cvx.simulator is missing?

[labgottedammerung]

Hello, I'm trying to follow the code and it appears that cvx.simulator is missing? It would be very neat to take a look at that if possible.

[yigaza]

from cvx.simulator.trading_costs import TradingCostModel
ModuleNotFoundError: No module named 'cvx.simulator'

portfolio.py can be found at:
https://github.com/cvxgrp/simulator/blob/main/cvx/simulator/portfolio.py
but trading_costs.py is missing?

[tschm]

@kasperjo: Let's add some simple tests here. Current versions of the simulator do not contain a trading cost model.
@kasperjo: Chat later today? 9am PST?

[yigaza]

and data directory is missing?
PERMNO_to_COMNAM = pd.read_csv("../data/PERMNO_to_COMNAM.csv", index_col=0)
with open("../data/PERMNO_TO_SECTOR.json") as f:
PERMNO_TO_SECTOR = json.load(f)

[tschm]

The problem with the data is that we can not share it in its complete form

[yigaza]

The problem with the data is that we can not share it in its complete form

Thanks! May little simulate sample data?

[kasperjo]

@kasperjo: Let's add some simple tests here. Current versions of the simulator do not contain a trading cost model. @kasperjo: Chat later today? 9am PST?

Sounds good! (Using the lock file should still work, right?)