Trade Simulator

Introduction

This project goes over a dataset, analyzes it, and then uses it by replaying it in a custom-built trading market simulator to evaluate the performance of different trade agents implementing different trading strategies, and then analyzes the results.

How to setup the simulator

1. Clone this repository.
2. Create a virtual environment and activate it.
3. Install dependencies using pip install -r requirements.txt.
4. Run the main simulation using python src/main.py.

How to change or add to the project

Check out the docs/ folder for documentation, it contains information and steps to allow modification for specific aspects of the project that can be customized.

In this repository

Folder	Description
data	Contains the dataset used for the project.
docs	Contains documentation for the project, including how to add new trader agents and how the simulator works.
notebook	Contains Jupyter notebooks for preliminary analysis and results.
outputs	Contains output files generated from the simulation runs. (files were moved)
plots	Contains generated plots from the analysis.
report	Contains the project report and related images.
src	Contains the source code for the project, including the main simulation and trader agent implementations.

Project Structure

.
├── .gitignore
├── LICENSE
├── README.md
├── data
│   └── 1000BONKUSDT.csv
├── docs
│   ├── README.md
│   ├── change_dataset.md
│   ├── checkpoints.md
│   ├── logs.md
│   ├── new_trader.md
│   └── output_csv.md
├── log.txt
├── notebook
│   ├── preliminary_notebook.ipynb
│   └── result_notebook.ipynb
├── outputs
│   ├── log.txt
│   └── snapshots.csv
├── plots
│   ├── preliminary
│   │   ├── global_candle_chart.png
│   │   ├── global_line_chart.png
│   │   ├── high_close_relativity_chart.png
│   │   ├── open_close_relativity_chart.png
│   │   ├── volume_close_relativity_chart.png
│   │   ├── zoomed_candle_chart.png
│   │   └── zoomed_line_chart.png
│   └── result
│       ├── monkey_v2_v3_chart.png
│       ├── traders_total_wealth_chart.png
│       └── traders_total_wealth_normalized_chart.png
├── report
│   ├── README.md
│   ├── Report.pdf
│   └── images
│       ├── global_candle_chart.png
│       ├── global_line_chart.png
│       ├── high_close_relativity_chart.png
│       ├── monkey_v2_v3_chart.png
│       ├── open_close_relativity_chart.png
│       ├── traders_total_wealth_chart.png
│       ├── traders_total_wealth_normalized_chart.png
│       ├── volume_close_relativity_chart.png
│       ├── zoomed_candle_chart.png
│       └── zoomed_line_chart.png
├── requirements.txt
├── snapshots.csv
└── src
    ├── __init__.py
    ├── config.py
    ├── data.py
    ├── main.py
    ├── simulator.py
    ├── snapshot.py
    ├── trader_list.py
    └── traders
        ├── __init__.py
        ├── base.py
        ├── feel.py
        ├── long.py
        ├── momentum_v1.py
        ├── momentum_v2.py
        ├── momentum_v3.py
        └── trench.py

License

MIT License

Author

Aditya Prasad Dash