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.
Files changed (26) hide show
  1. prosperity3bt/__main__.py +4 -4
  2. prosperity3bt/data.py +1 -0
  3. prosperity3bt/datamodel.py +1 -1
  4. prosperity3bt/py.typed +0 -0
  5. prosperity3bt/resources/round1/__init__.py +0 -0
  6. prosperity3bt/resources/round1/prices_round_1_day_-1.csv +30001 -0
  7. prosperity3bt/resources/round1/prices_round_1_day_-2.csv +30001 -0
  8. prosperity3bt/resources/round1/prices_round_1_day_0.csv +30001 -0
  9. prosperity3bt/resources/round1/trades_round_1_day_-1_nn.csv +8307 -0
  10. prosperity3bt/resources/round1/trades_round_1_day_-2_nn.csv +8399 -0
  11. prosperity3bt/resources/round1/trades_round_1_day_0_nn.csv +8183 -0
  12. prosperity3bt/resources/round6/__init__.py +0 -0
  13. prosperity3bt/resources/round6/prices_round_6_day_0.csv +4001 -0
  14. prosperity3bt/resources/round6/prices_round_6_day_1.csv +3001 -0
  15. prosperity3bt/resources/round6/trades_round_6_day_0_nn.csv +1089 -0
  16. prosperity3bt/resources/round6/trades_round_6_day_1_nn.csv +845 -0
  17. prosperity3bt/runner.py +3 -8
  18. {prosperity3bt-0.3.0.dist-info → prosperity3bt-0.5.0.dist-info}/METADATA +6 -3
  19. prosperity3bt-0.5.0.dist-info/RECORD +32 -0
  20. {prosperity3bt-0.3.0.dist-info → prosperity3bt-0.5.0.dist-info}/WHEEL +1 -1
  21. prosperity3bt-0.3.0.dist-info/RECORD +0 -19
  22. /prosperity3bt/resources/round0/{prices_round_0_day_-2.csv → prices_round_0_day_-1.csv} +0 -0
  23. /prosperity3bt/resources/round0/{trades_round_0_day_-2_nn.csv → trades_round_0_day_-1_nn.csv} +0 -0
  24. {prosperity3bt-0.3.0.dist-info → prosperity3bt-0.5.0.dist-info}/entry_points.txt +0 -0
  25. {prosperity3bt-0.3.0.dist-info → prosperity3bt-0.5.0.dist-info/licenses}/LICENSE +0 -0
  26. {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 @@
1
1
  import os
2
2
  from contextlib import closing, redirect_stdout
3
3
  from io import StringIO
4
- from typing import Any
5
4
 
6
5
  from IPython.utils.io import Tee
7
6
  from tqdm import tqdm
8
7
 
9
8
  from prosperity3bt.data import LIMITS, BacktestData, read_day_data
10
- from prosperity3bt.datamodel import Observation, Order, OrderDepth, Symbol, Trade, TradingState
9
+ from prosperity3bt.datamodel import Listing, Observation, Order, OrderDepth, Symbol, Trade, TradingState
11
10
  from prosperity3bt.file_reader import FileReader
12
11
  from prosperity3bt.models import (
13
12
  ActivityLogRow,
@@ -32,11 +31,7 @@ def prepare_state(state: TradingState, data: BacktestData) -> None:
32
31
 
33
32
  state.order_depths[product] = order_depth
34
33
 
35
- state.listings[product] = { # type: ignore[assignment]
36
- "symbol": product,
37
- "product": product,
38
- "denomination": 1,
39
- }
34
+ state.listings[product] = Listing(product, product, 1)
40
35
 
41
36
 
42
37
  def create_activity_logs(
@@ -269,7 +264,7 @@ def match_orders(
269
264
 
270
265
 
271
266
  def run_backtest(
272
- trader: Any,
267
+ trader,
273
268
  file_reader: FileReader,
274
269
  round_num: int,
275
270
  day_num: int,
@@ -1,6 +1,6 @@
1
- Metadata-Version: 2.2
1
+ Metadata-Version: 2.4
2
2
  Name: prosperity3bt
3
- Version: 0.3.0
3
+ Version: 0.5.0
4
4
  Summary: Backtester for IMC Prosperity 3 algorithms
5
5
  Author-email: Jasper van Merle <jaspervmerle@gmail.com>
6
6
  License: MIT License
@@ -42,6 +42,7 @@ Requires-Dist: jsonpickle>=4.0.2
42
42
  Requires-Dist: orjson>=3.10.15
43
43
  Requires-Dist: tqdm>=4.67.1
44
44
  Requires-Dist: typer>=0.15.2
45
+ Dynamic: license-file
45
46
 
46
47
  # IMC Prosperity 3 Backtester
47
48
 
@@ -115,7 +116,9 @@ Limits are enforced before orders are matched to order depths. If for a product
115
116
  ## Data Files
116
117
 
117
118
  Data for the following rounds is included:
118
- - Round 0: prices and anonymized trades data on RAINFOREST_RESIN and KELP that was used during tutorial submission runs.
119
+ - 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.
120
+ - Round 1: prices and anonymized trades data on RAINFOREST_RESIN and KELP.
121
+ - 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.
119
122
 
120
123
  ## Environment Variables
121
124
 
@@ -0,0 +1,32 @@
1
+ prosperity3bt/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
2
+ prosperity3bt/__main__.py,sha256=R2QQg0m0kFp4qnL_fTuwLrYYQDrTRupw6vLSnzxmrGs,9422
3
+ prosperity3bt/data.py,sha256=7xDwrVAhhLV2YiicSfOOpp4UCxyru8Nw1O3q_P4TSsc,4116
4
+ prosperity3bt/datamodel.py,sha256=zcQTqLkOG2IRT6a9BWdYKtJ8wqyJulkQcHs0H5IfiqA,4040
5
+ prosperity3bt/file_reader.py,sha256=KOqedBdzbLax9u2GIOYjfp3EVVVC00RWZrjWbaLe-bc,1392
6
+ prosperity3bt/models.py,sha256=t4_RqcRLT199Y80ZO47q_6jirb2qiSiTzVVLEemyVcw,2560
7
+ prosperity3bt/open.py,sha256=iaxWp401d7kPB_tE-K_zQLvSFl66NDCC4efzuQ36iXI,1118
8
+ prosperity3bt/parse_submission_logs.py,sha256=7zQ1xnNh09gE0gQxJ4foFrTXiFbkt2x_R5eVE9VscHw,2765
9
+ prosperity3bt/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
10
+ prosperity3bt/runner.py,sha256=JYKuWHE2fGcr_mVcUbyodmJVRdIjtGrtXIErneZaHBs,10890
11
+ prosperity3bt/resources/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
12
+ prosperity3bt/resources/round0/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
13
+ prosperity3bt/resources/round0/prices_round_0_day_-1.csv,sha256=3vIHfkfwCBZW9AUw5sjmdzOuJaBDLlsIUMDvuiObH7Q,249936
14
+ prosperity3bt/resources/round0/trades_round_0_day_-1_nn.csv,sha256=Hh8tpscl4QePzOEDrMIdFXTdaK4ok745eImnJvHUxuw,39258
15
+ prosperity3bt/resources/round1/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
16
+ prosperity3bt/resources/round1/prices_round_1_day_-1.csv,sha256=0BfNWRsybqG7HV3WQZAugpjPshxKCA2iBR8LtsoVWrc,1835127
17
+ prosperity3bt/resources/round1/prices_round_1_day_-2.csv,sha256=qeFdsSkeHLUUK0mYCpmmHIOrUd6U_J0RBfEhumtBjZ8,1837423
18
+ prosperity3bt/resources/round1/prices_round_1_day_0.csv,sha256=IhpdxxNz7Px2uhEl1to92PgiZc4oyuFhjWvN79GJGBc,1805906
19
+ prosperity3bt/resources/round1/trades_round_1_day_-1_nn.csv,sha256=7tOyDs5Czci71reaUOcM8qmPFyZ8AKovGnuBP5Pjf2g,318286
20
+ prosperity3bt/resources/round1/trades_round_1_day_-2_nn.csv,sha256=xZj6ZLRkYMAiLPY27GA4fH88uPjqB209ZmpEZxLDiNg,322292
21
+ prosperity3bt/resources/round1/trades_round_1_day_0_nn.csv,sha256=zVN6EsxRJlbaDEK3V9balEi-d5Z3ockRx5Hh5_KtF8k,314127
22
+ prosperity3bt/resources/round6/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
23
+ prosperity3bt/resources/round6/prices_round_6_day_0.csv,sha256=3vIHfkfwCBZW9AUw5sjmdzOuJaBDLlsIUMDvuiObH7Q,249936
24
+ prosperity3bt/resources/round6/prices_round_6_day_1.csv,sha256=droGCP4w-LiEml8tMhWWGSUP65uwl7zmI5g4OHzqWpE,177644
25
+ prosperity3bt/resources/round6/trades_round_6_day_0_nn.csv,sha256=Hh8tpscl4QePzOEDrMIdFXTdaK4ok745eImnJvHUxuw,39258
26
+ prosperity3bt/resources/round6/trades_round_6_day_1_nn.csv,sha256=nmjgCG2QuHm6kUAlYk2eDfEfIo3uMs3Lw3p7MDZXpkI,30199
27
+ prosperity3bt-0.5.0.dist-info/licenses/LICENSE,sha256=fel8BL5f1w-o-aUb4ZDJchOOx_ldqM0V9aIxl5G00MA,1073
28
+ prosperity3bt-0.5.0.dist-info/METADATA,sha256=853J887uqTSsyIq6ZjNmWQFmAwkxtNuVoPadNxKNA2E,7627
29
+ prosperity3bt-0.5.0.dist-info/WHEEL,sha256=CmyFI0kx5cdEMTLiONQRbGQwjIoR1aIYB7eCAQ4KPJ0,91
30
+ prosperity3bt-0.5.0.dist-info/entry_points.txt,sha256=09PWTfMVNppmPEDXrbOtIRK087zoC5W2IBXWpD7WolQ,62
31
+ prosperity3bt-0.5.0.dist-info/top_level.txt,sha256=aPf2VrYQr3L02jA7JNT0lEFbIG0-T9f0TLwHdxgVJIc,14
32
+ prosperity3bt-0.5.0.dist-info/RECORD,,
@@ -1,5 +1,5 @@
1
1
  Wheel-Version: 1.0
2
- Generator: setuptools (75.8.2)
2
+ Generator: setuptools (78.1.0)
3
3
  Root-Is-Purelib: true
4
4
  Tag: py3-none-any
5
5
 
@@ -1,19 +0,0 @@
1
- prosperity3bt/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
2
- prosperity3bt/__main__.py,sha256=KViWnF6zdEZpQGMBP_epiTInla-8Fpnm3mLqS-o_ejY,9443
3
- prosperity3bt/data.py,sha256=wyqJHHs-8bG9dCVa8242S4_1S1cpyrFKmXlR8EWp7hw,4095
4
- prosperity3bt/datamodel.py,sha256=jfU_bIlIRSJCjfXbvb2bVujQ6SzHMYqUMFP5zvsyH3A,4044
5
- prosperity3bt/file_reader.py,sha256=KOqedBdzbLax9u2GIOYjfp3EVVVC00RWZrjWbaLe-bc,1392
6
- prosperity3bt/models.py,sha256=t4_RqcRLT199Y80ZO47q_6jirb2qiSiTzVVLEemyVcw,2560
7
- prosperity3bt/open.py,sha256=iaxWp401d7kPB_tE-K_zQLvSFl66NDCC4efzuQ36iXI,1118
8
- prosperity3bt/parse_submission_logs.py,sha256=7zQ1xnNh09gE0gQxJ4foFrTXiFbkt2x_R5eVE9VscHw,2765
9
- prosperity3bt/runner.py,sha256=cTGmvWA_5_5v-zkX1hRb-P28oenGJK3NqNFC-QufdVM,11014
10
- prosperity3bt/resources/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
11
- prosperity3bt/resources/round0/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
12
- prosperity3bt/resources/round0/prices_round_0_day_-2.csv,sha256=3vIHfkfwCBZW9AUw5sjmdzOuJaBDLlsIUMDvuiObH7Q,249936
13
- prosperity3bt/resources/round0/trades_round_0_day_-2_nn.csv,sha256=Hh8tpscl4QePzOEDrMIdFXTdaK4ok745eImnJvHUxuw,39258
14
- prosperity3bt-0.3.0.dist-info/LICENSE,sha256=fel8BL5f1w-o-aUb4ZDJchOOx_ldqM0V9aIxl5G00MA,1073
15
- prosperity3bt-0.3.0.dist-info/METADATA,sha256=6Yng34bdjusFtxwSQ-CoGAL9JOaxmbquGZxFGjMwZak,7158
16
- prosperity3bt-0.3.0.dist-info/WHEEL,sha256=jB7zZ3N9hIM9adW7qlTAyycLYW9npaWKLRzaoVcLKcM,91
17
- prosperity3bt-0.3.0.dist-info/entry_points.txt,sha256=09PWTfMVNppmPEDXrbOtIRK087zoC5W2IBXWpD7WolQ,62
18
- prosperity3bt-0.3.0.dist-info/top_level.txt,sha256=aPf2VrYQr3L02jA7JNT0lEFbIG0-T9f0TLwHdxgVJIc,14
19
- prosperity3bt-0.3.0.dist-info/RECORD,,