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 logic
• datamodel.py: Defines basic data models used in trading
• products: This directory holds the implementation of specific products
• strategies: This directory contains implementations of strategies employed across multiple products
• helpers: This directory houses helper functions utilized during the parameter tuning process
• simulator: This directory comprises the code for the game simulator that allows for strategy testing without official game access