Difference between revisions of "Spring 2020 Project 5: Marketsim"
Jump to navigation
Jump to search
(→Tasks) |
|||
| Line 38: | Line 38: | ||
==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== | ||
Revision as of 21:25, 5 February 2020
Contents
Due Date
03/08/2020 11:59PM Anywhere on Earth time
Revisions
This assignment is subject to change up until 3 weeks prior to the due date. We do not anticipate changes; any changes will be logged in this section.
Overview
In this project you will create a market simulator that accepts trading orders and keeps track of a portfolio's value over time and then assesses the performance of that portfolio.
Template
Instructions:
- Download the appropriate zip file File:20Spring marketsim.zip
- Implement the compute_portvals() function in the file marketsim/marketsim.py.
- The grading script is marketsim/grade_marketsim.py. For more details see here: ML4T_Software_Setup#Running_the_grading_scripts
Tasks
Part 1: Basic simulator (90 points)
How It Should Work
Evaluation
Part 2: Transaction Costs (10 points)
Part 3: Implement author() function (deduction if not implemented)
Short Code Check Example
More Comprehensive Examples
Hints
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 marketsim.py (only the function compute_portvals() will be tested)
Unlimited resubmissions are allowed up to the deadline for the project.
