Spring 2020 Project 5: Marketsim - Revision history

Greg: /* Template */

2020-02-06T02:16:08Z

Template

Jfox44 at 01:37, 6 February 2020

2020-02-06T01:37:20Z

Jfox44: /* Tasks */

2020-02-06T01:33:38Z

Tasks

Show changes

Jfox44: /* FAQs */

2020-02-06T01:30:08Z

FAQs

Jfox44: /* Required, Allowed & Prohibited */

2020-02-06T01:29:12Z

Required, Allowed & Prohibited

Jfox44: /* Required, Allowed & Prohibited */

2020-02-06T01:28:56Z

Required, Allowed & Prohibited

Jfox44 at 01:28, 6 February 2020

2020-02-06T01:28:13Z

Jfox44: /* =Report */

2020-02-06T01:26:17Z

=Report

Jfox44: /* Rubric */

2020-02-06T01:26:06Z

Rubric

Jfox44: /* What to turn in */

2020-02-06T01:25:07Z

What to turn in

@@ Line 14: / Line 14: @@
 Instructions:
-* Download the appropriate zip file [[File:20Spring_marketsim.zip]]
+* Download the appropriate zip file [[File:marketsim_2020Spring.zip]]
 * Implement the <tt>compute_portvals()</tt> function in the file <tt>marketsim/marketsim.py</tt>.
 * The grading script is <tt>marketsim/grade_marketsim.py</tt>. For more details see here: [[ML4T_Software_Setup#Running_the_grading_scripts]]

← Older revision		Revision as of 01:37, 6 February 2020
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	Check the template code for examples. We are adding those to the repo now, but it might not be there if you check right away. Implementing this method correctly does not provide any points, but there will be a penalty for not implementing it.		Check the template code for examples. We are adding those to the repo now, but it might not be there if you check right away. Implementing this method correctly does not provide any points, but there will be a penalty for not implementing it.
		+
		+	==Example Tests/Checks==

	===Orders File Code Check Examples===		===Orders File Code Check Examples===

@@ Line 100: / Line 100: @@
 == FAQs ==
-* <span style="color:red"><b>Q:</b></span> How can I be sure that my function is returning a DataFrame? <span style="color:red"><b>A:</b></span> Check the type of the returned item foo with <tt>type(foo)</tt>
+* <span style="color:red"><b>Q:</b></span> How can I be sure that my function is returning a DataFrame? <br><span style="color:red"><b>A:</b></span> Check the type of the returned item foo with <tt>type(foo)</tt>
-* <span style="color:red"><b>Q:</b></span> Do we have to reject the order if the stock is not trading on that day?  <span style="color:red"><b>A:</b></span> You should fill orders for any day the market is open, and reject orders for any day the market is closed. Suggested operation: Drop days when the market is not open (check by looking at SPY), fill forward, then fill back.
+* <span style="color:red"><b>Q:</b></span> Do we have to reject the order if the stock is not trading on that day?  <br><span style="color:red"><b>A:</b></span> You should fill orders for any day the market is open, and reject orders for any day the market is closed. Suggested operation: Drop days when the market is not open (check by looking at SPY), fill forward, then fill back.
-* <span style="color:red"><b>Q:</b></span> Is it true that the orders might not be in order in the csv? <span style="color:red"><b>A:</b></span> Yes.
+* <span style="color:red"><b>Q:</b></span> Is it true that the orders might not be in order in the csv? <br><span style="color:red"><b>A:</b></span> Yes.
-* <span style="color:red"><b>Q:</b></span> Are we supposed to sort the date column after?  <span style="color:red"><b>A:</b></span> Yes.
+* <span style="color:red"><b>Q:</b></span> Are we supposed to sort the date column after?  <br><span style="color:red"><b>A:</b></span> Yes.
-* <span style="color:red"><b>Q:</b></span> If we were to sort, we can assume that multiple orders on the same date won't have any side-effect if they are executed in random orders?  <span style="color:red"><b>A:</b></span> Yes.
+* <span style="color:red"><b>Q:</b></span> If we were to sort, we can assume that multiple orders on the same date won't have any side-effect if they are executed in random orders?  <br><span style="color:red"><b>A:</b></span> Yes.
-* <span style="color:red"><b>Q:</b></span> Should we assume the prices stay the same the whole day?  <span style="color:red"><b>A:</b></span> Assume execution prices are adjusted close.
+* <span style="color:red"><b>Q:</b></span> Should we assume the prices stay the same the whole day?  <br><span style="color:red"><b>A:</b></span> Assume execution prices are adjusted close.
-* <span style="color:red"><b>Q:</b></span> Do we return portvals daily for the entire periods including weekends, holidays and non-trading days?  <span style="color:red"><b>A:</b></span> Only consider trading days. This should happen for you automatically when using get_data() from util.py
+* <span style="color:red"><b>Q:</b></span> Do we return portvals daily for the entire periods including weekends, holidays and non-trading days?  <br><span style="color:red"><b>A:</b></span> Only consider trading days. This should happen for you automatically when using get_data() from util.py
-* <span style="color:red"><b>Q:</b></span> It seems like my avg_daily_returns and std are off compared to the wiki's because of this. If not, do we count trading days only for when list of symbols (or SPY) are traded <span style="color:red"><b>A:</b></span> Assume the market was open iff SPY was traded.
+* <span style="color:red"><b>Q:</b></span> It seems like my avg_daily_returns and std are off compared to the wiki's because of this. If not, do we count trading days only for when list of symbols (or SPY) are traded <br><span style="color:red"><b>A:</b></span> Assume the market was open iff SPY was traded.
-*'''<span style="color:red"><b>Q:</b></span> Is it okay to have NaNs in the final portfolio values that the function outputs? <span style="color:red"><b>A:</b></span> No, you should have a real number value for every date in the final portfolio value.'''
+*'''<span style="color:red"><b>Q:</b></span> Is it okay to have NaNs in the final portfolio values that the function outputs? <br><span style="color:red"><b>A:</b></span> No, you should have a real number value for every date in the final portfolio value.'''

@@ Line 76: / Line 76: @@
 ==Required, Allowed & Prohibited==
-===Required:===
+===Required===
 * Your project must be coded in Python 3.6.x.
 * Your code must run on one of the university-provided computers (e.g. buffet0.cc.gatech.edu).
@@ Line 82: / Line 82: @@
 * To read in stock data, use only the functions in util.py. Only use the API methods provided here. Do NOT modify this file. For grading, we will use our own unmodified version.
-===Allowed:===
+===Allowed===
 * You can develop your code on your personal machine, but it must also run successfully on one of the university provided machines or virtual images.
 * Your code may use standard Python libraries.
@@ Line 90: / Line 90: @@
 * To read in orders files pandas.read_csv() is allowed.
-===Prohibited:===
+===Prohibited===
 * Global variables.
 * Reading in data by any means other than the API functions in util.py or pandas.read_csv()

@@ Line 76: / Line 76: @@
 ==Required, Allowed & Prohibited==
-Required:
+===Required:===
 * Your project must be coded in Python 3.6.x.
 * Your code must run on one of the university-provided computers (e.g. buffet0.cc.gatech.edu).
@@ Line 82: / Line 82: @@
 * To read in stock data, use only the functions in util.py. Only use the API methods provided here. Do NOT modify this file. For grading, we will use our own unmodified version.
-Allowed:
+===Allowed:===
 * You can develop your code on your personal machine, but it must also run successfully on one of the university provided machines or virtual images.
 * Your code may use standard Python libraries.
@@ Line 90: / Line 90: @@
 * To read in orders files pandas.read_csv() is allowed.
-Prohibited:
+===Prohibited:===
 * Global variables.
 * Reading in data by any means other than the API functions in util.py or pandas.read_csv()

@@ Line 67: / Line 67: @@
 ** 2.0: Two test cases that evaluate impact only (commission = 0)
 ** 1.0: One test case with non-zero commission and impact.
 ==Required, Allowed & Prohibited==

@@ Line 50: / Line 50: @@
 ==Rubric==
-===Report==
+===Report===
 No report

← Older revision		Revision as of 01:25, 6 February 2020
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	==What to turn in==		==What to turn in==
		+
		+	Be sure to follow these instructions diligently!
		+
		+	Via Canvas, submit as attachment (no zip files; refer to schedule for deadline):
		+
		+	* Project 5: Marketsim
		+	** Your code as <tt>marketsim.py</tt> (only the function <tt>compute_portvals()</tt> will be tested)
		+
		+	Unlimited resubmissions are allowed up to the deadline for the project.

	==Rubric==		==Rubric==