Convergence issues - SUPERSEDED BY #588 #253
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... Update BRANCH_CONVERGENCE
Update 202312 ArbBot Convergence.pdf Update 202312 ArbBot Convergence.pdf
Update margpoptimizer.py
This was referenced May 1, 2024
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Superseded by #588; all changes have now been moved over; will be closed
Once #588 is merged this one can be closed. Do not make changes in this branch. It should forever remain at c453c83
This pull request is dealing with the convergence issues we experienced with big limit orders.
Major changes:
Also added a resources/testing directory; the Jupyter notebook therein is the main source of our research on this topic that underlies those improvement; it also contains unit tests that should be moved to the NBTest area (TODO BEFORE MERGE)