[et_pb_section fb_built=”1″ admin_label=”Section” _builder_version=”4.16″ _module_preset=”default” global_colors_info=”{}” theme_builder_area=”post_content”][et_pb_row admin_label=”Project Title” _builder_version=”4.16″ _module_preset=”default” global_colors_info=”{}” theme_builder_area=”post_content”][et_pb_column type=”4_4″ _builder_version=”4.16″ _module_preset=”default” global_colors_info=”{}” theme_builder_area=”post_content”][et_pb_text _builder_version=”4.16″ _module_preset=”22f2a71d-a20e-41a1-94f1-1079e5b6f92b” header_font=”|700||on|||||” global_colors_info=”{}” theme_builder_area=”post_content”]<\/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=”4.16″ _module_preset=”default” background_size=”initial” background_position=”top_left” background_repeat=”repeat” width=”100%” custom_padding=”0px||0px||false|false” global_colors_info=”{}” theme_builder_area=”post_content”][et_pb_column type=”4_4″ _builder_version=”4.16″ _module_preset=”default” global_colors_info=”{}” theme_builder_area=”post_content”][et_pb_divider color=”#eeeeee” divider_position=”center” divider_weight=”3px” _builder_version=”4.16″ _module_preset=”default” width=”25%” custom_padding=”30px||30px||true|false” global_colors_info=”{}” theme_builder_area=”post_content”][\/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=”4.16″ _module_preset=”default” header_level=”h2″ header_font_size=”26px” height=”38px” icon_font_size=”100px” global_colors_info=”{}” theme_builder_area=”post_content”][\/et_pb_blurb][et_pb_blurb title=”Overview” use_icon=”on” font_icon=”$||divi||400″ icon_color=”#000000″ image_icon_background_color=”#FFFFFF” icon_placement=”left” image_icon_width=”16px” content_max_width=”100%” _builder_version=”4.16″ _module_preset=”default” header_font_size=”16px” header_line_height=”2em” image_icon_custom_padding=”8px|8px|8px|8px|false|false” custom_margin=”|||118px|false|false” custom_padding=”10px|||0px|false|false” link_option_url=”#overview” border_radii_image=”on|100%|100%|100%|100%” border_width_all_image=”2px” border_color_all_image=”#000000″ icon_font_size=”16px” use_circle=”on” use_circle_border=”on” circle_border_color=”#b856c7″ circle_color=”#FFFFFF” global_colors_info=”{}” font_icon__hover_enabled=”on|hover” font_icon__hover=”%22||divi||400″ custom_padding__hover=”|||10px|false|false” custom_padding__hover_enabled=”on|hover” image_icon_background_color__sticky_enabled=”#7EBEC5″ image_icon_background_color__sticky=”#7EBEC5″ theme_builder_area=”post_content”][\/et_pb_blurb][et_pb_blurb title=”About the Project” use_icon=”on” font_icon=”$||divi||400″ icon_color=”#000000″ image_icon_background_color=”#FFFFFF” icon_placement=”left” image_icon_width=”16px” content_max_width=”100%” _builder_version=”4.16″ _module_preset=”default” 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=”%22||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″ theme_builder_area=”post_content”][\/et_pb_blurb][et_pb_blurb title=”Your Implementation” use_icon=”on” font_icon=”$||divi||400″ icon_color=”#000000″ image_icon_background_color=”#FFFFFF” icon_placement=”left” image_icon_width=”16px” content_max_width=”100%” _builder_version=”4.16″ _module_preset=”default” header_font_size=”16px” header_line_height=”2em” image_icon_custom_padding=”8px|8px|8px|8px|false|false” custom_margin=”|||118px|false|false” custom_padding=”10px|||0px|false|false” link_option_url=”#implementation” border_radii_image=”on|100%|100%|100%|100%” border_width_all_image=”2px” border_color_all_image=”#000000″ icon_font_size=”16px” use_circle=”on” use_circle_border=”on” circle_border_color=”#b856c7″ circle_color=”#FFFFFF” global_colors_info=”{}” font_icon__hover_enabled=”on|hover” font_icon__hover=”%22||divi||400″ custom_padding__hover=”|||10px|false|false” custom_padding__hover_enabled=”on|hover” image_icon_background_color__sticky_enabled=”#7EBEC5″ image_icon_background_color__sticky=”#7EBEC5″ theme_builder_area=”post_content”][\/et_pb_blurb][et_pb_blurb title=”Contents of Report” use_icon=”on” font_icon=”$||divi||400″ icon_color=”#000000″ image_icon_background_color=”#FFFFFF” icon_placement=”left” image_icon_width=”16px” content_max_width=”100%” _builder_version=”4.16″ _module_preset=”default” 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=”%22||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″ theme_builder_area=”post_content”][\/et_pb_blurb][et_pb_blurb title=”Testing Recommendations” use_icon=”on” font_icon=”$||divi||400″ icon_color=”#000000″ image_icon_background_color=”#FFFFFF” icon_placement=”left” image_icon_width=”16px” content_max_width=”100%” _builder_version=”4.16″ _module_preset=”default” header_font_size=”16px” header_line_height=”2em” image_icon_custom_padding=”8px|8px|8px|8px|false|false” custom_margin=”|||118px|false|false” custom_padding=”10px|||0px|false|false” link_option_url=”#testing” border_radii_image=”on|100%|100%|100%|100%” border_width_all_image=”2px” border_color_all_image=”#000000″ icon_font_size=”16px” use_circle=”on” use_circle_border=”on” circle_border_color=”#b856c7″ circle_color=”#FFFFFF” global_colors_info=”{}” font_icon__hover_enabled=”on|hover” font_icon__hover=”%22||divi||400″ custom_padding__hover=”|||10px|false|false” custom_padding__hover_enabled=”on|hover” image_icon_background_color__sticky_enabled=”#7EBEC5″ image_icon_background_color__sticky=”#7EBEC5″ theme_builder_area=”post_content”][\/et_pb_blurb][et_pb_blurb title=”Submission Requirements” use_icon=”on” font_icon=”$||divi||400″ icon_color=”#000000″ image_icon_background_color=”#FFFFFF” icon_placement=”left” image_icon_width=”16px” content_max_width=”100%” _builder_version=”4.16″ _module_preset=”default” 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=”%22||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″ theme_builder_area=”post_content”][\/et_pb_blurb][et_pb_blurb title=”Grading Information” use_icon=”on” font_icon=”$||divi||400″ icon_color=”#000000″ image_icon_background_color=”#FFFFFF” icon_placement=”left” image_icon_width=”16px” content_max_width=”100%” _builder_version=”4.16″ _module_preset=”default” header_font_size=”16px” header_line_height=”2em” image_icon_custom_padding=”8px|8px|8px|8px|false|false” custom_margin=”|||118px|false|false” custom_padding=”10px|||0px|false|false” link_option_url=”#grading” border_radii_image=”on|100%|100%|100%|100%” border_width_all_image=”2px” border_color_all_image=”#000000″ icon_font_size=”16px” use_circle=”on” use_circle_border=”on” circle_border_color=”#b856c7″ circle_color=”#FFFFFF” global_colors_info=”{}” font_icon__hover_enabled=”on|hover” font_icon__hover=”%22||divi||400″ custom_padding__hover=”|||10px|false|false” custom_padding__hover_enabled=”on|hover” image_icon_background_color__sticky_enabled=”#7EBEC5″ image_icon_background_color__sticky=”#7EBEC5″ theme_builder_area=”post_content”][\/et_pb_blurb][et_pb_blurb title=”Development Guidelines” use_icon=”on” font_icon=”$||divi||400″ icon_color=”#000000″ image_icon_background_color=”#FFFFFF” icon_placement=”left” image_icon_width=”16px” content_max_width=”100%” _builder_version=”4.16″ _module_preset=”default” 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=”%22||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″ theme_builder_area=”post_content”][\/et_pb_blurb][et_pb_divider color=”#eeeeee” divider_position=”center” divider_weight=”3px” _builder_version=”4.16″ _module_preset=”default” width=”25%” custom_padding=”30px||30px||true|false” global_colors_info=”{}” theme_builder_area=”post_content”][\/et_pb_divider][\/et_pb_column][\/et_pb_row][et_pb_row admin_label=”Revisions” _builder_version=”4.16″ _module_preset=”default” global_colors_info=”{}” theme_builder_area=”post_content”][et_pb_column type=”4_4″ _builder_version=”4.16″ _module_preset=”default” global_colors_info=”{}” theme_builder_area=”post_content”][et_pb_text admin_label=”Text” _builder_version=”4.17.4″ _module_preset=”22f2a71d-a20e-41a1-94f1-1079e5b6f92b” global_colors_info=”{}” theme_builder_area=”post_content”]<\/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 admin_label=”1 Overview” module_id=”overview” _builder_version=”4.16″ _module_preset=”default” global_colors_info=”{}” theme_builder_area=”post_content”][et_pb_column type=”4_4″ _builder_version=”4.16″ _module_preset=”default” global_colors_info=”{}” theme_builder_area=”post_content”][et_pb_text _builder_version=”4.16″ _module_preset=”22f2a71d-a20e-41a1-94f1-1079e5b6f92b” global_colors_info=”{}” theme_builder_area=”post_content”]<\/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.\u202fIt also then assesses the performance of that portfolio.\u202fYou will submit the code for the project <\/span>to<\/span>\u202f<\/span>Gradescope<\/span>\u202fSUBMISSION. There is no report <\/span>associated<\/span> with this project<\/span>.<\/span><\/span>\u00a0<\/span><\/p>\n [\/et_pb_text][et_pb_text admin_label=”1.1 Learning Objectives” _builder_version=”4.16″ _module_preset=”22f2a71d-a20e-41a1-94f1-1079e5b6f92b” global_colors_info=”{}” theme_builder_area=”post_content”]<\/p>\n 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=”4.16″ _module_preset=”default” global_colors_info=”{}” theme_builder_area=”post_content”][et_pb_column type=”4_4″ _builder_version=”4.16″ _module_preset=”default” global_colors_info=”{}” theme_builder_area=”post_content”][et_pb_text _builder_version=”4.16″ _module_preset=”22f2a71d-a20e-41a1-94f1-1079e5b6f92b” global_colors_info=”{}” theme_builder_area=”post_content”]<\/p>\n In this project, you will <\/span>leverage <\/span>some of the work completed in p<\/span>roject 2 to build a market simulator, as described below.<\/span><\/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=”4.16″ _module_preset=”default” global_colors_info=”{}” theme_builder_area=”post_content”][et_pb_column type=”4_4″ _builder_version=”4.16″ _module_preset=”default” global_colors_info=”{}” theme_builder_area=”post_content”][et_pb_text _builder_version=”4.22.1″ _module_preset=”22f2a71d-a20e-41a1-94f1-1079e5b6f92b” hover_enabled=”0″ global_colors_info=”{}” theme_builder_area=”post_content” sticky_enabled=”0″]<\/p>\n Your submission must implement this API specification<\/a>.<\/span><\/span><\/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><\/p>\n [\/et_pb_text][et_pb_text admin_label=”3.1 Getting Started” _builder_version=”4.22.1″ _module_preset=”22f2a71d-a20e-41a1-94f1-1079e5b6f92b” hover_enabled=”0″ global_colors_info=”{}” theme_builder_area=”post_content” sticky_enabled=”0″]<\/p>\n You will be given a starter framework to make it easier to get started on the project and focus on the concepts involved. 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:\u202f<\/span>Marketsim_2023Fall.zip<\/a>.\u202f<\/span>\u00a0<\/span><\/p>\n Extract its contents into the base directory (e.g., ML4T_2023Fall). This will add a new folder called \u201cmarketsim\u201d to the course directory structure.\u202f<\/span>\u00a0<\/span><\/p>\n \u00a0<\/span><\/p>\n Within the marketsim folder are one directory and two files:<\/span>\u00a0<\/span><\/p>\n [\/et_pb_text][et_pb_image src=”https:\/\/lucylabs.gatech.edu\/ml4t\/wp-content\/uploads\/2021\/09\/Screen-Shot-2021-09-01-at-11.44.59-PM.png” _builder_version=”4.16″ _module_preset=”5b97048a-bafb-41a7-bb13-9bdeb74da7b1″ global_colors_info=”{}” theme_builder_area=”post_content”][\/et_pb_image][et_pb_text admin_label=”3.2 Task & Requirements” _builder_version=”4.16″ _module_preset=”22f2a71d-a20e-41a1-94f1-1079e5b6f92b” global_colors_info=”{}” theme_builder_area=”post_content”]<\/p>\n Your job is to implement your market simulator as a function, <\/span>compute_portvals<\/span>() that returns a <\/span>DataFrame<\/span> with one column. You should implement it within the file marketsim.py. It should adhere to the following API:<\/span><\/span>\u00a0<\/span><\/p>\n [\/et_pb_text][et_pb_code _builder_version=”4.16″ _module_preset=”default” global_colors_info=”{}” theme_builder_area=”post_content”]1 Overview<\/h2>\n
1.1 Learning Objectives<\/h3>\n
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2 About the Project<\/h2>\n
3 Your Implementation<\/h2>\n
3.1 Getting Started<\/h3>\n
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<\/span>The local grading \/ pre-validation script. This is the same script that will be executed in the Gradescope TESTING Environment<\/span>\u00a0<\/span><\/li>\n
<\/span>Student implementations will replace your compute_portvals() function within this file, modifying or replacing the existing stub code provided in the file.<\/span>\u00a0<\/span><\/li>\n\n
3.2 Part 1: Implement the Basic Simulator (90 Points)<\/h3>\n