• Table of content
• Foreword
• Installation
• How to use
• Possible improvements

The aim of these programs is write algorithms in order to maximise profit for a list of actions and with a limit of investment

First, I had to a program which tests all the possibilities.

Secondly, I had to find a solution to decrease the time of execution of the the first algorithm. I could choose different approximate solution but I choose to solve the problem using dynamic programmation

The problem I have to solve is knapsack problem. For more information, check here

mkdir foo
git clone [email protected]:jjbochard/P07_AlgoInvest-Trade.git foo
cd foo

First, install Python 3.6+.

Then, create your virtual environnement :

python3 -m venv <your_venv_name>

Activate it :

• with bash command prompt

    source <your_venv_name>/bin/activate
  

• or with Windows PowerShell

    .\venv\Scripts\activate
  

Finally, install required modules

pip3 install -r requirements.txt

To deactivate your venv :

deactivate

You can install the configured pre commit hook with

pre-commit install

• Run the programs

To run bruteforce solution, use :

make bruteforce

To run optimized solution, use :

make optimized

To run sienna1 solution, use :

make sienna1

To run sienna2 solution, use :

make sienna2

To run both sienna solution, use :

make all_sienna

• I can save more seconds of execution using a matrice with only 2 rows (or even 1) but I think it's not worth it here

• I can prove than P = NP in order to add 1 000 000 dollars to my bank account