prosperity3bt 0.3.0__py3-none-any.whl → 0.5.0__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- prosperity3bt/__main__.py +4 -4
- prosperity3bt/data.py +1 -0
- prosperity3bt/datamodel.py +1 -1
- prosperity3bt/py.typed +0 -0
- prosperity3bt/resources/round1/__init__.py +0 -0
- prosperity3bt/resources/round1/prices_round_1_day_-1.csv +30001 -0
- prosperity3bt/resources/round1/prices_round_1_day_-2.csv +30001 -0
- prosperity3bt/resources/round1/prices_round_1_day_0.csv +30001 -0
- prosperity3bt/resources/round1/trades_round_1_day_-1_nn.csv +8307 -0
- prosperity3bt/resources/round1/trades_round_1_day_-2_nn.csv +8399 -0
- prosperity3bt/resources/round1/trades_round_1_day_0_nn.csv +8183 -0
- prosperity3bt/resources/round6/__init__.py +0 -0
- prosperity3bt/resources/round6/prices_round_6_day_0.csv +4001 -0
- prosperity3bt/resources/round6/prices_round_6_day_1.csv +3001 -0
- prosperity3bt/resources/round6/trades_round_6_day_0_nn.csv +1089 -0
- prosperity3bt/resources/round6/trades_round_6_day_1_nn.csv +845 -0
- prosperity3bt/runner.py +3 -8
- {prosperity3bt-0.3.0.dist-info → prosperity3bt-0.5.0.dist-info}/METADATA +6 -3
- prosperity3bt-0.5.0.dist-info/RECORD +32 -0
- {prosperity3bt-0.3.0.dist-info → prosperity3bt-0.5.0.dist-info}/WHEEL +1 -1
- prosperity3bt-0.3.0.dist-info/RECORD +0 -19
- /prosperity3bt/resources/round0/{prices_round_0_day_-2.csv → prices_round_0_day_-1.csv} +0 -0
- /prosperity3bt/resources/round0/{trades_round_0_day_-2_nn.csv → trades_round_0_day_-1_nn.csv} +0 -0
- {prosperity3bt-0.3.0.dist-info → prosperity3bt-0.5.0.dist-info}/entry_points.txt +0 -0
- {prosperity3bt-0.3.0.dist-info → prosperity3bt-0.5.0.dist-info/licenses}/LICENSE +0 -0
- {prosperity3bt-0.3.0.dist-info → prosperity3bt-0.5.0.dist-info}/top_level.txt +0 -0
prosperity3bt/runner.py
CHANGED
@@ -1,13 +1,12 @@
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import os
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from contextlib import closing, redirect_stdout
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from io import StringIO
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from typing import Any
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from IPython.utils.io import Tee
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from tqdm import tqdm
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from prosperity3bt.data import LIMITS, BacktestData, read_day_data
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from prosperity3bt.datamodel import Observation, Order, OrderDepth, Symbol, Trade, TradingState
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from prosperity3bt.datamodel import Listing, Observation, Order, OrderDepth, Symbol, Trade, TradingState
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from prosperity3bt.file_reader import FileReader
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from prosperity3bt.models import (
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ActivityLogRow,
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@@ -32,11 +31,7 @@ def prepare_state(state: TradingState, data: BacktestData) -> None:
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state.order_depths[product] = order_depth
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state.listings[product] =
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"symbol": product,
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"product": product,
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"denomination": 1,
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}
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state.listings[product] = Listing(product, product, 1)
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def create_activity_logs(
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def run_backtest(
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trader
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trader,
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file_reader: FileReader,
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round_num: int,
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day_num: int,
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Metadata-Version: 2.
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Metadata-Version: 2.4
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Name: prosperity3bt
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Version: 0.
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Version: 0.5.0
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Summary: Backtester for IMC Prosperity 3 algorithms
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Author-email: Jasper van Merle <jaspervmerle@gmail.com>
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License: MIT License
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@@ -42,6 +42,7 @@ Requires-Dist: jsonpickle>=4.0.2
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Requires-Dist: orjson>=3.10.15
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Requires-Dist: tqdm>=4.67.1
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Requires-Dist: typer>=0.15.2
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Dynamic: license-file
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# IMC Prosperity 3 Backtester
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@@ -115,7 +116,9 @@ Limits are enforced before orders are matched to order depths. If for a product
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## Data Files
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Data for the following rounds is included:
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- Round 0: prices and anonymized trades data on RAINFOREST_RESIN and KELP that was used during tutorial submission runs.
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- Round 0: prices and anonymized trades data on RAINFOREST_RESIN and KELP that was used during tutorial submission runs. The anonymized trades data is derived from the submission of an algorithm that places no orders.
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- Round 1: prices and anonymized trades data on RAINFOREST_RESIN and KELP.
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- Round 6: prices and anonymized trades data that was used during submission runs. Round 6 day X represents the submission data of round X, where X = 0 means the tutorial round. The anonymized trades data is derived from the submission of an algorithm that places no orders.
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## Environment Variables
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prosperity3bt/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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prosperity3bt/__main__.py,sha256=R2QQg0m0kFp4qnL_fTuwLrYYQDrTRupw6vLSnzxmrGs,9422
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prosperity3bt/data.py,sha256=7xDwrVAhhLV2YiicSfOOpp4UCxyru8Nw1O3q_P4TSsc,4116
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prosperity3bt/datamodel.py,sha256=zcQTqLkOG2IRT6a9BWdYKtJ8wqyJulkQcHs0H5IfiqA,4040
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prosperity3bt/file_reader.py,sha256=KOqedBdzbLax9u2GIOYjfp3EVVVC00RWZrjWbaLe-bc,1392
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prosperity3bt/models.py,sha256=t4_RqcRLT199Y80ZO47q_6jirb2qiSiTzVVLEemyVcw,2560
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prosperity3bt/open.py,sha256=iaxWp401d7kPB_tE-K_zQLvSFl66NDCC4efzuQ36iXI,1118
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prosperity3bt/parse_submission_logs.py,sha256=7zQ1xnNh09gE0gQxJ4foFrTXiFbkt2x_R5eVE9VscHw,2765
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prosperity3bt/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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prosperity3bt/runner.py,sha256=JYKuWHE2fGcr_mVcUbyodmJVRdIjtGrtXIErneZaHBs,10890
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prosperity3bt/resources/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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prosperity3bt/resources/round0/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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prosperity3bt/resources/round0/prices_round_0_day_-1.csv,sha256=3vIHfkfwCBZW9AUw5sjmdzOuJaBDLlsIUMDvuiObH7Q,249936
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prosperity3bt/resources/round0/trades_round_0_day_-1_nn.csv,sha256=Hh8tpscl4QePzOEDrMIdFXTdaK4ok745eImnJvHUxuw,39258
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prosperity3bt/resources/round1/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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prosperity3bt/resources/round1/prices_round_1_day_-1.csv,sha256=0BfNWRsybqG7HV3WQZAugpjPshxKCA2iBR8LtsoVWrc,1835127
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prosperity3bt/resources/round1/prices_round_1_day_-2.csv,sha256=qeFdsSkeHLUUK0mYCpmmHIOrUd6U_J0RBfEhumtBjZ8,1837423
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prosperity3bt/resources/round1/prices_round_1_day_0.csv,sha256=IhpdxxNz7Px2uhEl1to92PgiZc4oyuFhjWvN79GJGBc,1805906
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prosperity3bt/resources/round1/trades_round_1_day_-1_nn.csv,sha256=7tOyDs5Czci71reaUOcM8qmPFyZ8AKovGnuBP5Pjf2g,318286
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prosperity3bt/resources/round1/trades_round_1_day_-2_nn.csv,sha256=xZj6ZLRkYMAiLPY27GA4fH88uPjqB209ZmpEZxLDiNg,322292
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prosperity3bt/resources/round1/trades_round_1_day_0_nn.csv,sha256=zVN6EsxRJlbaDEK3V9balEi-d5Z3ockRx5Hh5_KtF8k,314127
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prosperity3bt/resources/round6/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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prosperity3bt/resources/round6/prices_round_6_day_0.csv,sha256=3vIHfkfwCBZW9AUw5sjmdzOuJaBDLlsIUMDvuiObH7Q,249936
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prosperity3bt/resources/round6/prices_round_6_day_1.csv,sha256=droGCP4w-LiEml8tMhWWGSUP65uwl7zmI5g4OHzqWpE,177644
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prosperity3bt/resources/round6/trades_round_6_day_0_nn.csv,sha256=Hh8tpscl4QePzOEDrMIdFXTdaK4ok745eImnJvHUxuw,39258
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prosperity3bt/resources/round6/trades_round_6_day_1_nn.csv,sha256=nmjgCG2QuHm6kUAlYk2eDfEfIo3uMs3Lw3p7MDZXpkI,30199
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prosperity3bt-0.5.0.dist-info/licenses/LICENSE,sha256=fel8BL5f1w-o-aUb4ZDJchOOx_ldqM0V9aIxl5G00MA,1073
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prosperity3bt-0.5.0.dist-info/METADATA,sha256=853J887uqTSsyIq6ZjNmWQFmAwkxtNuVoPadNxKNA2E,7627
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prosperity3bt-0.5.0.dist-info/WHEEL,sha256=CmyFI0kx5cdEMTLiONQRbGQwjIoR1aIYB7eCAQ4KPJ0,91
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prosperity3bt-0.5.0.dist-info/entry_points.txt,sha256=09PWTfMVNppmPEDXrbOtIRK087zoC5W2IBXWpD7WolQ,62
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prosperity3bt-0.5.0.dist-info/top_level.txt,sha256=aPf2VrYQr3L02jA7JNT0lEFbIG0-T9f0TLwHdxgVJIc,14
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prosperity3bt-0.5.0.dist-info/RECORD,,
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prosperity3bt/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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prosperity3bt/__main__.py,sha256=KViWnF6zdEZpQGMBP_epiTInla-8Fpnm3mLqS-o_ejY,9443
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prosperity3bt/data.py,sha256=wyqJHHs-8bG9dCVa8242S4_1S1cpyrFKmXlR8EWp7hw,4095
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prosperity3bt/datamodel.py,sha256=jfU_bIlIRSJCjfXbvb2bVujQ6SzHMYqUMFP5zvsyH3A,4044
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prosperity3bt/file_reader.py,sha256=KOqedBdzbLax9u2GIOYjfp3EVVVC00RWZrjWbaLe-bc,1392
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prosperity3bt/models.py,sha256=t4_RqcRLT199Y80ZO47q_6jirb2qiSiTzVVLEemyVcw,2560
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prosperity3bt/open.py,sha256=iaxWp401d7kPB_tE-K_zQLvSFl66NDCC4efzuQ36iXI,1118
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prosperity3bt/parse_submission_logs.py,sha256=7zQ1xnNh09gE0gQxJ4foFrTXiFbkt2x_R5eVE9VscHw,2765
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prosperity3bt/runner.py,sha256=cTGmvWA_5_5v-zkX1hRb-P28oenGJK3NqNFC-QufdVM,11014
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prosperity3bt/resources/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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prosperity3bt/resources/round0/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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prosperity3bt/resources/round0/prices_round_0_day_-2.csv,sha256=3vIHfkfwCBZW9AUw5sjmdzOuJaBDLlsIUMDvuiObH7Q,249936
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prosperity3bt/resources/round0/trades_round_0_day_-2_nn.csv,sha256=Hh8tpscl4QePzOEDrMIdFXTdaK4ok745eImnJvHUxuw,39258
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prosperity3bt-0.3.0.dist-info/LICENSE,sha256=fel8BL5f1w-o-aUb4ZDJchOOx_ldqM0V9aIxl5G00MA,1073
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prosperity3bt-0.3.0.dist-info/METADATA,sha256=6Yng34bdjusFtxwSQ-CoGAL9JOaxmbquGZxFGjMwZak,7158
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prosperity3bt-0.3.0.dist-info/WHEEL,sha256=jB7zZ3N9hIM9adW7qlTAyycLYW9npaWKLRzaoVcLKcM,91
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prosperity3bt-0.3.0.dist-info/entry_points.txt,sha256=09PWTfMVNppmPEDXrbOtIRK087zoC5W2IBXWpD7WolQ,62
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prosperity3bt-0.3.0.dist-info/top_level.txt,sha256=aPf2VrYQr3L02jA7JNT0lEFbIG0-T9f0TLwHdxgVJIc,14
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prosperity3bt-0.3.0.dist-info/RECORD,,
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/prosperity3bt/resources/round0/{trades_round_0_day_-2_nn.csv → trades_round_0_day_-1_nn.csv}
RENAMED
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