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[EPIC, Sim] Sim predicts/trades >1 feed #1264

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trentmc opened this issue Jun 20, 2024 · 0 comments
Open
2 tasks

[EPIC, Sim] Sim predicts/trades >1 feed #1264

trentmc opened this issue Jun 20, 2024 · 0 comments
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@trentmc
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trentmc commented Jun 20, 2024

Do NOT do this issue until we're past #1278 "Experiment: Reframe to classify 'will price go up anytime in next 5 min?', etc.". WHY: because it there would be massive code conflict

Background / motivation

Background: we ran historical-mock simulation with status-quo trading, for each of the 10 five-min feeds. Some made $, some lost $. But in aggregate they make $.

We want to make it easy to do simulation across >1 feeds at once. (For same time-scale, eg all 10 five-min feeds.)

TODOs

  • Modify sim_engine to handle >1 five-min feeds at once
  • Plots get updated to handle this.

Related github issues

  • #1257 Integrate subgraph prediction into sim trading
@trentmc trentmc added the Type: Enhancement New feature or request label Jun 20, 2024
@trentmc trentmc self-assigned this Jun 24, 2024
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