planning

experiments/airflow/dags/surge_pricing_factory.py

@@ -1,3 +1,4 @@
+from pandas.core.algorithms import factorize_array
 from airflow import DAG
 from airflow.operators.python import PythonOperator
 from airflow.utils.dates import days_ago
@@ -208,3 +209,12 @@ def create_surge_pricing_dag(store_mode: str) -> DAG:
 # instantiate DAGs for Airflow to discover
 dag_airline = create_surge_pricing_dag('airline')
 dag_hotel = create_surge_pricing_dag('hotel')
+
+# TODO: Refactor this factory from a surge pricing factory to a general pricing factory
+# We will do this by passing a pricing strategy class to the factory, since the generic pipeline is:
+# take all interaction data, group by sessionId and assign a new price vector to each session
+# in the grouping we get a subset of the interactions per sessionId and we can map that to some Features
+# we define a custom _get_features(interactions .) methodin the strategy class
+# we then run only the inference which is the .predict(trajectory) per-session which will give us a new price vector
+# this we then publish for each sessionId group
+# this might include no deleting most of the pricers we have defined and starting with a super simple surge-pricing algorithm that is no-fit only predict. This we can then test end-to-end and observe changes to prices according to a desired strategy - we have to define this one as a very short term strategy because we run sessions that take only a few minutes.

experiments/procesing/pricers/base.py

@@ -7,15 +7,6 @@ import pandas as pd
 class PricingFunction(ABC):
     """
     Abstract base for pricing functions.
-
-    Defines mapping: f(Q_t, P_t, S_t, H_t) -> P_{t+1}
-
-    Where:
-        Q_t ∈ R^n: demand vector at time t
-        P_t ∈ R^n: price vector at time t
-        S_t: session features (behavioral signals, interactions)
-        H_t = {Q_{t-k}, P_{t-k}, S_{t-k}}: historical state trajectory
-
     Objective:
         maximize E[R_T] = E[Σ P_t^T · Q_t]
         subject to:
@@ -28,10 +19,10 @@ class PricingFunction(ABC):
     def fit(self, *kwargs):
         """
         Offline training on historical data.
+        This is where we can think about some maximization of expected revenue
+        over historical trajectories to learn parameters of the pricing function.
+        (This however we cover move in the RL side of things)
 
-        Args:
-            historical_data: DataFrame with elasticity, prices, demand signals
-            **kwargs: additional training parameters
         """
         pass
 
@@ -39,12 +30,18 @@ class PricingFunction(ABC):
     def predict(self, *kwargs) -> np.ndarray:
         """
         Generate optimal prices given current state.
+        This is an abstract method that transitions from τ -> P*
+        which is the mapping from the trajectory to optimal prices under
+        some subset of session grouping (so, per sessionId)
+        """
+        pass
 
-        Args:
+    @abstractmethod
-            state_space: StateSpace object containing Q_t, P_t, S_t, H_t
+    def _get_features(self, *kwargs) -> np.ndarray:
-
+        """
+        Extract features from trajectory for pricing decision.
         Returns:
-            P_{t+1}: price vector in R^n
+            np.ndarray of shape (n_products, n_features)
         """
         pass