Sunday, 14 June 2009

Trial starts tomorrow

In the last week I spent most of time setting up my computer to participate in the trial. by using the command ant specialist from the terminal (i run it on Mac), I create a jar file to run the specialist as a stand alone application and using params file I can configure my specialist. I'm not sure if I explained before what is specialist, so the specialist is the market that compete against other specialists and the one that gain the highest score win the tournament.

The CAT package has 3 running modes.
1. everything is running in a single process, this one is used to test my specialist against other specialist on my machine, I don't believe it's possible to use it if I got previous years implementation specialists as they are given complied without the code, hence there's option 2.
2. run different specialists and traders in different threads, it's much faster than option 3.
3. run in different processes and talk through the CATP protocol so theoretical can be on different machines. it slow down running of the game and used mostly during competition as specialist run from different machines in different part of the world.

I checked last week different ways how to use Statistical learning and Reinforcement learning for my specialist. I still in early stage here and try to find out which part of the process in bidding during a trading day I should insert the learning. This is something I'll do in the next 2 weeks.

I also found out that running specialists configured with the delivered CAT when running 2 specialist against the winning strategy of last year which is PersianCat lose all the way from day 1 or 2, as traders sometime select randomly a specialist, but fix it the next day as probably PersianCat offered better fees. I need to find out in the logs how I can get previous test results (fees).

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