shock: defining new lab environment and formulation

This commit is contained in:
2026-01-23 10:37:32 +01:00
parent a033e77697
commit 4e2e41d943
41 changed files with 4175 additions and 0 deletions

156
lab/config.py Normal file
View File

@@ -0,0 +1,156 @@
"""
Configuration and factory functions for creating pre-configured platforms.
This module provides:
- RetailConfig, MarketMakingConfig: Configuration dataclasses
- make_retail_platform: Factory for retail dynamic pricing scenarios
- make_market_making_platform: Factory for market making scenarios
Example:
>>> from lab.config import make_retail_platform
>>> platform = make_retail_platform(RetailConfig(n_instruments=5))
>>> result = platform.reset(seed=42)
"""
from __future__ import annotations
from dataclasses import dataclass
import numpy as np
from .outlet import (Platform, PlatformConfig, PositionModel, PositionConfig,
PostedPriceMechanism, TwoSidedMechanism, make_instruments,
InstrumentType, LogLevel)
from .outlet.mechanisms.posted_price import PostedPriceConfig
from .outlet.mechanisms.two_sided import TwoSidedConfig
from .population import (SessionArrivalModel, PoissonArrivalModel, HawkesArrivalModel,
ElasticityExecutionModel, IntensityExecutionModel,
ReactiveCompetitorModel, GBMMarketModel)
from .population.arrivals import SessionArrivalConfig, PoissonArrivalConfig, HawkesArrivalConfig
from .population.execution import ElasticityConfig, IntensityConfig
from .population.competitors import ReactiveCompetitorConfig, GBMMarketConfig
from .outlet.objectives.factory import retail_objective, market_making_objective
@dataclass
class RetailConfig:
"""Configuration for retail dynamic pricing scenario.
Attributes:
n_instruments: Number of products to price
cost_range: (min, max) for random product costs
margin_range: (min, max) for random initial margins
initial_inventory: Starting inventory per product
holding_cost_rate: Cost per unit per step for holding
sessions_per_step: Number of browsing sessions per step
contamination: Fraction of sessions that are scrapers
max_steps: Maximum episode length
seed: Random seed for reproducibility
"""
n_instruments: int = 10
cost_range: tuple[float, float] = (5.0, 50.0)
margin_range: tuple[float, float] = (0.2, 0.5)
initial_inventory: float = 100.0
holding_cost_rate: float = 0.002
sessions_per_step: int = 30
contamination: float = 0.1
max_steps: int = 500
seed: int | None = None
def make_retail_platform(cfg: RetailConfig | None = None) -> Platform:
"""Create a pre-configured retail dynamic pricing platform.
Components:
- Mechanism: PostedPriceMechanism (single price per product)
- Arrivals: SessionArrivalModel (browsing sessions with views)
- Execution: ElasticityExecutionModel (price sensitivity)
- Market: ReactiveCompetitorModel (can trigger price wars)
- Objective: PnL - holding_cost - volatility - lost_opportunity
Args:
cfg: Configuration (uses defaults if None)
Returns:
Configured Platform instance
"""
cfg = cfg or RetailConfig()
rng = np.random.default_rng(cfg.seed)
instruments = make_instruments(cfg.n_instruments, cfg.cost_range, cfg.margin_range,
InstrumentType.SKU, rng)
instruments.position = np.full(cfg.n_instruments, cfg.initial_inventory)
mechanism = PostedPriceMechanism(PostedPriceConfig())
arrival = SessionArrivalModel(SessionArrivalConfig(
sessions_per_step=cfg.sessions_per_step, contamination=cfg.contamination))
execution = ElasticityExecutionModel(ElasticityConfig())
position = PositionModel(PositionConfig(
initial_position=cfg.initial_inventory,
holding_cost_rate=cfg.holding_cost_rate))
market = ReactiveCompetitorModel(ReactiveCompetitorConfig(), refs=instruments.refs)
objective = retail_objective()
return Platform(
instruments=instruments, mechanism=mechanism, arrival=arrival,
execution=execution, position=position, market=market, objective=objective,
cfg=PlatformConfig(n_instruments=cfg.n_instruments, max_steps=cfg.max_steps,
seed=cfg.seed, log_level=LogLevel.AGG_ONLY)
)
@dataclass
class MarketMakingConfig:
"""Configuration for market making scenario.
Attributes:
n_instruments: Number of assets to quote
initial_mid: Initial mid-price for assets
mu: Price drift (expected return)
sigma: Price volatility
gamma: Inventory risk aversion parameter
base_arrival_rate: Order arrival rate (Hawkes baseline)
max_steps: Maximum episode length
seed: Random seed for reproducibility
"""
n_instruments: int = 5
initial_mid: float = 100.0
mu: float = 0.0
sigma: float = 0.02
gamma: float = 0.1
base_arrival_rate: float = 20.0
max_steps: int = 1000
seed: int | None = None
def make_market_making_platform(cfg: MarketMakingConfig | None = None) -> Platform:
"""Create a pre-configured market making platform.
Components:
- Mechanism: TwoSidedMechanism (bid-ask spread quoting)
- Arrivals: HawkesArrivalModel (clustered order flow)
- Execution: IntensityExecutionModel (distance-based fills)
- Market: GBMMarketModel (geometric Brownian motion mid-prices)
- Objective: PnL + spread_capture - inventory_risk
Args:
cfg: Configuration (uses defaults if None)
Returns:
Configured Platform instance
"""
cfg = cfg or MarketMakingConfig()
rng = np.random.default_rng(cfg.seed)
instruments = make_instruments(cfg.n_instruments, (cfg.initial_mid*0.9, cfg.initial_mid*1.1),
(0.0, 0.0), InstrumentType.ASSET, rng)
instruments.position = np.zeros(cfg.n_instruments)
mechanism = TwoSidedMechanism(TwoSidedConfig())
arrival = HawkesArrivalModel(HawkesArrivalConfig(base_rate=cfg.base_arrival_rate))
execution = IntensityExecutionModel(IntensityConfig())
position = PositionModel(PositionConfig(
initial_position=0.0, min_position=-500, max_position=500,
holding_cost_rate=0.0)) # use inventory risk penalty instead
market = GBMMarketModel(GBMMarketConfig(mu=cfg.mu, sigma=cfg.sigma),
initial=instruments.refs)
objective = market_making_objective(gamma=cfg.gamma, sigma=cfg.sigma)
return Platform(
instruments=instruments, mechanism=mechanism, arrival=arrival,
execution=execution, position=position, market=market, objective=objective,
cfg=PlatformConfig(n_instruments=cfg.n_instruments, max_steps=cfg.max_steps,
seed=cfg.seed, log_level=LogLevel.AGG_ONLY)
)