The aim of this challenge is to provide an introduction to algorithmic trading on electricity markets. Your objective is to **predict the price difference (spread)** between the Day-Ahead Market and the Imbalances Market.
The principle is to predict whether, for each 15-minute period, the electricity grid will be more or less tight than expected and therefore whether the price of electricity will tend to fall or rise.

With this forecast, we simulate positions on the market using a basic algorithm that will calculate a Cumulated PnL (Profit and Loss) that you will need to maximize. Note that you don't have control over this algorithm, only over the spread forecast.

### Details on the spread
The spread is equal to the difference between the imbalance price (settlement price) and the Day-Ahead price. Note that:
- If spread > 0: the price rises, the grid is more tight than expected (there is an energy deficit) => It is better to buy on Day-Ahead (long position)
- If spread < 0: the price falls, the network is less tight than expected (there is an energy surplus) => It is better to sell on Day-Ahead (short position)