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Duc's revisions to conform the project with Plutus guidelines#4

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Duc's revisions to conform the project with Plutus guidelines#4
luongthanhanhduc wants to merge 20 commits intomainfrom
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@luongthanhanhduc luongthanhanhduc commented Dec 26, 2024

Description

In this MR, I made several changes to conform the project with Plutus's guidelines including:

  • Restructure the README file and add more detailed instructions
  • Some minor code formatting
  • Remove optuna optimizer from the code. In our implementation, optuna is not used as the official code (file run.py use Brute-Force to find the best parameters).
  • Remove parallelism in the Brute-Force optimizer. The prior implementation use multi-threading to further speed up the optimization. However, the multi-threading implementation is dependent on the specific computer architecture and may not work in different computers with different computer architecture.
  • Remove the option to download data directly from Algotrade database. Instead, we only use the static data file downloaded from a Google Drive link. This is to simplify the project and eliminate unnecessary setup in the project.

Testing

  • Complete the Installation section
  • Successfully run the training and backtest pipeline (but I have to reduce the possible values in OPTIMIZER section of config file pseudo_marketmaking.yaml to only 1 value so that it can complete within a reasonable time - full run will take approximately 1 week to complete).
python run.py -c configs/parameters/pseudo_marketmaking.yaml
  • Successfully run the paper-trading script during real-time trading window. However, there is no order made. But it is expected as the algorithm makes very few orders in the back test.
python run_papertrading.py -c configs/parameters/papertrading.yaml

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