This repository contains the IMC Prosperity 3 code of my solo team named "camel_case".

Final position: 25th overall, 8th in Europe, 1st in the Netherlands.

I released several open-source tools during the competition, all based on my open-source tooling for Prosperity 2:

• jmerle/imc-prosperity-3-visualizer is a visualizer for results of submissions and local backtests (available online at jmerle.github.io/imc-prosperity-3-visualizer/).
• jmerle/imc-prosperity-3-backtester is a backtester that allows locally running algorithms on the provided data files.
• jmerle/imc-prosperity-3-submitter is a CLI that allows submitting algorithms from the command-line.
• jmerle/imc-prosperity-3-leaderboard is an alternative leaderboard viewer (available online at jmerle.github.io/imc-prosperity-3-leaderboard/).

I've also written an optimizer, available in the jmerle/imc-prosperity-3-optimizer repository, which I planned to open-source but never actually got to a state where I was comfortable doing so. It's in a usable state, I used it for some rounds, but it's a bit rough around the edges, partially undocumented, and lacking some key optimizations.

.
├── logs                Archive of submission and end-of-round logs
├── prosperity3
│   ├── algorithms      Algorithm code for algo rounds
│   │   ├── empty.py    An algorithm that does nothing
│   │   └── hybrid.py   The file I worked on during algo rounds
│   ├── analysis        Notebooks for algo rounds
│   ├── manual          Notebooks for manual rounds
│   └── submissions     Archive of code submitted to algo rounds
└── README.md           You are here