Releases: jmerle/imc-prosperity-2-backtester
Releases · jmerle/imc-prosperity-2-backtester
0.9.4
0.9.3
0.9.2
- Switched to using multiprocess instead of the builtin
multiprocessing
module in an attempt to fix anAttributeError
related to multiprocessing
0.9.1
0.9.0
- Added the
--original-timestamps
flag which preserves the original timestamps across days in the generated log file, rather than making them increase across days. - Sped up backtests by up to 2x using multi-processing and more performant log serialization. You can limit the number of processes the backtester uses with the
--max-workers <amount>
option. - Added during-round and end-of-round prices data. Round 6 day X contains the data submissions were ran on during round X (X = 0 is the tutorial round). Round 7 day Y contains the data submissions were ran on at the end of round Y. Only prices data is included here, meaning orders are only matched against order depths rather than also against market trades, so results might differ significantly compared to runs on the data-in-a-bottle data of the same round.
- Added environment variables that the trader can read to know the round and day it's being backtested on. The environment variable named
PROSPERITY2BT_ROUND
contains the round number andPROSPERITY2BT_DAY
contains the day number. Note that these environment variables do not exist in the official submission environment, so make sure the code you submit doesn't require them to be defined.
0.8.0
0.7.0
0.6.1
- Added a progress bar during backtests to show the performance of the algorithm and make it clear that it's not stuck despite there not being output
- Removed the timeout change from 0.5.1 and added the
--vis-requests
option to control the number of requests the backtester's HTTP server will wait for when using--vis