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jmerle / imc-prosperity-2-backtester

Backtester for IMC Prosperity 2 algorithms
MIT License
52 stars 23 forks source link

Added feature #2

Closed JasonMendoza2008 closed 7 months ago

JasonMendoza2008 commented 7 months ago

Serialized string correctly passed through

JasonMendoza2008 commented 7 months ago

Some weird refactoring happened automatically because of my IDE, sorry for the noise it introduces if you wanna read through the changes (very few of them though)

jmerle commented 7 months ago

In my opinion backtests on multiple days should run in isolation, as that more accurately reflects end-of-round simulations on the Prosperity website (which runs on 10k iterations of a single day, without knowledge of what happened on days before that). Therefore, I'm not merging this PR.