prosperity3bt 0.3.0__tar.gz → 0.5.0__tar.gz

{prosperity3bt-0.3.0 → prosperity3bt-0.5.0}/PKG-INFO

@@ -1,6 +1,6 @@
-Metadata-Version: 2.2
+Metadata-Version: 2.4
 Name: prosperity3bt
-Version: 0.3.0
+Version: 0.5.0
 Summary: Backtester for IMC Prosperity 3 algorithms
 Author-email: Jasper van Merle <jaspervmerle@gmail.com>
 License: MIT License
@@ -42,6 +42,7 @@ Requires-Dist: jsonpickle>=4.0.2
 Requires-Dist: orjson>=3.10.15
 Requires-Dist: tqdm>=4.67.1
 Requires-Dist: typer>=0.15.2
+Dynamic: license-file
 
 # IMC Prosperity 3 Backtester
 
@@ -115,7 +116,9 @@ Limits are enforced before orders are matched to order depths. If for a product
 ## Data Files
 
 Data for the following rounds is included:
-- Round 0: prices and anonymized trades data on RAINFOREST_RESIN and KELP that was used during tutorial submission runs.
+- 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.
+- Round 1: prices and anonymized trades data on RAINFOREST_RESIN and KELP.
+- 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.
 
 ## Environment Variables
 

{prosperity3bt-0.3.0 → prosperity3bt-0.5.0}/README.md

@@ -70,7 +70,9 @@ Limits are enforced before orders are matched to order depths. If for a product
 ## Data Files
 
 Data for the following rounds is included:
-- Round 0: prices and anonymized trades data on RAINFOREST_RESIN and KELP that was used during tutorial submission runs.
+- 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.
+- Round 1: prices and anonymized trades data on RAINFOREST_RESIN and KELP.
+- 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.
 
 ## Environment Variables
 

{prosperity3bt-0.3.0 → prosperity3bt-0.5.0}/prosperity3bt/__main__.py

@@ -6,7 +6,7 @@ from importlib import import_module, metadata, reload
 from pathlib import Path
 from typing import Annotated, Any, Optional
 
-from typer import Argument, Exit, Option, Typer
+from typer import Argument, Option, Typer
 
 from prosperity3bt.data import has_day_data
 from prosperity3bt.file_reader import FileReader, FileSystemReader, PackageResourcesReader
@@ -174,7 +174,7 @@ def format_path(path: Path) -> str:
 def version_callback(value: bool) -> None:
     if value:
         print(f"prosperity3bt {metadata.version(__package__)}")
-        raise Exit()
+        sys.exit(0)
 
 
 app = Typer(context_settings={"help_option_names": ["--help", "-h"]})
@@ -186,11 +186,11 @@ def cli(
     days: Annotated[list[str], Argument(help="The days to backtest on. <round>-<day> for a single day, <round> for all days in a round.", show_default=False)],
     merge_pnl: Annotated[bool, Option("--merge-pnl", help="Merge profit and loss across days.")] = False,
     vis: Annotated[bool, Option("--vis", help="Open backtest results in https://jmerle.github.io/imc-prosperity-3-visualizer/ when done.")] = False,
-    out: Annotated[Optional[Path], Option(help="Path to save output log to (defaults to backtests/<timestamp>.log).", show_default=False, dir_okay=False, resolve_path=True)] = None,
+    out: Annotated[Optional[Path], Option(help="File to save output log to (defaults to backtests/<timestamp>.log).", show_default=False, dir_okay=False, resolve_path=True)] = None,
+    no_out: Annotated[bool, Option("--no-out", help="Skip saving output log.")] = False,
     data: Annotated[Optional[Path], Option(help="Path to data directory. Must look similar in structure to https://github.com/jmerle/imc-prosperity-3-backtester/tree/master/prosperity3bt/resources.", show_default=False, exists=True, file_okay=False, dir_okay=True, resolve_path=True)] = None,
     print_output: Annotated[bool, Option("--print", help="Print the trader's output to stdout while it's running.")] = False,
     match_trades: Annotated[TradeMatchingMode, Option(help="How to match orders against market trades. 'all' matches trades with prices equal to or worse than your quotes, 'worse' matches trades with prices worse than your quotes, 'none' does not match trades against orders at all.")] = TradeMatchingMode.all,
-    no_out: Annotated[bool, Option("--no-out", help="Skip saving the output log to a file.")] = False,
     no_progress: Annotated[bool, Option("--no-progress", help="Don't show progress bars.")] = False,
     original_timestamps: Annotated[bool, Option("--original-timestamps", help="Preserve original timestamps in output log rather than making them increase across days.")] = False,
     version: Annotated[bool, Option("--version", "-v", help="Show the program's version number and exit.", is_eager=True, callback=version_callback)] = False,

{prosperity3bt-0.3.0 → prosperity3bt-0.5.0}/prosperity3bt/data.py

@@ -7,6 +7,7 @@ from prosperity3bt.file_reader import FileReader
 LIMITS = {
     "RAINFOREST_RESIN": 50,
     "KELP": 50,
+    "SQUID_INK": 50,
 }
 
 

{prosperity3bt-0.3.0 → prosperity3bt-0.5.0}/prosperity3bt/datamodel.py

@@ -13,7 +13,7 @@ ObservationValue = int
 
 
 class Listing:
-    def __init__(self, symbol: Symbol, product: Product, denomination: Product):
+    def __init__(self, symbol: Symbol, product: Product, denomination: int):
         self.symbol = symbol
         self.product = product
         self.denomination = denomination