <td>-5.3</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-2.66</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>6.8</td>\n",
       "      <td>0.0</td>\n",
       "      <td>15.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-4.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>14.5127</td>\n",
       "      <td>44.652</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>-100.4668</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-45.57112</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>61.01232</td>\n",
       "      <td>0.000</td>\n",
       "      <td>44.2710</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>-26.378</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.02220</td>\n",
       "      <td>0.0360</td>\n",
       "      <td>-0.06123</td>\n",
       "      <td>-0.2491</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.0036</td>\n",
       "      <td>0.1608</td>\n",
       "      <td>-0.257</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0675</td>\n",
       "      <td>-0.05852</td>\n",
       "      <td>-0.19116</td>\n",
       "      <td>0.0485</td>\n",
       "      <td>-0.02035</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.01854</td>\n",
       "      <td>-0.0384</td>\n",
       "      <td>0.132</td>\n",
       "      <td>0.023</td>\n",
       "      <td>-0.0476</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-04-05 07:15:00-04:00</th>\n",
       "      <td>-749.0</td>\n",
       "      <td>-32.4</td>\n",
       "      <td>10.3</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>0.011</td>\n",
       "      <td>-0.17</td>\n",
       "      <td>-3.3</td>\n",
       "      <td>3.03</td>\n",
       "      <td>0.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>-22.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.004</td>\n",
       "      <td>8.9</td>\n",
       "      <td>5.0</td>\n",
       "      <td>11.1</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.5</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.782</td>\n",
       "      <td>25.99067</td>\n",
       "      <td>-57.9458</td>\n",
       "      <td>99.55923</td>\n",
       "      <td>-62.7858</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>15.2000</td>\n",
       "      <td>41.0525</td>\n",
       "      <td>-172.193</td>\n",
       "      <td>99.75974</td>\n",
       "      <td>-100.02146</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>-100.44972</td>\n",
       "      <td>28.8070</td>\n",
       "      <td>7.49595</td>\n",
       "      <td>99.56883</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>14.54875</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>50.514</td>\n",
       "      <td>-44.706</td>\n",
       "      <td>-98.2532</td>\n",
       "      <td>-749.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.00</td>\n",
       "      <td>2.0</td>\n",
       "      <td>3.03</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-3.0</td>\n",
       "      <td>-30.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2.66</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.005</td>\n",
       "      <td>-9.6</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-15.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.7</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.782</td>\n",
       "      <td>-100.11134</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>38.1220</td>\n",
       "      <td>100.28997</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-50.487</td>\n",
       "      <td>-78.9720</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>45.75998</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-18.9895</td>\n",
       "      <td>-28.06080</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>-44.3955</td>\n",
       "      <td>0.0</td>\n",
       "      <td>139.6380</td>\n",
       "      <td>0.000</td>\n",
       "      <td>100.04908</td>\n",
       "      <td>0.05922</td>\n",
       "      <td>-0.0026</td>\n",
       "      <td>0.02553</td>\n",
       "      <td>-0.1919</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0507</td>\n",
       "      <td>-0.3523</td>\n",
       "      <td>-0.090</td>\n",
       "      <td>-0.28934</td>\n",
       "      <td>0.08988</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0570</td>\n",
       "      <td>-0.13034</td>\n",
       "      <td>-0.10692</td>\n",
       "      <td>0.1130</td>\n",
       "      <td>-0.01364</td>\n",
       "      <td>-0.72114</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.01751</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.177</td>\n",
       "      <td>-0.035</td>\n",
       "      <td>-0.0187</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                          holdings_shares                                                                                                                                                                                                                                                                         holdings_notional                                                                                                                                                                                                                                                                         executed_trades_shares                                                                                                                                                                                                                                                                         executed_trades_notional                                                                                          \\\n",
       "                               2499295598 2971863517 5141755262 8717633868 3304664847 8968126878 1670436375 3323452427 1813442534 6335759645 1106736216 2506553600 4417972573 2601760471 1775391824 1871387621 1020313424 2989693852 1669260535 2237530510 2565005155 3326458212 2200033667 6009830573 2470395105        1020313424 1106736216 1669260535 1670436375 1775391824 1813442534 1871387621 2200033667 2237530510 2470395105 2499295598 2506553600 2565005155 2601760471 2971863517 2989693852 3304664847 3323452427 3326458212 4417972573 5141755262 6009830573 6335759645 8717633868 8968126878             2499295598 2971863517 5141755262 8717633868 3304664847 8968126878 1670436375 3323452427 1813442534 6335759645 1106736216 2506553600 4417972573 2601760471 1775391824 1871387621 1020313424 2989693852 1669260535 2237530510 2565005155 3326458212 2200033667 6009830573 2470395105               2499295598 2971863517 5141755262 8717633868 3304664847 8968126878 1670436375 3323452427 1813442534   \n",
       "2024-04-05 06:55:00-04:00             0.0        0.0        0.0        0.0      0.000       0.00        0.0       0.00        0.0        0.0        0.0        0.0        0.0       0.00        0.0      0.000        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0      0.000           0.00000     0.0000    0.00000     0.0000        0.0        0.0     0.0000     0.0000      0.000    0.00000    0.00000        0.0     0.0000    0.00000    0.00000     0.0000    0.00000    0.00000        0.0        0.0    0.00000     0.0000      0.000      0.000     0.0000                    0.0        0.0        0.0        0.0      0.000       0.00        0.0       0.00        0.0        0.0        0.0        0.0        0.0       0.00        0.0      0.000        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0      0.000                      NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2024-04-05 07:00:00-04:00             0.0        0.0        0.0        0.0     -0.114      -0.17        0.0       0.00        0.0        0.0        8.0        0.0        0.0       0.00        0.0      0.009       18.5        0.0        7.0        0.0        0.0        0.0        0.0        4.0      0.000          54.20500    21.0088   63.15260     0.0000        0.0        0.0    34.2522     0.0000      0.000    0.00000    0.00000        0.0     0.0000    0.00000    0.00000     0.0000  -78.40008    0.00000        0.0        0.0    0.00000    26.4488      0.000      0.000   -98.3399                    0.0        0.0        0.0        0.0     -0.114      -0.17        0.0       0.00        0.0        0.0        8.0        0.0        0.0       0.00        0.0      0.009       18.5        0.0        7.0        0.0        0.0        0.0        0.0        4.0      0.000                  0.00000    0.00000     0.0000      0.000  -78.27468    -98.192     0.0000    0.00000        0.0   \n",
       "2024-04-05 07:05:00-04:00             0.0      -32.4        0.0       -2.0      0.011      -0.17        0.0       0.00        0.0        6.0        8.0        0.0        0.0       0.00        0.0      0.009       18.5        5.0        4.3       -1.0        0.0        0.0       -1.2        4.0      0.000          53.97005    20.9928   38.58261     0.0000        0.0        0.0    34.1424   -98.3940   -171.846    0.00000    0.00000        0.0     0.0000    0.00000 -100.15164    28.6455    7.52994    0.00000        0.0        0.0    0.00000    26.4164    100.692    -89.346   -98.1869                    0.0      -32.4        0.0       -2.0      0.125       0.00        0.0       0.00        0.0        6.0        0.0        0.0        0.0       0.00        0.0      0.000        0.0        5.0       -2.7       -1.0        0.0        0.0       -1.2        0.0      0.000                  0.00000 -100.08036     0.0000    -89.664   86.01500      0.000     0.0000    0.00000        0.0   \n",
       "2024-04-05 07:10:00-04:00             0.0      -32.4       10.3       -1.0      0.011      -0.17       -5.3       0.00        0.0        6.0        8.0        0.0        0.0      -2.66        0.0      0.009       18.5        5.0       11.1       -1.0       15.0        0.0       -1.2        0.0      0.000          53.99225    21.0288   99.53370  -100.7159        0.0        0.0    34.1388   -98.2332   -172.103    0.00000    0.00000        0.0    44.3385  -45.62964 -100.34280    28.6940    7.50959    0.00000        0.0        0.0   14.53124     0.0000    100.824    -44.671   -98.2345                    0.0        0.0       10.3        1.0      0.000       0.00       -5.3       0.00        0.0        0.0        0.0        0.0        0.0      -2.66        0.0      0.000        0.0        0.0        6.8        0.0       15.0        0.0        0.0       -4.0      0.000                  0.00000    0.00000    14.5127     44.652    0.00000      0.000  -100.4668    0.00000        0.0   \n",
       "2024-04-05 07:15:00-04:00          -749.0      -32.4       10.3       -1.0      0.011      -0.17       -3.3       3.03        0.0        3.0      -22.0        0.0        0.0       0.00        0.0      0.004        8.9        5.0       11.1       -1.0        0.0        0.0        0.5        0.0      0.782          25.99067   -57.9458   99.55923   -62.7858        0.0        0.0    15.2000    41.0525   -172.193   99.75974 -100.02146        0.0     0.0000    0.00000 -100.44972    28.8070    7.49595   99.56883        0.0        0.0   14.54875     0.0000     50.514    -44.706   -98.2532                 -749.0        0.0        0.0        0.0      0.000       0.00        2.0       3.03        0.0       -3.0      -30.0        0.0        0.0       2.66        0.0     -0.005       -9.6        0.0        0.0        0.0      -15.0        0.0        1.7        0.0      0.782               -100.11134    0.00000     0.0000      0.000    0.00000      0.000    38.1220  100.28997        0.0   \n",
       "\n",
       "                                                                                                                                                                                                                 pnl                                                                                                                                                                                                                                                                          \n",
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       "2024-04-05 06:55:00-04:00        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN        NaN  \n",
       "2024-04-05 07:00:00-04:00      0.000    20.9656        0.0        0.0    0.00000        0.0    34.2450   54.07365     0.0000   62.76690      0.000     0.0000        0.0     0.0000     26.388    0.00000    0.13135     0.0432    0.38570     0.0000        0.0        0.0     0.0072     0.0000      0.000    0.00000    0.00000        0.0     0.0000    0.00000    0.00000     0.0000   -0.12540    0.00000        0.0        0.0    0.00000     0.0608      0.000      0.000    -0.1479  \n",
       "2024-04-05 07:05:00-04:00    100.836     0.0000        0.0        0.0    0.00000        0.0     0.0000    0.00000    28.9795  -24.34428   -171.978     0.0000        0.0   -98.4288      0.000    0.00000   -0.23495    -0.0160   -0.22571     0.0000        0.0        0.0    -0.1098     0.0348      0.132    0.00000    0.00000        0.0     0.0000    0.00000   -0.07128    -0.3340   -0.08498    0.00000        0.0        0.0    0.00000    -0.0324     -0.144      0.318     0.1530  \n",
       "2024-04-05 07:10:00-04:00      0.000     0.0000        0.0        0.0  -45.57112        0.0     0.0000    0.00000     0.0000   61.01232      0.000    44.2710        0.0     0.0000    -26.378    0.00000    0.02220     0.0360   -0.06123    -0.2491        0.0        0.0    -0.0036     0.1608     -0.257    0.00000    0.00000        0.0     0.0675   -0.05852   -0.19116     0.0485   -0.02035    0.00000        0.0        0.0    0.01854    -0.0384      0.132      0.023    -0.0476  \n",
       "2024-04-05 07:15:00-04:00    -50.487   -78.9720        0.0        0.0   45.75998        0.0   -18.9895  -28.06080     0.0000    0.00000      0.000   -44.3955        0.0   139.6380      0.000  100.04908    0.05922    -0.0026    0.02553    -0.1919        0.0        0.0     0.0507    -0.3523     -0.090   -0.28934    0.08988        0.0     0.0570   -0.13034   -0.10692     0.1130   -0.01364   -0.72114        0.0        0.0    0.01751     0.0000      0.177     -0.035    -0.0187  "
      ]
     },
     "execution_count": 17,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "portfolio_dir = os.path.join(system_log_dir, \"portfolio\")\n",
    "#\n",
    "portfolio_df, _ = rsiprrec.load_portfolio_artifacts(portfolio_dir, bar_duration)\n",
    "portfolio_df.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "e3313fd6",
   "metadata": {},
   "source": [
    "## Target positions"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "id": "3d7135d6",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:36.614014Z",
     "start_time": "2024-04-09T18:59:36.269549Z"
    }
   },
   "outputs": [
    {
     "data": {
      "application/vnd.jupyter.widget-view+json": {
       "model_id": "0ebb786917ea4860b6f17907431c6018",
       "version_major": 2,
       "version_minor": 0
      },
      "text/plain": [
       "Loading `target_positions` files...:   0%|          | 0/12 [00:00<?, ?it/s]"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
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       "      <th></th>\n",
       "      <th></th>\n",
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       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "      <th></th>\n",
       "      <th></th>\n",
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       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "      <th></th>\n",
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       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "      <th></th>\n",
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       "      <th></th>\n",
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       "      <th></th>\n",
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       "      <th></th>\n",
       "      <th></th>\n",
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       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2024-04-05 06:55:00-04:00</th>\n",
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       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>18.5</td>\n",
       "      <td>8.0</td>\n",
       "      <td>7.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.009</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.114</td>\n",
       "      <td>-0.60</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.17</td>\n",
       "      <td>54.10325</td>\n",
       "      <td>20.9600</td>\n",
       "      <td>62.79420</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>34.2333</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>-78.39552</td>\n",
       "      <td>-19.93260</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>26.3868</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>-98.1512</td>\n",
       "      <td>18.5</td>\n",
       "      <td>8.0</td>\n",
       "      <td>7.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.009</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.114</td>\n",
       "      <td>-0.60</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.17</td>\n",
       "      <td>54.10325</td>\n",
       "      <td>20.9600</td>\n",
       "      <td>62.79420</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>34.2333</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>-78.39552</td>\n",
       "      <td>-19.93260</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>26.3868</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>-98.1512</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-04-05 07:00:00-04:00</th>\n",
       "      <td>2.9300</td>\n",
       "      <td>2.6261</td>\n",
       "      <td>9.0218</td>\n",
       "      <td>19.008</td>\n",
       "      <td>1.0330</td>\n",
       "      <td>0.32319</td>\n",
       "      <td>3805.8</td>\n",
       "      <td>82.065</td>\n",
       "      <td>172.075</td>\n",
       "      <td>128.41</td>\n",
       "      <td>0.13354</td>\n",
       "      <td>31.276</td>\n",
       "      <td>2.9620</td>\n",
       "      <td>17.168</td>\n",
       "      <td>3.0907</td>\n",
       "      <td>5.8066</td>\n",
       "      <td>687.72</td>\n",
       "      <td>33.296</td>\n",
       "      <td>1.5647</td>\n",
       "      <td>2.3942</td>\n",
       "      <td>1.4128</td>\n",
       "      <td>6.6122</td>\n",
       "      <td>16.817</td>\n",
       "      <td>44.868</td>\n",
       "      <td>578.47</td>\n",
       "      <td>18.5</td>\n",
       "      <td>8.0</td>\n",
       "      <td>7.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.009</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.114</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.17</td>\n",
       "      <td>54.20500</td>\n",
       "      <td>21.0088</td>\n",
       "      <td>63.15260</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>34.2522</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>-78.40008</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>26.4488</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>-98.3399</td>\n",
       "      <td>18.5</td>\n",
       "      <td>8.0</td>\n",
       "      <td>4.3</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.009</td>\n",
       "      <td>-1.2</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>0.519</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>-32.4</td>\n",
       "      <td>5.0</td>\n",
       "      <td>0.011</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>-2.0</td>\n",
       "      <td>-0.17</td>\n",
       "      <td>54.20500</td>\n",
       "      <td>21.0088</td>\n",
       "      <td>38.79374</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>34.2522</td>\n",
       "      <td>-98.4780</td>\n",
       "      <td>-172.075</td>\n",
       "      <td>66.64479</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>-100.13868</td>\n",
       "      <td>29.0330</td>\n",
       "      <td>7.56492</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>26.4488</td>\n",
       "      <td>100.902</td>\n",
       "      <td>-89.736</td>\n",
       "      <td>-98.3399</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-2.7</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>-1.2</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>0.519</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>-32.4</td>\n",
       "      <td>5.0</td>\n",
       "      <td>0.125</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>-2.0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>-24.35886</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>-98.4780</td>\n",
       "      <td>-172.075</td>\n",
       "      <td>66.64479</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>-100.13868</td>\n",
       "      <td>29.0330</td>\n",
       "      <td>85.96500</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>100.902</td>\n",
       "      <td>-89.736</td>\n",
       "      <td>0.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-04-05 07:05:00-04:00</th>\n",
       "      <td>2.9173</td>\n",
       "      <td>2.6241</td>\n",
       "      <td>8.9727</td>\n",
       "      <td>18.979</td>\n",
       "      <td>1.0314</td>\n",
       "      <td>0.32256</td>\n",
       "      <td>3793.6</td>\n",
       "      <td>81.995</td>\n",
       "      <td>171.846</td>\n",
       "      <td>128.22</td>\n",
       "      <td>0.13332</td>\n",
       "      <td>31.213</td>\n",
       "      <td>2.9524</td>\n",
       "      <td>17.151</td>\n",
       "      <td>3.0911</td>\n",
       "      <td>5.7291</td>\n",
       "      <td>684.54</td>\n",
       "      <td>33.147</td>\n",
       "      <td>1.5609</td>\n",
       "      <td>2.3904</td>\n",
       "      <td>1.4096</td>\n",
       "      <td>6.6041</td>\n",
       "      <td>16.782</td>\n",
       "      <td>44.673</td>\n",
       "      <td>577.57</td>\n",
       "      <td>18.5</td>\n",
       "      <td>8.0</td>\n",
       "      <td>4.3</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.009</td>\n",
       "      <td>-1.2</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>-32.4</td>\n",
       "      <td>5.0</td>\n",
       "      <td>0.011</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>-2.0</td>\n",
       "      <td>-0.17</td>\n",
       "      <td>53.97005</td>\n",
       "      <td>20.9928</td>\n",
       "      <td>38.58261</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>34.1424</td>\n",
       "      <td>-98.3940</td>\n",
       "      <td>-171.846</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>-100.15164</td>\n",
       "      <td>28.6455</td>\n",
       "      <td>7.52994</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>26.4164</td>\n",
       "      <td>100.692</td>\n",
       "      <td>-89.346</td>\n",
       "      <td>-98.1869</td>\n",
       "      <td>18.5</td>\n",
       "      <td>-0.0</td>\n",
       "      <td>11.1</td>\n",
       "      <td>-5.3</td>\n",
       "      <td>-69.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.009</td>\n",
       "      <td>-1.2</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>15.0</td>\n",
       "      <td>-2.66</td>\n",
       "      <td>-32.4</td>\n",
       "      <td>5.0</td>\n",
       "      <td>0.011</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>10.3</td>\n",
       "      <td>-0.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>-0.17</td>\n",
       "      <td>53.97005</td>\n",
       "      <td>-0.0000</td>\n",
       "      <td>99.59697</td>\n",
       "      <td>-100.5887</td>\n",
       "      <td>-71.1666</td>\n",
       "      <td>0.0</td>\n",
       "      <td>34.1424</td>\n",
       "      <td>-98.3940</td>\n",
       "      <td>-171.846</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>44.286</td>\n",
       "      <td>-45.62166</td>\n",
       "      <td>-100.15164</td>\n",
       "      <td>28.6455</td>\n",
       "      <td>7.52994</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>14.51888</td>\n",
       "      <td>-0.0000</td>\n",
       "      <td>100.692</td>\n",
       "      <td>-44.673</td>\n",
       "      <td>-98.1869</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-8.0</td>\n",
       "      <td>6.8</td>\n",
       "      <td>-5.3</td>\n",
       "      <td>-69.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>15.0</td>\n",
       "      <td>-2.66</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>10.3</td>\n",
       "      <td>-4.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>-20.9928</td>\n",
       "      <td>61.01436</td>\n",
       "      <td>-100.5887</td>\n",
       "      <td>-71.1666</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>44.2860</td>\n",
       "      <td>-45.62166</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>14.51888</td>\n",
       "      <td>-26.4164</td>\n",
       "      <td>0.000</td>\n",
       "      <td>44.673</td>\n",
       "      <td>0.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-04-05 07:10:00-04:00</th>\n",
       "      <td>2.9185</td>\n",
       "      <td>2.6286</td>\n",
       "      <td>8.9670</td>\n",
       "      <td>19.003</td>\n",
       "      <td>1.0319</td>\n",
       "      <td>0.32258</td>\n",
       "      <td>3793.2</td>\n",
       "      <td>81.861</td>\n",
       "      <td>172.103</td>\n",
       "      <td>127.89</td>\n",
       "      <td>0.13352</td>\n",
       "      <td>31.194</td>\n",
       "      <td>2.9559</td>\n",
       "      <td>17.154</td>\n",
       "      <td>3.0970</td>\n",
       "      <td>5.7388</td>\n",
       "      <td>682.69</td>\n",
       "      <td>33.024</td>\n",
       "      <td>1.5624</td>\n",
       "      <td>2.3935</td>\n",
       "      <td>1.4108</td>\n",
       "      <td>6.6082</td>\n",
       "      <td>16.804</td>\n",
       "      <td>44.671</td>\n",
       "      <td>577.85</td>\n",
       "      <td>18.5</td>\n",
       "      <td>8.0</td>\n",
       "      <td>11.1</td>\n",
       "      <td>-5.3</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.009</td>\n",
       "      <td>-1.2</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>15.0</td>\n",
       "      <td>-2.66</td>\n",
       "      <td>-32.4</td>\n",
       "      <td>5.0</td>\n",
       "      <td>0.011</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>10.3</td>\n",
       "      <td>0.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>-0.17</td>\n",
       "      <td>53.99225</td>\n",
       "      <td>21.0288</td>\n",
       "      <td>99.53370</td>\n",
       "      <td>-100.7159</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>34.1388</td>\n",
       "      <td>-98.2332</td>\n",
       "      <td>-172.103</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>44.3385</td>\n",
       "      <td>-45.62964</td>\n",
       "      <td>-100.34280</td>\n",
       "      <td>28.6940</td>\n",
       "      <td>7.50959</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>14.53124</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>100.824</td>\n",
       "      <td>-44.671</td>\n",
       "      <td>-98.2345</td>\n",
       "      <td>8.9</td>\n",
       "      <td>-22.0</td>\n",
       "      <td>11.1</td>\n",
       "      <td>-3.3</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.004</td>\n",
       "      <td>0.5</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>0.782</td>\n",
       "      <td>-749.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.00</td>\n",
       "      <td>-32.4</td>\n",
       "      <td>5.0</td>\n",
       "      <td>0.011</td>\n",
       "      <td>3.03</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>10.3</td>\n",
       "      <td>0.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>-0.17</td>\n",
       "      <td>25.97465</td>\n",
       "      <td>-57.8292</td>\n",
       "      <td>99.53370</td>\n",
       "      <td>-62.7099</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>15.1728</td>\n",
       "      <td>40.9305</td>\n",
       "      <td>-172.103</td>\n",
       "      <td>100.00998</td>\n",
       "      <td>-100.00648</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>-0.00000</td>\n",
       "      <td>-100.34280</td>\n",
       "      <td>28.6940</td>\n",
       "      <td>7.50959</td>\n",
       "      <td>100.06272</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>14.53124</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>50.412</td>\n",
       "      <td>-44.671</td>\n",
       "      <td>-98.2345</td>\n",
       "      <td>-9.6</td>\n",
       "      <td>-30.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.005</td>\n",
       "      <td>1.7</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.782</td>\n",
       "      <td>-749.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-15.0</td>\n",
       "      <td>2.66</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>3.03</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-3.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>-28.01760</td>\n",
       "      <td>-78.8580</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>38.0060</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-18.9660</td>\n",
       "      <td>139.1637</td>\n",
       "      <td>0.000</td>\n",
       "      <td>100.00998</td>\n",
       "      <td>-100.00648</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-44.3385</td>\n",
       "      <td>45.62964</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>100.06272</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>-50.412</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-04-05 07:15:00-04:00</th>\n",
       "      <td>2.9203</td>\n",
       "      <td>2.6339</td>\n",
       "      <td>8.9693</td>\n",
       "      <td>19.026</td>\n",
       "      <td>1.0345</td>\n",
       "      <td>0.32311</td>\n",
       "      <td>3800.0</td>\n",
       "      <td>82.105</td>\n",
       "      <td>172.193</td>\n",
       "      <td>127.57</td>\n",
       "      <td>0.13354</td>\n",
       "      <td>31.251</td>\n",
       "      <td>2.9568</td>\n",
       "      <td>17.162</td>\n",
       "      <td>3.1003</td>\n",
       "      <td>5.7614</td>\n",
       "      <td>681.45</td>\n",
       "      <td>32.861</td>\n",
       "      <td>1.5643</td>\n",
       "      <td>2.3979</td>\n",
       "      <td>1.4125</td>\n",
       "      <td>6.6239</td>\n",
       "      <td>16.838</td>\n",
       "      <td>44.706</td>\n",
       "      <td>577.96</td>\n",
       "      <td>8.9</td>\n",
       "      <td>-22.0</td>\n",
       "      <td>11.1</td>\n",
       "      <td>-3.3</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.004</td>\n",
       "      <td>0.5</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>0.782</td>\n",
       "      <td>-749.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>-32.4</td>\n",
       "      <td>5.0</td>\n",
       "      <td>0.011</td>\n",
       "      <td>3.03</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>10.3</td>\n",
       "      <td>0.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>-0.17</td>\n",
       "      <td>25.99067</td>\n",
       "      <td>-57.9458</td>\n",
       "      <td>99.55923</td>\n",
       "      <td>-62.7858</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>15.2000</td>\n",
       "      <td>41.0525</td>\n",
       "      <td>-172.193</td>\n",
       "      <td>99.75974</td>\n",
       "      <td>-100.02146</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>-100.44972</td>\n",
       "      <td>28.8070</td>\n",
       "      <td>7.49595</td>\n",
       "      <td>99.56883</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>14.54875</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>50.514</td>\n",
       "      <td>-44.706</td>\n",
       "      <td>-98.2532</td>\n",
       "      <td>8.9</td>\n",
       "      <td>-22.0</td>\n",
       "      <td>11.1</td>\n",
       "      <td>-3.3</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.004</td>\n",
       "      <td>-0.6</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>0.782</td>\n",
       "      <td>-673.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>-32.4</td>\n",
       "      <td>2.0</td>\n",
       "      <td>0.108</td>\n",
       "      <td>3.03</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>10.3</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.0</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>-0.17</td>\n",
       "      <td>25.99067</td>\n",
       "      <td>-57.9458</td>\n",
       "      <td>99.55923</td>\n",
       "      <td>-62.7858</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>15.2000</td>\n",
       "      <td>-49.2630</td>\n",
       "      <td>-172.193</td>\n",
       "      <td>99.75974</td>\n",
       "      <td>-89.87242</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>-100.44972</td>\n",
       "      <td>11.5228</td>\n",
       "      <td>73.59660</td>\n",
       "      <td>99.56883</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>14.54875</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>-0.000</td>\n",
       "      <td>-44.706</td>\n",
       "      <td>-98.2532</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>-1.1</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000</td>\n",
       "      <td>76.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-3.0</td>\n",
       "      <td>0.097</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-3.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>-90.3155</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>10.14904</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>-17.2842</td>\n",
       "      <td>66.10065</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>-50.514</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.0000</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                               price                                                                                                                                                                                                                                                                         holdings_shares                                                                                                                                                                                                                                                                         holdings_notional                                                                                                                                                                                                                                                                         target_holdings_shares                                                                                                                \\\n",
       "asset_id                  1020313424 1106736216 1669260535 1670436375 1775391824 1813442534 1871387621 2200033667 2237530510 2470395105 2499295598 2506553600 2565005155 2601760471 2971863517 2989693852 3304664847 3323452427 3326458212 4417972573 5141755262 6009830573 6335759645 8717633868 8968126878      1020313424 1106736216 1669260535 1670436375 1775391824 1813442534 1871387621 2200033667 2237530510 2470395105 2499295598 2506553600 2565005155 2601760471 2971863517 2989693852 3304664847 3323452427 3326458212 4417972573 5141755262 6009830573 6335759645 8717633868 8968126878        1020313424 1106736216 1669260535 1670436375 1775391824 1813442534 1871387621 2200033667 2237530510 2470395105 2499295598 2506553600 2565005155 2601760471 2971863517 2989693852 3304664847 3323452427 3326458212 4417972573 5141755262 6009830573 6335759645 8717633868 8968126878             1020313424 1106736216 1669260535 1670436375 1775391824 1813442534 1871387621 2200033667 2237530510 2470395105 2499295598   \n",
       "wall_clock_timestamp                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  \n",
       "2024-04-05 06:55:00-04:00     2.9245     2.6200     8.9706     18.982     1.0308    0.32300     3803.7     81.845    171.569     128.47    0.13330     31.213     2.9536     17.156     3.0815     5.8079     687.68     33.221     1.5612     2.3903     1.4112     6.5967     16.833     44.753     577.36             0.0        0.0        0.0        0.0        0.0        0.0      0.000        0.0        0.0      0.000        0.0        0.0        0.0       0.00        0.0        0.0      0.000       0.00        0.0        0.0        0.0        0.0        0.0        0.0       0.00           0.00000     0.0000    0.00000     0.0000        0.0        0.0     0.0000     0.0000      0.000    0.00000    0.00000        0.0     0.0000    0.00000    0.00000     0.0000    0.00000    0.00000        0.0        0.0    0.00000     0.0000      0.000      0.000     0.0000                   18.5        8.0        7.0        0.0        0.0        0.0      0.009        0.0        0.0      0.000        0.0   \n",
       "2024-04-05 07:00:00-04:00     2.9300     2.6261     9.0218     19.008     1.0330    0.32319     3805.8     82.065    172.075     128.41    0.13354     31.276     2.9620     17.168     3.0907     5.8066     687.72     33.296     1.5647     2.3942     1.4128     6.6122     16.817     44.868     578.47            18.5        8.0        7.0        0.0        0.0        0.0      0.009        0.0        0.0      0.000        0.0        0.0        0.0       0.00        0.0        0.0     -0.114       0.00        0.0        0.0        0.0        4.0        0.0        0.0      -0.17          54.20500    21.0088   63.15260     0.0000        0.0        0.0    34.2522     0.0000      0.000    0.00000    0.00000        0.0     0.0000    0.00000    0.00000     0.0000  -78.40008    0.00000        0.0        0.0    0.00000    26.4488      0.000      0.000   -98.3399                   18.5        8.0        4.3        0.0        0.0        0.0      0.009       -1.2       -1.0      0.519        0.0   \n",
       "2024-04-05 07:05:00-04:00     2.9173     2.6241     8.9727     18.979     1.0314    0.32256     3793.6     81.995    171.846     128.22    0.13332     31.213     2.9524     17.151     3.0911     5.7291     684.54     33.147     1.5609     2.3904     1.4096     6.6041     16.782     44.673     577.57            18.5        8.0        4.3        0.0        0.0        0.0      0.009       -1.2       -1.0      0.000        0.0        0.0        0.0       0.00      -32.4        5.0      0.011       0.00        0.0        0.0        0.0        4.0        6.0       -2.0      -0.17          53.97005    20.9928   38.58261     0.0000        0.0        0.0    34.1424   -98.3940   -171.846    0.00000    0.00000        0.0     0.0000    0.00000 -100.15164    28.6455    7.52994    0.00000        0.0        0.0    0.00000    26.4164    100.692    -89.346   -98.1869                   18.5       -0.0       11.1       -5.3      -69.0        0.0      0.009       -1.2       -1.0      0.000        0.0   \n",
       "2024-04-05 07:10:00-04:00     2.9185     2.6286     8.9670     19.003     1.0319    0.32258     3793.2     81.861    172.103     127.89    0.13352     31.194     2.9559     17.154     3.0970     5.7388     682.69     33.024     1.5624     2.3935     1.4108     6.6082     16.804     44.671     577.85            18.5        8.0       11.1       -5.3        0.0        0.0      0.009       -1.2       -1.0      0.000        0.0        0.0       15.0      -2.66      -32.4        5.0      0.011       0.00        0.0        0.0       10.3        0.0        6.0       -1.0      -0.17          53.99225    21.0288   99.53370  -100.7159        0.0        0.0    34.1388   -98.2332   -172.103    0.00000    0.00000        0.0    44.3385  -45.62964 -100.34280    28.6940    7.50959    0.00000        0.0        0.0   14.53124     0.0000    100.824    -44.671   -98.2345                    8.9      -22.0       11.1       -3.3        0.0        0.0      0.004        0.5       -1.0      0.782     -749.0   \n",
       "2024-04-05 07:15:00-04:00     2.9203     2.6339     8.9693     19.026     1.0345    0.32311     3800.0     82.105    172.193     127.57    0.13354     31.251     2.9568     17.162     3.1003     5.7614     681.45     32.861     1.5643     2.3979     1.4125     6.6239     16.838     44.706     577.96             8.9      -22.0       11.1       -3.3        0.0        0.0      0.004        0.5       -1.0      0.782     -749.0        0.0        0.0       0.00      -32.4        5.0      0.011       3.03        0.0        0.0       10.3        0.0        3.0       -1.0      -0.17          25.99067   -57.9458   99.55923   -62.7858        0.0        0.0    15.2000    41.0525   -172.193   99.75974 -100.02146        0.0     0.0000    0.00000 -100.44972    28.8070    7.49595   99.56883        0.0        0.0   14.54875     0.0000     50.514    -44.706   -98.2532                    8.9      -22.0       11.1       -3.3        0.0        0.0      0.004       -0.6       -1.0      0.782     -673.0   \n",
       "\n",
       "                                                                                                                                                                                    target_holdings_notional                                                                                                                                                                                                                                                                         target_trades_shares                                                                                                                                                                                                                                                                         target_trades_notional                                                                                                                                                                                                                              \\\n",
       "asset_id                  2506553600 2565005155 2601760471 2971863517 2989693852 3304664847 3323452427 3326458212 4417972573 5141755262 6009830573 6335759645 8717633868 8968126878               1020313424 1106736216 1669260535 1670436375 1775391824 1813442534 1871387621 2200033667 2237530510 2470395105 2499295598 2506553600 2565005155 2601760471 2971863517 2989693852 3304664847 3323452427 3326458212 4417972573 5141755262 6009830573 6335759645 8717633868 8968126878           1020313424 1106736216 1669260535 1670436375 1775391824 1813442534 1871387621 2200033667 2237530510 2470395105 2499295598 2506553600 2565005155 2601760471 2971863517 2989693852 3304664847 3323452427 3326458212 4417972573 5141755262 6009830573 6335759645 8717633868 8968126878             1020313424 1106736216 1669260535 1670436375 1775391824 1813442534 1871387621 2200033667 2237530510 2470395105 2499295598 2506553600 2565005155 2601760471 2971863517 2989693852 3304664847 3323452427 3326458212 4417972573 5141755262   \n",
       "wall_clock_timestamp                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   \n",
       "2024-04-05 06:55:00-04:00        0.0        0.0       0.00        0.0        0.0     -0.114      -0.60        0.0        0.0        0.0        4.0        0.0        0.0      -0.17                 54.10325    20.9600   62.79420     0.0000     0.0000        0.0    34.2333     0.0000      0.000    0.00000    0.00000        0.0      0.000    0.00000    0.00000     0.0000  -78.39552  -19.93260        0.0        0.0    0.00000    26.3868      0.000      0.000   -98.1512                 18.5        8.0        7.0        0.0        0.0        0.0      0.009        0.0        0.0      0.000        0.0        0.0        0.0       0.00        0.0        0.0     -0.114      -0.60        0.0        0.0        0.0        4.0        0.0        0.0      -0.17               54.10325    20.9600   62.79420     0.0000     0.0000        0.0    34.2333     0.0000      0.000    0.00000    0.00000        0.0     0.0000    0.00000    0.00000     0.0000  -78.39552  -19.93260        0.0        0.0    0.00000   \n",
       "2024-04-05 07:00:00-04:00        0.0        0.0       0.00      -32.4        5.0      0.011       0.00        0.0        0.0        0.0        4.0        6.0       -2.0      -0.17                 54.20500    21.0088   38.79374     0.0000     0.0000        0.0    34.2522   -98.4780   -172.075   66.64479    0.00000        0.0      0.000    0.00000 -100.13868    29.0330    7.56492    0.00000        0.0        0.0    0.00000    26.4488    100.902    -89.736   -98.3399                  0.0        0.0       -2.7        0.0        0.0        0.0      0.000       -1.2       -1.0      0.519        0.0        0.0        0.0       0.00      -32.4        5.0      0.125       0.00        0.0        0.0        0.0        0.0        6.0       -2.0       0.00                0.00000     0.0000  -24.35886     0.0000     0.0000        0.0     0.0000   -98.4780   -172.075   66.64479    0.00000        0.0     0.0000    0.00000 -100.13868    29.0330   85.96500    0.00000        0.0        0.0    0.00000   \n",
       "2024-04-05 07:05:00-04:00        0.0       15.0      -2.66      -32.4        5.0      0.011       0.00        0.0        0.0       10.3       -0.0        6.0       -1.0      -0.17                 53.97005    -0.0000   99.59697  -100.5887   -71.1666        0.0    34.1424   -98.3940   -171.846    0.00000    0.00000        0.0     44.286  -45.62166 -100.15164    28.6455    7.52994    0.00000        0.0        0.0   14.51888    -0.0000    100.692    -44.673   -98.1869                  0.0       -8.0        6.8       -5.3      -69.0        0.0      0.000        0.0        0.0      0.000        0.0        0.0       15.0      -2.66        0.0        0.0      0.000       0.00        0.0        0.0       10.3       -4.0        0.0        1.0       0.00                0.00000   -20.9928   61.01436  -100.5887   -71.1666        0.0     0.0000     0.0000      0.000    0.00000    0.00000        0.0    44.2860  -45.62166    0.00000     0.0000    0.00000    0.00000        0.0        0.0   14.51888   \n",
       "2024-04-05 07:10:00-04:00        0.0        0.0      -0.00      -32.4        5.0      0.011       3.03        0.0        0.0       10.3        0.0        3.0       -1.0      -0.17                 25.97465   -57.8292   99.53370   -62.7099     0.0000        0.0    15.1728    40.9305   -172.103  100.00998 -100.00648        0.0      0.000   -0.00000 -100.34280    28.6940    7.50959  100.06272        0.0        0.0   14.53124     0.0000     50.412    -44.671   -98.2345                 -9.6      -30.0        0.0        2.0        0.0        0.0     -0.005        1.7        0.0      0.782     -749.0        0.0      -15.0       2.66        0.0        0.0      0.000       3.03        0.0        0.0        0.0        0.0       -3.0        0.0       0.00              -28.01760   -78.8580    0.00000    38.0060     0.0000        0.0   -18.9660   139.1637      0.000  100.00998 -100.00648        0.0   -44.3385   45.62964    0.00000     0.0000    0.00000  100.06272        0.0        0.0    0.00000   \n",
       "2024-04-05 07:15:00-04:00        0.0        0.0       0.00      -32.4        2.0      0.108       3.03        0.0        0.0       10.3        0.0       -0.0       -1.0      -0.17                 25.99067   -57.9458   99.55923   -62.7858     0.0000        0.0    15.2000   -49.2630   -172.193   99.75974  -89.87242        0.0      0.000    0.00000 -100.44972    11.5228   73.59660   99.56883        0.0        0.0   14.54875     0.0000     -0.000    -44.706   -98.2532                  0.0        0.0        0.0        0.0        0.0        0.0      0.000       -1.1        0.0      0.000       76.0        0.0        0.0       0.00        0.0       -3.0      0.097       0.00        0.0        0.0        0.0        0.0       -3.0        0.0       0.00                0.00000     0.0000    0.00000     0.0000     0.0000        0.0     0.0000   -90.3155      0.000    0.00000   10.14904        0.0     0.0000    0.00000    0.00000   -17.2842   66.10065    0.00000        0.0        0.0    0.00000   \n",
       "\n",
       "                                                                       \n",
       "asset_id                  6009830573 6335759645 8717633868 8968126878  \n",
       "wall_clock_timestamp                                                   \n",
       "2024-04-05 06:55:00-04:00    26.3868      0.000      0.000   -98.1512  \n",
       "2024-04-05 07:00:00-04:00     0.0000    100.902    -89.736     0.0000  \n",
       "2024-04-05 07:05:00-04:00   -26.4164      0.000     44.673     0.0000  \n",
       "2024-04-05 07:10:00-04:00     0.0000    -50.412      0.000     0.0000  \n",
       "2024-04-05 07:15:00-04:00     0.0000    -50.514      0.000     0.0000  "
      ]
     },
     "execution_count": 18,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "target_positions_df = rsiprrec.load_target_positions(system_log_dir, bar_duration)\n",
    "# Select only the columns that are necessary for reconciliation.\n",
    "target_positions_df = target_positions_df[\n",
    "    config[\"target_positions_columns_to_compare\"]\n",
    "]\n",
    "target_positions_df.columns = target_positions_df.columns.remove_unused_levels()\n",
    "#\n",
    "target_positions_df.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "fbc5d4c5",
   "metadata": {},
   "source": [
    "# Compare portfolio and target positions"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "73a1bab8",
   "metadata": {},
   "source": [
    "## Portfolio"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "dd1e614f",
   "metadata": {},
   "source": [
    "### Columns"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "id": "c33da3fd",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:36.666683Z",
     "start_time": "2024-04-09T18:59:36.617116Z"
    }
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Index(['holdings_shares', 'holdings_notional', 'executed_trades_shares', 'executed_trades_notional', 'pnl'], dtype='object')"
      ]
     },
     "execution_count": 19,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "portfolio_from_fills_df.columns.levels[0]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "id": "939ffdf4",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:36.708053Z",
     "start_time": "2024-04-09T18:59:36.669401Z"
    }
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Index(['holdings_shares', 'holdings_notional', 'executed_trades_shares', 'executed_trades_notional', 'pnl'], dtype='object')"
      ]
     },
     "execution_count": 20,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "portfolio_df.columns.levels[0]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "id": "b62e2fa3",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:36.745372Z",
     "start_time": "2024-04-09T18:59:36.710204Z"
    }
   },
   "outputs": [],
   "source": [
    "hdbg.dassert_set_eq(\n",
    "    portfolio_from_fills_df.columns.levels[0],\n",
    "    portfolio_df.columns.levels[0],\n",
    ")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "id": "b1507ced",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:36.784888Z",
     "start_time": "2024-04-09T18:59:36.747926Z"
    }
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Index([1020313424, 1106736216, 1669260535, 1670436375, 1775391824, 1871387621, 2200033667, 2237530510, 2470395105, 2499295598, 2506553600, 2565005155, 2601760471, 2971863517, 2989693852, 3304664847, 3323452427, 3326458212, 4417972573, 5141755262, 6009830573, 6335759645, 8717633868, 8968126878], dtype='int64', name='asset_id')"
      ]
     },
     "execution_count": 22,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "portfolio_from_fills_df.columns.levels[1]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "id": "35b961cf",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:36.826151Z",
     "start_time": "2024-04-09T18:59:36.786713Z"
    }
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Index([1020313424, 1106736216, 1669260535, 1670436375, 1775391824, 1813442534, 1871387621, 2200033667, 2237530510, 2470395105, 2499295598, 2506553600, 2565005155, 2601760471, 2971863517, 2989693852, 3304664847, 3323452427, 3326458212, 4417972573, 5141755262, 6009830573, 6335759645, 8717633868, 8968126878], dtype='int64')"
      ]
     },
     "execution_count": 23,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "portfolio_df.columns.levels[1]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "id": "81e88805",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:36.873418Z",
     "start_time": "2024-04-09T18:59:36.828147Z"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "WARNING * Failed assertion *\n",
      "val1 - val2=[]\n",
      "val2 - val1=[1813442534]\n",
      "val1=24 [1020313424, ... 8968126878]\n",
      "set eq\n",
      "val2=25 [1020313424, ... 8968126878]\n",
      "Continuing as per user request with only_warning=True\n",
      "INFO  Missing asset id = 1813442534\n"
     ]
    }
   ],
   "source": [
    "# Verify that in production portfolio all assets belong to the production universe.\n",
    "hdbg.dassert_set_eq(\n",
    "    asset_ids,\n",
    "    portfolio_df.columns.levels[1],\n",
    ")\n",
    "# Having a few `asset_ids` missing in df reconstructed from fills is acceptable\n",
    "# because they will be missing in case of no trades.\n",
    "hdbg.dassert_set_eq(\n",
    "    portfolio_from_fills_df.columns.levels[1],\n",
    "    portfolio_df.columns.levels[1],\n",
    "    only_warning=True,\n",
    ")\n",
    "# Check that for missing assets ids there were no trades.\n",
    "type_ = \"portfolio\"\n",
    "verify_no_trades_for_missing_assets(\n",
    "    portfolio_from_fills_df,\n",
    "    portfolio_df,\n",
    "    type_,\n",
    "    config[\"share_asset_ids_with_no_fills\"],\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "2eb4e876",
   "metadata": {},
   "source": [
    "### Index"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "id": "3edb4b47",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:36.914248Z",
     "start_time": "2024-04-09T18:59:36.875542Z"
    }
   },
   "outputs": [],
   "source": [
    "# Set indices to the same timezone.\n",
    "portfolio_df.index = portfolio_df.index.tz_convert(\"UTC\")\n",
    "hdbg.dassert_eq(\n",
    "    portfolio_from_fills_df.index.tz,\n",
    "    portfolio_df.index.tz,\n",
    ")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "id": "7507441b",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:36.957683Z",
     "start_time": "2024-04-09T18:59:36.916869Z"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "WARNING * Failed assertion *\n",
      "cond=False\n",
      "df1.index.difference(df2.index)=\n",
      "DatetimeIndex([], dtype='datetime64[ns, UTC]', freq=None)\n",
      "df2.index.difference(df1.index)=\n",
      "DatetimeIndex(['2024-04-05 11:50:00+00:00'], dtype='datetime64[ns, UTC]', freq=None)\n",
      "Continuing as per user request with only_warning=True\n"
     ]
    }
   ],
   "source": [
    "# Report the symmetric difference. There are some extra consecutive index elements\n",
    "# in the df reconstructed from fills that can be ignored.\n",
    "hpandas.dassert_indices_equal(\n",
    "    portfolio_from_fills_df,\n",
    "    portfolio_df,\n",
    "    only_warning=True,\n",
    ")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "id": "a4ace437",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:37.000633Z",
     "start_time": "2024-04-09T18:59:36.960034Z"
    }
   },
   "outputs": [],
   "source": [
    "sanity_check_indices_difference(\n",
    "    portfolio_from_fills_df,\n",
    "    portfolio_df,\n",
    "    config[\"n_index_elements_to_ignore\"],\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "664b7d5b",
   "metadata": {},
   "source": [
    "### Values"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 28,
   "id": "844026b5",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:37.339932Z",
     "start_time": "2024-04-09T18:59:37.005723Z"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "WARNING * Failed assertion *\n",
      "'0'\n",
      "==\n",
      "'1'\n",
      "There are NaN values in one of the dataframes that are not in the other one.\n",
      "Continuing as per user request with only_warning=True\n",
      "INFO  Maximum percentage difference between the two dataframes = 4.440892098530698e-10\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
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       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
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       "\n",
       "    .dataframe thead tr th {\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr>\n",
       "      <th></th>\n",
       "      <th colspan=\"24\" halign=\"left\">executed_trades_notional.pct_change</th>\n",
       "      <th colspan=\"24\" halign=\"left\">executed_trades_shares.pct_change</th>\n",
       "      <th colspan=\"24\" halign=\"left\">holdings_notional.pct_change</th>\n",
       "      <th colspan=\"24\" halign=\"left\">holdings_shares.pct_change</th>\n",
       "      <th colspan=\"24\" halign=\"left\">pnl.pct_change</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>asset_id</th>\n",
       "      <th>1020313424.pct_change</th>\n",
       "      <th>1106736216.pct_change</th>\n",
       "      <th>1669260535.pct_change</th>\n",
       "      <th>1670436375.pct_change</th>\n",
       "      <th>1775391824.pct_change</th>\n",
       "      <th>1871387621.pct_change</th>\n",
       "      <th>2200033667.pct_change</th>\n",
       "      <th>2237530510.pct_change</th>\n",
       "      <th>2470395105.pct_change</th>\n",
       "      <th>2499295598.pct_change</th>\n",
       "      <th>2506553600.pct_change</th>\n",
       "      <th>2565005155.pct_change</th>\n",
       "      <th>2601760471.pct_change</th>\n",
       "      <th>2971863517.pct_change</th>\n",
       "      <th>2989693852.pct_change</th>\n",
       "      <th>3304664847.pct_change</th>\n",
       "      <th>3323452427.pct_change</th>\n",
       "      <th>3326458212.pct_change</th>\n",
       "      <th>4417972573.pct_change</th>\n",
       "      <th>5141755262.pct_change</th>\n",
       "      <th>6009830573.pct_change</th>\n",
       "      <th>6335759645.pct_change</th>\n",
       "      <th>8717633868.pct_change</th>\n",
       "      <th>8968126878.pct_change</th>\n",
       "      <th>1020313424.pct_change</th>\n",
       "      <th>1106736216.pct_change</th>\n",
       "      <th>1669260535.pct_change</th>\n",
       "      <th>1670436375.pct_change</th>\n",
       "      <th>1775391824.pct_change</th>\n",
       "      <th>1871387621.pct_change</th>\n",
       "      <th>2200033667.pct_change</th>\n",
       "      <th>2237530510.pct_change</th>\n",
       "      <th>2470395105.pct_change</th>\n",
       "      <th>2499295598.pct_change</th>\n",
       "      <th>2506553600.pct_change</th>\n",
       "      <th>2565005155.pct_change</th>\n",
       "      <th>2601760471.pct_change</th>\n",
       "      <th>2971863517.pct_change</th>\n",
       "      <th>2989693852.pct_change</th>\n",
       "      <th>3304664847.pct_change</th>\n",
       "      <th>3323452427.pct_change</th>\n",
       "      <th>3326458212.pct_change</th>\n",
       "      <th>4417972573.pct_change</th>\n",
       "      <th>5141755262.pct_change</th>\n",
       "      <th>6009830573.pct_change</th>\n",
       "      <th>6335759645.pct_change</th>\n",
       "      <th>8717633868.pct_change</th>\n",
       "      <th>8968126878.pct_change</th>\n",
       "      <th>1020313424.pct_change</th>\n",
       "      <th>1106736216.pct_change</th>\n",
       "      <th>1669260535.pct_change</th>\n",
       "      <th>1670436375.pct_change</th>\n",
       "      <th>1775391824.pct_change</th>\n",
       "      <th>1871387621.pct_change</th>\n",
       "      <th>2200033667.pct_change</th>\n",
       "      <th>2237530510.pct_change</th>\n",
       "      <th>2470395105.pct_change</th>\n",
       "      <th>2499295598.pct_change</th>\n",
       "      <th>2506553600.pct_change</th>\n",
       "      <th>2565005155.pct_change</th>\n",
       "      <th>2601760471.pct_change</th>\n",
       "      <th>2971863517.pct_change</th>\n",
       "      <th>2989693852.pct_change</th>\n",
       "      <th>3304664847.pct_change</th>\n",
       "      <th>3323452427.pct_change</th>\n",
       "      <th>3326458212.pct_change</th>\n",
       "      <th>4417972573.pct_change</th>\n",
       "      <th>5141755262.pct_change</th>\n",
       "      <th>6009830573.pct_change</th>\n",
       "      <th>6335759645.pct_change</th>\n",
       "      <th>8717633868.pct_change</th>\n",
       "      <th>8968126878.pct_change</th>\n",
       "      <th>1020313424.pct_change</th>\n",
       "      <th>1106736216.pct_change</th>\n",
       "      <th>1669260535.pct_change</th>\n",
       "      <th>1670436375.pct_change</th>\n",
       "      <th>1775391824.pct_change</th>\n",
       "      <th>1871387621.pct_change</th>\n",
       "      <th>2200033667.pct_change</th>\n",
       "      <th>2237530510.pct_change</th>\n",
       "      <th>2470395105.pct_change</th>\n",
       "      <th>2499295598.pct_change</th>\n",
       "      <th>2506553600.pct_change</th>\n",
       "      <th>2565005155.pct_change</th>\n",
       "      <th>2601760471.pct_change</th>\n",
       "      <th>2971863517.pct_change</th>\n",
       "      <th>2989693852.pct_change</th>\n",
       "      <th>3304664847.pct_change</th>\n",
       "      <th>3323452427.pct_change</th>\n",
       "      <th>3326458212.pct_change</th>\n",
       "      <th>4417972573.pct_change</th>\n",
       "      <th>5141755262.pct_change</th>\n",
       "      <th>6009830573.pct_change</th>\n",
       "      <th>6335759645.pct_change</th>\n",
       "      <th>8717633868.pct_change</th>\n",
       "      <th>8968126878.pct_change</th>\n",
       "      <th>1020313424.pct_change</th>\n",
       "      <th>1106736216.pct_change</th>\n",
       "      <th>1669260535.pct_change</th>\n",
       "      <th>1670436375.pct_change</th>\n",
       "      <th>1775391824.pct_change</th>\n",
       "      <th>1871387621.pct_change</th>\n",
       "      <th>2200033667.pct_change</th>\n",
       "      <th>2237530510.pct_change</th>\n",
       "      <th>2470395105.pct_change</th>\n",
       "      <th>2499295598.pct_change</th>\n",
       "      <th>2506553600.pct_change</th>\n",
       "      <th>2565005155.pct_change</th>\n",
       "      <th>2601760471.pct_change</th>\n",
       "      <th>2971863517.pct_change</th>\n",
       "      <th>2989693852.pct_change</th>\n",
       "      <th>3304664847.pct_change</th>\n",
       "      <th>3323452427.pct_change</th>\n",
       "      <th>3326458212.pct_change</th>\n",
       "      <th>4417972573.pct_change</th>\n",
       "      <th>5141755262.pct_change</th>\n",
       "      <th>6009830573.pct_change</th>\n",
       "      <th>6335759645.pct_change</th>\n",
       "      <th>8717633868.pct_change</th>\n",
       "      <th>8968126878.pct_change</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2024-04-05 10:55:00+00:00</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
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       "      <td>NaN</td>\n",
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       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
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       "      <td>NaN</td>\n",
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       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
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       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-04-05 11:00:00+00:00</th>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.132034e-14</td>\n",
       "      <td>0.0</td>\n",
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       "      <td>0.0</td>\n",
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       "      <td>0.0</td>\n",
       "      <td>1.815511e-14</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
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       "      <td>0.0</td>\n",
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       "      <td>0.0</td>\n",
       "      <td>1.217350e-14</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
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       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
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       "      <td>0.0</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
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       "      <td>0.0</td>\n",
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       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-1.445075e-14</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
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       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.217350e-14</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
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       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-1.842216e-12</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
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       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-1.133242e-11</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-9.608421e-12</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-04-05 11:05:00+00:00</th>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
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       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
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       "      <td>0.000000e+00</td>\n",
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       "      <td>-1.841614e-14</td>\n",
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       "      <td>1.179529e-13</td>\n",
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       "      <td>1.411319e-14</td>\n",
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       "      <td>-1.447327e-14</td>\n",
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       "      <td>9.935234e-13</td>\n",
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       "      <td>-3.148034e-12</td>\n",
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       "      <td>1.672259e-11</td>\n",
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       "      <td>0.0</td>\n",
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       "      <td>9.868649e-12</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000000e+00</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                          executed_trades_notional.pct_change                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           executed_trades_shares.pct_change                                                                                                                                                                                                                                                                                                                                                                                                              \\\n",
       "asset_id                                1020313424.pct_change 1106736216.pct_change 1669260535.pct_change 1670436375.pct_change 1775391824.pct_change 1871387621.pct_change 2200033667.pct_change 2237530510.pct_change 2470395105.pct_change 2499295598.pct_change 2506553600.pct_change 2565005155.pct_change 2601760471.pct_change 2971863517.pct_change 2989693852.pct_change 3304664847.pct_change 3323452427.pct_change 3326458212.pct_change 4417972573.pct_change 5141755262.pct_change 6009830573.pct_change 6335759645.pct_change 8717633868.pct_change 8968126878.pct_change             1020313424.pct_change 1106736216.pct_change 1669260535.pct_change 1670436375.pct_change 1775391824.pct_change 1871387621.pct_change 2200033667.pct_change 2237530510.pct_change 2470395105.pct_change 2499295598.pct_change 2506553600.pct_change 2565005155.pct_change 2601760471.pct_change 2971863517.pct_change 2989693852.pct_change 3304664847.pct_change 3323452427.pct_change 3326458212.pct_change 4417972573.pct_change   \n",
       "2024-04-05 10:55:00+00:00                                 NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                               NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN   \n",
       "2024-04-05 11:00:00+00:00                                 0.0                   0.0          1.132034e-14                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0          1.815511e-14                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                               0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0          1.217350e-14                   0.0                   0.0                   0.0   \n",
       "2024-04-05 11:05:00+00:00                                 0.0                   0.0          0.000000e+00                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0          0.000000e+00                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                               0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0          0.000000e+00                   0.0                   0.0                   0.0   \n",
       "\n",
       "                                                                                                                                        holdings_notional.pct_change                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           holdings_shares.pct_change                                                                                                                                                                                                                                                                                                \\\n",
       "asset_id                  5141755262.pct_change 6009830573.pct_change 6335759645.pct_change 8717633868.pct_change 8968126878.pct_change        1020313424.pct_change 1106736216.pct_change 1669260535.pct_change 1670436375.pct_change 1775391824.pct_change 1871387621.pct_change 2200033667.pct_change 2237530510.pct_change 2470395105.pct_change 2499295598.pct_change 2506553600.pct_change 2565005155.pct_change 2601760471.pct_change 2971863517.pct_change 2989693852.pct_change 3304664847.pct_change 3323452427.pct_change 3326458212.pct_change 4417972573.pct_change 5141755262.pct_change 6009830573.pct_change 6335759645.pct_change 8717633868.pct_change 8968126878.pct_change      1020313424.pct_change 1106736216.pct_change 1669260535.pct_change 1670436375.pct_change 1775391824.pct_change 1871387621.pct_change 2200033667.pct_change 2237530510.pct_change 2470395105.pct_change 2499295598.pct_change 2506553600.pct_change 2565005155.pct_change 2601760471.pct_change 2971863517.pct_change   \n",
       "2024-04-05 10:55:00+00:00                   NaN                   NaN                   NaN                   NaN                   NaN                          NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                        NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN   \n",
       "2024-04-05 11:00:00+00:00                   0.0                   0.0                   0.0                   0.0                   0.0                          0.0                   0.0          0.000000e+00                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0          0.000000e+00                   0.0                   0.0                   0.0                   0.0                   0.0          0.000000e+00                   0.0         -1.445075e-14                        0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0   \n",
       "2024-04-05 11:05:00+00:00                   0.0                   0.0                   0.0                   0.0                   0.0                          0.0                   0.0         -1.841614e-14                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0          1.179529e-13                   0.0                   0.0                   0.0                   0.0                   0.0          1.411319e-14                   0.0         -1.447327e-14                        0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0   \n",
       "\n",
       "                                                                                                                                                                                                                                                             pnl.pct_change                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            \n",
       "asset_id                  2989693852.pct_change 3304664847.pct_change 3323452427.pct_change 3326458212.pct_change 4417972573.pct_change 5141755262.pct_change 6009830573.pct_change 6335759645.pct_change 8717633868.pct_change 8968126878.pct_change 1020313424.pct_change 1106736216.pct_change 1669260535.pct_change 1670436375.pct_change 1775391824.pct_change 1871387621.pct_change 2200033667.pct_change 2237530510.pct_change 2470395105.pct_change 2499295598.pct_change 2506553600.pct_change 2565005155.pct_change 2601760471.pct_change 2971863517.pct_change 2989693852.pct_change 3304664847.pct_change 3323452427.pct_change 3326458212.pct_change 4417972573.pct_change 5141755262.pct_change 6009830573.pct_change 6335759645.pct_change 8717633868.pct_change 8968126878.pct_change  \n",
       "2024-04-05 10:55:00+00:00                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN  \n",
       "2024-04-05 11:00:00+00:00                   0.0          1.217350e-14                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0         -1.842216e-12                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0         -1.133242e-11                   0.0                   0.0                   0.0                   0.0                   0.0          0.000000e+00                   0.0         -9.608421e-12  \n",
       "2024-04-05 11:05:00+00:00                   0.0          9.935234e-13                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0         -3.148034e-12                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0          1.672259e-11                   0.0                   0.0                   0.0                   0.0                   0.0          9.868649e-12                   0.0          0.000000e+00  "
      ]
     },
     "execution_count": 28,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Compare values at intersecting columns / indices.\n",
    "portfolio_diff_df = hpandas.compare_dfs(\n",
    "    portfolio_from_fills_df, portfolio_df, **config[\"compare_dfs_kwargs\"]\n",
    ")\n",
    "portfolio_diff_df.head(3)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "fe9930ae",
   "metadata": {},
   "source": [
    "## Target positions"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "1a0ed3bb",
   "metadata": {},
   "source": [
    "### Columns"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 29,
   "id": "f811e519",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:37.378897Z",
     "start_time": "2024-04-09T18:59:37.341900Z"
    }
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Index(['holdings_notional', 'holdings_shares', 'price', 'target_holdings_notional', 'target_holdings_shares', 'target_trades_notional', 'target_trades_shares'], dtype='object')"
      ]
     },
     "execution_count": 29,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "target_positions_from_parent_orders_df.columns.levels[0]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 30,
   "id": "d6e97686",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:37.421584Z",
     "start_time": "2024-04-09T18:59:37.382805Z"
    }
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Index(['price', 'holdings_shares', 'holdings_notional', 'target_holdings_shares', 'target_holdings_notional', 'target_trades_shares', 'target_trades_notional'], dtype='object')"
      ]
     },
     "execution_count": 30,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "target_positions_df.columns.levels[0]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 31,
   "id": "3d28479c",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:37.460929Z",
     "start_time": "2024-04-09T18:59:37.424218Z"
    }
   },
   "outputs": [],
   "source": [
    "hdbg.dassert_set_eq(\n",
    "    config[\"target_positions_columns_to_compare\"],\n",
    "    target_positions_from_parent_orders_df.columns.levels[0],\n",
    ")\n",
    "hdbg.dassert_set_eq(\n",
    "    config[\"target_positions_columns_to_compare\"],\n",
    "    target_positions_df.columns.levels[0],\n",
    ")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 32,
   "id": "ee04b8c4",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:37.499706Z",
     "start_time": "2024-04-09T18:59:37.463287Z"
    }
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Index([1020313424, 1106736216, 1669260535, 1670436375, 1775391824, 1813442534, 1871387621, 2200033667, 2237530510, 2470395105, 2499295598, 2506553600, 2565005155, 2601760471, 2971863517, 2989693852, 3304664847, 3323452427, 3326458212, 4417972573, 5141755262, 6009830573, 6335759645, 8717633868, 8968126878], dtype='int64', name='asset_id')"
      ]
     },
     "execution_count": 32,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "target_positions_df.columns.levels[1]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 33,
   "id": "6238c824",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:37.550455Z",
     "start_time": "2024-04-09T18:59:37.502031Z"
    }
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Index([1020313424, 1106736216, 1669260535, 1670436375, 1775391824, 1871387621, 2200033667, 2237530510, 2470395105, 2499295598, 2506553600, 2565005155, 2601760471, 2971863517, 2989693852, 3304664847, 3323452427, 3326458212, 4417972573, 5141755262, 6009830573, 6335759645, 8717633868, 8968126878], dtype='int64')"
      ]
     },
     "execution_count": 33,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "target_positions_from_parent_orders_df.columns.levels[1]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 34,
   "id": "64f0f198",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:37.609485Z",
     "start_time": "2024-04-09T18:59:37.554146Z"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "WARNING * Failed assertion *\n",
      "val1 - val2=[]\n",
      "val2 - val1=[1813442534]\n",
      "val1=24 [1020313424, ... 8968126878]\n",
      "set eq\n",
      "val2=25 [1020313424, ... 8968126878]\n",
      "Continuing as per user request with only_warning=True\n",
      "INFO  Missing asset id = 1813442534\n"
     ]
    }
   ],
   "source": [
    "# Verify that in production target positions all assets belong to the production universe.\n",
    "hdbg.dassert_set_eq(\n",
    "    asset_ids,\n",
    "    target_positions_df.columns.levels[1],\n",
    ")\n",
    "# Having a few `asset_ids` missing in df reconstructed from parent orders\n",
    "# is acceptablebecause they will be missing in case of no positions.\n",
    "hdbg.dassert_set_eq(\n",
    "    target_positions_from_parent_orders_df.columns.levels[1],\n",
    "    target_positions_df.columns.levels[1],\n",
    "    only_warning=True,\n",
    ")\n",
    "# Check that for missing assets ids there were no trades.\n",
    "type_ = \"target_positions\"\n",
    "verify_no_trades_for_missing_assets(\n",
    "    target_positions_from_parent_orders_df,\n",
    "    target_positions_df,\n",
    "    type_,\n",
    "    config[\"share_asset_ids_with_no_fills\"],\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "73d9ce74",
   "metadata": {},
   "source": [
    "### Index"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 35,
   "id": "9e9aca33",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:37.653485Z",
     "start_time": "2024-04-09T18:59:37.611601Z"
    }
   },
   "outputs": [],
   "source": [
    "# Set indices to the same timezone.\n",
    "target_positions_df.index = portfolio_df.index.tz_convert(\"UTC\")\n",
    "hdbg.dassert_eq(\n",
    "    target_positions_from_parent_orders_df.index.tz,\n",
    "    target_positions_df.index.tz,\n",
    ")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 36,
   "id": "6d50c3f8",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T18:59:38.062254Z",
     "start_time": "2024-04-09T18:59:37.655412Z"
    }
   },
   "outputs": [
    {
     "ename": "AssertionError",
     "evalue": "\n################################################################################\n* Failed assertion *\ncond=False\ndf1.index.difference(df2.index)=\nDatetimeIndex([], dtype='datetime64[ns, UTC]', freq=None)\ndf2.index.difference(df1.index)=\nDatetimeIndex(['2024-04-05 11:45:00+00:00', '2024-04-05 11:50:00+00:00'], dtype='datetime64[ns, UTC]', freq=None)\n################################################################################\n",
     "output_type": "error",
     "traceback": [
      "\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[0;31mAssertionError\u001b[0m                            Traceback (most recent call last)",
      "Cell \u001b[0;32mIn[36], line 1\u001b[0m\n\u001b[0;32m----> 1\u001b[0m \u001b[43mhpandas\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mdassert_indices_equal\u001b[49m\u001b[43m(\u001b[49m\n\u001b[1;32m      2\u001b[0m \u001b[43m    \u001b[49m\u001b[43mtarget_positions_from_parent_orders_df\u001b[49m\u001b[43m,\u001b[49m\n\u001b[1;32m      3\u001b[0m \u001b[43m    \u001b[49m\u001b[43mtarget_positions_df\u001b[49m\u001b[43m,\u001b[49m\n\u001b[1;32m      4\u001b[0m \u001b[43m)\u001b[49m\n",
      "File \u001b[0;32m/app/amp/helpers/hpandas.py:318\u001b[0m, in \u001b[0;36mdassert_indices_equal\u001b[0;34m(df1, df2, allow_series, only_warning)\u001b[0m\n\u001b[1;32m    316\u001b[0m hdbg\u001b[38;5;241m.\u001b[39mdassert_isinstance(df1, pd\u001b[38;5;241m.\u001b[39mDataFrame)\n\u001b[1;32m    317\u001b[0m hdbg\u001b[38;5;241m.\u001b[39mdassert_isinstance(df2, pd\u001b[38;5;241m.\u001b[39mDataFrame)\n\u001b[0;32m--> 318\u001b[0m \u001b[43mhdbg\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mdassert\u001b[49m\u001b[43m(\u001b[49m\n\u001b[1;32m    319\u001b[0m \u001b[43m    \u001b[49m\u001b[43mdf1\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mindex\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mequals\u001b[49m\u001b[43m(\u001b[49m\u001b[43mdf2\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mindex\u001b[49m\u001b[43m)\u001b[49m\u001b[43m,\u001b[49m\n\u001b[1;32m    320\u001b[0m \u001b[43m    \u001b[49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[38;5;124;43mdf1.index.difference(df2.index)=\u001b[39;49m\u001b[38;5;130;43;01m\\n\u001b[39;49;00m\u001b[38;5;132;43;01m%s\u001b[39;49;00m\u001b[38;5;130;43;01m\\n\u001b[39;49;00m\u001b[38;5;124;43mdf2.index.difference(df1.index)=\u001b[39;49m\u001b[38;5;130;43;01m\\n\u001b[39;49;00m\u001b[38;5;132;43;01m%s\u001b[39;49;00m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[43m,\u001b[49m\n\u001b[1;32m    321\u001b[0m \u001b[43m    \u001b[49m\u001b[43mdf1\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mindex\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mdifference\u001b[49m\u001b[43m(\u001b[49m\u001b[43mdf2\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mindex\u001b[49m\u001b[43m)\u001b[49m\u001b[43m,\u001b[49m\n\u001b[1;32m    322\u001b[0m \u001b[43m    \u001b[49m\u001b[43mdf2\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mindex\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mdifference\u001b[49m\u001b[43m(\u001b[49m\u001b[43mdf1\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mindex\u001b[49m\u001b[43m)\u001b[49m\u001b[43m,\u001b[49m\n\u001b[1;32m    323\u001b[0m \u001b[43m    \u001b[49m\u001b[43monly_warning\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[43monly_warning\u001b[49m\u001b[43m,\u001b[49m\n\u001b[1;32m    324\u001b[0m \u001b[43m\u001b[49m\u001b[43m)\u001b[49m\n",
      "File \u001b[0;32m/app/amp/helpers/hdbg.py:159\u001b[0m, in \u001b[0;36mdassert\u001b[0;34m(cond, msg, only_warning, *args)\u001b[0m\n\u001b[1;32m    157\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m cond:\n\u001b[1;32m    158\u001b[0m     txt \u001b[38;5;241m=\u001b[39m \u001b[38;5;124mf\u001b[39m\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mcond=\u001b[39m\u001b[38;5;132;01m{\u001b[39;00mcond\u001b[38;5;132;01m}\u001b[39;00m\u001b[38;5;124m\"\u001b[39m\n\u001b[0;32m--> 159\u001b[0m     \u001b[43m_dfatal\u001b[49m\u001b[43m(\u001b[49m\u001b[43mtxt\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mmsg\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43margs\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43monly_warning\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[43monly_warning\u001b[49m\u001b[43m)\u001b[49m\n",
      "File \u001b[0;32m/app/amp/helpers/hdbg.py:142\u001b[0m, in \u001b[0;36m_dfatal\u001b[0;34m(txt, msg, only_warning, *args)\u001b[0m\n\u001b[1;32m    139\u001b[0m     _LOG\u001b[38;5;241m.\u001b[39mwarning(dfatal_txt)\n\u001b[1;32m    140\u001b[0m \u001b[38;5;28;01melse\u001b[39;00m:\n\u001b[1;32m    141\u001b[0m     \u001b[38;5;66;03m# Abort.\u001b[39;00m\n\u001b[0;32m--> 142\u001b[0m     \u001b[43mdfatal\u001b[49m\u001b[43m(\u001b[49m\u001b[43mdfatal_txt\u001b[49m\u001b[43m)\u001b[49m\n",
      "File \u001b[0;32m/app/amp/helpers/hdbg.py:71\u001b[0m, in \u001b[0;36mdfatal\u001b[0;34m(message, assertion_type)\u001b[0m\n\u001b[1;32m     69\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m assertion_type \u001b[38;5;129;01mis\u001b[39;00m \u001b[38;5;28;01mNone\u001b[39;00m:\n\u001b[1;32m     70\u001b[0m     assertion_type \u001b[38;5;241m=\u001b[39m \u001b[38;5;167;01mAssertionError\u001b[39;00m\n\u001b[0;32m---> 71\u001b[0m \u001b[38;5;28;01mraise\u001b[39;00m assertion_type(ret)\n",
      "\u001b[0;31mAssertionError\u001b[0m: \n################################################################################\n* Failed assertion *\ncond=False\ndf1.index.difference(df2.index)=\nDatetimeIndex([], dtype='datetime64[ns, UTC]', freq=None)\ndf2.index.difference(df1.index)=\nDatetimeIndex(['2024-04-05 11:45:00+00:00', '2024-04-05 11:50:00+00:00'], dtype='datetime64[ns, UTC]', freq=None)\n################################################################################\n"
     ]
    }
   ],
   "source": [
    "hpandas.dassert_indices_equal(\n",
    "    target_positions_from_parent_orders_df,\n",
    "    target_positions_df,\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "a71ebbee",
   "metadata": {},
   "source": [
    "### Values"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 37,
   "id": "f2b94c3f",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-04-09T19:13:26.825667Z",
     "start_time": "2024-04-09T19:13:26.308568Z"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "WARNING * Failed assertion *\n",
      "'0'\n",
      "==\n",
      "'10'\n",
      "There are NaN values in one of the dataframes that are not in the other one.\n",
      "Continuing as per user request with only_warning=True\n",
      "INFO  Maximum percentage difference between the two dataframes = 2.4719809532670115e-12\n"
     ]
    },
    {
     "data": {
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       "      <th>2024-04-05 10:55:00+00:00</th>\n",
       "      <td>0.0</td>\n",
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       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                          holdings_notional.pct_change                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           holdings_shares.pct_change                                                                                                                                                                                                                                                                                                                                                                                                              \\\n",
       "                                 1020313424.pct_change 1106736216.pct_change 1669260535.pct_change 1670436375.pct_change 1775391824.pct_change 1871387621.pct_change 2200033667.pct_change 2237530510.pct_change 2470395105.pct_change 2499295598.pct_change 2506553600.pct_change 2565005155.pct_change 2601760471.pct_change 2971863517.pct_change 2989693852.pct_change 3304664847.pct_change 3323452427.pct_change 3326458212.pct_change 4417972573.pct_change 5141755262.pct_change 6009830573.pct_change 6335759645.pct_change 8717633868.pct_change 8968126878.pct_change      1020313424.pct_change 1106736216.pct_change 1669260535.pct_change 1670436375.pct_change 1775391824.pct_change 1871387621.pct_change 2200033667.pct_change 2237530510.pct_change 2470395105.pct_change 2499295598.pct_change 2506553600.pct_change 2565005155.pct_change 2601760471.pct_change 2971863517.pct_change 2989693852.pct_change 3304664847.pct_change 3323452427.pct_change 3326458212.pct_change 4417972573.pct_change   \n",
       "end_timestamp                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             \n",
       "2024-04-05 10:55:00+00:00                          0.0                   0.0          0.000000e+00                   NaN                   NaN                   0.0                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   0.0                   0.0                   NaN                   NaN                   NaN                   0.0                   NaN                   NaN          0.000000e+00                        0.0                   0.0                   0.0                   NaN                   NaN                   0.0                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN          0.000000e+00                   0.0                   NaN                   NaN   \n",
       "2024-04-05 11:00:00+00:00                          0.0                   0.0          0.000000e+00                   NaN                   NaN                   0.0                   0.0                   0.0                   0.0                   NaN                   NaN                   NaN                   NaN                   0.0                   0.0                   0.0                   0.0                   NaN                   NaN                   NaN                   0.0          0.000000e+00                   0.0         -1.445075e-14                        0.0                   0.0                   0.0                   NaN                   NaN                   0.0                   0.0                   0.0                   0.0                   NaN                   NaN                   NaN                   NaN                   0.0                   0.0          0.000000e+00                   0.0                   NaN                   NaN   \n",
       "2024-04-05 11:05:00+00:00                          0.0                   0.0         -1.841614e-14                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   NaN                   NaN                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   NaN                   NaN                   0.0                   0.0          1.411319e-14                   0.0         -1.447327e-14                        0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   NaN                   NaN                   0.0                   0.0                   0.0                   0.0          8.673617e-13                   0.0                   NaN                   NaN   \n",
       "\n",
       "                                                                                                                                             price.pct_change                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           target_holdings_notional.pct_change                                                                                                                                                                                                                                                                                                \\\n",
       "                          5141755262.pct_change 6009830573.pct_change 6335759645.pct_change 8717633868.pct_change 8968126878.pct_change 1020313424.pct_change 1106736216.pct_change 1669260535.pct_change 1670436375.pct_change 1775391824.pct_change 1871387621.pct_change 2200033667.pct_change 2237530510.pct_change 2470395105.pct_change 2499295598.pct_change 2506553600.pct_change 2565005155.pct_change 2601760471.pct_change 2971863517.pct_change 2989693852.pct_change 3304664847.pct_change 3323452427.pct_change 3326458212.pct_change 4417972573.pct_change 5141755262.pct_change 6009830573.pct_change 6335759645.pct_change 8717633868.pct_change 8968126878.pct_change               1020313424.pct_change 1106736216.pct_change 1669260535.pct_change 1670436375.pct_change 1775391824.pct_change 1871387621.pct_change 2200033667.pct_change 2237530510.pct_change 2470395105.pct_change 2499295598.pct_change 2506553600.pct_change 2565005155.pct_change 2601760471.pct_change 2971863517.pct_change   \n",
       "end_timestamp                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               \n",
       "2024-04-05 10:55:00+00:00                   NaN                   0.0                   NaN                   NaN                   0.0                   0.0                   0.0                   0.0                   NaN                   NaN                   0.0                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   0.0                   0.0                   NaN                   NaN                   NaN                   0.0                   NaN                   NaN                   0.0                                 0.0                   0.0                   0.0                   NaN                   NaN                   0.0                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN   \n",
       "2024-04-05 11:00:00+00:00                   NaN                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   NaN                   NaN                   0.0                   0.0                   0.0                   0.0                   NaN                   NaN                   NaN                   NaN                   0.0                   0.0                   0.0                   0.0                   NaN                   NaN                   NaN                   0.0                   0.0                   0.0                   0.0                                 0.0                   0.0                   0.0                   NaN                   NaN                   0.0                   0.0                   0.0                   0.0                   NaN                   NaN                   NaN                   NaN                   0.0   \n",
       "2024-04-05 11:05:00+00:00                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   NaN                   NaN                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   NaN                   NaN                   0.0                   0.0                   0.0                   0.0                   0.0                                 0.0                   0.0                   0.0          1.412769e-14                   0.0                   0.0                   0.0                   0.0                   0.0                   NaN                   NaN                   0.0                   0.0                   0.0   \n",
       "\n",
       "                                                                                                                                                                                                                                                      target_holdings_shares.pct_change                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           target_trades_notional.pct_change                                                                                                                                                                                  \\\n",
       "                          2989693852.pct_change 3304664847.pct_change 3323452427.pct_change 3326458212.pct_change 4417972573.pct_change 5141755262.pct_change 6009830573.pct_change 6335759645.pct_change 8717633868.pct_change 8968126878.pct_change             1020313424.pct_change 1106736216.pct_change 1669260535.pct_change 1670436375.pct_change 1775391824.pct_change 1871387621.pct_change 2200033667.pct_change 2237530510.pct_change 2470395105.pct_change 2499295598.pct_change 2506553600.pct_change 2565005155.pct_change 2601760471.pct_change 2971863517.pct_change 2989693852.pct_change 3304664847.pct_change 3323452427.pct_change 3326458212.pct_change 4417972573.pct_change 5141755262.pct_change 6009830573.pct_change 6335759645.pct_change 8717633868.pct_change 8968126878.pct_change             1020313424.pct_change 1106736216.pct_change 1669260535.pct_change 1670436375.pct_change 1775391824.pct_change 1871387621.pct_change 2200033667.pct_change 2237530510.pct_change 2470395105.pct_change   \n",
       "end_timestamp                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         \n",
       "2024-04-05 10:55:00+00:00                   NaN          0.000000e+00          1.782363e-14                   NaN                   NaN                   NaN                   0.0                   NaN                   NaN          0.000000e+00                               0.0                   0.0                   0.0                   NaN                   NaN                   0.0                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN          0.000000e+00                   0.0                   NaN                   NaN                   NaN                   0.0                   NaN                   NaN                   0.0                               0.0                   0.0          0.000000e+00                   NaN                   NaN                   0.0                   NaN                   NaN                   NaN   \n",
       "2024-04-05 11:00:00+00:00                   0.0         -3.522225e-14          0.000000e+00                   NaN                   NaN                   NaN                   0.0          0.000000e+00                   0.0         -1.445075e-14                               0.0                   0.0                   0.0                   NaN                   NaN                   0.0                   0.0                   0.0                   0.0                   NaN                   NaN                   NaN                   NaN                   0.0                   0.0         -3.154043e-14                   0.0                   NaN                   NaN                   NaN                   0.0                   0.0                   0.0                   0.0                               0.0                   0.0          0.000000e+00                   NaN                   NaN                   0.0                   0.0                   0.0                   0.0   \n",
       "2024-04-05 11:05:00+00:00                   0.0          0.000000e+00          0.000000e+00                   NaN                   NaN          1.223481e-14                   0.0          1.411319e-14                   0.0         -1.447327e-14                               0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   NaN                   NaN                   0.0                   0.0                   0.0                   0.0          8.673617e-13                   0.0                   NaN                   NaN                   0.0                   0.0                   0.0                   0.0                   0.0                               0.0                   0.0         -1.164550e-14          1.412769e-14                   0.0                   0.0                   0.0                   0.0                   0.0   \n",
       "\n",
       "                                                                                                                                                                                                                                                                                                                                                                    target_trades_shares.pct_change                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            \n",
       "                          2499295598.pct_change 2506553600.pct_change 2565005155.pct_change 2601760471.pct_change 2971863517.pct_change 2989693852.pct_change 3304664847.pct_change 3323452427.pct_change 3326458212.pct_change 4417972573.pct_change 5141755262.pct_change 6009830573.pct_change 6335759645.pct_change 8717633868.pct_change 8968126878.pct_change           1020313424.pct_change 1106736216.pct_change 1669260535.pct_change 1670436375.pct_change 1775391824.pct_change 1871387621.pct_change 2200033667.pct_change 2237530510.pct_change 2470395105.pct_change 2499295598.pct_change 2506553600.pct_change 2565005155.pct_change 2601760471.pct_change 2971863517.pct_change 2989693852.pct_change 3304664847.pct_change 3323452427.pct_change 3326458212.pct_change 4417972573.pct_change 5141755262.pct_change 6009830573.pct_change 6335759645.pct_change 8717633868.pct_change 8968126878.pct_change  \n",
       "end_timestamp                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  \n",
       "2024-04-05 10:55:00+00:00                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   0.0          1.782363e-14                   NaN                   NaN                   NaN                   0.0                   NaN                   NaN                   0.0                             0.0                   0.0                   0.0                   NaN                   NaN                   0.0                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   NaN                   0.0                   0.0                   NaN                   NaN                   NaN                   0.0                   NaN                   NaN                   0.0  \n",
       "2024-04-05 11:00:00+00:00                   NaN                   NaN                   NaN                   NaN                   0.0                   0.0                   0.0          0.000000e+00                   NaN                   NaN                   NaN                   0.0                   0.0                   0.0                   0.0                             0.0                   0.0                   0.0                   NaN                   NaN                   0.0                   0.0                   0.0                   0.0                   NaN                   NaN                   NaN                   NaN                   0.0                   0.0                   0.0                   0.0                   NaN                   NaN                   NaN                   0.0                   0.0                   0.0                   0.0  \n",
       "2024-04-05 11:05:00+00:00                   NaN                   NaN                   0.0                   0.0                   0.0                   0.0                   0.0          0.000000e+00                   NaN                   NaN          1.223481e-14                   0.0                   0.0                   0.0                   0.0                             0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   NaN                   NaN                   0.0                   0.0                   0.0                   0.0                   0.0                   0.0                   NaN                   NaN                   0.0                   0.0                   0.0                   0.0                   0.0  "
      ]
     },
     "execution_count": 37,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Compare values at intersecting columns / indices.\n",
    "target_position_diff_df = hpandas.compare_dfs(\n",
    "    target_positions_from_parent_orders_df,\n",
    "    target_positions_df,\n",
    "    **config[\"compare_dfs_kwargs\"],\n",
    ")\n",
    "target_position_diff_df.head(3)"
   ]
  }
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