[et_pb_section fb_built=”1″ admin_label=”Section” _builder_version=”4.10.4″ global_colors_info=”{}”][et_pb_row admin_label=”Project Title” _builder_version=”4.4.5″ global_colors_info=”{}”][et_pb_column type=”4_4″ _builder_version=”4.4.5″ global_colors_info=”{}”][et_pb_text _builder_version=”4.11.1″ header_font=”|700||on|||||” global_colors_info=”{}”]<\/p>\n
[\/et_pb_text][\/et_pb_column][\/et_pb_row][et_pb_row use_custom_gutter=”on” gutter_width=”1″ admin_label=”row” _builder_version=”4.4.1″ background_size=”initial” background_position=”top_left” background_repeat=”repeat” width=”100%” custom_padding=”0px||0px||false|false” global_colors_info=”{}”][et_pb_column type=”4_4″ _builder_version=”4.4.1″ global_colors_info=”{}”][et_pb_divider color=”#eeeeee” divider_position=”center” divider_weight=”3px” _builder_version=”4.4.1″ width=”25%” custom_padding=”30px||30px||true|false” global_colors_info=”{}”][\/et_pb_divider][et_pb_blurb title=”Table of Contents” use_icon=”on” font_icon=”h||divi||400″ icon_color=”rgba(0,0,0,0.05)” icon_placement=”left” image_icon_width=”100px” content_max_width=”100%” _builder_version=”4.13.0″ header_level=”h2″ header_font_size=”26px” height=”38px” icon_font_size=”100px” global_colors_info=”{}”][\/et_pb_blurb][et_pb_blurb title=”Overview” use_icon=”on” font_icon=”$||divi||400″ icon_color=”#000000″ image_icon_background_color=”#FFFFFF” icon_placement=”left” image_icon_width=”16px” content_max_width=”100%” _builder_version=”4.14.7″ header_font_size=”16px” header_line_height=”2em” image_icon_custom_padding=”8px|8px|8px|8px|false|false” custom_margin=”|||118px|false|false” custom_padding=”10px|||0px|false|false” link_option_url=”#overview” border_radii_image=”on|100%|100%|100%|100%” border_width_all_image=”2px” border_color_all_image=”#000000″ icon_font_size=”16px” use_circle=”on” use_circle_border=”on” circle_border_color=”#b856c7″ circle_color=”#FFFFFF” global_colors_info=”{}” font_icon__hover_enabled=”on|hover” font_icon__hover=”"||divi||400″ custom_padding__hover=”|||10px|false|false” custom_padding__hover_enabled=”on|hover” image_icon_background_color__sticky_enabled=”#7EBEC5″ image_icon_background_color__sticky=”#7EBEC5″][\/et_pb_blurb][et_pb_blurb title=”About the Project” use_icon=”on” font_icon=”$||divi||400″ icon_color=”#000000″ image_icon_background_color=”#FFFFFF” icon_placement=”left” image_icon_width=”16px” content_max_width=”100%” _builder_version=”4.14.7″ header_font_size=”16px” header_line_height=”2em” image_icon_custom_padding=”8px|8px|8px|8px|false|false” custom_margin=”|||118px|false|false” custom_padding=”10px|||0px|false|false” link_option_url=”#about” border_radii_image=”on|100%|100%|100%|100%” border_width_all_image=”2px” border_color_all_image=”#000000″ icon_font_size=”16px” use_circle=”on” use_circle_border=”on” circle_border_color=”#b856c7″ circle_color=”#FFFFFF” global_colors_info=”{}” font_icon__hover_enabled=”on|hover” font_icon__hover=”"||divi||400″ custom_padding__hover=”|||10px|false|false” custom_padding__hover_enabled=”on|hover” image_icon_background_color__sticky_enabled=”#7EBEC5″ image_icon_background_color__sticky=”#7EBEC5″][\/et_pb_blurb][et_pb_blurb title=”Your Implementation” use_icon=”on” font_icon=”$||divi||400″ icon_color=”#000000″ image_icon_background_color=”#FFFFFF” icon_placement=”left” image_icon_width=”16px” content_max_width=”100%” _builder_version=”4.14.7″ header_font_size=”16px” header_line_height=”2em” image_icon_custom_padding=”8px|8px|8px|8px|false|false” custom_margin=”|||118px|false|false” custom_padding=”10px|||0px|false|false” link_option_url=”#implementation” border_radii_image=”on|100%|100%|100%|100%” border_width_all_image=”2px” border_color_all_image=”#000000″ icon_font_size=”16px” use_circle=”on” use_circle_border=”on” circle_border_color=”#b856c7″ circle_color=”#FFFFFF” global_colors_info=”{}” font_icon__hover_enabled=”on|hover” font_icon__hover=”"||divi||400″ custom_padding__hover=”|||10px|false|false” custom_padding__hover_enabled=”on|hover” image_icon_background_color__sticky_enabled=”#7EBEC5″ image_icon_background_color__sticky=”#7EBEC5″][\/et_pb_blurb][et_pb_blurb title=”Contents of Report” use_icon=”on” font_icon=”$||divi||400″ icon_color=”#000000″ image_icon_background_color=”#FFFFFF” icon_placement=”left” image_icon_width=”16px” content_max_width=”100%” _builder_version=”4.14.7″ header_font_size=”16px” header_line_height=”2em” image_icon_custom_padding=”8px|8px|8px|8px|false|false” custom_margin=”|||118px|false|false” custom_padding=”10px|||0px|false|false” link_option_url=”#report” border_radii_image=”on|100%|100%|100%|100%” border_width_all_image=”2px” border_color_all_image=”#000000″ icon_font_size=”16px” use_circle=”on” use_circle_border=”on” circle_border_color=”#b856c7″ circle_color=”#FFFFFF” global_colors_info=”{}” font_icon__hover_enabled=”on|hover” font_icon__hover=”"||divi||400″ custom_padding__hover=”|||10px|false|false” custom_padding__hover_enabled=”on|hover” image_icon_background_color__sticky_enabled=”#7EBEC5″ image_icon_background_color__sticky=”#7EBEC5″][\/et_pb_blurb][et_pb_blurb title=”Testing Recommendations” use_icon=”on” font_icon=”$||divi||400″ icon_color=”#000000″ image_icon_background_color=”#FFFFFF” icon_placement=”left” image_icon_width=”16px” content_max_width=”100%” _builder_version=”4.14.7″ header_font_size=”16px” header_line_height=”2em” image_icon_custom_padding=”8px|8px|8px|8px|false|false” custom_margin=”|||118px|false|false” custom_padding=”10px|||0px|false|false” link_option_url=”#testing” border_radii_image=”on|100%|100%|100%|100%” border_width_all_image=”2px” border_color_all_image=”#000000″ icon_font_size=”16px” use_circle=”on” use_circle_border=”on” circle_border_color=”#b856c7″ circle_color=”#FFFFFF” global_colors_info=”{}” font_icon__hover_enabled=”on|hover” font_icon__hover=”"||divi||400″ custom_padding__hover=”|||10px|false|false” custom_padding__hover_enabled=”on|hover” image_icon_background_color__sticky_enabled=”#7EBEC5″ image_icon_background_color__sticky=”#7EBEC5″][\/et_pb_blurb][et_pb_blurb title=”Submission Requirements” use_icon=”on” font_icon=”$||divi||400″ icon_color=”#000000″ image_icon_background_color=”#FFFFFF” icon_placement=”left” image_icon_width=”16px” content_max_width=”100%” _builder_version=”4.14.7″ header_font_size=”16px” header_line_height=”2em” image_icon_custom_padding=”8px|8px|8px|8px|false|false” custom_margin=”|||118px|false|false” custom_padding=”10px|||0px|false|false” link_option_url=”#submission” border_radii_image=”on|100%|100%|100%|100%” border_width_all_image=”2px” border_color_all_image=”#000000″ icon_font_size=”16px” use_circle=”on” use_circle_border=”on” circle_border_color=”#b856c7″ circle_color=”#FFFFFF” global_colors_info=”{}” font_icon__hover_enabled=”on|hover” font_icon__hover=”"||divi||400″ custom_padding__hover=”|||10px|false|false” custom_padding__hover_enabled=”on|hover” image_icon_background_color__sticky_enabled=”#7EBEC5″ image_icon_background_color__sticky=”#7EBEC5″][\/et_pb_blurb][et_pb_blurb title=”Grading Information” use_icon=”on” font_icon=”$||divi||400″ icon_color=”#000000″ image_icon_background_color=”#FFFFFF” icon_placement=”left” image_icon_width=”16px” content_max_width=”100%” _builder_version=”4.14.7″ header_font_size=”16px” header_line_height=”2em” image_icon_custom_padding=”8px|8px|8px|8px|false|false” custom_margin=”|||118px|false|false” custom_padding=”10px|||0px|false|false” link_option_url=”#grading” border_radii_image=”on|100%|100%|100%|100%” border_width_all_image=”2px” border_color_all_image=”#000000″ icon_font_size=”16px” use_circle=”on” use_circle_border=”on” circle_border_color=”#b856c7″ circle_color=”#FFFFFF” global_colors_info=”{}” font_icon__hover_enabled=”on|hover” font_icon__hover=”"||divi||400″ custom_padding__hover=”|||10px|false|false” custom_padding__hover_enabled=”on|hover” image_icon_background_color__sticky_enabled=”#7EBEC5″ image_icon_background_color__sticky=”#7EBEC5″][\/et_pb_blurb][et_pb_blurb title=”Development Guidelines” use_icon=”on” font_icon=”$||divi||400″ icon_color=”#000000″ image_icon_background_color=”#FFFFFF” icon_placement=”left” image_icon_width=”16px” content_max_width=”100%” _builder_version=”4.14.7″ header_font_size=”16px” header_line_height=”2em” image_icon_custom_padding=”8px|8px|8px|8px|false|false” custom_margin=”|||118px|false|false” custom_padding=”10px|||0px|false|false” link_option_url=”#guidelines” border_radii_image=”on|100%|100%|100%|100%” border_width_all_image=”2px” border_color_all_image=”#000000″ icon_font_size=”16px” use_circle=”on” use_circle_border=”on” circle_border_color=”#b856c7″ circle_color=”#FFFFFF” global_colors_info=”{}” font_icon__hover_enabled=”on|hover” font_icon__hover=”"||divi||400″ custom_padding__hover=”|||10px|false|false” custom_padding__hover_enabled=”on|hover” image_icon_background_color__sticky_enabled=”#7EBEC5″ image_icon_background_color__sticky=”#7EBEC5″][\/et_pb_blurb][et_pb_divider color=”#eeeeee” divider_position=”center” divider_weight=”3px” _builder_version=”4.4.1″ width=”25%” custom_padding=”30px||30px||true|false” global_colors_info=”{}”][\/et_pb_divider][\/et_pb_column][\/et_pb_row][et_pb_row admin_label=”Revisions” _builder_version=”4.4.5″ global_colors_info=”{}”][et_pb_column type=”4_4″ _builder_version=”4.4.5″ global_colors_info=”{}”][et_pb_text admin_label=”Text” _builder_version=”4.14.9″ hover_enabled=”0″ global_colors_info=”{}” sticky_enabled=”0″]<\/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 01 Feb 2022<\/span><\/p>\n 16 Feb 2022<\/span><\/p>\n [\/et_pb_text][\/et_pb_column][\/et_pb_row][et_pb_row admin_label=”1 Overview” module_id=”overview” _builder_version=”4.14.7″ global_colors_info=”{}”][et_pb_column type=”4_4″ _builder_version=”4.4.5″ global_colors_info=”{}”][et_pb_text _builder_version=”4.14.8″ _module_preset=”default” global_colors_info=”{}”]<\/p>\n In this assignment, you <\/span>implement <\/span>two strategies and compare their performance. One strategy is a manual strategy, where you will develop the trading rules. The other is a strategy learner, which will develop the trading rules using artificial intelligence. <\/span>You will submit the code for the project in <\/span>Gradescope<\/span> SUBMISSION. <\/span>You will also submit a report to Canvas<\/span>.<\/span><\/span>\u00a0<\/span><\/p>\n [\/et_pb_text][et_pb_text admin_label=”1.1 Learning Objectives” _builder_version=”4.11.1″ global_colors_info=”{}”]<\/p>\n This project builds on the work of several earlier projects. The specific learning objectives for this assignment are focused on the following areas:<\/span>\u00a0<\/span><\/p>\n [\/et_pb_text][\/et_pb_column][\/et_pb_row][et_pb_row admin_label=”2 About The Project” module_id=”about” _builder_version=”4.14.7″ global_colors_info=”{}”][et_pb_column type=”4_4″ _builder_version=”4.4.5″ global_colors_info=”{}”][et_pb_text _builder_version=”4.11.1″ global_colors_info=”{}”]<\/p>\n I<\/span>n this project, you will <\/span>select a minimum of three and a maximum of all five indicators from Project 6 and use the same indicators in a manual and strategy learner.<\/span><\/span>\u00a0<\/span><\/p>\n [\/et_pb_text][et_pb_text admin_label=”2.1 Indicator Selection” _builder_version=”4.14.7″ global_colors_info=”{}”]<\/p>\n [\/et_pb_text][et_pb_text admin_label=”2.2 Implement a Manual Strategy” _builder_version=”4.14.7″ global_colors_info=”{}”]<\/p>\n [\/et_pb_text][et_pb_text admin_label=”2.3 Implement a Strategy Learner” _builder_version=”4.14.4″ global_colors_info=”{}”]<\/p>\n You must draw on the learners you have created so far in the course. Your choices are:<\/span>\u00a0<\/span><\/p>\n Regardless of your choice above, your learner should work in the following way:<\/span>\u00a0<\/span><\/p>\n Your learner should return a trades DataFrame like it did in the last project. Here are some important requirements: Your testPolicy() method should be much faster than your add_evidence() method. The timeout requirements (see rubric) will be set accordingly. Multiple calls to your testPolicy() method should return exactly the same result.<\/span>\u00a0<\/span><\/p>\n [\/et_pb_text][et_pb_text admin_label=”2.4 Overall Considerations” _builder_version=”4.11.1″ global_colors_info=”{}”]<\/p>\n Overall, your tasks for this project include:<\/span>\u00a0<\/span><\/p>\n Write a report describing your <\/span>Manual Strategy<\/span><\/b>, <\/span>Strategy Learner,<\/span><\/b> and <\/span>Experiments<\/span><\/b>.<\/span>\u00a0<\/span><\/p>\n [\/et_pb_text][\/et_pb_column][\/et_pb_row][et_pb_row admin_label=”3 Your Implementation” module_id=”implementation” _builder_version=”4.14.7″ global_colors_info=”{}”][et_pb_column type=”4_4″ _builder_version=”4.4.5″ global_colors_info=”{}”][et_pb_text _builder_version=”4.11.1″ global_colors_info=”{}”]<\/p>\n Before the deadline, make sure to pre-validate your submission using <\/span>Gradescope<\/span> TESTING. Once you are satisfied with the results in testing, submit the code to <\/span>Gradescope<\/span> SUBMISSION. <\/span><\/span>Only code submitted to <\/span>Gradescope<\/span> SUBMISSION will be graded<\/span>.<\/span> If you submit your code to <\/span>Gradescope<\/span> TESTING and have not also <\/span>submitted your code to <\/span>Gradescope<\/span> <\/span>SUBMISSION, you will receive a zero (0).<\/span><\/span>\u00a0<\/span><\/strong><\/p>\n [\/et_pb_text][et_pb_text admin_label=”3.1 Getting Started” _builder_version=”4.14.4″ _module_preset=”default” global_colors_info=”{}”]<\/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>\n
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1 Overview<\/h2>\n
1.1 Learning Objectives<\/h3>\n
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2 About the Project<\/h2>\n
2.1 Indicator Selection<\/h3>\n
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2.2 Overall Approach<\/h3>\n
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2.3 Implement a Strategy Learner<\/h3>\n
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2.4 Overall Considerations<\/span><\/h3>\n
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3 Your Implementation<\/h2>\n
3.1 Getting Started<\/h3>\n