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

39
lab/docs/index.rst Normal file
View File

@@ -0,0 +1,39 @@
Quote-Control Simulator
=======================
Research-grade platform for dynamic pricing and market making experiments.
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
Quick Start
-----------
.. code-block:: python
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}")
.. toctree::
:maxdepth: 2
:caption: Contents:
modules/outlet
modules/population
modules/experiments
Indices
-------
* :ref:`genindex`
* :ref:`modindex`