feat: simple margin proving study

engine/studies/plot_margin_erosion.py

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+"""plot margin erosion: margin/COI/revenue vs α with thesis-quality formatting"""
+
+import json, sys
+from pathlib import Path
+import numpy as np
+import matplotlib.pyplot as plt
+import matplotlib as mpl
+
+mpl.rcParams.update(
+    {
+        "font.size": 10,
+        "axes.labelsize": 11,
+        "axes.titlesize": 12,
+        "xtick.labelsize": 9,
+        "ytick.labelsize": 9,
+        "legend.fontsize": 9,
+        "figure.figsize": (7, 4),
+        "figure.dpi": 150,
+        "lines.linewidth": 1.5,
+        "lines.markersize": 6,
+        "errorbar.capsize": 3,
+        "grid.alpha": 0.3,
+    }
+)
+
+
+def plot_margin_erosion(data: dict, out: Path):
+    s = data["summary"]
+    αs = sorted([float(k.split("_")[1]) for k in s.keys()])
+
+    def get(metric):
+        return (
+            [s[f"alpha_{α:.1f}"][f"{metric}_mean"] for α in αs],
+            [s[f"alpha_{α:.1f}"][f"{metric}_std"] for α in αs],
+        )
+
+    margins, margin_e = get("margin")
+    cois, coi_e = get("coi_level")
+    revs, rev_e = get("revenue")
+
+    fig, axes = plt.subplots(1, 3, figsize=(12, 3.5))
+
+    axes[0].errorbar(
+        αs,
+        margins,
+        yerr=margin_e,
+        marker="o",
+        capsize=4,
+        label="Standard RL",
+        color="#d62728",
+    )
+    axes[0].axhline(0.05, color="gray", linestyle="--", linewidth=1, label="Floor")
+    axes[0].set(
+        xlabel="Agent proportion (α)",
+        ylabel="Margin",
+        title="Margin erosion",
+        ylim=(0, max(margins) * 1.2),
+    )
+    axes[0].grid(alpha=0.3)
+    axes[0].legend(loc="upper right")
+
+    axes[1].errorbar(αs, cois, yerr=coi_e, marker="s", capsize=4, color="#ff7f0e")
+    axes[1].set(
+        xlabel="Agent proportion (α)",
+        ylabel="COI",
+        title="COI collapse (E[P] - p_min)",
+        ylim=(0, None),
+    )
+    axes[1].grid(alpha=0.3)
+
+    axes[2].errorbar(αs, revs, yerr=rev_e, marker="^", capsize=4, color="#2ca02c")
+    axes[2].set(
+        xlabel="Agent proportion (α)",
+        ylabel="Revenue",
+        title="Revenue degradation",
+        ylim=(0, None),
+    )
+    axes[2].grid(alpha=0.3)
+
+    plt.tight_layout()
+    pdf = out / "margin_erosion_alpha.pdf"
+    png = out / "margin_erosion_alpha.png"
+    plt.savefig(pdf, bbox_inches="tight", dpi=300)
+    plt.savefig(png, bbox_inches="tight", dpi=150)
+    print(f"→ {pdf}\n→ {png}")
+
+
+def print_latex(data: dict):
+    s = data["summary"]
+    αs = sorted([float(k.split("_")[1]) for k in s.keys()])
+
+    print("\n% LaTeX table for appendix")
+    print("\\begin{table}[h]\n\\centering")
+    print("\\caption{Margin erosion: standard RL under agent contamination}")
+    print("\\label{tab:margin_erosion}")
+    print("\\begin{tabular}{cccc}\n\\toprule")
+    print("α & Margin & COI & Revenue \\\\\n\\midrule")
+
+    for α in αs:
+        d = s[f"alpha_{α:.1f}"]
+        print(
+            f"{α:.1f} & ${d['margin_mean']:.3f} \\pm {d['margin_std']:.3f}$ & "
+            f"${d['coi_level_mean']:.1f} \\pm {d['coi_level_std']:.1f}$ & "
+            f"${d['revenue_mean']:.0f} \\pm {d['revenue_std']:.0f}$ \\\\"
+        )
+
+    print("\\bottomrule\n\\end{tabular}\n\\end{table}")
+
+
+if __name__ == "__main__":
+    if len(sys.argv) < 2:
+        sys.exit("usage: python -m engine.studies.plot_margin_erosion <results.json>")
+
+    path = Path(sys.argv[1])
+    if not path.exists():
+        sys.exit(f"error: {path} not found")
+
+    with open(path) as f:
+        data = json.load(f)
+
+    plot_margin_erosion(data, path.parent)
+    print_latex(data)
+    print(
+        f"\n{len(data['results'])} runs, {len(data['summary'])} α levels, "
+        f"algos={data['config']['algos']}, seeds={data['config']['seeds']}"
+    )