prosperity3bt 0.5.0__tar.gz → 0.6.0__tar.gz
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-0.5.0 → prosperity3bt-0.6.0}/PKG-INFO +4 -2
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/README.md +3 -1
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/data.py +6 -2
- prosperity3bt-0.6.0/prosperity3bt/resources/round2/prices_round_2_day_-1.csv +80001 -0
- prosperity3bt-0.6.0/prosperity3bt/resources/round2/prices_round_2_day_0.csv +80001 -0
- prosperity3bt-0.6.0/prosperity3bt/resources/round2/prices_round_2_day_1.csv +80001 -0
- prosperity3bt-0.6.0/prosperity3bt/resources/round2/trades_round_2_day_-1_nn.csv +12621 -0
- prosperity3bt-0.6.0/prosperity3bt/resources/round2/trades_round_2_day_0_nn.csv +12577 -0
- prosperity3bt-0.6.0/prosperity3bt/resources/round2/trades_round_2_day_1_nn.csv +12683 -0
- prosperity3bt-0.6.0/prosperity3bt/resources/round6/__init__.py +0 -0
- prosperity3bt-0.6.0/prosperity3bt/resources/round6/prices_round_6_day_2.csv +8001 -0
- prosperity3bt-0.6.0/prosperity3bt/resources/round6/trades_round_6_day_2_nn.csv +1248 -0
- prosperity3bt-0.6.0/prosperity3bt/resources/round7/__init__.py +0 -0
- prosperity3bt-0.6.0/prosperity3bt/resources/round7/prices_round_7_day_0.csv +30001 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt.egg-info/PKG-INFO +4 -2
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt.egg-info/SOURCES.txt +12 -1
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/pyproject.toml +1 -1
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/LICENSE +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/__init__.py +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/__main__.py +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/datamodel.py +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/file_reader.py +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/models.py +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/open.py +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/parse_submission_logs.py +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/py.typed +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/resources/__init__.py +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/resources/round0/__init__.py +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/resources/round0/prices_round_0_day_-1.csv +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/resources/round0/trades_round_0_day_-1_nn.csv +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/resources/round1/__init__.py +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/resources/round1/prices_round_1_day_-1.csv +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/resources/round1/prices_round_1_day_-2.csv +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/resources/round1/prices_round_1_day_0.csv +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/resources/round1/trades_round_1_day_-1_nn.csv +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/resources/round1/trades_round_1_day_-2_nn.csv +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/resources/round1/trades_round_1_day_0_nn.csv +0 -0
- {prosperity3bt-0.5.0/prosperity3bt/resources/round6 → prosperity3bt-0.6.0/prosperity3bt/resources/round2}/__init__.py +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/resources/round6/prices_round_6_day_0.csv +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/resources/round6/prices_round_6_day_1.csv +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/resources/round6/trades_round_6_day_0_nn.csv +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/resources/round6/trades_round_6_day_1_nn.csv +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt/runner.py +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt.egg-info/dependency_links.txt +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt.egg-info/entry_points.txt +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt.egg-info/requires.txt +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/prosperity3bt.egg-info/top_level.txt +0 -0
- {prosperity3bt-0.5.0 → prosperity3bt-0.6.0}/setup.cfg +0 -0
@@ -1,6 +1,6 @@
|
|
1
1
|
Metadata-Version: 2.4
|
2
2
|
Name: prosperity3bt
|
3
|
-
Version: 0.
|
3
|
+
Version: 0.6.0
|
4
4
|
Summary: Backtester for IMC Prosperity 3 algorithms
|
5
5
|
Author-email: Jasper van Merle <jaspervmerle@gmail.com>
|
6
6
|
License: MIT License
|
@@ -117,8 +117,10 @@ Limits are enforced before orders are matched to order depths. If for a product
|
|
117
117
|
|
118
118
|
Data for the following rounds is included:
|
119
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
|
120
|
+
- Round 1: prices and anonymized trades data on RAINFOREST_RESIN, KELP, and SQUID_INK.
|
121
|
+
- Round 2: prices and anonymized trades data on RAINFOREST_RESIN, KELP, SQUID_INK, CROISSANTS, JAMS, DJEMBES, PICNIC_BASKET1, and PICNIC_BASKET2.
|
121
122
|
- 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.
|
123
|
+
- Round 7: prices data that was used during end-of-round runs. Round 7 day X represents the submission data of round X. The exception to the rule is round 1, its old end-of-round data can be found in round 7 day 0 while its new data will be made available at round 7 day 1 once its made available.
|
122
124
|
|
123
125
|
## Environment Variables
|
124
126
|
|
@@ -71,8 +71,10 @@ Limits are enforced before orders are matched to order depths. If for a product
|
|
71
71
|
|
72
72
|
Data for the following rounds is included:
|
73
73
|
- 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.
|
74
|
-
- Round 1: prices and anonymized trades data on RAINFOREST_RESIN and
|
74
|
+
- Round 1: prices and anonymized trades data on RAINFOREST_RESIN, KELP, and SQUID_INK.
|
75
|
+
- Round 2: prices and anonymized trades data on RAINFOREST_RESIN, KELP, SQUID_INK, CROISSANTS, JAMS, DJEMBES, PICNIC_BASKET1, and PICNIC_BASKET2.
|
75
76
|
- 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.
|
77
|
+
- Round 7: prices data that was used during end-of-round runs. Round 7 day X represents the submission data of round X. The exception to the rule is round 1, its old end-of-round data can be found in round 7 day 0 while its new data will be made available at round 7 day 1 once its made available.
|
76
78
|
|
77
79
|
## Environment Variables
|
78
80
|
|
@@ -8,6 +8,11 @@ LIMITS = {
|
|
8
8
|
"RAINFOREST_RESIN": 50,
|
9
9
|
"KELP": 50,
|
10
10
|
"SQUID_INK": 50,
|
11
|
+
"CROISSANTS": 250,
|
12
|
+
"JAMS": 350,
|
13
|
+
"DJEMBES": 60,
|
14
|
+
"PICNIC_BASKET1": 60,
|
15
|
+
"PICNIC_BASKET2": 100,
|
11
16
|
}
|
12
17
|
|
13
18
|
|
@@ -104,8 +109,7 @@ def read_day_data(file_reader: FileReader, round_num: int, day_num: int, no_name
|
|
104
109
|
for suffix in trades_suffixes:
|
105
110
|
with file_reader.file([f"round{round_num}", f"trades_round_{round_num}_day_{day_num}_{suffix}.csv"]) as file:
|
106
111
|
if file is None:
|
107
|
-
|
108
|
-
raise ValueError(f"{trades_data_type} trades data is not available for round {round_num} day {day_num}")
|
112
|
+
continue
|
109
113
|
|
110
114
|
for line in file.read_text(encoding="utf-8").splitlines()[1:]:
|
111
115
|
columns = line.split(";")
|