This simulator is similar to a simple paper trading simulator in that the trades are assumed to have no impact on the data. At the moment, the trades are only made on the level one bids and asks.
The simulator calls a predictive model as an argument so it should be easy enough to modify the code to work with any other model. It is currently using a Dummy regressor.
This simulator is similar to a simple paper trading simulator in that the trades are assumed to have no impact on the data. At the moment, the trades are only made on the level one bids and asks.
The simulator calls a predictive model as an argument so it should be easy enough to modify the code to work with any other model. It is currently using a Dummy regressor.