Developed and integrated a CournotPortfolioStrategy for bidding within the assume-framework/assume repository, enabling more accurate modeling of market behavior by calculating bids as a markup over marginal cost, scaled by total unit capacity. This backend development work in Python focused on market simulation and strategy implementation, introducing type hint improvements across the bidding codebase to enhance code clarity and maintainability. Additionally, a min_bid_price parameter was added to the LearningConfig to improve validation and operational safety. The changes established a foundation for future portfolio strategies, with clear commit traceability to support auditability and reproducibility in ongoing system development.