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