wehub-resource-sync
78 lines
13 KiB
CSV
78 lines
13 KiB
CSV
time,open,high,low,close,returns,numerator_rf_0_period_15,numerator_rf_0.01_period_15,downside_returns_0,downside_returns_0.01,squared_downside_return_0,squared_downside_return_0.01,denominator_rf_0_period_15,denominator_rf_0.01_period_15,sortino_rf_0_period_15,sortino_rf_0.01_period_15
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2020-11-17T14:30:00Z,460.17,462.00,433.01,441.61,,,,,,,,,,,
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2020-11-18T14:30:00Z,448.35,496.00,443.50,486.64,0.1019677996,,,0,0,0,0,,,,
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2020-11-19T14:30:00Z,492.00,508.61,487.57,499.27,0.0259534769,,,0,0,0,0,,,,
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2020-11-20T14:30:00Z,497.99,502.50,489.06,489.61,-0.01934824844,,,-0.01934824844,-0.02934824844,0.0003743547178,0.0008613196867,,,,
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2020-11-23T14:30:00Z,503.50,526.00,501.79,521.85,0.06584832826,,,0,0,0,0,,,,
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2020-11-24T14:30:00Z,540.40,559.99,526.20,555.38,0.06425217975,,,0,0,0,0,,,,
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2020-11-25T14:30:00Z,550.06,574.00,545.37,574.00,0.0335265944,,,0,0,0,0,,,,
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2020-11-27T14:30:00Z,581.16,598.78,578.45,585.76,0.02048780488,,,0,0,0,0,,,,
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2020-11-30T14:30:00Z,602.21,607.80,554.51,567.60,-0.03100245834,,,-0.03100245834,-0.04100245834,0.0009611524234,0.00168120159,,,,
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2020-12-01T14:30:00Z,597.59,597.85,572.05,584.76,0.03023255814,,,0,0,0,0,,,,
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2020-12-02T14:30:00Z,556.44,571.54,541.21,568.82,-0.02725904645,,,-0.02725904645,-0.03725904645,0.0007430556132,0.001388236542,,,,
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2020-12-03T14:30:00Z,590.02,598.97,582.43,593.38,0.04317710348,,,0,0,0,0,,,,
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2020-12-04T14:30:00Z,591.01,599.04,585.50,599.04,0.009538575618,,,0,-0.0004614243824,0,0.0000002129124606,,,,
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2020-12-07T14:30:00Z,604.92,648.79,603.05,641.76,0.07131410256,,,0,0,0,0,,,,
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2020-12-08T14:30:00Z,625.51,651.28,618.50,649.88,0.01265270506,,,0,0,0,0,,,,
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2020-12-09T14:30:00Z,653.69,654.32,588.00,604.48,-0.0698590509,0.0220988283,0.0120988283,-0.0698590509,-0.0798590509,0.004880286993,0.006377468011,0.02153887918,0.02621505769,1.025997134,0.4615220935
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2020-12-10T14:30:00Z,574.37,627.75,566.34,627.07,0.03737096347,0.01779237256,0.007792372559,0,0,0,0,0.02153887918,0.02621505769,0.8260584224,0.2972479654
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2020-12-11T14:30:00Z,615.01,624.00,596.80,609.99,-0.02723778844,0.0142462882,0.004246288203,-0.02723778844,-0.03723778844,0.0007418971194,0.001386652888,0.02265795941,0.02792262121,0.6287542469,0.1520734092
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2020-12-14T14:30:00Z,619.00,642.75,610.20,639.83,0.04891883473,0.01879742708,0.008797427081,0,0,0,0,0.02210036523,0.02687473652,0.850548255,0.3273493333
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2020-12-15T14:30:00Z,643.28,646.90,623.80,633.25,-0.01028398168,0.01372193975,0.003721939752,-0.01028398168,-0.02028398168,0.0001057602792,0.0004114399129,0.02225930881,0.02738029931,0.6164584835,0.1359349549
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2020-12-16T14:30:00Z,628.23,632.50,605.00,622.77,-0.01654954599,0.008335158036,-0.001664841964,-0.01654954599,-0.02654954599,0.0002738874726,0.0007048783924,0.02266574493,0.02822539076,0.3677425145,-0.05898384113
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2020-12-17T14:30:00Z,628.19,658.82,619.50,655.90,0.05319780979,0.009646572395,-0.0003534276055,0,0,0,0,0.02266574493,0.02822539076,0.4256013832,-0.01252161958
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2020-12-18T14:30:00Z,668.90,695.00,628.54,695.00,0.05961274585,0.01225490179,0.002254901792,0,0,0,0,0.02266574493,0.02822539076,0.5406794186,0.07988912578
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2020-12-21T14:30:00Z,666.24,668.50,646.07,649.86,-0.06494964029,0.009991756329,-0.000008243670526,-0.06494964029,-0.07494964029,0.004218455774,0.005617448579,0.02703496902,0.03254364991,0.3695863798,-0.0002533111851
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2020-12-22T14:30:00Z,648.00,649.88,614.23,640.34,-0.01464930908,0.006999631848,-0.003000368152,-0.01464930908,-0.02464930908,0.0002146022566,0.0006075884382,0.02729828506,0.03316014242,0.2564128784,-0.09048116001
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2020-12-23T14:30:00Z,632.20,651.50,622.57,645.98,0.008807820845,0.009404089667,-0.0005959103325,0,-0.001192179155,0,0.000001421291137,0.02637535452,0.03173548007,0.3565483701,-0.01877741667
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2020-12-24T14:30:00Z,642.99,666.09,641.00,661.77,0.02444348122,0.008155181517,-0.001844818483,0,0,0,0,0.02637535452,0.03173548007,0.3091970388,-0.0581311037
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2020-12-28T14:30:00Z,674.51,681.40,660.80,663.69,0.002901310123,0.007712697151,-0.002287302849,0,-0.007098689877,0,0.00005039139797,0.02637535452,0.0317881413,0.2924206059,-0.0719545955
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2020-12-29T14:30:00Z,661.00,669.90,655.00,665.99,0.003465473338,0.003189455202,-0.006810544798,0,-0.006534526662,0,0.00004270003869,0.02637535452,0.03183288546,0.120925586,-0.2139468257
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2020-12-30T14:30:00Z,672.00,696.60,668.36,694.78,0.04322887731,0.005227866686,-0.004772133314,0,0,0,0,0.02637535452,0.03183288546,0.1982102906,-0.1499120562
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2020-12-31T14:30:00Z,699.99,718.72,691.12,705.67,0.01567402631,0.01093007183,0.0009300718332,0,0,0,0,0.01924335886,0.02425217645,0.5679918934,0.03835003572
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2021-01-04T14:30:00Z,719.46,744.49,717.19,729.77,0.03415194071,0.01071547032,0.0007154703156,0,0,0,0,0.01924335886,0.02425217645,0.5568399153,0.02950128279
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2021-01-05T14:30:00Z,723.66,740.84,719.20,735.11,0.007317373967,0.01301914781,0.00301914781,0,-0.002682626033,0,0.000007196482432,0.017912204,0.0222756437,0.7268311487,0.1355358279
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2021-01-06T14:30:00Z,758.49,774.00,749.10,755.98,0.02839030893,0.01165057942,0.001650579423,0,0,0,0,0.017912204,0.0222756437,0.6504269058,0.07409794506
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2021-01-07T14:30:00Z,777.63,816.99,775.20,816.04,0.0794465462,0.01763261462,0.007632614615,0,0,0,0,0.01771429837,0.02165121185,0.9953888234,0.3525259772
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2021-01-08T14:30:00Z,856.00,884.49,838.39,880.02,0.07840301946,0.02396278565,0.01396278565,0,0,0,0,0.01719119548,0.0205373582,1.393898736,0.6798725284
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2021-01-11T14:30:00Z,849.40,854.43,803.62,811.19,-0.0782141315,0.01520198956,0.00520198956,-0.0782141315,-0.0882141315,0.006117450366,0.007781732996,0.02652107137,0.03066863677,0.5732042024,0.1696191976
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2021-01-12T14:30:00Z,831.00,868.00,827.34,849.44,0.04715294814,0.01437133638,0.00437133638,0,0,0,0,0.02652107137,0.03066863677,0.5418837038,0.1425344208
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2021-01-13T14:30:00Z,852.76,860.47,832.00,854.41,0.005850913543,0.0190913733,0.009091373302,0,-0.004149086457,0,0.00001721491843,0.02054596898,0.02381630473,0.9292028678,0.3817289628
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2021-01-14T14:30:00Z,843.39,863.00,838.75,845.00,-0.01101344788,0.01933376405,0.009333764049,-0.01101344788,-0.02101344788,0.0001212960341,0.0004415649917,0.02039402919,0.02358279333,0.948011002,0.3957870435
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2021-01-15T14:30:00Z,852.00,859.90,819.10,826.16,-0.02229585799,0.01726018546,0.00726018546,-0.02229585799,-0.03229585799,0.0004971052834,0.001043022443,0.02119095984,0.02501176159,0.8145070158,0.2902708565
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2021-01-19T14:30:00Z,837.80,850.00,833.00,844.55,0.02225961073,0.01711459409,0.007114594094,0,0,0,0,0.02119095984,0.02501176159,0.8076365688,0.2844499404
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2021-01-20T14:30:00Z,858.74,859.50,837.28,850.45,0.006985968859,0.01738690468,0.007386904676,0,-0.003014031141,0,0.000009084383718,0.02119095984,0.02495665076,0.8204868873,0.2959894238
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2021-01-21T14:30:00Z,855.00,855.72,841.42,844.99,-0.006420130519,0.01672786442,0.006727864419,-0.006420130519,-0.01642013052,0.00004121807588,0.0002696206863,0.0212556969,0.02525791876,0.7869826381,0.2663665396
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2021-01-22T14:30:00Z,834.31,848.00,828.62,846.64,0.001952685831,0.01397611832,0.00397611832,0,-0.008047314169,0,0.00006475926534,0.0212556969,0.02534323863,0.6575234107,0.1568906949
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2021-01-25T14:30:00Z,855.00,900.40,838.82,880.80,0.04034772749,0.01562103173,0.005621031732,0,0,0,0,0.0212556969,0.02534323863,0.734910354,0.2217961095
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2021-01-26T14:30:00Z,891.38,895.90,871.60,883.09,0.002599909173,0.01351756296,0.003517562963,0,-0.007400090827,0,0.00005476134424,0.0212556969,0.02541516281,0.6359501186,0.138404109
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2021-01-27T14:30:00Z,870.35,891.50,858.66,864.16,-0.02143609372,0.01160066512,0.001600665117,-0.02143609372,-0.03143609372,0.0004595061138,0.0009882279881,0.02196448022,0.02667081928,0.5281556859,0.06001559609
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2021-01-28T14:30:00Z,820.00,848.00,801.00,835.43,-0.03324615812,0.007491567314,-0.002508432686,-0.03324615812,-0.04324615812,0.00110530703,0.001870230192,0.02358231386,0.0289139173,0.3176773645,-0.08675520026
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2021-01-29T14:30:00Z,830.00,842.41,780.10,793.53,-0.05015381301,-0.001148456633,-0.01114845663,-0.05015381301,-0.06015381301,0.002515404959,0.003618481219,0.02690388802,0.03282143652,-0.04268738527,-0.3396699784
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2021-02-01T14:30:00Z,814.29,842.00,795.56,839.81,0.05832167656,-0.002487212827,-0.01248721283,0,0,0,0,0.02690388802,0.03282143652,-0.09244808128,-0.3804590582
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2021-02-02T14:30:00Z,844.68,880.50,842.20,872.79,0.03927078744,0.005345115102,-0.004654884898,0,0,0,0,0.01777608411,0.02363185341,0.300691371,-0.1969750242
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2021-02-03T14:30:00Z,877.02,878.08,853.06,854.69,-0.02073809278,0.0008190457076,-0.009180954292,-0.02073809278,-0.03073809278,0.0004300684923,0.0009448303479,0.01856503162,0.02492896278,0.04411765755,-0.3682846484
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2021-02-04T14:30:00Z,855.00,856.50,833.42,849.99,-0.005499069838,0.00006238014884,-0.009937619851,-0.005499069838,-0.01549906984,0.00003023976909,0.0002402211658,0.01861924767,0.02522538936,0.003350304478,-0.3939530807
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2021-02-05T14:30:00Z,845.00,864.77,838.97,852.23,0.002635325121,0.0009722983487,-0.009027701651,0,-0.007364674879,0,0.00005423843607,0.0184008147,0.02470826781,0.05283996196,-0.3653716934
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2021-02-08T14:30:00Z,869.67,877.77,854.75,863.42,0.01313025826,0.003334039432,-0.006665960568,0,0,0,0,0.01747711731,0.02325862568,0.1907659812,-0.286601653
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2021-02-09T14:30:00Z,855.12,859.80,841.75,849.46,-0.0161682611,0.0007721813101,-0.00922781869,-0.0161682611,-0.0261682611,0.000261412667,0.0006847778891,0.01796878239,0.02422014715,0.04297349111,-0.3809976312
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2021-02-10T14:30:00Z,843.64,844.82,800.02,804.82,-0.05255103242,-0.003196952109,-0.01319695211,-0.05255103242,-0.06255103242,0.002761611008,0.003912631657,0.02251631722,0.02910072186,-0.1419837924,-0.4534922595
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2021-02-11T14:30:00Z,812.44,829.88,801.73,811.66,0.008498794762,-0.00220235709,-0.01220235709,0,-0.001501205238,0,0.000002253617168,0.02245521475,0.02879283837,-0.09807775676,-0.4237983395
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2021-02-12T14:30:00Z,801.26,817.33,785.33,816.12,0.005494911663,-0.001966208701,-0.0119662087,0,-0.004505088337,0,0.00002029582093,0.02245521475,0.02874131716,-0.08756134035,-0.416341695
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2021-02-16T14:30:00Z,818.00,821.00,792.44,796.22,-0.02438366907,-0.006281635138,-0.01628163514,-0.02438366907,-0.03438366907,0.0005945633172,0.001182236699,0.02332111112,0.03008120828,-0.2693540246,-0.5412560222
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2021-02-17T14:30:00Z,779.09,799.84,762.01,798.15,0.002423953179,-0.006293365538,-0.01629336554,0,-0.007576046821,0,0.00005739648544,0.02332111112,0.03008412817,-0.2698570195,-0.5415934092
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2021-02-18T14:30:00Z,780.90,794.69,776.27,787.38,-0.01349370419,-0.005763872903,-0.0157638729,-0.01349370419,-0.02349370419,0.0001820800528,0.0005519541366,0.02292115078,0.02959678774,-0.2514652496,-0.532621075
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2021-02-19T14:30:00Z,795.00,796.79,777.37,781.30,-0.007721811578,-0.0040622498,-0.0140622498,-0.007721811578,-0.01772181158,0.00005962637404,0.0003140626056,0.02134636056,0.02778894274,-0.1903017513,-0.5060375967
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2021-02-22T14:30:00Z,762.64,768.50,710.20,714.50,-0.08549852809,-0.006418564139,-0.01641856414,-0.08549852809,-0.09549852809,0.007309998306,0.009119968868,0.02784432915,0.03374894342,-0.2305160273,-0.4864912046
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2021-02-23T14:30:00Z,662.13,713.61,619.00,698.84,-0.02191742477,-0.01176783756,-0.02176783756,-0.02191742477,-0.03191742477,0.0004803735087,0.001018722004,0.02841358067,0.03474055242,-0.4141624281,-0.6265829426
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2021-02-24T14:30:00Z,711.85,745.00,694.17,742.02,0.061788106,-0.01026668299,-0.02026668299,0,0,0,0,0.02841358067,0.03474055242,-0.3613301368,-0.5833725022
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2021-02-25T14:30:00Z,726.15,737.21,670.58,682.22,-0.08059081965,-0.01425686478,-0.02425686478,-0.08059081965,-0.09059081965,0.006494880213,0.008206696606,0.03480879699,0.04112214001,-0.4095764868,-0.5898736003
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2021-02-26T14:30:00Z,700.00,706.70,659.51,675.50,-0.009850194952,-0.01454693979,-0.02454693979,-0.009850194952,-0.01985019495,0.00009702634059,0.0003940302396,0.03487269399,0.0412466282,-0.4171441356,-0.5951259742
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2021-03-01T14:30:00Z,690.11,719.00,685.05,718.43,0.06355292376,-0.01048576655,-0.02048576655,0,0,0,0,0.03487269399,0.04120277226,-0.3006870232,-0.4971938883
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2021-03-02T14:30:00Z,718.28,721.11,685.00,686.44,-0.04452765057,-0.01432962714,-0.02432962714,-0.04452765057,-0.05452765057,0.001982711665,0.002973264677,0.0367190082,0.04354177404,-0.390250931,-0.5587651783
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2021-03-03T14:30:00Z,687.99,700.70,651.71,653.20,-0.04842375153,-0.01647999316,-0.02647999316,-0.04842375153,-0.05842375153,0.002344859712,0.003413334743,0.03856399919,0.04558278049,-0.4273413938,-0.5809209723
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2021-03-04T14:30:00Z,655.80,668.50,600.00,621.44,-0.04862216779,-0.01621806886,-0.02621806886,-0.04862216779,-0.05862216779,0.002364115201,0.003436558556,0.03821887378,0.04523330267,-0.4243471158,-0.5796187169
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2021-03-05T14:30:00Z,626.06,627.84,539.49,597.95,-0.03779930484,-0.01930460883,-0.02930460883,-0.03779930484,-0.04779930484,0.001428787446,0.002284773543,0.03944533951,0.04688517533,-0.4894015128,-0.6250293109
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2021-03-08T14:30:00Z,600.55,620.13,558.79,563.00,-0.05844970315,-0.02356758315,-0.03356758315,-0.05844970315,-0.06844970315,0.003416367799,0.004685361862,0.04223378579,0.05009215576,-0.5580267719,-0.670116561
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2021-03-09T14:30:00Z,608.18,678.09,595.21,673.58,0.1964120782,-0.008847866669,-0.01884786667,0,0,0,0,0.04176188583,0.04929917128,-0.2118646343,-0.3823160954
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2021-03-10T14:30:00Z,700.30,717.85,655.06,669.59,-0.005923572553,-0.009404368384,-0.01940436838,-0.005923572553,-0.01592357255,0.00003508871179,0.0002535601628,0.04178988341,0.0494316282,-0.2250393544,-0.3925496507 |