This repository is for FinRL Contest at ACM ICAIF 2023. It is adapted from the Northwestern Trading Competition project.
The exchange is the core of the trading competition. It handles spawning in algorithm wrappers, receiving and matching orders, and many other tasks.
The client is a wrapper over user-submitted (currently Python) algorithms. It exposes a function for algorithms to make stock purchases on the exchange, and executes callbacks when certain events occur (such as an order executing).
The exchange creates a log detailing events that occurred during the competition, such as order placement, execution, etc. The analyzer consumes this log and creates metrics that are displayable for web visualizers.
The linter is the primary way of testing user-submitted algorithms before the contest. It is (currently) designed to operate in a google cloud run environment, being triggered by user algorithm uploads.
NUTC's web interface. It includes application, authentication, algorithm submission, and more.
To initialize and build all repos, follow the steps below
- Conan
pip install conandnf install cmakednf install go-taskdnf install perlconan profile detect- Copy
.conan2/profiles/defaultto.conan2/profiles/cpp20 - Change compiler.cppstd from gnu14 to gnu20
- Change compiler.version from 8 to 13 on Linux, or to 16 on Mac
task init-all