feature: e2e pricing pipeline with inference

experiments/procesing/demand.py

@@ -4,9 +4,11 @@ import pandas as pd
 from supabase import create_client, Client
 from typing import Optional, Literal
 import os
+import logging
+log = logging.getLogger(__name__)
 
-SUPABASE_URL = os.getenv("NEXT_PUBLIC_SUPABASE_URL")
-SUPABASE_KEY = os.getenv("NEXT_PUBLIC_SUPABASE_ANON_KEY")
+SUPABASE_URL = os.getenv("NEXT_PUBLIC_SUPABASE_URL", "")
+SUPABASE_KEY = os.getenv("NEXT_PUBLIC_SUPABASE_ANON_KEY", "")
 
 supabase: Client = create_client(SUPABASE_URL, SUPABASE_KEY)
 
@@ -97,6 +99,7 @@ class DemandEstimator(BaseEstimator, TransformerMixin):
         products=supabase.table(f'{self.store}_products').select("id, room_type, date_index, metadata, availability").execute()
         products = pd.DataFrame(products.data)
         unique_products = products['id'].unique()
+        log.info(f"Demand estimator found {len(unique_products)} in data")
 
         # filter out rows without productId
         interactions_with_products = interactions.dropna(subset=['productId'])

experiments/procesing/elasticity.py

@@ -2,6 +2,13 @@ import numpy as np
 import pandas as pd
 from typing import List, Dict, Optional
 from sklearn.base import BaseEstimator, TransformerMixin
+from supabase import create_client, Client
+import os
+
+SUPABASE_URL = os.getenv("NEXT_PUBLIC_SUPABASE_URL", "")
+SUPABASE_KEY = os.getenv("NEXT_PUBLIC_SUPABASE_ANON_KEY", "")
+
+supabase: Client = create_client(SUPABASE_URL, SUPABASE_KEY)
 
 class TemporalElasticityEstimator(BaseEstimator, TransformerMixin):
     """
@@ -31,19 +38,31 @@ class TemporalElasticityEstimator(BaseEstimator, TransformerMixin):
 
     def transform(self,
                   demand_chunks: List[Dict],
-                  price_chunks: List[Dict]) -> pd.DataFrame:
+                  price_chunks: List[Dict],
+                  store_mode: str = 'hotel') -> pd.DataFrame:
         """
         Args:
             demand_chunks: list from ChunkInteractionsIntoSteps + DemandEstimator
                            each item: {'window_start', 'window_end', 'demand_vector'}
             price_chunks: list of dicts with {'window_start', 'window_end', 'price_vector'}
+            store_mode: 'hotel' or 'airline' to fetch all products
 
         Returns:
             df with [productId, elasticity, std_error, n_observations]
         """
+        # fetch all products from database
+        all_products = supabase.table(f'{store_mode}_products').select("id").execute()
+        all_product_ids = [p['id'] for p in all_products.data]
+
         aligned = self._align_chunks(demand_chunks, price_chunks)
         if not aligned:
-            return pd.DataFrame(columns=['productId', 'elasticity', 'std_error', 'n_obs'])
+            # return all products with zero elasticity
+            return pd.DataFrame({
+                'productId': all_product_ids,
+                'elasticity': 0.0,
+                'std_error': 0.0,
+                'n_obs': 0
+            })
 
         # build time series per product
         product_series = self._build_product_timeseries(aligned)
@@ -73,7 +92,22 @@ class TemporalElasticityEstimator(BaseEstimator, TransformerMixin):
                 'n_obs': len(series)
             })
 
-        return pd.DataFrame(elasticities)
+        result_df = pd.DataFrame(elasticities)
+
+        # fill in missing products with zero elasticity
+        observed_pids = set(result_df['productId'].unique())
+        missing_pids = [pid for pid in all_product_ids if pid not in observed_pids]
+
+        if missing_pids:
+            missing_df = pd.DataFrame({
+                'productId': missing_pids,
+                'elasticity': 0.0,
+                'std_error': 0.0,
+                'n_obs': 0
+            })
+            result_df = pd.concat([result_df, missing_df], ignore_index=True)
+
+        return result_df
 
     def _align_chunks(self, demand_chunks, price_chunks):
         """Align demand and price data by matching time windows."""
@@ -219,7 +253,8 @@ class TemporalElasticityEstimator(BaseEstimator, TransformerMixin):
 
 def aggregate_price_logs(price_logs: pd.DataFrame,
                          window_size: str = '1H',
-                         ts_col: str = 'ts') -> List[Dict]:
+                         ts_col: str = 'ts',
+                         store_mode : str = 'hotel') -> List[Dict]:
     """
     Recover price vectors treating prices as persistent state changes.
 
@@ -245,6 +280,9 @@ def aggregate_price_logs(price_logs: pd.DataFrame,
         df[ts_col] = pd.to_datetime(df[ts_col])
 
     df = df.sort_values([ts_col, 'productId'])
+    all_products=supabase.table(f'{store_mode}_products').select("id, room_type, date_index, metadata, availability").execute()
+    all_products = pd.DataFrame(all_products.data)
+    unique_products = all_products['id'].unique()
 
     # generate windows across data range
     min_time, max_time = df[ts_col].min(), df[ts_col].max()
@@ -261,7 +299,8 @@ def aggregate_price_logs(price_logs: pd.DataFrame,
         price_vector = []
 
         # all products with price history by window_end
-        historical_products = df[df[ts_col] < window_end]['productId'].unique()
+        #historical_products = df[df[ts_col] < window_end]['productId'].unique()
+        historical_products = unique_products.tolist()
 
         for pid in historical_products:
             product_data = df[df['productId'] == pid]

experiments/procesing/pipeline.py

@@ -1,6 +1,8 @@
 from sklearn.pipeline import Pipeline
 from sklearn.preprocessing import StandardScaler
 import pandas as pd
+import logging
+log = logging.getLogger(__name__)
 
 from extract import KafkaDataFetcher, ExperimentJoiner, EventTitleAugmenter, chunk_shared_data
 from mapping import SessionTransitionProbMatrixTransformer, render_graph
@@ -26,7 +28,7 @@ def elasticity_pipeline(interactions_df, price_logs_df, window_size='30s', store
     # step 1: chunk interactions into time windows
     chunker = ChunkInteractionsIntoSteps(window_size=window_size, return_metadata=True)
     interaction_chunks = chunker.transform(interactions_df)
-    print(len(interaction_chunks))
+    log.info(f"Chunked interactions into {len(interaction_chunks)} windows of size {window_size}")
 
     if not interaction_chunks:
         return None
@@ -39,15 +41,16 @@ def elasticity_pipeline(interactions_df, price_logs_df, window_size='30s', store
         demand_chunks.append({
             'window_start': chunk['window_start'],
             'window_end': chunk['window_end'],
-            'demand_vector': demand_vector
+            'demand_vector': demand_vector # each has a full list of all products, even if demand is 0
         })
+    # [q_chunk1, q_chunk2, ...]
 
     # step 3: aggregate price logs into windows
     price_chunks = aggregate_price_logs(price_logs_df, window_size=window_size)
 
     # step 4: compute elasticity
     elasticity_estimator = TemporalElasticityEstimator(method='point', min_observations=2)
-    elasticity_df = elasticity_estimator.transform(demand_chunks, price_chunks)
+    elasticity_df = elasticity_estimator.transform(demand_chunks, price_chunks, store_mode=store_mode)
 
     return elasticity_df
 
@@ -63,6 +66,9 @@ price_data_pipeline = Pipeline([
     ('kafka_fetch', KafkaDataFetcher(topic='price-logs')),
 ])
 
+# interaction_data + price_data -> elasticity (demand)
+# elasticity -> pricing
+
 pricing_pipeline = Pipeline([
     ('demand_estimation', DemandEstimator()),
 ])

experiments/procesing/pricing.py

@@ -34,8 +34,14 @@ from abc import ABC, abstractmethod
 from sklearn.base import BaseEstimator, TransformerMixin
 import numpy as np
 import pandas as pd
+import os
+from supabase import create_client, Client
 from pipeline import interaction_pipeline, price_data_pipeline, elasticity_pipeline
 
+SUPABASE_URL = os.getenv("NEXT_PUBLIC_SUPABASE_URL", "")
+SUPABASE_KEY = os.getenv("NEXT_PUBLIC_SUPABASE_ANON_KEY", "")
+supabase: Client = create_client(SUPABASE_URL, SUPABASE_KEY)
+
 def expected_revenue(prices: np.ndarray, demand: np.ndarray) -> float:
     """Returns: expected revenue R_t = P_t^T * Q_t"""
     return float(np.dot(prices, demand))
@@ -85,21 +91,47 @@ class SimpleLinearPricingFunction(PricingFunction):
 
 # Example usage:
 if __name__ == "__main__":
+    store_mode = 'hotel'
     interaction_data = interaction_pipeline.fit_transform(None)
     price_data = price_data_pipeline.fit_transform(None)
 
-    elasticity_df = elasticity_pipeline(interaction_data, price_data, window_size="30s")
+    elasticity_df = elasticity_pipeline(interaction_data, price_data, window_size="30s", store_mode=store_mode)
 
-    # align elasticity with price data by productId, fill missing with 0
-    if not price_data.empty and elasticity_df is not None and not elasticity_df.empty:
-        # TODO FIX: we might have duplicate productIds
-        price_data_merged = price_data.merge(
+    # fetch all products with base prices from database
+    products_resp = supabase.table(f'{store_mode}_products').select("id, metadata").execute()
+    products_df = pd.DataFrame(products_resp.data)
+
+    # extract base_price from metadata
+    products_df['base_price'] = products_df['metadata'].apply(lambda m: m.get('base_price', 0) if isinstance(m, dict) else 0)
+    products_df = products_df.rename(columns={'id': 'productId'})[['productId', 'base_price']]
+
+    # override with logged prices where available
+    if not price_data.empty:
+        if 'ts' in price_data.columns and not pd.api.types.is_datetime64_any_dtype(price_data['ts']):
+            price_data['ts'] = pd.to_datetime(price_data['ts'])
+
+        # get latest logged price per product
+        price_logs_agg = price_data.sort_values('ts').groupby('productId', as_index=False).last()
+
+        # merge: start with all products (base prices), override with logged prices
+        products_df = products_df.merge(
+            price_logs_agg[['productId', 'price']],
+            on='productId',
+            how='left'
+        )
+        products_df['final_price'] = products_df['price'].fillna(products_df['base_price'])
+    else:
+        products_df['final_price'] = products_df['base_price']
+
+    # merge with elasticity
+    if elasticity_df is not None and not elasticity_df.empty:
+        price_data_merged = products_df[['productId', 'final_price']].merge(
             elasticity_df[['productId', 'elasticity']],
             on='productId',
             how='left'
-        ).fillna({'elasticity': 0.0}) # is it possible we are spilling some elasticities into other products
+        ).fillna({'elasticity': 0.0})
 
-        prices = price_data_merged['price'].values
+        prices = price_data_merged['final_price'].values
         elasticities = price_data_merged['elasticity'].values
     else:
         prices = np.array([])