You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
fix: adapt OpenAI client for AI Foundry compatibility
Modify API parameter handling in OpenAILLM to properly support AI Foundry endpoints:
- Add special case for AI Foundry endpoints
- Remove unsupported parameters for o-series models
- Update URL detection for Azure endpoints
- Improve parameter cleaning for different API variants
The evolutionary search has discovered an efficient strategy for trading volume execution, which can be found in `openevolve_output/best/best_program.py`.
231
+
232
+
### Key Features of the Solution
233
+
234
+
-**Alpha-based Schedule Creation**: The solution generates trading schedules using a parametrized approach where an alpha parameter controls the distribution of trading volume over time.
-**Scenario-based Evaluation**: The solution evaluates different alpha values across multiple random market scenarios, considering:
240
+
- Random buy/sell sides
241
+
- Variable trading volumes
242
+
- Price impact simulation
243
+
244
+
-**Optimization Method**: The algorithm uses a simple but effective random search approach to find the optimal alpha value that minimizes average slippage costs.
245
+
246
+
247
+
6. FAQ
228
248
------
229
249
Q: **How do I run the example?**
230
250
A: Run `python openevolve-run.py examples/optimal_execution/initial_program.py examples/optimal_execution/evaluator.py --iterations 20 --config config.yaml'
0 commit comments