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shock: defining new lab environment and formulation
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12
lab/docs/Makefile
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12
lab/docs/Makefile
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SPHINXOPTS ?=
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SPHINXBUILD ?= sphinx-build
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SOURCEDIR = .
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BUILDDIR = _build
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help:
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@$(SPHINXBUILD) -M help "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
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.PHONY: help Makefile
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%: Makefile
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@$(SPHINXBUILD) -M $@ "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
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39
lab/docs/conf.py
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lab/docs/conf.py
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import os
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import sys
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sys.path.insert(0, os.path.abspath('../..'))
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project = 'Quote-Control Simulator'
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copyright = '2025, PHANTOM Research'
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author = 'PHANTOM Research'
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release = '0.1.0'
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extensions = [
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'sphinx.ext.autodoc',
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'sphinx.ext.napoleon',
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'sphinx.ext.viewcode',
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'sphinx.ext.intersphinx',
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'sphinx.ext.autosummary',
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]
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templates_path = ['_templates']
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exclude_patterns = ['_build', 'Thumbs.db', '.DS_Store']
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html_theme = 'alabaster'
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html_static_path = ['_static']
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autodoc_default_options = {
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'members': True,
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'undoc-members': True,
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'show-inheritance': True,
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}
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napoleon_google_docstring = True
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napoleon_numpy_docstring = True
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napoleon_include_init_with_doc = True
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intersphinx_mapping = {
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'python': ('https://docs.python.org/3', None),
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'numpy': ('https://numpy.org/doc/stable/', None),
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}
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autosummary_generate = True
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39
lab/docs/index.rst
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lab/docs/index.rst
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Quote-Control Simulator
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=======================
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Research-grade platform for dynamic pricing and market making experiments.
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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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Quick Start
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-----------
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.. code-block:: python
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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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.. toctree::
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:maxdepth: 2
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:caption: Contents:
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modules/outlet
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modules/population
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modules/experiments
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Indices
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-------
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* :ref:`genindex`
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* :ref:`modindex`
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14
lab/docs/modules/experiments.rst
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lab/docs/modules/experiments.rst
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Experiments
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===========
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Evaluation & OPE
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----------------
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.. automodule:: lab.experiments.eval
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:members:
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Configuration
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-------------
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.. automodule:: lab.config
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:members:
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77
lab/docs/modules/outlet.rst
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lab/docs/modules/outlet.rst
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Outlet (Core Simulator)
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=======================
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Types
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-----
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.. automodule:: lab.outlet.types
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:members:
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Constants
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---------
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.. automodule:: lab.outlet.constants
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:members:
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Protocols
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---------
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.. automodule:: lab.outlet.protocols
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:members:
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Platform
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--------
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.. automodule:: lab.outlet.platform
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:members:
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Stock & Position
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----------------
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.. automodule:: lab.outlet.stock
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:members:
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Observation
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-----------
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.. automodule:: lab.outlet.observation
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:members:
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Mechanisms
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----------
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Posted Price
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~~~~~~~~~~~~
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.. automodule:: lab.outlet.mechanisms.posted_price
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:members:
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Two-Sided (Market Making)
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~~~~~~~~~~~~~~~~~~~~~~~~~
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.. automodule:: lab.outlet.mechanisms.two_sided
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:members:
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Auction
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~~~~~~~
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.. automodule:: lab.outlet.mechanisms.auction
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:members:
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Objectives
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----------
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.. automodule:: lab.outlet.objectives.base
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:members:
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.. automodule:: lab.outlet.objectives.penalties
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:members:
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.. automodule:: lab.outlet.objectives.factory
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:members:
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Math Utilities
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--------------
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.. automodule:: lab.outlet.math_util
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:members:
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20
lab/docs/modules/population.rst
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lab/docs/modules/population.rst
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Population Models
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=================
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Arrival Models
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--------------
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.. automodule:: lab.population.arrivals
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:members:
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Execution Models
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----------------
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.. automodule:: lab.population.execution
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:members:
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Competitor / Market Models
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--------------------------
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.. automodule:: lab.population.competitors
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:members:
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