Skip to content

Releases: jmerle/imc-prosperity-2-backtester

0.9.4

23 Apr 15:53
Compare
Choose a tag to compare
  • Removed the multi-processing introduced in 0.9.0 to fix the errors that it caused (there's not enough time left in the competition to worry about properly debugging and fixing the errors another way)

0.9.3

23 Apr 15:27
Compare
Choose a tag to compare
  • Revert the changes made in 0.9.2

0.9.2

23 Apr 14:29
Compare
Choose a tag to compare
  • Switched to using multiprocess instead of the builtin multiprocessing module in an attempt to fix an AttributeError related to multiprocessing

0.9.1

23 Apr 12:03
Compare
Choose a tag to compare
  • Added the --no-names flag to force running on anonymous trades data.
  • Updated the documentation in the readme.

0.9.0

23 Apr 11:52
Compare
Choose a tag to compare
  • 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 and PROSPERITY2BT_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

22 Apr 12:31
Compare
Choose a tag to compare
  • Added round 5 data

0.7.0

19 Apr 18:40
fd0cb8a
Compare
Choose a tag to compare

0.6.1

18 Apr 18:25
Compare
Choose a tag to compare
  • 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

0.6.0

17 Apr 01:33
Compare
Choose a tag to compare
  • Added the --no-out flag that lets you skip writing the output log to a file

0.5.2

16 Apr 15:57
Compare
Choose a tag to compare
  • Improved the error message in cases where the algorithm file cannot be loaded and in cases where no data is found for any of the requested rounds/days