This repository contains code developed by the team Zahcheesha for the IMC trading competition. Our algorithm secured 57th place competing against over 7000 teams (top 1%). In addition, we have developed a versatile simulator to test trading strategies without the need for official game access.
To install the necessary packages, use pip with the following command:
pip install -r requirements.txt
The code has been tested with Python 3.11.0.
To execute the simulation, enter the following command in your console:
python -m simulator.simulator_test trader <csv_filename_with_round_data> <csv_filename_with_trades_data>
Replace <csv_filename_with_round_data>
, and <csv_filename_with_trades_data>
with the appropriate values.
For example, to run the simulation with a sample trader, you can use the following command:
python -m simulator.simulator_test trader datasets/island-data-bottle-round-4/prices_round_4_day_1.csv datasets/island-data-bottle-round-4/trades_round_4_day_1_nn.csv
The code is organized as follows:
trader.py
: Implements the trader logicdatamodel.py
: Defines basic data models used in tradingproducts
: This directory holds the implementation of specific productsstrategies
: This directory contains implementations of strategies employed across multiple productshelpers
: This directory houses helper functions utilized during the parameter tuning processsimulator
: This directory comprises the code for the game simulator that allows for strategy testing without official game access