shock: defining new lab environment and formulation

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2026-01-23 10:37:32 +01:00
parent a033e77697
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"""
Quote-Control Simulator: Research-grade platform for dynamic pricing and market making
The platform abstracts pricing as: Quote -> Arrival -> Execution -> Position
Supports multiple mechanisms:
- PostedPrice: retail dynamic pricing
- TwoSided: market making with bid-ask spreads
- Auction: reserve/shading for auction settings
Example usage:
from lab.config import make_retail_platform
from lab.experiments import rollout, fixed_price_policy
platform = make_retail_platform()
policy = fixed_price_policy(platform.instruments.refs)
result = rollout(platform, policy, n_steps=100)
print(f"Total PnL: {result.total_pnl:.2f}")
"""
from .config import make_retail_platform, make_market_making_platform, RetailConfig, MarketMakingConfig
from .outlet import Platform, PlatformConfig, Quote, Observation, StepResult
__all__ = [
'make_retail_platform', 'make_market_making_platform',
'RetailConfig', 'MarketMakingConfig',
'Platform', 'PlatformConfig', 'Quote', 'Observation', 'StepResult',
]