prosperity3bt 0.9.0__py3-none-any.whl → 0.10.0__py3-none-any.whl

prosperity3bt/runner.py

@@ -6,7 +6,16 @@ from IPython.utils.io import Tee
 from tqdm import tqdm
 
 from prosperity3bt.data import LIMITS, BacktestData, read_day_data
-from prosperity3bt.datamodel import Listing, Observation, Order, OrderDepth, Symbol, Trade, TradingState
+from prosperity3bt.datamodel import (
+    ConversionObservation,
+    Listing,
+    Observation,
+    Order,
+    OrderDepth,
+    Symbol,
+    Trade,
+    TradingState,
+)
 from prosperity3bt.file_reader import FileReader
 from prosperity3bt.models import (
     ActivityLogRow,
@@ -33,6 +42,25 @@ def prepare_state(state: TradingState, data: BacktestData) -> None:
 
         state.listings[product] = Listing(product, product, 1)
 
+    observation_row = data.observations.get(state.timestamp)
+
+    if observation_row is None:
+        state.observations = Observation({}, {})
+    else:
+        conversion_observation = ConversionObservation(
+            bidPrice=observation_row.bidPrice,
+            askPrice=observation_row.askPrice,
+            transportFees=observation_row.transportFees,
+            exportTariff=observation_row.exportTariff,
+            importTariff=observation_row.importTariff,
+            sugarPrice=observation_row.sugarPrice,
+            sunlightIndex=observation_row.sunlightIndex,
+        )
+
+        state.observations = Observation(
+            plainValueObservations={}, conversionObservations={"MAGNIFICENT_MACARONS": conversion_observation}
+        )
+
 
 def type_check_orders(orders: dict[Symbol, list[Order]]) -> None:
     for key, value in orders.items():

{prosperity3bt-0.9.0.dist-info → prosperity3bt-0.10.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: prosperity3bt
-Version: 0.9.0
+Version: 0.10.0
 Summary: Backtester for IMC Prosperity 3 algorithms
 Author-email: Jasper van Merle <jaspervmerle@gmail.com>
 License: MIT License
@@ -120,12 +120,12 @@ Data for the following rounds is included:
 - Round 1: prices and anonymized trades data on RAINFOREST_RESIN, KELP, and SQUID_INK.
 - Round 2: prices and anonymized trades data on RAINFOREST_RESIN, KELP, SQUID_INK, CROISSANTS, JAMS, DJEMBES, PICNIC_BASKET1, and PICNIC_BASKET2.
 - Round 3: prices and anonymized trades data on RAINFOREST_RESIN, KELP, SQUID_INK, CROISSANTS, JAMS, DJEMBES, PICNIC_BASKET1, PICNIC_BASKET2, VOLCANIC_ROCK, VOLCANIC_ROCK_VOUCHER_9500, VOLCANIC_ROCK_VOUCHER_9750, VOLCANIC_ROCK_VOUCHER_10000, VOLCANIC_ROCK_VOUCHER_10250, and VOLCANIC_ROCK_VOUCHER_10500.
-- Round 4: prices and anonymized trades data on RAINFOREST_RESIN, KELP, SQUID_INK, CROISSANTS, JAMS, DJEMBES, PICNIC_BASKET1, PICNIC_BASKET2, VOLCANIC_ROCK, VOLCANIC_ROCK_VOUCHER_9500, VOLCANIC_ROCK_VOUCHER_9750, VOLCANIC_ROCK_VOUCHER_10000, VOLCANIC_ROCK_VOUCHER_10250, VOLCANIC_ROCK_VOUCHER_10500, and MAGNIFICENT_MACARONS.
+- Round 4: prices and anonymized trades data on RAINFOREST_RESIN, KELP, SQUID_INK, CROISSANTS, JAMS, DJEMBES, PICNIC_BASKET1, PICNIC_BASKET2, VOLCANIC_ROCK, VOLCANIC_ROCK_VOUCHER_9500, VOLCANIC_ROCK_VOUCHER_9750, VOLCANIC_ROCK_VOUCHER_10000, VOLCANIC_ROCK_VOUCHER_10250, VOLCANIC_ROCK_VOUCHER_10500, and MAGNIFICENT_MACARONS. Conversion observation data on MAGNIFICENT_MACARONS.
 - 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 and X = 6 means the submission data of round 2 before it was updated because of RAINFOREST_RESIN data this year and AMETHYSTS data last year being identical. The anonymized trades data is derived from the submission of an algorithm that places no orders.
 - 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 and its new data can be found in round 7 day 1.
 - Round 8: the version of round 2 data before it was updated because of RAINFOREST_RESIN data this year and AMETHYSTS data last year being identical.
 
-Conversions and conversion observations are not supported.
+Conversions are not supported.
 
 ## Environment Variables
 

{prosperity3bt-0.9.0.dist-info → prosperity3bt-0.10.0.dist-info}/RECORD

@@ -1,13 +1,13 @@
 prosperity3bt/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 prosperity3bt/__main__.py,sha256=bx4AfUcwwb_-kMJ5d_jdwwb0uehUZzgBkvw1wgPy8eM,9424
-prosperity3bt/data.py,sha256=JAjOAZj2__px3O3zaLSv-WAzic5pDAzOsXh2-cGZ_HU,4301
+prosperity3bt/data.py,sha256=aLl2f4c5b4-frNcJ-FuW4Aesy1pmYdEYQXMTASi6Lk0,5732
 prosperity3bt/datamodel.py,sha256=zcQTqLkOG2IRT6a9BWdYKtJ8wqyJulkQcHs0H5IfiqA,4040
 prosperity3bt/file_reader.py,sha256=clNSLPpVOuBqcCKvaCKbYbruqQxREWR71sqYzMcCXhM,1392
 prosperity3bt/models.py,sha256=t4_RqcRLT199Y80ZO47q_6jirb2qiSiTzVVLEemyVcw,2560
 prosperity3bt/open.py,sha256=iaxWp401d7kPB_tE-K_zQLvSFl66NDCC4efzuQ36iXI,1118
 prosperity3bt/parse_submission_logs.py,sha256=7zQ1xnNh09gE0gQxJ4foFrTXiFbkt2x_R5eVE9VscHw,2765
 prosperity3bt/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-prosperity3bt/runner.py,sha256=pzV1mKahGb6y-AJWN1TeF0QLtq_-pxKVy1--4TWdppA,11677
+prosperity3bt/runner.py,sha256=vPkrSY4JoMt8HZ7e-3_lT9Uc1NtktqX3pOe-TieYGbw,12490
 prosperity3bt/resources/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 prosperity3bt/resources/round0/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 prosperity3bt/resources/round0/prices_round_0_day_-1.csv,sha256=3vIHfkfwCBZW9AUw5sjmdzOuJaBDLlsIUMDvuiObH7Q,249936
@@ -34,6 +34,9 @@ prosperity3bt/resources/round3/trades_round_3_day_0_nn.csv,sha256=QGFjJypDS9kmad
 prosperity3bt/resources/round3/trades_round_3_day_1_nn.csv,sha256=DxNfQlGZshL7rWdabse6A6mHmBCGwx5eZPxtHfkM4a4,776454
 prosperity3bt/resources/round3/trades_round_3_day_2_nn.csv,sha256=iisa4ZmQ-swAziZ3nxnve7n5ArsS8kfl0d2SZwqn5PM,771128
 prosperity3bt/resources/round4/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+prosperity3bt/resources/round4/observations_round_4_day_1.csv,sha256=otdJU3Bu1Tggo01jWx0WCYz8Sb0E-519bbE32jpWcaA,536265
+prosperity3bt/resources/round4/observations_round_4_day_2.csv,sha256=PdE7-A6vAgzQ-9dQckgyz-3deBBpAKiT86kMEjs-cLw,723387
+prosperity3bt/resources/round4/observations_round_4_day_3.csv,sha256=ZIgddHjk6IrYrKTSc_-iNEv0xdr4EMJsRiuDPRzLWTI,729362
 prosperity3bt/resources/round4/prices_round_4_day_1.csv,sha256=VxnwKFZ3K43PmCRdvrEzqx7jzx4ktKFUFcZoQQKJHWo,9913462
 prosperity3bt/resources/round4/prices_round_4_day_2.csv,sha256=Hs2QorDoPab01fG8LDaLOEjgt8ZCOg_KKHneYDLcERs,9864752
 prosperity3bt/resources/round4/prices_round_4_day_3.csv,sha256=BGFyFTAHUqJkcO-Eo5hwTHHItJeIkSZqQiwIN6U91xo,9820770
@@ -65,9 +68,9 @@ prosperity3bt/resources/round8/prices_round_8_day_1.csv,sha256=uEAc2XhX8NG266W61
 prosperity3bt/resources/round8/trades_round_8_day_-1_nn.csv,sha256=6Y_hdrQL6tg9rIjIGdkuKHCsk_4mz9Q3qLlIffZjQf4,482682
 prosperity3bt/resources/round8/trades_round_8_day_0_nn.csv,sha256=acbo9lpQrJGWV3EXmb7F8jePLbbcI8BJJjpkPCjXpEA,481747
 prosperity3bt/resources/round8/trades_round_8_day_1_nn.csv,sha256=fs6Z_3aYHsB6G2cHw2Mf-JESSFkz61c34CsdcICBv0o,485456
-prosperity3bt-0.9.0.dist-info/licenses/LICENSE,sha256=fel8BL5f1w-o-aUb4ZDJchOOx_ldqM0V9aIxl5G00MA,1073
-prosperity3bt-0.9.0.dist-info/METADATA,sha256=epXyt-SRJ4a5YdviTiEA5coDiYUZc9BdVKkNs7u6Y74,9044
-prosperity3bt-0.9.0.dist-info/WHEEL,sha256=CmyFI0kx5cdEMTLiONQRbGQwjIoR1aIYB7eCAQ4KPJ0,91
-prosperity3bt-0.9.0.dist-info/entry_points.txt,sha256=09PWTfMVNppmPEDXrbOtIRK087zoC5W2IBXWpD7WolQ,62
-prosperity3bt-0.9.0.dist-info/top_level.txt,sha256=aPf2VrYQr3L02jA7JNT0lEFbIG0-T9f0TLwHdxgVJIc,14
-prosperity3bt-0.9.0.dist-info/RECORD,,
+prosperity3bt-0.10.0.dist-info/licenses/LICENSE,sha256=fel8BL5f1w-o-aUb4ZDJchOOx_ldqM0V9aIxl5G00MA,1073
+prosperity3bt-0.10.0.dist-info/METADATA,sha256=t-INaXiLT_4Q10eAXRw73BItkXe7von0aex6j81Glfo,9070
+prosperity3bt-0.10.0.dist-info/WHEEL,sha256=CmyFI0kx5cdEMTLiONQRbGQwjIoR1aIYB7eCAQ4KPJ0,91
+prosperity3bt-0.10.0.dist-info/entry_points.txt,sha256=09PWTfMVNppmPEDXrbOtIRK087zoC5W2IBXWpD7WolQ,62
+prosperity3bt-0.10.0.dist-info/top_level.txt,sha256=aPf2VrYQr3L02jA7JNT0lEFbIG0-T9f0TLwHdxgVJIc,14
+prosperity3bt-0.10.0.dist-info/RECORD,,