[et_pb_section fb_built=”1″ _builder_version=”4.4.5″][et_pb_row _builder_version=”4.4.5″][et_pb_column type=”4_4″ _builder_version=”4.4.5″][et_pb_text _builder_version=”4.9.7″ header_font=”|700||on|||||”]<\/p>\n
[\/et_pb_text][\/et_pb_column][\/et_pb_row][et_pb_row _builder_version=”4.4.5″][et_pb_column type=”4_4″ _builder_version=”4.4.5″][et_pb_text _builder_version=”4.9.4″ header_2_font=”|||on|on||||”]<\/p>\n
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.<\/span><\/p>\n [\/et_pb_text][\/et_pb_column][\/et_pb_row][et_pb_row _builder_version=”4.4.5″][et_pb_column type=”4_4″ _builder_version=”4.4.5″][et_pb_text _builder_version=”4.9.7″ header_2_font=”|||on|on||||”]<\/p>\n In this project, you will create a market simulator that accepts trading orders and keeps track of a portfolio\u2019s value over time.<\/span> It also then assesses the performance of that portfolio.<\/span> <\/span>You will submit the code for the project in <\/span>Gradescope<\/span> SUBMISSION<\/span>. There is no report associated with this project<\/span>.<\/span><\/span>\u00a0<\/span><\/p>\n [\/et_pb_text][\/et_pb_column][\/et_pb_row][et_pb_row _builder_version=”4.9.7″ _module_preset=”default”][et_pb_column type=”4_4″ _builder_version=”4.9.7″ _module_preset=”default”][et_pb_text _builder_version=”4.9.7″ _module_preset=”default”]<\/p>\n To make it easier to get started on the project and focus on the concepts involved, you will be given a starter framework. This framework assumes you have already set up the <\/span>local environment<\/span><\/a> and <\/span>ML4T Software<\/span><\/a>. The framework for Project 5 can be obtained from: Marketsim_2021Summer.zip<\/a>.<\/span>\u00a0<\/span><\/p>\n Extract its contents into the base directory (e.g., ML4T_2021Summer). This will add a new folder called \u201cmarketsim\u201d to the course directly structure.<\/span>\u00a0<\/span><\/p>\n [\/et_pb_text][et_pb_image src=”http:\/\/lucylabs.gatech.edu\/ml4t\/wp-content\/uploads\/2021\/06\/market_sim_dir-1.png” title_text=”market_sim_dir” align=”center” _builder_version=”4.9.7″ _module_preset=”default”][\/et_pb_image][et_pb_text _builder_version=”4.9.7″ _module_preset=”default”]<\/p>\n Within the marketsim folder are one directory and two files:<\/p>\n [\/et_pb_text][\/et_pb_column][\/et_pb_row][et_pb_row _builder_version=”4.4.5″][et_pb_column type=”4_4″ _builder_version=”4.4.5″][et_pb_text _builder_version=”4.9.7″ header_2_font=”|||on|on||||”]<\/p>\n Your job is to implement your market simulator as a function,\u00a0compute_portvals()\u00a0that returns a DataFrame with one column. You should implement it within the file\u00a0marketsim.py. It should adhere to the following API:<\/p>\n [\/et_pb_text][et_pb_dmb_code_snippet code=”ZGVmIGNvbXB1dGVfcG9ydHZhbHMob3JkZXJzX2ZpbGUgPSAiLi9vcmRlcnMvb3JkZXJzLmNzdiIsIHN0YXJ0X3ZhbCA9IDEwMDAwMDAsIGNvbW1pc3Npb24gPSA5Ljk1LCBpbXBhY3QgPSAwLjAwNSk6CiAgICAjIFRPRE86IFlvdXIgY29kZSBoZXJlCiAgICByZXR1cm4gcG9ydHZhbHM=” language=”python” _builder_version=”4.9.7″]ZGVmIGNvbXB1dGVfcG9ydHZhbHMob3JkZXJzX2ZpbGUgPSAiLi9vcmRlcnMvb3JkZXJzLmNzdiIsIHN0YXJ0X3ZhbCA9IDEwMDAwMDAsIGNvbW1pc3Npb24gPSA5Ljk1LCBpbXBhY3QgPSAwLjAwNSk6CiAgICAjIFRPRE86IFlvdXIgY29kZSBoZXJlCiAgICByZXR1cm4gcG9ydHZhbHM=[\/et_pb_dmb_code_snippet][et_pb_text _builder_version=”4.9.7″ _module_preset=”default” header_2_font=”|||on|on||||”]<\/p>\n The start date and end date of the simulation are the first and last dates with orders in the\u00a0orders_file. The arguments are as follows:<\/p>\n Return the result (portvals) as a single-column\u00a0pandas.DataFrame\u00a0(column name does not matter), containing the value of the portfolio for each trading day in the first column from\u00a0start_date\u00a0to\u00a0end_date, inclusive.<\/p>\n The files containing orders are CSV files with the following columns:<\/p>\n <\/p>\n For example:<\/p>\n [\/et_pb_text][et_pb_dmb_code_snippet code=”RGF0ZSxTeW1ib2wsT3JkZXIsU2hhcmVzCjIwMDgtMTItMyxBQVBMLEJVWSwxMzAKMjAwOC0xMi04LEFBUEwsU0VMTCwxMzAKMjAwOC0xMi01LElCTSxCVVksNTA=” _builder_version=”4.9.7″]RGF0ZSxTeW1ib2wsT3JkZXIsU2hhcmVzCjIwMDgtMTItMyxBQVBMLEJVWSwxMzAKMjAwOC0xMi04LEFBUEwsU0VMTCwxMzAKMjAwOC0xMi01LElCTSxCVVksNTA=[\/et_pb_dmb_code_snippet][et_pb_text _builder_version=”4.9.7″ _module_preset=”default”]<\/p>\n Your simulator should calculate the total value of the portfolio for each day using\u00a0adjusted closing prices<\/strong>. The value for each day is cash plus the current value of equities. The resulting data frame should contain values like this:<\/p>\n [\/et_pb_text][et_pb_dmb_code_snippet code=”MjAwOC0xMi0zIDEwMDAwMDAKMjAwOC0xMi00IDk5OTQxOC45MAoyMDA4LTEyLTUgOTk5NzU0LjMwCi4uLg==” _builder_version=”4.9.7″ hover_enabled=”0″ sticky_enabled=”0″]MjAwOC0xMi0zIDEwMDAwMDAKMjAwOC0xMi00IDk5OTQxOC45MAoyMDA4LTEyLTUgOTk5NzU0LjMwCi4uLg==[\/et_pb_dmb_code_snippet][et_pb_text _builder_version=”4.9.7″ _module_preset=”default”]<\/p>\n How It Should Work<\/strong><\/p>\n Your code should keep account of how many shares of each stock are in the portfolio on each day and how much cash is available on each day. Note that negative shares and negative cash are possible. Negative shares mean that the portfolio is in a short position for that stock. Negative cash means that you\u2019ve borrowed money from the broker.<\/p>\n When a BUY order occurs, you should add the appropriate number of shares to the count for that stock and subtract the appropriate cost of the shares from the cash account. The cost should be determined using the adjusted close price for that stock on that day.<\/p>\n When a SELL order occurs, it works in reverse: You should subtract the number of shares from the count and add to the cash account.<\/p>\n Evaluation<\/strong><\/p>\n We will evaluate your code by calling\u00a0compute_portvals()\u00a0with multiple test cases. No other function in your code will be called by us, so do not depend on \u201cmain\u201d code being called. Do not depend on global variables.<\/p>\n \u00a0For debugging purposes, you should write your own additional helper function to call\u00a0compute_portvals()\u00a0with your own test cases. We suggest that you report the following factors:<\/p>\n [\/et_pb_text][et_pb_text _builder_version=”4.9.7″ _module_preset=”default”]<\/p>\n Note:<\/em><\/strong> We strongly encourage you to get the basic simulator working before you implement the transaction cost and market impact components of this project. Ok, now on to transaction costs.<\/p>\n Transaction costs are an important consideration for investing strategy. Transaction costs include things like commissions, slippage, market impact, and tax considerations. High transaction costs encourage less frequent trading, and accordingly a search for strategies that payout over longer periods of time rather than just intraday or over several days. For this project, we will consider two components of transaction cost: Commissions and market impact.<\/p>\n Both penalties should be applied for EACH <\/strong>transaction, for instance, depending on the parameter settings, a complete entry and exit will cost 2 * $9.95, plus 0.5% of the entry price and 0.5% of the exit price.<\/p>\n [\/et_pb_text][et_pb_text _builder_version=”4.9.7″ _module_preset=”default”]<\/p>\n You should implement a function called\u00a0author()\u00a0that returns your Georgia Tech user ID as a string. This is the ID you use to log into Canvas. It is not your 9 digit student number. Here is an example of how you might implement author():<\/p>\n [\/et_pb_text][et_pb_dmb_code_snippet code=”ZGVmIGF1dGhvcigpOgoJcmV0dXJuICd0YjM0JyAjIHJlcGxhY2UgdGIzNCB3aXRoIHlvdXIgR2VvcmdpYSBUZWNoIHVzZXJuYW1lLg==” language=”python” _builder_version=”4.9.7″]ZGVmIGF1dGhvcigpOgoJcmV0dXJuICd0YjM0JyAjIHJlcGxhY2UgdGIzNCB3aXRoIHlvdXIgR2VvcmdpYSBUZWNoIHVzZXJuYW1lLg==[\/et_pb_dmb_code_snippet][et_pb_text _builder_version=”4.9.7″ _module_preset=”default”]<\/p>\n And here\u2019s an example of how it could be called from a testing program:<\/span><\/p>\n [\/et_pb_text][et_pb_dmb_code_snippet code=”aW1wb3J0IG1hcmtldHNpbSBhcyBtcwpwcmludChtcy5hdXRob3IoKSk=” language=”python” _builder_version=”4.9.7″]aW1wb3J0IG1hcmtldHNpbSBhcyBtcwpwcmludChtcy5hdXRob3IoKSk=[\/et_pb_dmb_code_snippet][et_pb_text _builder_version=”4.9.7″ _module_preset=”default”]<\/p>\n [\/et_pb_text][\/et_pb_column][\/et_pb_row][et_pb_row _builder_version=”4.4.5″][et_pb_column type=”4_4″ _builder_version=”4.4.5″][et_pb_text _builder_version=”4.9.7″ header_2_font=”|||on|on||||”]<\/p>\n Your project must be coded in Python 3.6. and run in the Gradescope SUBMISSION environment.<\/p>\n When utilizing any of the example order files, the code must run in less than 10 seconds per test case.<\/p>\n Use only the functions in util.py to read in stock data. Only use the API methods provided in that file. Please note that util.py is considered part of the environment and should not be moved, modified, or copied. For grading, we will use our own unmodified version<\/p>\n You should use pandas\u2019 read_csv function to read the orders files.<\/p>\n The \u201csecret\u201d regarding leverage and a \u201csecret date\u201d discussed in the YouTube lecture do not apply and should be ignored.<\/p>\n Note: The Sharpe ratio uses the sample standard deviation.\u00a0<\/p>\n [\/et_pb_text][et_pb_text _builder_version=”4.9.7″ _module_preset=”default” header_2_font=”|||on|on||||”]<\/p>\n Here is a video outlining an approach to solving this problem [YouTube video<\/a>].<\/p>\n Hint, use code like this to read in the orders file:<\/p>\n In terms of execution prices, you should assume you get the adjusted close<\/strong> price for the day of the trade.<\/p>\n [\/et_pb_text][et_pb_text _builder_version=”4.9.4″ _module_preset=”default” text_font=”||||||||” header_font=”||||||||” header_2_font=”|||on|on||||”]<\/p>\n There is no report associated with this assignment.<\/p>\n [\/et_pb_text][\/et_pb_column][\/et_pb_row][et_pb_row _builder_version=”4.4.5″][et_pb_column type=”4_4″ _builder_version=”4.4.5″][et_pb_text _builder_version=”4.9.7″ header_2_font=”|||on|on||||”]<\/p>\n To test your code, you can modify the provided test_code() function in the marketsim.py file. You are encouraged to perform any unit tests necessary to instill confidence that the generated datasets will produce the desired learner results.<\/p>\n Additionally, we have provided the grade_marketsim.py file that can be used for your tests. This file is the same script that will be run when the code is submitted to Gradescope TESTING. This file is not a complete test suite and does not match the more stringent private grader that is used in Gradescope SUBMISSION. To run and test that the file will run from within the marketsim directory, use the command:<\/p>\n [\/et_pb_text][et_pb_dmb_code_snippet code=”UFlUSE9OUEFUSD0uLi86LiBweXRob24gZ3JhZGVfbWFya2V0c2ltLnB5IA==” _builder_version=”4.9.7″]UFlUSE9OUEFUSD0uLi86LiBweXRob24gZ3JhZGVfbWFya2V0c2ltLnB5IA==[\/et_pb_dmb_code_snippet][et_pb_text _builder_version=”4.9.7″ _module_preset=”default”]<\/p>\n You are encouraged to submit your files to Gradescope TESTING, where some basic pre-validation tests will be performed against the code. Gradescope TESTING does not grade your assignment. No credit will be given for coding assignment fails in Gradescope SUBMISSION that has also failed to pass this pre-validation in Gradescope TESTING.<\/p>\n You are allowed unlimited resubmissions to Gradescope TESTING. Please refer to the Gradescope Instructions<\/a> for more information.<\/p>\n Example orders files are available in the orders subdirectory. You can use these for additional testing.<\/p>\n Here are some additional test cases:<\/p>\n [\/et_pb_text][et_pb_text _builder_version=”4.9.7″ _module_preset=”default”]<\/p>\n Here is a very, very short example that you can use to check your code. Starting conditions:<\/p>\n [\/et_pb_text][et_pb_dmb_code_snippet code=”c3RhcnRfdmFsID0gMTAwMDAwMA==” _builder_version=”4.9.7″]c3RhcnRfdmFsID0gMTAwMDAwMA==[\/et_pb_dmb_code_snippet][et_pb_text _builder_version=”4.9.7″ _module_preset=”default”]<\/p>\n For the orders file <\/span>orders-short.csv<\/tt>, the orders are:<\/span><\/p>\n [\/et_pb_text][et_pb_dmb_code_snippet code=”RGF0ZSxTeW1ib2wsT3JkZXIsU2hhcmVzCjIwMTEtMDEtMDUsQUFQTCxCVVksMTUwMAoyMDExLTAxLTIwLEFBUEwsU0VMTCwxNTAw” _builder_version=”4.9.7″ _module_preset=”default”]RGF0ZSxTeW1ib2wsT3JkZXIsU2hhcmVzCjIwMTEtMDEtMDUsQUFQTCxCVVksMTUwMAoyMDExLTAxLTIwLEFBUEwsU0VMTCwxNTAw[\/et_pb_dmb_code_snippet][et_pb_text _builder_version=”4.9.7″ _module_preset=”default”]<\/p>\n The daily value of the portfolio (spaces added to help things line up):<\/span><\/p>\n [\/et_pb_text][et_pb_dmb_code_snippet code=”MjAxMS0wMS0wNSAgICAgOTk3NDk1Ljc3NQoyMDExLTAxLTA2ICAgICA5OTcwOTAuNzc1CjIwMTEtMDEtMDcgICAgMTAwMDY2MC43NzUKMjAxMS0wMS0xMCAgICAxMDEwMTI1Ljc3NQoyMDExLTAxLTExICAgIDEwMDg5MTAuNzc1CjIwMTEtMDEtMTIgICAgMTAxMzA2NS43NzUKMjAxMS0wMS0xMyAgICAxMDE0OTQwLjc3NQoyMDExLTAxLTE0ICAgIDEwMTkxMjUuNzc1CjIwMTEtMDEtMTggICAgMTAwNzQyNS43NzUKMjAxMS0wMS0xOSAgICAxMDA0NzI1Ljc3NQoyMDExLTAxLTIwICAgICA5OTMwMzYuMzc1″ _builder_version=”4.9.7″ _module_preset=”default”]MjAxMS0wMS0wNSAgICAgOTk3NDk1Ljc3NQoyMDExLTAxLTA2ICAgICA5OTcwOTAuNzc1CjIwMTEtMDEtMDcgICAgMTAwMDY2MC43NzUKMjAxMS0wMS0xMCAgICAxMDEwMTI1Ljc3NQoyMDExLTAxLTExICAgIDEwMDg5MTAuNzc1CjIwMTEtMDEtMTIgICAgMTAxMzA2NS43NzUKMjAxMS0wMS0xMyAgICAxMDE0OTQwLjc3NQoyMDExLTAxLTE0ICAgIDEwMTkxMjUuNzc1CjIwMTEtMDEtMTggICAgMTAwNzQyNS43NzUKMjAxMS0wMS0xOSAgICAxMDA0NzI1Ljc3NQoyMDExLTAxLTIwICAgICA5OTMwMzYuMzc1[\/et_pb_dmb_code_snippet][et_pb_text _builder_version=”4.9.7″ _module_preset=”default”]<\/p>\n For reference, here are the <\/span>adjusted close<\/b> values for AAPL on the relevant days:<\/span><\/p>\n [\/et_pb_text][et_pb_dmb_code_snippet code=”ICAgICAgICAgICAgICBBQVBMCjIwMTEtMDEtMDUgIDMzMi41NwoyMDExLTAxLTA2ICAzMzIuMzAKMjAxMS0wMS0wNyAgMzM0LjY4CjIwMTEtMDEtMTAgIDM0MC45OQoyMDExLTAxLTExICAzNDAuMTgKMjAxMS0wMS0xMiAgMzQyLjk1CjIwMTEtMDEtMTMgIDM0NC4yMAoyMDExLTAxLTE0ICAzNDYuOTkKMjAxMS0wMS0xOCAgMzM5LjE5CjIwMTEtMDEtMTkgIDMzNy4zOQoyMDExLTAxLTIwICAzMzEuMjY=” _builder_version=”4.9.7″ _module_preset=”default”]ICAgICAgICAgICAgICBBQVBMCjIwMTEtMDEtMDUgIDMzMi41NwoyMDExLTAxLTA2ICAzMzIuMzAKMjAxMS0wMS0wNyAgMzM0LjY4CjIwMTEtMDEtMTAgIDM0MC45OQoyMDExLTAxLTExICAzNDAuMTgKMjAxMS0wMS0xMiAgMzQyLjk1CjIwMTEtMDEtMTMgIDM0NC4yMAoyMDExLTAxLTE0ICAzNDYuOTkKMjAxMS0wMS0xOCAgMzM5LjE5CjIwMTEtMDEtMTkgIDMzNy4zOQoyMDExLTAxLTIwICAzMzEuMjY=[\/et_pb_dmb_code_snippet][et_pb_text _builder_version=”4.9.7″ _module_preset=”default”]<\/p>\n The full results:<\/span><\/p>\n [\/et_pb_text][et_pb_dmb_code_snippet code=”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” _builder_version=”4.9.7″ _module_preset=”default”]RGF0YSBSYW5nZTogMjAxMS0wMS0wNSAwMDowMDowMCB0byAyMDExLTAxLTIwIDAwOjAwOjAwCgpTaGFycGUgUmF0aW8gb2YgRnVuZDogLTEuMDAwMTUwMjUzNjMKU2hhcnBlIFJhdGlvIG9mICRTUFg6IDAuODgyMTY4Njc5Nzc2CgpDdW11bGF0aXZlIFJldHVybiBvZiBGdW5kOiAtMC4wMDQ0NzA1OTUzNzY3MQpDdW11bGF0aXZlIFJldHVybiBvZiAkU1BYOiAwLjAwMjg5ODQxNDQ4ODk0CgpTdGFuZGFyZCBEZXZpYXRpb24gb2YgRnVuZDogMC4wMDY3ODA3MzI3NDQ1OApTdGFuZGFyZCBEZXZpYXRpb24gb2YgJFNQWDogMC4wMDU0NDkzMzUyMTk5MQoKQXZlcmFnZSBEYWlseSBSZXR1cm4gb2YgRnVuZDogLTAuMDAwNDI3MjEwMTkzMzA4CkF2ZXJhZ2UgRGFpbHkgUmV0dXJuIG9mICRTUFg6IDAuMDAwMzAyODI3MjA1NTQ3CgpGaW5hbCBQb3J0Zm9saW8gVmFsdWU6IDk5MzAzNi4zNzU=[\/et_pb_dmb_code_snippet][et_pb_text _builder_version=”4.9.7″ _module_preset=”default”]<\/p>\n We provide an example, orders.csv<\/tt> that you can use to test your code, and compare with others. All of these runs assume a starting portfolio of 1000000 ($1M).<\/p>\n [\/et_pb_text][et_pb_dmb_code_snippet code=”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” _builder_version=”4.9.7″ _module_preset=”default”]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[\/et_pb_dmb_code_snippet][et_pb_text _builder_version=”4.9.7″ _module_preset=”default”]<\/p>\n The other sample file is orders2.csv<\/tt> that you can use to test your code and compare with others.<\/p>\n [\/et_pb_text][et_pb_dmb_code_snippet code=”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” _builder_version=”4.9.7″ _module_preset=”default”]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[\/et_pb_dmb_code_snippet][et_pb_text _builder_version=”4.9.7″ _module_preset=”default” header_2_font=”|||on|on||||”]<\/p>\n This is an individual assignment<\/strong>. All work you submit should be your own. Make sure to cite any sources you reference and use quotes and in-line citations to mark any direct quotes. Citations within the code should be captured as comments.<\/p>\nAbout The Project<\/h2>\n
Starter Code<\/h2>\n
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The local grading \/ pre-validation script. This is the same script that will be executed in the Gradescope TESTING Environment<\/li>\n
Student implementations will replace your compute_portvals() function within this file, modifying or replacing the existing stub code the is provided in the file.<\/li>\n
A director that contains several order files that can be used with this project.<\/li>\n<\/ul>\nTask & Requirements<\/h2>\n
Part 1: Basic simulator (90 points)<\/h3>\n
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Part 2: Transaction Costs (10 points)<\/h3>\n
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Part 3: Implement author() function (deduction if not implemented)<\/h3>\n
Technical Requirements<\/h2>\n
Hints & Resources<\/h2>\n
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Contents of Report<\/h2>\n
Testing<\/h2>\n
Additional Example Tests\/Checks (Orders File Code Check Examples)<\/h3>\n
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Short Code Check Example<\/h3>\n
More Comprehensive Examples<\/span><\/h3>\n
orders.csv<\/tt><\/span><\/h4>\n
orders2.csv<\/tt><\/span><\/h4>\n
Submission Instructions<\/h2>\n