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167 Commits

Author SHA1 Message Date
56585b3de8 cleaning path for intergations 2026-02-28 14:11:39 +01:00
5444a4ea13 catchup: rogue scripts 2026-02-27 12:45:46 +01:00
e8a9716f69 hotfix of machines 2026-02-27 11:59:08 +01:00
e50d643fbf feat: training update 2026-02-27 09:33:04 +01:00
Daniel Alves Rösel
dac1e58a0d Merge pull request #52 from velocitatem/enriching-engine-simulation
Enriching engine simulation
2026-02-25 09:21:26 +01:00
4667a1678f chore minor paper edits 2026-02-25 09:16:00 +01:00
a4b7b5b4b2 improements of the methodology for now almost ready tosubmit 2026-02-19 18:28:40 +01:00
1a9901f118 refactored training approaches 2026-02-19 18:23:08 +01:00
5912062dc0 new trainer image 2026-02-19 13:03:25 +01:00
843564eeb0 TPU startup scripts 2026-02-19 13:03:03 +01:00
9acc998cc9 fixing models for gcp 2026-02-17 16:54:55 +01:00
802f31b4a1 adding naive jax and libraries and make adjustments 2026-02-17 14:48:18 +01:00
66c4a0cd1d chore: fix chips used 2026-02-17 14:46:43 +01:00
244af9ac09 citing compute 2026-02-17 14:46:34 +01:00
76c31a2abd citing marc and 2026-02-17 09:40:20 +01:00
64ee7e6d9b forcing light mode 2026-02-16 11:30:18 +01:00
1e04a928aa migrated new banner 2026-02-15 17:31:31 +01:00
9b133cddfd introduce penalized sessions to episodes 2026-02-15 17:15:25 +01:00
ded7290935 hidef banner rendering 2026-02-15 17:12:12 +01:00
8e4dd59f90 banner rendering 2026-02-15 17:10:16 +01:00
024f6d4132 banner addition 2026-02-15 17:10:13 +01:00
2b47c3499a chore: fixing discretization of actions 2026-02-15 15:45:46 +01:00
ef1d1f6557 fixing assumption definition 2026-02-14 21:54:42 +01:00
d7657db287 reintroducing our note :) 2026-02-14 21:49:40 +01:00
e8229ac313 updating methodology with better refelction 2026-02-14 15:20:38 +01:00
bc6c481d03 minor refactors to codebase to implement DRO 2026-02-14 14:53:30 +01:00
895eea5674 imporving methodology and adding onto it 2026-02-14 14:28:18 +01:00
fba2a9739e updating paper details 2026-02-14 13:13:00 +01:00
d1aa13360f cleaning refactors 2026-02-13 21:03:02 +01:00
f6f9729424 improving expression of ideas from dump 2026-02-10 18:12:49 +01:00
29a13340b9 hotfix: updating pricing provider to better read data 2026-02-06 12:01:12 +01:00
e22286371f feat: proportiona lrevenu 2026-02-06 11:54:23 +01:00
e44feb7da0 updaing coi definition 2026-02-05 12:47:13 +01:00
ebd2378859 yapping 2026-02-05 12:28:26 +01:00
c4d82b2ecc rescaling the graph 2026-02-02 16:55:06 +01:00
a9e2e7cbf3 improving on the methodlology 2026-02-02 16:52:50 +01:00
e0b074161b fix: typo 2026-02-02 12:08:24 +01:00
08c0afb55a chore: add chart of supra competive pricing 2026-02-02 12:03:30 +01:00
c4fd1352c9 naoice COI implementation 2026-02-02 11:18:37 +01:00
4abef97bf7 chore: adding simulation logging with wandb 2026-01-31 16:21:10 +01:00
33cb0d7e95 feature: refactored demand splitting and implementation 2026-01-31 12:56:48 +01:00
e8ef850089 feat: introduced simple COI proxy 2026-01-31 12:06:48 +01:00
e7cb48e9cd chore: updating paper 2026-01-31 10:47:12 +01:00
Daniel Alves Rösel
dba8f3fafa Merge pull request #44 from velocitatem/agent-behavior-loader-developemen
Agent behavior loader developement + rl loop definition and e2e tests.
2026-01-31 10:21:54 +01:00
Daniel Alves Rösel
9843c5deab Merge pull request #51 from velocitatem/feat-strong-learning-implementation-with-data-contamination
Feat strong learning implementation with data contamination
2026-01-31 10:15:09 +01:00
13959e4b28 chore: bug fixes 2026-01-31 10:13:07 +01:00
Daniel Alves Rösel
2f481bd94b Merge branch 'agent-behavior-loader-developemen' into feat-strong-learning-implementation-with-data-contamination 2026-01-31 10:08:59 +01:00
72877439ca feat: contaminator and training 2026-01-31 09:48:20 +01:00
0f5f8affab chore: make lib backwards compatible 2026-01-31 09:48:20 +01:00
ee70f02a1f chore: export repeated methods into lib 2026-01-31 09:48:20 +01:00
22a2c255bd chore: remove boilerplate 2026-01-31 09:48:20 +01:00
ccc19f3493 acapting some architectures 2026-01-31 09:48:20 +01:00
00e3eff2fa migrating weak learning 2026-01-31 09:48:20 +01:00
440371dba4 feat: initial feature engineering of trajectories 2026-01-31 09:48:20 +01:00
b05b510f70 strong dataset gathering 2026-01-31 09:48:20 +01:00
04907df393 feat: weak train scaffold 2026-01-31 09:48:20 +01:00
b2f0746c01 chore: extra commenting 2026-01-31 09:48:20 +01:00
7b2d80ac4c feat: wip contaminator 2026-01-31 09:48:20 +01:00
0ce12fbc3b chore: ignores 2026-01-31 09:48:17 +01:00
e9cf5f0736 refactor models computations 2026-01-31 09:46:44 +01:00
82b54428b7 chore: refactor the loader class 2026-01-31 09:46:44 +01:00
87a35fad2c feat: joint loader 2026-01-31 09:46:44 +01:00
af23d2f736 feat: introduction of agentinc MDPs and KL divergence of > 2 2026-01-31 09:46:44 +01:00
9cb2b0fc44 feat: forgot airflow helper staging 2026-01-31 09:46:44 +01:00
7c330a19c6 feat: added a runner script for agent orchestration 2026-01-31 09:46:44 +01:00
Daniel Alves Rösel
eb95060380 Pre run web refactors (#43)
* chore: refactor date utilities

* feat: improve images of hotel rooms

* fix: adding date utils
2026-01-31 09:46:44 +01:00
61dd621532 chore: styling and title updates 2026-01-31 09:46:44 +01:00
4c368d48f2 chore: fixing visual bugs in cart 2026-01-31 09:46:44 +01:00
3c141a4b6c chore: better test consistency before agnet 2026-01-31 09:46:44 +01:00
e89cb263d4 planning 2026-01-31 09:46:44 +01:00
62a4008c29 feat: integration of pipeline hooks into testing 2026-01-31 09:46:44 +01:00
8b429b7a8e chore: refactor to better map end to end 2026-01-31 09:46:44 +01:00
f9bf3de71e pdf rendering 2026-01-31 09:46:44 +01:00
131323ef56 featuer: dot exporter 2026-01-31 09:46:44 +01:00
ec4cf074e6 feature: MDP behavior mappers (unlinked) 2026-01-31 09:46:44 +01:00
6a06a8af4a simple code cleanup 2026-01-31 09:46:44 +01:00
3fa98f375d refactor to align moer with research in the env sims 2026-01-31 09:46:44 +01:00
201c98bcac improved implementation 2026-01-31 09:46:44 +01:00
8a08458478 formlating the reward simply 2026-01-31 09:46:44 +01:00
7d09232e48 high level defintion 2026-01-31 09:46:44 +01:00
20132c084c initial environemnt definitions 2026-01-31 09:46:41 +01:00
26abff5864 chore: fixing tests with seed determinism 2026-01-30 13:57:40 +01:00
4c7d9362af chore: envs for e2e 2026-01-30 13:55:22 +01:00
ea45801845 chore: removing the lab byproduct 2026-01-30 13:22:22 +01:00
Daniel Alves Rösel
574e05d9e0 Merge pull request #50 from velocitatem/new-simulation-environment-development
New simulation environment development
2026-01-30 13:19:53 +01:00
52fe865598 feature: drafting studies directory 2026-01-30 13:18:20 +01:00
28d3f6853e chore: refactor wrapper 2026-01-30 13:17:12 +01:00
10e8397eec chore: bette rplotting 2026-01-29 13:11:52 +01:00
772772b5b9 chore: better wrapping amd more performant 2026-01-29 10:01:53 +01:00
6e06081d60 porting to better 2026-01-28 16:09:28 +01:00
83d9bb2552 chore: properly developing 2026-01-28 14:04:57 +01:00
fa2aca8b13 chore: rough migration of environment configuration 2026-01-26 14:12:41 +01:00
cd6c3d6006 chore: migrating thesis case definition 2026-01-26 13:19:55 +01:00
Daniel Alves Rösel
b5f19e04b7 Paper lit review (#45)
* chore: updating apa citation and fixing citation in-text and parent

* fixing in lit review

* adjusting citations and improving schema

* chore: fixed formating and adjusting other components

* refined abstract

* one page fitting

* constrainative proposals

* fix: syntax of transtion probs

* refined lit review and soruces

* research Objectives

* adding logo graphics

* chore: fixing citation completeness

* updating with newly built algoerith

* lit review document setup
2026-01-26 13:04:32 +01:00
98a9a3738c fix: coi better defined and aligned and sac improved 2026-01-25 10:36:37 +01:00
1224841a82 preliminary improved runs 2026-01-24 23:51:57 +01:00
4033e73ba1 feat: consistent failure case 2026-01-24 15:16:41 +01:00
bae51daa1c chore: refactor session mapping 2026-01-24 14:21:35 +01:00
c5eae17924 simple baselines and training setup to be refactored 2026-01-24 13:20:42 +01:00
28669ea4c3 win: refomulated and re-inspired from library 2026-01-23 17:16:32 +01:00
b0a1647956 docs 2026-01-23 12:52:58 +01:00
19bb4fd517 chore; ignoreing build of docs 2026-01-23 10:37:48 +01:00
4e2e41d943 shock: defining new lab environment and formulation 2026-01-23 10:37:32 +01:00
a033e77697 intorducing jax for computation 2026-01-22 21:02:10 +01:00
40e0b201e6 chore: init code for jax core 2026-01-22 13:10:15 +01:00
a217d53556 feat: translating features to jax 2026-01-22 13:10:01 +01:00
a6e6cc5d60 feat: baseline setup for RL modeling 2026-01-22 12:52:41 +01:00
fa89347c4e feat: expanding market observation space 2026-01-22 11:48:24 +01:00
2b3d937be6 feat: fixing alignment w premiums and specific extraction of data 2026-01-22 11:46:32 +01:00
20c47fe85f review: planning environment refactoring 2026-01-22 11:40:47 +01:00
b7161573d7 chore: mini docs 2026-01-22 11:40:27 +01:00
c15bb1882e chore: training and data refactors 2026-01-22 11:40:12 +01:00
dee6f573e3 feat: contaminator and training 2026-01-21 19:12:56 +01:00
2ed200f870 chore: make lib backwards compatible 2026-01-21 19:12:35 +01:00
56308ecb10 chore: export repeated methods into lib 2026-01-21 19:12:11 +01:00
7fcd18c3cb chore: remove boilerplate 2026-01-21 19:11:54 +01:00
5f607a58eb acapting some architectures 2026-01-21 18:22:39 +01:00
6aad196234 migrating weak learning 2026-01-21 18:22:31 +01:00
e5060babfa feat: initial feature engineering of trajectories 2026-01-21 14:05:39 +01:00
80863e9b17 strong dataset gathering 2026-01-21 14:05:30 +01:00
a5029f2eab feat: weak train scaffold 2026-01-21 11:27:03 +01:00
c102ac482e chore: extra commenting 2026-01-21 11:11:49 +01:00
08ade8dc89 feat: wip contaminator 2026-01-20 21:00:47 +01:00
95d4f0cee2 chore: ignores 2026-01-13 19:50:36 +01:00
Daniel Alves Rösel
a9d73ccce5 Paper first fillout (#39)
* initial environemnt definitions

* high level defintion

* formlating the reward simply

* improved implementation

* tailored docker compose image for secondary tenaordboard

* preliminary desriptions and babble

* details on formulation and defintion of agent and its loop

* typos one

* more grammar issues

* fluidity improvements and refactors

* more decluttering and dnoising

* finalizing introduction review

* some methodology

* somehow this disappeared

* bit more of this and that

* methodology of how we do architectuer and online DP

* fix: compilation

* expanding on the taxonomy and economic references

* authoer notes

* acks + google GCP

* making space w new format nada lit review

* stronger lit review and more sources

* forgot about tables and graphs

* dedupe citations

* adding cloudflare

* fixing env vars

* updating docs with url

* upating embed

* fixing the url

* paper badge

* formaliztaion of rewards and adding definitions

* noisy formulations

* connecting some more dots here

* adding significant weight in prices

* fixing error

* fixing typos and consistency

* extra math formulations and refferenceot DRO

* fixing diagram of loops

* github mindmap

* fixing erro and thiknig about big picture

* enhancing the website

* goals methodology and gitignore

* some more references and theory links

* talking about some wtp

* feature: added wordcounter

* forcing latex builds and fixining the bib #

* refactor: update Cost of Information equations and notation for clarity

* some more math and refactors

* refactor: unify notation and improve clarity in COI equations

* refactor: generalize master function for demand estimation and pricing strategies

* we dont like math but we have to do it :(

* refactor: enhance Cost of Information framework with additional context and illustration

* refactor: enhance literature review and methodology sections with economic theory insights and system architecture details

* alining format to fit the rubric

* refactoring bibliography

* fix: align

* mdp additionally

* trying different title

* adding balance figure

* agentic givergence, finally

* fix: figure fonts adjusted to match
2026-01-13 17:07:29 +01:00
3072e5f46e refactor models computations 2026-01-13 16:51:00 +01:00
a1e3166322 chore: refactor the loader class 2026-01-13 16:46:17 +01:00
6f361b96a8 feat: joint loader 2026-01-13 16:42:50 +01:00
eea019ab3f feat: introduction of agentinc MDPs and KL divergence of > 2 2026-01-13 15:57:05 +01:00
a36973cb42 feat: forgot airflow helper staging 2026-01-13 15:37:06 +01:00
96180e9af1 feat: added a runner script for agent orchestration 2026-01-13 15:36:20 +01:00
Daniel Alves Rösel
e60c0c64e1 Pre run web refactors (#43)
* chore: refactor date utilities

* feat: improve images of hotel rooms

* fix: adding date utils
2026-01-13 15:35:27 +01:00
90f57cb9b9 chore: styling and title updates 2026-01-13 15:09:52 +01:00
d865357695 chore: fixing visual bugs in cart 2026-01-13 15:05:33 +01:00
961302a21a chore: better test consistency before agnet 2026-01-12 22:33:47 +01:00
0d214a469f planning 2026-01-12 20:59:09 +01:00
acf731efcb feat: integration of pipeline hooks into testing 2026-01-12 13:37:48 +01:00
9a8525a854 chore: refactor to better map end to end 2026-01-12 11:02:48 +01:00
29f51d56d1 pdf rendering 2026-01-12 11:02:48 +01:00
c56c7f6537 featuer: dot exporter 2026-01-12 11:02:48 +01:00
b1882b6049 feature: MDP behavior mappers (unlinked) 2026-01-12 11:02:48 +01:00
57a7e0c571 simple code cleanup 2026-01-12 11:02:48 +01:00
c8c44d0453 refactor to align moer with research in the env sims 2026-01-12 11:02:48 +01:00
f950565264 tailored docker compose image for secondary tenaordboard 2026-01-12 11:02:48 +01:00
aae124f5ea improved implementation 2026-01-12 11:02:48 +01:00
c5caee21b1 formlating the reward simply 2026-01-12 11:02:48 +01:00
fe7dafed0a high level defintion 2026-01-12 11:02:48 +01:00
fa65fe992d initial environemnt definitions 2026-01-12 11:02:48 +01:00
Daniel Alves Rösel
221e71a503 E2e testing of pricing (#42)
* a simp0le scaffold

* feature: simple npm setup

* feature: testing setup and dummy scenarios

* chore: dumping kafak just via backend

* chore: dcleaning gitignore

* features: boilerplate fixtures and stuff

* test: extra tests

* chore: update the test suite to be callable via makefile

* chore: cleaning

* chore: updating interactions setup

* small cleaning

* chore: cleaning shitty code
2026-01-12 11:02:18 +01:00
Daniel Alves Rösel
f2271e368e 34 initial discriminator of interaction data (#38)
* feat: training pipeline + tensorboard

* tesnorboard forgot

* chore: ml basic boilerplate

* feat: naive architecture as start

* eval setup

* chore: parquet exporting of data

* chore: updating requirements necesary

* feat: separating modules and adding training logs paths

* Update experiments/ml/train.py

Co-authored-by: gemini-code-assist[bot] <176961590+gemini-code-assist[bot]@users.noreply.github.com>

* fix: new path for runs

* fix: undoing ai slop code

* chore: modules and reqs

---------

Co-authored-by: gemini-code-assist[bot] <176961590+gemini-code-assist[bot]@users.noreply.github.com>
2025-12-14 18:58:42 +01:00
Daniel Alves Rösel
a1916c966c 32 refine data pipeline training data construction (#37)
* feature: modularized feature engineering for ml setup (new pipeline)

* chore: updating imports properly

* test: updating fixtures with ua and meta

* chore: migrating code ignore groups

* chore: syntax cleaning and code quality

* chore: fixing pipeline data compatability

* Update experiments/procesing/steps/session.py

Co-authored-by: gemini-code-assist[bot] <176961590+gemini-code-assist[bot]@users.noreply.github.com>

* chore: refactoring and dixing path joining

* chore: refactoring function definition to avoid reinit

---------

Co-authored-by: gemini-code-assist[bot] <176961590+gemini-code-assist[bot]@users.noreply.github.com>
2025-12-12 12:15:15 +01:00
Daniel Alves Rösel
a2a443c027 Update README with project badges and links
Added badges for build status, TPU support, and Vercel deployments.
2025-12-12 10:21:11 +01:00
Daniel Alves Rösel
ef98141ca8 Catchup airline (#31)
* chore: update provider and pricing snitch with agnostic system

* cloning pipelines per mode instance

* updating airline hero section

* fix: must keep airflow secretkey

* fix: fixture update to hotel not shop

* chore: refactored to factory design pattern of pipelines

* chore: clean up definition of composite class of providers
2025-12-11 21:56:12 +01:00
d45b344264 fixing public routing for store modes 2025-12-08 15:00:37 +01:00
a0b956b242 chore: rewriting airflow for railway 2025-12-06 18:04:18 +01:00
Daniel Alves Rösel
8751583764 Improving interface after experiment01 (#30)
* fix: fixes of backwords

* fixing hotel information with image placeholders

* chore: clean up product display in hotel and cleaner interfacing

* adding loader with historical data loading

* feature: cleaning up pipeline

* chore: simple surge pricer

* created new pricing pipeline

* adding a checkout page to both sites

* fix: fixing stale pacakge

* test: we wont be using elasticity anymore so its okay

* chore: cleaning elasticity references

* chore: store sting

* feature: e2e intro pipline surge pricing

* fix: CVE vulnerability patching
2025-12-06 17:47:14 +01:00
59d4fb7891 fix: unified provider container for standalone 2025-12-04 17:03:39 +01:00
7c2a819122 removing module provider summoning for provider 2025-12-04 16:19:26 +01:00
5941ffd085 small provider updates 2025-12-04 16:07:18 +01:00
955102090d feat: introduced cumulative features step for state definition 2025-11-29 22:28:40 +01:00
d654bbf4b4 static price reading 2025-11-29 20:13:38 +01:00
Daniel Alves Rösel
ad9423bf59 Airflow addition (#28)
* introducing airflow to run pipeline

* chore: updating dag with upload to registry

* introducing complete provider (non refactored and noisy)

* chore: removing old shit

* generic pricing baselines

* feature: super simple model registry (to be updated maybe third party OS software)

* chore: refactoring the providers docker config and requirements

* chore: refactored and broke down components (braking

* exporting all

* local pipeline excution working

* fix: fixing import structures from nonrelativistic

* chore: enables cross comm pickling with fully e2e pipeline compilation

* docs: what the pipeline is like now

* pipelines local running and pipeline high level definition

* cleaning old pipeline and vectorization

* leaked but fixing, not so important

* test: started with pipeline step testing

* chore: cleaning up provider of prices

* test: extra tests wit hsemantic meaning checks

* migrating pricers

* feature: introducing pricing predictors (pricers)

* chore: e2e is done with new pipeline

* extra session feature extraction

* feature: experiemntal sessin pricer and metrics(vibe)

* chore: redefined and connected pricers (#29)
2025-11-29 17:50:16 +01:00
Daniel Alves Rösel
2a0e44ab24 Add image and update links in README.md 2025-11-29 14:19:22 +01:00
Daniel Alves Rösel
c432c45343 First pricing implementation (#27)
* first implementation of elasticity demand computation

* chor: fixing test :(

* feature: rudemantary defintition of pricing pipeline

* chor: fixing cross product missing data

* add warning

* feature: e2e pricing pipeline with inference
2025-11-27 18:25:27 +01:00
Daniel Alves Rösel
8b76d24ade 6 catalog data and mode mappers (#25)
* supabase product proxy and rendering

* minor pipeline refactor

* refactoring and demand estimation

* trackion of date index searching

* fixing changes of imports

* data seeding

* chore: airline basic refactor

* feat: huge push of product changes and item review with cart

* refactored design

* chore: moving route elsewhere and align

* fix: build of web/

* chore: fixing paper build

* fixing chars
2025-11-25 11:00:31 +01:00
Daniel Alves Rösel
894ce87a5d introduced supabase and experiment management UI (#23)
* introduced supabase and experiment management UI

* fixing cookie import
2025-11-18 20:45:11 +01:00
Daniel Alves Rösel
ab8b8787a8 13 agentic behavior runner v1 (#14)
* baseline setup of agent abstract

* feat: new implementation of simple AI agent that can follow a goal and return

* refactored import structure and created full tests

* pytest setup a github workflow to run tests + more ignores

* singularity for pushing

* fixing builds of PDFs

* inital structure of docs

* init styles and docs

* basic style implementation

* 13 create outline for research paper draft (#18)

* updated outline for paper from issue

* extra paper sections and some formalization of series data

* algorithms and acknowledgements

* updated outline for paper from issue

* Refactor docker-compose services to use individual Dockerfiles (#20)

* Initial plan

* Refactor services into individual Dockerfiles

Co-authored-by: velocitatem <60182044+velocitatem@users.noreply.github.com>

* Add EXPOSE directives to all Dockerfiles with port documentation

Co-authored-by: velocitatem <60182044+velocitatem@users.noreply.github.com>

---------

Co-authored-by: copilot-swe-agent[bot] <198982749+Copilot@users.noreply.github.com>
Co-authored-by: velocitatem <60182044+velocitatem@users.noreply.github.com>

* 2 nextjs scaffold with store mode shop and admin session experiment wiring event emission v1 (#17)

* chore: cleaning gitignore

* formating and env documentation

* feat: context switching of hotel/airline depndent on env var via middleware

* fixed alignment and building

* wrong file

* prods

* fixed applying style

* better session cookie management

* tentative session storage with maybe using airtable

* migrated api of ingestion

* events and products apge

* fixing build

* 13 create outline for research paper draft (#18)

* updated outline for paper from issue

* extra paper sections and some formalization of series data

* algorithms and acknowledgements

* updated outline for paper from issue

* upadted text formating

* event unification

* refactor tracking to ues callbacks instead of refs

* implement a pricing display api with session passing

* moved middleware to proxy according to new changes in Nextjs

* refactoed kafka ingestion to go via backend not web-db

* Refactor docker-compose services to use individual Dockerfiles (#20)

* Initial plan

* Refactor services into individual Dockerfiles

Co-authored-by: velocitatem <60182044+velocitatem@users.noreply.github.com>

* Add EXPOSE directives to all Dockerfiles with port documentation

Co-authored-by: velocitatem <60182044+velocitatem@users.noreply.github.com>

---------

Co-authored-by: copilot-swe-agent[bot] <198982749+Copilot@users.noreply.github.com>
Co-authored-by: velocitatem <60182044+velocitatem@users.noreply.github.com>

* fixing small bugs and adding exepriments to tracking

* added some doc

* fixing prod

* prod kafka server logging

* topic auto create

* pytest setup a github workflow to run tests + more ignores

* getting data from agents properly

* proper pipeline to handle data and build matrices

* fixing backend dumping

* fixing agents and ignore

* fixing import for tests

---------

Co-authored-by: Copilot <198982749+Copilot@users.noreply.github.com>
2025-11-15 16:16:01 +01:00
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.git
.venv
.venv-tpu
**/__pycache__
**/*.pyc
**/*.pyo
**/.pytest_cache
**/.mypy_cache
**/.ruff_cache
**/.ipynb_checkpoints
wandb
build
paper/build
paper/build-cais
node_modules
**/node_modules
*.egg-info

18
.env.sweep.example Normal file
View File

@@ -0,0 +1,18 @@
# Copy this file to .env.sweep and fill in values.
# Required for wandb runs and sweep agent workers.
WANDB_API_KEY=
WANDB_ENTITY=
WANDB_PROJECT=phantom-pricing
# Required for private repo bootstrap workers.
GITHUB_TOKEN=
# Optional defaults for bootstrap mode.
# REPO_URL=https://github.com/org/repo.git
# BRANCH=main
# WORKDIR=$HOME/PHANTOM-agent
# SWEEP_ID=entity/project/id
# AGENT_COUNT=0
# AGENT_LOOP=1
# RETRY_SECONDS=20

View File

@@ -19,10 +19,56 @@ jobs:
with:
root_file: main.tex
working_directory: paper/src
args: -pdf -interaction=nonstopmode -file-line-error -outdir=../build
args: -pdf -f -interaction=nonstopmode -file-line-error -outdir=../build
pre_compile: bash ../concat_code.sh
- name: Upload PDF
uses: actions/upload-artifact@v4
with:
name: thesis-pdf
path: paper/build/main.pdf
- name: Get current date
id: date
run: echo "date=$(date +'%Y-%m-%d')" >> $GITHUB_OUTPUT
- name: Upload to Cloudflare R2
env:
AWS_ACCESS_KEY_ID: ${{ secrets.R2_ACCESS_KEY_ID }}
AWS_SECRET_ACCESS_KEY: ${{ secrets.R2_SECRET_ACCESS_KEY }}
AWS_ENDPOINT_URL: ${{ secrets.R2_ENDPOINT }}
DATE: ${{ steps.date.outputs.date }}
BUCKET_NAME: ${{ secrets.R2_BUCKET_NAME }}
run: |
pip install boto3
python3 << 'EOF'
import boto3
import os
s3 = boto3.client('s3',
endpoint_url=os.environ['AWS_ENDPOINT_URL'],
aws_access_key_id=os.environ['AWS_ACCESS_KEY_ID'],
aws_secret_access_key=os.environ['AWS_SECRET_ACCESS_KEY']
)
date = os.environ['DATE']
bucket = os.environ['BUCKET_NAME']
# upload dated version
dated_filename = f"thesis-{date}.pdf"
s3.upload_file(
'paper/build/main.pdf',
bucket,
dated_filename,
ExtraArgs={'ContentType': 'application/pdf'}
)
print(f"Uploaded {dated_filename}")
# upload latest version
s3.upload_file(
'paper/build/main.pdf',
bucket,
'thesis-latest.pdf',
ExtraArgs={'ContentType': 'application/pdf'}
)
print(f"Uploaded thesis-latest.pdf")
EOF

78
.gitignore vendored
View File

@@ -1,8 +1,86 @@
# environment and secrets
**/.env
.env.*
!.env.*.example
**/.venv
# python build/cache artifacts
**/__pycache__
phantom.egg-info/
*.egg-info/
# notebook artifacts
**/.ipynb_checkpoints/
**/.virtual_documents/
# editor/tool state
**/.pdf-view-restore
.nextstep
.ignore-gitlogue
.cloudflare
# generated svg/graphics
**/session_*.svg
**/*graph.svg
**/auto/*.el
# misc generated
*.old
**/package-lock.json
**/*.parquet
**/_build/
# paper build artifacts
paper/src/bib/auto
paper/src/auto/*
paper/src/bib/auto
paper/template/*
paper/build-cais/
paper/src/main.pdf
paper/src/main-blx.bib
paper/src/svg-inkscape/
paper/src/mirrors/
paper/variations/
paper/src/graphics/test_*.png
thesis-latest.pdf
# experiment run artifacts and logs
docs/goals/*.md
PHANTOM.wiki/
experiments/airflow/logs/*
experiments/airflow/logs/scheduler/
experiments/airflow/logs/dag_processor_manager/
experiments/collected_data/
experiments/agents/collected_data/
tests/e2e/test-results/
tests/e2e/node_modules/**
# rl/sim run outputs
sim/rl/behavior_loader/*.dot
sim/rl/behavior_loader/*.png
sim/rl/behavior_loader/*.svg
sim/rl/behavior_loader/*.pdf
sim/rl/runs/
lab/case/thesis/runs*/
sim/case/thesis_simplified/runs*/
# model binaries
engine/models/*.zip
*.zip
# wandb local state
wandb/
# data directory (large datasets)
data/
# ktem local app data
ktem_app_data/
# generated visualization pdfs
*_mdp_viz.pdf
phantom_env_comparison.png
sim/phantom_env_comparison.png
# web clone
PHANTOM_web/*

1
AGENTS.md Symbolic link
View File

@@ -0,0 +1 @@
CLAUDE.md

200
Makefile
View File

@@ -9,44 +9,210 @@ PYTHON := $(VENV)/bin/python
PIP := $(VENV)/bin/pip
PYTEST := $(VENV)/bin/pytest
SWEEP_ENV_FILE ?= .env.sweep
WANDB_ENTITY ?=
WANDB_PROJECT ?= phantom-pricing
SWEEP_ID ?=
LOCAL_TRAIN_ARGS ?= --algo ppo --total-timesteps 50000
AGENT_COUNT ?= 0
REPO_URL ?=
BRANCH ?= main
WORKDIR ?= $(HOME)/PHANTOM-agent
AGENT_LOOP ?= 1
RETRY_SECONDS ?= 20
TRAIN_IMAGE_REF := us-central1-docker.pkg.dev/phantom-trc/phantom/phantom-trainer
TPU_NAME ?=
TPU_ZONE ?= us-central2-b
TPU_PROJECT ?= phantom-trc
TPU_REPO_DIR ?= /tmp/PHANTOM
SWEEP_ENV_LOAD = set -a; [ -f "$(SWEEP_ENV_FILE)" ] && . "$(SWEEP_ENV_FILE)" || true; set +a
.DEFAULT_GOAL := help
all: pdf
run.webapp:
@cd web && npm install && npm run dev
.PHONY: help
help:
@echo "pdf.build pdf.watch pdf.clean | test.backend test.e2e test.all | web.dev | install | train | train.agent | train.bootstrap | train.tpu.pod | train.tpu.vm | train.tpu.vm.sweep | stats.lines"
@echo "docker.train.publish"
@echo ""
@echo "Local wandb run:"
@echo " make train LOCAL_TRAIN_ARGS='--algo ppo --total-timesteps 50000'"
@echo ""
@echo "Local sweep agent from this repo:"
@echo " make train.agent SWEEP_ID=entity/project/id AGENT_COUNT=5"
@echo ""
@echo "Bootstrap private repo worker from anywhere:"
@echo " make train.bootstrap REPO_URL=https://github.com/org/repo.git BRANCH=main SWEEP_ID=entity/project/id"
@echo ""
@echo "Config source: $(SWEEP_ENV_FILE) (auto-loaded)"
$(BUILDDIR):
mkdir -p paper/$(BUILDDIR)
pdf: $(BUILDDIR)
@echo "Concatenating source code..."
.PHONY: pdf.build
pdf.build: $(BUILDDIR)
@bash paper/concat_code.sh
@cd $(SRCDIR) && \
$(LATEXMK) -pdf -jobname=$(JOBNAME) \
-interaction=nonstopmode -file-line-error \
-outdir=../$(BUILDDIR) $(TEX)
watch: $(BUILDDIR)
@cd $(SRCDIR) && \
$(LATEXMK) -pvc -pdf -jobname=$(JOBNAME) \
$(LATEXMK) -pdf -jobname=$(JOBNAME) -f \
-interaction=nonstopmode -file-line-error \
-r ../.latexmkrc \
-outdir=../$(BUILDDIR) $(TEX)
clean:
.PHONY: pdf.watch
pdf.watch: $(BUILDDIR)
@cd $(SRCDIR) && \
$(LATEXMK) -pvc -pdf -jobname=$(JOBNAME) -f \
-interaction=nonstopmode -file-line-error \
-r ../.latexmkrc \
-outdir=../$(BUILDDIR) $(TEX)
.PHONY: pdf.clean
pdf.clean:
@cd $(SRCDIR) && \
$(LATEXMK) -C -jobname=$(JOBNAME) -outdir=../$(BUILDDIR) || true
rm -rf paper/$(BUILDDIR)/*
.PHONY: test.backend
test.backend: $(VENV)
$(PYTEST) -v
.PHONY: test.e2e
test.e2e:
@cd tests/e2e && npm install
@cd tests/e2e && npx playwright install chromium
@test -f tests/e2e/.env || cp tests/e2e/.env.example tests/e2e/.env
@timeout 30 bash -c 'until curl -sf http://localhost:5000/health > /dev/null 2>&1; do sleep 1; done' || (echo "Backend not ready" && exit 1)
@timeout 30 bash -c 'until curl -sf http://localhost:3000 > /dev/null 2>&1; do sleep 1; done' || (echo "Web app not ready" && exit 1)
@timeout 30 bash -c 'until curl -sf http://localhost:8085/health > /dev/null 2>&1; do sleep 1; done' || (echo "Airflow not ready" && exit 1)
@cd tests/e2e && npm test
.PHONY: test.all
test.all: test.backend test.e2e
.PHONY: web.dev
web.dev:
@cd web && npm install && npm run dev
$(VENV):
python3 -m venv $(VENV)
$(PIP) install --upgrade pip
.PHONY: install
install: $(VENV)
$(PIP) install -r requirements.txt
test: $(VENV)
$(PYTEST) -v
.PHONY: train
train: install
@$(SWEEP_ENV_LOAD); test -n "$$WANDB_API_KEY" || (echo "WANDB_API_KEY required — set it in $(SWEEP_ENV_FILE)" && exit 1)
@$(SWEEP_ENV_LOAD); WANDB_API_KEY="$$WANDB_API_KEY" WANDB_ENTITY="$(WANDB_ENTITY)" WANDB_PROJECT="$(WANDB_PROJECT)" \
$(PYTHON) -m engine.train $(LOCAL_TRAIN_ARGS)
.PHONY: all pdf clean watch run.webapp install test
.PHONY: train.agent
train.agent: install
@$(SWEEP_ENV_LOAD); test -n "$$WANDB_API_KEY" || (echo "WANDB_API_KEY required — set it in $(SWEEP_ENV_FILE)" && exit 1)
@test -n "$(SWEEP_ID)" || (echo "SWEEP_ID required, e.g. SWEEP_ID=entity/project/id" && exit 1)
@$(SWEEP_ENV_LOAD); WANDB_API_KEY="$$WANDB_API_KEY" WANDB_ENTITY="$(WANDB_ENTITY)" WANDB_PROJECT="$(WANDB_PROJECT)" \
$(PYTHON) -m engine.train --sweep-agent --sweep-id "$(SWEEP_ID)" \
$(if $(filter-out 0,$(AGENT_COUNT)),--count $(AGENT_COUNT),)
.PHONY: train.bootstrap
train.bootstrap:
@$(SWEEP_ENV_LOAD); test -n "$$WANDB_API_KEY" || (echo "WANDB_API_KEY required — set it in $(SWEEP_ENV_FILE)" && exit 1)
@$(SWEEP_ENV_LOAD); test -n "$$GITHUB_TOKEN" || (echo "GITHUB_TOKEN required — set it in $(SWEEP_ENV_FILE)" && exit 1)
@test -n "$(REPO_URL)" || (echo "REPO_URL required, e.g. REPO_URL=https://github.com/org/repo.git" && exit 1)
@test -n "$(SWEEP_ID)" || (echo "SWEEP_ID required, e.g. SWEEP_ID=entity/project/id" && exit 1)
@$(SWEEP_ENV_LOAD); \
WANDB_API_KEY="$$WANDB_API_KEY" \
WANDB_ENTITY="$(WANDB_ENTITY)" \
WANDB_PROJECT="$(WANDB_PROJECT)" \
GITHUB_TOKEN="$$GITHUB_TOKEN" \
REPO_URL="$(REPO_URL)" \
BRANCH="$(BRANCH)" \
WORKDIR="$(WORKDIR)" \
SWEEP_ID="$(SWEEP_ID)" \
AGENT_COUNT="$(AGENT_COUNT)" \
AGENT_LOOP="$(AGENT_LOOP)" \
RETRY_SECONDS="$(RETRY_SECONDS)" \
bash scripts/wandb_agent_bootstrap.sh
.PHONY: stats.lines
stats.lines:
@find . \( -path '*/node_modules' -o -path '*/.venv' -o -path '*/venv' \) -prune -o \
\( -name "*.ts" -o -name "*.py" \) -type f -print0 | xargs -0 cat | wc -l
.PHONY: wordcount
wordcount:
@echo "Counting words in main text (excluding appendix)..."
@texcount -nosub -total -sum -1 \
$(SRCDIR)/chapters/01-intro.tex \
$(SRCDIR)/chapters/02-literature-review.tex \
$(SRCDIR)/chapters/03-methodology.tex \
$(SRCDIR)/chapters/04-results.tex \
$(SRCDIR)/chapters/05-discussion.tex \
$(SRCDIR)/chapters/06-conclusion.tex
.PHONY: docker.train.publish
docker.train.publish:
docker build -f docker/Trainer.dockerfile --target gpu -t $(TRAIN_IMAGE_REF):gpu-latest .
docker push $(TRAIN_IMAGE_REF):gpu-latest
docker build -f docker/Trainer.dockerfile --target tpu -t $(TRAIN_IMAGE_REF):tpu-latest .
docker push $(TRAIN_IMAGE_REF):tpu-latest
.PHONY: train.tpu.pod
train.tpu.pod:
@test -n "$(TPU_NAME)" || (echo "TPU_NAME required, e.g. TPU_NAME=TPUlong" && exit 1)
@test -n "$(SWEEP_ID)" || (echo "SWEEP_ID required, e.g. SWEEP_ID=entity/project/id" && exit 1)
@$(SWEEP_ENV_LOAD); test -n "$$WANDB_API_KEY" || (echo "WANDB_API_KEY required — set it in $(SWEEP_ENV_FILE)" && exit 1)
gcloud compute tpus tpu-vm scp scripts/tpu_pod_run.sh $(TPU_NAME):/tmp/tpu_pod_run.sh \
--zone=$(TPU_ZONE) --project=$(TPU_PROJECT) --worker=all
@$(SWEEP_ENV_LOAD); \
gcloud compute tpus tpu-vm ssh $(TPU_NAME) \
--zone=$(TPU_ZONE) --project=$(TPU_PROJECT) --worker=all \
--command="WANDB_API_KEY='$$WANDB_API_KEY' SWEEP_ID='$(SWEEP_ID)' AGENT_COUNT='$(AGENT_COUNT)' sh /tmp/tpu_pod_run.sh"
.PHONY: train.tpu.vm.prepare
train.tpu.vm.prepare:
@test -n "$(TPU_NAME)" || (echo "TPU_NAME required, e.g. TPU_NAME=TPUlong" && exit 1)
TPU_NAME="$(TPU_NAME)" TPU_ZONE="$(TPU_ZONE)" TPU_PROJECT="$(TPU_PROJECT)" \
LOCAL_REPO_DIR="$(CURDIR)" REMOTE_REPO_DIR="$(TPU_REPO_DIR)" \
sh scripts/tpu_sync_repo.sh
gcloud compute tpus tpu-vm scp scripts/tpu_vm_train.sh $(TPU_NAME):/tmp/tpu_vm_train.sh \
--zone=$(TPU_ZONE) --project=$(TPU_PROJECT) --worker=all
.PHONY: train.tpu.vm.run
train.tpu.vm.run:
@test -n "$(TPU_NAME)" || (echo "TPU_NAME required, e.g. TPU_NAME=TPUlong" && exit 1)
@test -n "$(LOCAL_TRAIN_ARGS)" || (echo "LOCAL_TRAIN_ARGS required, e.g. --algo ppo --jax --total-timesteps 200000" && exit 1)
@$(SWEEP_ENV_LOAD); \
gcloud compute tpus tpu-vm ssh $(TPU_NAME) \
--zone=$(TPU_ZONE) --project=$(TPU_PROJECT) --worker=all \
--command="REPO_DIR='$(TPU_REPO_DIR)' TRAIN_ARGS='$(LOCAL_TRAIN_ARGS)' WANDB_API_KEY='$$WANDB_API_KEY' sh /tmp/tpu_vm_train.sh"
.PHONY: train.tpu.vm
train.tpu.vm: train.tpu.vm.prepare train.tpu.vm.run
.PHONY: train.tpu.vm.sweep
train.tpu.vm.sweep:
@test -n "$(TPU_NAME)" || (echo "TPU_NAME required, e.g. TPU_NAME=TPUlong" && exit 1)
@test -n "$(SWEEP_ID)" || (echo "SWEEP_ID required, e.g. SWEEP_ID=lusiana/phantom-pricing/abc123" && exit 1)
@$(SWEEP_ENV_LOAD); test -n "$$WANDB_API_KEY" || (echo "WANDB_API_KEY required — set it in $(SWEEP_ENV_FILE)" && exit 1)
@$(SWEEP_ENV_LOAD); WANDB_API_KEY="$$WANDB_API_KEY" \
python3 scripts/tpu_vm_sweep_agent.py \
--sweep-id "$(SWEEP_ID)" \
--tpu-name "$(TPU_NAME)" \
--tpu-zone "$(TPU_ZONE)" \
--tpu-project "$(TPU_PROJECT)" \
--tpu-repo-dir "$(TPU_REPO_DIR)" \
$(if $(filter-out 0,$(AGENT_COUNT)),--count $(AGENT_COUNT),)
.PHONY: pdf clean watch run.webapp test count-lines all
pdf: pdf.build
clean: pdf.clean
watch: pdf.watch
run.webapp: web.dev
test: test.backend
count-lines: stats.lines
all: pdf.build

View File

@@ -1,5 +1,94 @@
<img width="200" align="left" src="https://github.com/user-attachments/assets/d148b00d-e9f9-4280-89cc-0cc866e17251" />
### PHANTOM
[![Build PDF](https://github.com/velocitatem/PHANTOM/actions/workflows/latex.yml/badge.svg)](https://github.com/velocitatem/PHANTOM/actions/workflows/latex.yml)
[![Paper](https://img.shields.io/badge/Paper-PDF-red?logo=adobe-acrobat-reader)](https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf)
[![TPU Research Cloud](https://img.shields.io/badge/TPU%20Research%20Cloud-TRC%20supported-4285F4?logo=googlecloud&logoColor=white)](https://sites.research.google/trc/faq/)
[![Vercel Deploy](https://deploy-badge.vercel.app/?url=https://phantom-hotel.vercel.app&name=Hotel)](https://phantom-hotel.vercel.app)
[![Vercel Deploy](https://deploy-badge.vercel.app/?url=https://phantom-airline.vercel.app&name=Airline)](https://phantom-airline.vercel.app)
- https://phantom-hotel.vercel.app/
- https://phantom-airline.vercel.app/
```mermaid
mindmap
PHANTOM((PHANTOM Project))
North Star
Study how automated actors change markets
Build an experimentation platform for real-world-like commerce
Two-loop learning system
Online observation loop
Offline "defense gym" loop
Core Economic Questions
Price Discovery
How prices respond to demand signals
How signal quality changes with bots/agents
Demand & Elasticity
Shifts in willingness-to-pay
Short-run vs long-run elasticity
Market Efficiency & Welfare
Consumer surplus vs producer surplus
Deadweight loss from frictions/manipulation
Price Discrimination & Segmentation
Behavioral feature-based segmentation
Fairness vs profitability tradeoffs
Information Asymmetry
Agents amplify search and arbitrage
Sellers infer more about buyers; buyers infer more about sellers
Strategic Interaction
Consumers vs firms vs agents
Feedback loops: policy ↔ behavior ↔ price
Market Power & Competition
Algorithmic pricing as competitive tool
Risks: tacit coordination / "algorithmic collusion"
Externalities
Congestion and attention costs
Spillovers: one segments behavior affects others prices
System-Level View
Participants
Humans
Agents (automated buyers/actors)
Firms (pricing decision-makers)
Platform (measurement + control layer)
Markets Simulated
Repeated transactions
Limited inventory / capacity constraints (conceptually)
Time dynamics (learning over time)
Interventions
Pricing policies
Experiment assignment / randomized exposure
Agent behavioral policies (task-driven)
Measurement & Causal Inference
What is observed
Actions (search, click, purchase intent)
Context (product attributes, time, exposure)
Outcomes (conversion, revenue, churn proxies)
Identification strategy
A/B tests and randomization
Counterfactual baselines
Robustness checks (offline replay)
Key metrics
Revenue / profit proxies
Conversion & bounce
Price volatility / stability
Welfare proxies (e.g., dispersion, access)
Risk, Governance, and Ethics
Manipulation & Integrity
Bot-driven demand distortion
Measurement contamination
Fairness & Transparency
Differential pricing concerns
Explainability and auditability
Safety Constraints
Guardrails on price moves
Monitoring for runaway feedback loops
Outputs
Insights
When do agents raise/lower prices via behavior shifts?
Which market designs are robust to automation?
Defenses
Agent-aware pricing policies (robust control)
Detection + mitigation strategies (feature-level separability)
Platform Value
Reusable testbed for market + AI-agent research
```

6
TPUS/README.md Normal file
View File

@@ -0,0 +1,6 @@
64 spot Cloud TPU v6e chips in zone europe-west4-a
32 spot Cloud TPU v4 chips in zone us-central2-b
64 spot Cloud TPU v5e chips in zone us-central1-a
64 spot Cloud TPU v6e chips in zone us-east1-d
32 on-demand Cloud TPU v4 chips in zone us-central2-b
64 spot Cloud TPU v5e chips in zone europe-west4-b

View File

@@ -0,0 +1,22 @@
# 32 spot Cloud TPU v4 chips in zone us-central2-b
export PROJECT_ID=phantom-trc
export QR_NAME=TPUv4s32spotUC2B
export TPU_NAME=tpu-v4-32-uc2b-spot
export ZONE=us-central2-b
export ACCELERATOR_TYPE=v4-32
export RUNTIME_VERSION=v2-alpha-tpuv4
gcloud compute tpus tpu-vm create ${TPU_NAME} \
--project=${PROJECT_ID} \
--zone=${ZONE} \
--accelerator-type=${ACCELERATOR_TYPE} \
--version=${RUNTIME_VERSION} \
--spot \
|| \
gcloud compute tpus queued-resources create ${QR_NAME} \
--project=${PROJECT_ID} \
--zone=${ZONE} \
--node-id=${TPU_NAME} \
--accelerator-type=${ACCELERATOR_TYPE} \
--runtime-version=${RUNTIME_VERSION} \
--spot

13
TPUS/v4_uscentral2b.sh Normal file
View File

@@ -0,0 +1,13 @@
# 32 on-demand Cloud TPU v4 chips in zone us-central2-b
export PROJECT_ID=phantom-trc
export QR_NAME=TPUlong
export ZONE=us-central2-b
export ACCELERATOR_TYPE=v4-32
export RUNTIME_VERSION=v2-alpha-tpuv4
#gcloud compute tpus tpu-vm create ${TPU_NAME} --zone=${ZONE} --project=${PROJECT_ID} --accelerator-type=${ACCELERATOR_TYPE} --version=${RUNTIME_VERSION}
gcloud compute tpus queued-resources create ${QR_NAME} \
--project=${PROJECT_ID} \
--zone=${ZONE} \
--node-id=${TPU_NAME} \
--accelerator-type=${ACCELERATOR_TYPE} \
--runtime-version=${RUNTIME_VERSION}

View File

@@ -0,0 +1,22 @@
# 64 spot Cloud TPU v5e chips in zone europe-west4-b
export PROJECT_ID=phantom-trc
export QR_NAME=TPUv5e64spotEW4B
export TPU_NAME=tpu-v5e-64-ew4b
export ZONE=europe-west4-b
export ACCELERATOR_TYPE=v5e-64
export RUNTIME_VERSION=v2-alpha-tpuv5-lite
gcloud compute tpus tpu-vm create ${TPU_NAME} \
--project=${PROJECT_ID} \
--zone=${ZONE} \
--accelerator-type=${ACCELERATOR_TYPE} \
--version=${RUNTIME_VERSION} \
--spot \
|| \
gcloud compute tpus queued-resources create ${QR_NAME} \
--project=${PROJECT_ID} \
--zone=${ZONE} \
--node-id=${TPU_NAME} \
--accelerator-type=${ACCELERATOR_TYPE} \
--runtime-version=${RUNTIME_VERSION} \
--spot

View File

@@ -0,0 +1,22 @@
# 64 spot Cloud TPU v5e chips in zone us-central1-a
export PROJECT_ID=phantom-trc
export QR_NAME=TPUv5e64spotUC1A
export TPU_NAME=tpu-v5e-64-uc1a
export ZONE=us-central1-a
export ACCELERATOR_TYPE=v5e-64
export RUNTIME_VERSION=v2-alpha-tpuv5-lite
gcloud compute tpus tpu-vm create ${TPU_NAME} \
--project=${PROJECT_ID} \
--zone=${ZONE} \
--accelerator-type=${ACCELERATOR_TYPE} \
--version=${RUNTIME_VERSION} \
--spot \
|| \
gcloud compute tpus queued-resources create ${QR_NAME} \
--project=${PROJECT_ID} \
--zone=${ZONE} \
--node-id=${TPU_NAME} \
--accelerator-type=${ACCELERATOR_TYPE} \
--runtime-version=${RUNTIME_VERSION} \
--spot

View File

@@ -0,0 +1,22 @@
# 64 spot Cloud TPU v6e chips in zone europe-west4-a
export PROJECT_ID=phantom-trc
export QR_NAME=TPUv6e64spotEW4A
export TPU_NAME=tpu-v6e-64-ew4a
export ZONE=europe-west4-a
export ACCELERATOR_TYPE=v6e-64
export RUNTIME_VERSION=v2-alpha-tpuv6e
gcloud compute tpus tpu-vm create ${TPU_NAME} \
--project=${PROJECT_ID} \
--zone=${ZONE} \
--accelerator-type=${ACCELERATOR_TYPE} \
--version=${RUNTIME_VERSION} \
--spot \
|| \
gcloud compute tpus queued-resources create ${QR_NAME} \
--project=${PROJECT_ID} \
--zone=${ZONE} \
--node-id=${TPU_NAME} \
--accelerator-type=${ACCELERATOR_TYPE} \
--runtime-version=${RUNTIME_VERSION} \
--spot

View File

@@ -0,0 +1,22 @@
# 64 spot Cloud TPU v6e chips in zone us-east1-d
export PROJECT_ID=phantom-trc
export QR_NAME=TPUv6e64spotUE1D
export TPU_NAME=tpu-v6e-64-ue1d
export ZONE=us-east1-d
export ACCELERATOR_TYPE=v6e-64
export RUNTIME_VERSION=v2-alpha-tpuv6e
gcloud compute tpus tpu-vm create ${TPU_NAME} \
--project=${PROJECT_ID} \
--zone=${ZONE} \
--accelerator-type=${ACCELERATOR_TYPE} \
--version=${RUNTIME_VERSION} \
--spot \
|| \
gcloud compute tpus queued-resources create ${QR_NAME} \
--project=${PROJECT_ID} \
--zone=${ZONE} \
--node-id=${TPU_NAME} \
--accelerator-type=${ACCELERATOR_TYPE} \
--runtime-version=${RUNTIME_VERSION} \
--spot

112
backend/provider/app.py Normal file
View File

@@ -0,0 +1,112 @@
from fastapi import FastAPI, HTTPException, Query
from fastapi.middleware.cors import CORSMiddleware
from pydantic import BaseModel
from typing import Literal, Optional
import uvicorn, os, sys
from supabase import create_client, Client
from dotenv import load_dotenv
import numpy as np
import pandas as pd
load_dotenv()
# Local imports of registry and pricing function
sys.path.append(os.path.dirname(os.path.abspath(__file__))+ "/../../experiments/")
from procesing.providers import SupabaseProvider, BackendAPIProvider
from procesing.pricers import (
StaticPricer,
RandomPricer,
ElasticityBasedPricer
)
from procesing.steps import (
PredictPricesStep
)
from procesing import PipelineContext
sys.path.append(os.path.dirname(os.path.abspath(__file__))+ "/../../lib/")
print(os.path.dirname(os.path.abspath(__file__))+ "/../../lib/")
from lib.model_registry import ModelRegistry
# Config
app = FastAPI(title="PHANTOM Pricing Provider")
app.add_middleware(CORSMiddleware, allow_origins=["*"], allow_credentials=True, allow_methods=["*"], allow_headers=["*"])
supabase: Client = create_client(os.getenv("NEXT_PUBLIC_SUPABASE_URL"), os.getenv("NEXT_PUBLIC_SUPABASE_ANON_KEY"))
registry = ModelRegistry()
class PriceResponse(BaseModel):
productId: str
price: float
base_price: float
markup: float
elasticity: Optional[float] = None
model_version: str = 'latest'
@app.get("/health")
def health() -> dict:
return {"status": "healthy", "redis": registry.health_check()}
@app.get("/api/{mode}/price/{productId}", response_model=PriceResponse)
def get_price(mode: Literal['hotel', 'airline'], productId: str, sessionId: Optional[str] = Query(None), experimentId: Optional[str] = Query(None)):
"""
THIS is the fast lookup service (mechanism).
Priority: session-keyed price > global optimal price > base price
"""
product = supabase.table(f'{mode}_products').select("metadata").eq('id', productId).execute().data[0]
if not product: raise HTTPException(404, f"Product {productId} not found")
metadata = product['metadata']
base_price = metadata.get('base_price', 100.0)
# PRIORITY 1: session-aware price (computed by Airflow worker)
if sessionId:
session_price = registry.get_session_price(sessionId, productId)
if session_price is not None:
return PriceResponse(
productId=productId,
price=session_price,
base_price=base_price,
markup=session_price/base_price,
elasticity=None,
model_version='session-aware'
)
# PRIORITY 2: global pre-computed prices (surge pricing)
prices_df = registry.get_prices('latest')
if prices_df is not None:
product_price_row = prices_df[prices_df['productId'] == productId]
if not product_price_row.empty:
optimal_price = float(product_price_row['optimal_price'].iloc[0])
return PriceResponse(
productId=productId,
price=optimal_price,
base_price=base_price,
markup=optimal_price/base_price,
elasticity=None,
model_version='surge'
)
# PRIORITY 3: fallback to base price
return PriceResponse(
productId=productId,
price=base_price,
base_price=base_price,
markup=1.0,
elasticity=None,
model_version='base'
)
@app.get("/models")
def list_models(): return registry.list_models()
@app.post("/models/reload")
def reload_models():
elasticity, pricing_model = registry.get_elasticity('latest'), registry.get_pricing_model('latest')
return {
"elasticity_loaded": bool(elasticity),
"n_products": len(elasticity) if elasticity is not None else 0,
"pricing_model_loaded": bool(pricing_model),
"model_class": pricing_model.__class__.__name__ if pricing_model else None
}
if __name__ == "__main__":
uvicorn.run(app, host="0.0.0.0", port=int(os.getenv("PROVIDER_PORT", "5001")))

View File

@@ -0,0 +1,16 @@
fastapi
uvicorn[standard]
pydantic
numpy
pandas
scikit-learn
redis
supabase
confluent-kafka>=2.3.0
kafka-python
graphviz
python-dotenv>=1.0.0
requests>=2.31.0
typing-extensions>=4.8.0
pypickle
pymc

View File

@@ -11,6 +11,7 @@ from kafka import KafkaProducer, KafkaAdminClient, KafkaConsumer
from kafka.admin import NewTopic
from kafka.errors import TopicAlreadyExistsError
from dotenv import load_dotenv
from supabase import create_client, Client
load_dotenv()
app = FastAPI()
@@ -18,6 +19,19 @@ app = FastAPI()
# kafka producer - lazy init
_producer: Optional[KafkaProducer] = None
# supabase client - lazy init
_supabase: Optional[Client] = None
def get_supabase() -> Client:
global _supabase
if _supabase is None:
url = os.getenv('NEXT_PUBLIC_SUPABASE_URL')
key = os.getenv('NEXT_PUBLIC_SUPABASE_ANON_KEY')
if not url or not key:
raise ValueError("Supabase credentials not configured")
_supabase = create_client(url, key)
return _supabase
def get_producer() -> KafkaProducer:
global _producer
if _producer is None:
@@ -41,6 +55,7 @@ def get_producer() -> KafkaProducer:
class EventPayload(BaseModel):
sessionId: str
experimentId: Optional[str] = None
eventName: str
page: str
productId: Optional[str] = None
@@ -49,6 +64,14 @@ class EventPayload(BaseModel):
userAgent: Optional[str] = None
ts: Optional[str] = None
class PriceLogPayload(BaseModel):
productId: str
price: float
sessionId: str
experimentId: Optional[str] = None
storeMode: str
ts: Optional[str] = None
app.add_middleware(
CORSMiddleware,
allow_origins=["*"],
@@ -72,7 +95,8 @@ async def startup_event():
)
topics = [
NewTopic(name='user-interactions', num_partitions=3, replication_factor=1)
NewTopic(name='user-interactions', num_partitions=3, replication_factor=1),
NewTopic(name='price-logs', num_partitions=3, replication_factor=1)
]
admin.create_topics(new_topics=topics, validate_only=False)
@@ -124,42 +148,71 @@ async def ingest_logs(event: EventPayload):
print(traceback.format_exc())
raise HTTPException(status_code=500, detail=str(e))
@app.post("/api/kafka/price-log")
async def ingest_price_log(price_log: PriceLogPayload):
try:
if not price_log.ts:
price_log.ts = datetime.utcnow().isoformat() + 'Z'
producer = get_producer()
future = producer.send(
'price-logs',
key=price_log.productId,
value=price_log.model_dump()
)
future.add_errback(lambda e: print(f"[KAFKA_PRICE_LOG_ERROR] {e}"))
return {"success": True}
except Exception as e:
import traceback
print(f"[PRICE_LOG_ERROR] {e}")
print(traceback.format_exc())
raise HTTPException(status_code=500, detail=str(e))
@app.get("/api/kafka/dump")
def dump_logs(
topic: str = 'user-interactions',
last_n: Optional[int] = None,
t_start: Optional[str] = None,
t_end: Optional[str] = None
):
"""dump all messages from user-interactions topic
"""dump all messages from specified kafka topic
params:
topic: kafka topic to dump (default: user-interactions)
last_n: return only last n messages (default: all)
t_start: filter by start timestamp iso format (future use)
t_end: filter by end timestamp iso format (future use)
t_start: filter by start timestamp iso format
t_end: filter by end timestamp iso format
"""
if topic not in ['user-interactions', 'price-logs']:
raise HTTPException(status_code=400, detail="Invalid topic")
host = os.getenv('KAFKA_HOST', 'localhost')
port = os.getenv('KAFKA_PORT', '9092')
broker = f'{host}:{port}'
try:
consumer = KafkaConsumer(
'user-interactions',
topic,
bootstrap_servers=[broker],
auto_offset_reset='earliest',
enable_auto_commit=False,
value_deserializer=lambda x: json.loads(x.decode('utf-8')),
consumer_timeout_ms=5000
consumer_timeout_ms=30000,
fetch_max_wait_ms=10000,
max_poll_records=1000
)
events = []
for msg in consumer:
events.append(msg.value)
if last_n and len(events) >= last_n * 2:
break
consumer.close()
# apply filters
if t_start or t_end:
# filter by timestamp range if provided
filtered = []
for e in events:
ts = e.get('ts')
@@ -182,6 +235,131 @@ def dump_logs(
print(traceback.format_exc())
raise HTTPException(status_code=500, detail=str(e))
@app.get("/api/products/{product_id}")
async def get_product_by_id(product_id: str):
"""fetch single product by id from either hotel_products or airline_products"""
try:
supabase = get_supabase()
# try hotel_products first
response = supabase.table('hotel_products').select('*').eq('id', product_id).execute()
if response.data and len(response.data) > 0:
return {"success": True, "data": response.data[0]}
# try airline_products
response = supabase.table('airline_products').select('*').eq('id', product_id).execute()
if response.data and len(response.data) > 0:
return {"success": True, "data": response.data[0]}
raise HTTPException(status_code=404, detail="Product not found")
except HTTPException:
raise
except Exception as e:
import traceback
print(f"[PRODUCT_BY_ID_ERROR] {e}")
print(traceback.format_exc())
raise HTTPException(status_code=500, detail=str(e))
@app.get("/api/products/type/{product_type}")
async def get_products(
product_type: str,
dateIndex: Optional[int] = None,
origin: Optional[str] = None,
destination: Optional[str] = None,
tripType: Optional[str] = None,
adults: Optional[int] = None,
children: Optional[int] = None,
infants: Optional[int] = None,
rooms: Optional[int] = None
):
"""fetch products from supabase based on type (hotel or airline)
params:
product_type: either 'hotel' or 'airline'
dateIndex: optional days offset from today (e.g., 0=today, 1=tomorrow, -1=yesterday)
origin: (airline) departure airport code
destination: (airline/hotel) arrival airport or hotel location
tripType: (airline) roundtrip, oneway, multicity
adults, children, infants: passenger counts
rooms: (hotel) number of rooms
"""
if product_type not in ['hotel', 'airline']:
raise HTTPException(status_code=400, detail="product_type must be 'hotel' or 'airline'")
try:
supabase = get_supabase()
table = f'{product_type}_products'
query = supabase.table(table).select('*')
# filter by exact date_index if provided
# dateIndex from frontend is days from today, convert to days since epoch
if dateIndex is not None:
query = query.eq('date_index', dateIndex)
response = query.execute()
results = response.data
# apply in-memory filters based on metadata for airline products
if product_type == 'airline' and results:
filtered = []
for product in results:
metadata = product.get('metadata', {})
# filter by origin airport
if origin:
dep = metadata.get('departure', {})
if dep.get('airport') != origin:
continue
# filter by destination airport
if destination:
arr = metadata.get('arrival', {})
if arr.get('airport') != destination:
continue
# passenger count validation (ensure total capacity)
if adults is not None or children is not None or infants is not None:
total_pax = (adults or 0) + (children or 0) + (infants or 0)
avail = product.get('availability', 0)
if avail < total_pax:
continue
filtered.append(product)
results = filtered
# apply in-memory filters for hotel products
elif product_type == 'hotel' and results:
filtered = []
for product in results:
metadata = product.get('metadata', {})
# filter by occupancy capacity
if adults is not None:
max_occ = metadata.get('max_occupancy', 2)
if max_occ < adults:
continue
# filter by room availability
if rooms is not None:
avail = product.get('availability', 0)
if avail < rooms:
continue
filtered.append(product)
results = filtered
return {"success": True, "count": len(results), "data": results}
except Exception as e:
import traceback
print(f"[PRODUCTS_ERROR] {e}")
print(traceback.format_exc())
raise HTTPException(status_code=500, detail=str(e))
if __name__ == "__main__":

View File

@@ -3,3 +3,4 @@ uvicorn[standard]==0.24.0
kafka-python==2.0.2
pydantic==2.5.0
python-dotenv==1.0.0
supabase==2.9.1

View File

@@ -1,4 +1,24 @@
services:
tensorboard-rl:
image: tensorflow/tensorflow:latest
container_name: "PHANTOM-tensorboard-rl"
ports:
- "6007:6006"
volumes:
- ./sim/rl/runs:/logs
command: tensorboard --logdir=/logs --host=0.0.0.0 --port=6006
restart: unless-stopped
tensorboard-ml:
image: tensorflow/tensorflow:latest
container_name: "PHANTOM-tensorboard-ml"
ports:
- "6006:6006"
volumes:
- ./experiments/ml/runs:/logs
command: tensorboard --logdir=/logs --host=0.0.0.0 --port=6006
restart: unless-stopped
backend:
container_name: "PHANTOM-backend"
build:
@@ -9,6 +29,9 @@ services:
environment:
- KAFKA_HOST=kafka
- KAFKA_PORT=29092
- BACKEND_PORT=5000
- NEXT_PUBLIC_SUPABASE_URL=${NEXT_PUBLIC_SUPABASE_URL}
- NEXT_PUBLIC_SUPABASE_ANON_KEY=${NEXT_PUBLIC_SUPABASE_ANON_KEY}
depends_on:
- kafka
restart: unless-stopped
@@ -68,6 +91,149 @@ services:
- "${REDPANDA_CONSOLE_PORT:-8080}:8080"
restart: unless-stopped
postgres:
container_name: "PHANTOM-postgres"
image: postgres:13
environment:
- POSTGRES_USER=airflow
- POSTGRES_PASSWORD=airflow
- POSTGRES_DB=airflow
ports:
- "5433:5432"
volumes:
- postgres_data:/var/lib/postgresql/data
restart: unless-stopped
airflow-init:
container_name: "PHANTOM-airflow-init"
build:
context: .
dockerfile: docker/Airflow.dockerfile
depends_on:
- postgres
environment:
- AIRFLOW__CORE__EXECUTOR=LocalExecutor
- AIRFLOW__DATABASE__SQL_ALCHEMY_CONN=postgresql+psycopg2://airflow:airflow@postgres/airflow
- AIRFLOW__CORE__FERNET_KEY=${AIRFLOW_FERNET_KEY}
- AIRFLOW__CORE__LOAD_EXAMPLES=false
- AIRFLOW__CORE__ENABLE_XCOM_PICKLING=true
- AIRFLOW__CORE__PARALLELISM=16
- AIRFLOW__CORE__DAG_CONCURRENCY=8
- AIRFLOW__CORE__MAX_ACTIVE_RUNS_PER_DAG=4
- _AIRFLOW_DB_MIGRATE=true
- _AIRFLOW_WWW_USER_CREATE=true
- _AIRFLOW_WWW_USER_USERNAME=admin
- _AIRFLOW_WWW_USER_PASSWORD=admin
- REDIS_HOST=redis
- REDIS_PORT=6379
command: version
restart: "no"
airflow-webserver:
container_name: "PHANTOM-airflow-webserver"
build:
context: .
dockerfile: docker/Airflow.dockerfile
depends_on:
- postgres
- airflow-init
- redis
environment:
- AIRFLOW__CORE__EXECUTOR=LocalExecutor
- AIRFLOW__DATABASE__SQL_ALCHEMY_CONN=postgresql+psycopg2://airflow:airflow@postgres/airflow
- AIRFLOW__CORE__FERNET_KEY=${AIRFLOW_FERNET_KEY}
- AIRFLOW__CORE__DAGS_ARE_PAUSED_AT_CREATION=true
- AIRFLOW__CORE__LOAD_EXAMPLES=false
- AIRFLOW__CORE__ENABLE_XCOM_PICKLING=true
- AIRFLOW__CORE__PARALLELISM=16
- AIRFLOW__CORE__DAG_CONCURRENCY=8
- AIRFLOW__CORE__MAX_ACTIVE_RUNS_PER_DAG=4
- AIRFLOW__SCHEDULER__MIN_FILE_PROCESS_INTERVAL=30
- AIRFLOW__SCHEDULER__DAG_DIR_LIST_INTERVAL=60
- AIRFLOW__WEBSERVER__EXPOSE_CONFIG=true
- AIRFLOW__WEBSERVER__SECRET_KEY=${AIRFLOW_SECRET_KEY}
- AIRFLOW__API__AUTH_BACKENDS=airflow.api.auth.backend.basic_auth
- KAFKA_HOST=kafka
- KAFKA_PORT=29092
- BACKEND_URL=http://backend:5000
- NEXT_PUBLIC_SUPABASE_URL=${NEXT_PUBLIC_SUPABASE_URL}
- NEXT_PUBLIC_SUPABASE_ANON_KEY=${NEXT_PUBLIC_SUPABASE_ANON_KEY}
- REDIS_HOST=redis
- REDIS_PORT=6379
ports:
- "${AIRFLOW_WEBSERVER_PORT:-8085}:8080"
command: webserver
restart: unless-stopped
healthcheck:
test: ["CMD", "curl", "--fail", "http://localhost:8080/health"]
interval: 30s
timeout: 10s
retries: 5
start_period: 30s
airflow-scheduler:
container_name: "PHANTOM-airflow-scheduler"
build:
context: .
dockerfile: docker/Airflow.dockerfile
depends_on:
airflow-webserver:
condition: service_healthy
redis:
condition: service_started
environment:
- AIRFLOW__CORE__EXECUTOR=LocalExecutor
- AIRFLOW__DATABASE__SQL_ALCHEMY_CONN=postgresql+psycopg2://airflow:airflow@postgres/airflow
- AIRFLOW__CORE__FERNET_KEY=${AIRFLOW_FERNET_KEY}
- AIRFLOW__CORE__DAGS_ARE_PAUSED_AT_CREATION=true
- AIRFLOW__CORE__LOAD_EXAMPLES=false
- AIRFLOW__CORE__ENABLE_XCOM_PICKLING=true
- AIRFLOW__CORE__PARALLELISM=16
- AIRFLOW__CORE__DAG_CONCURRENCY=8
- AIRFLOW__CORE__MAX_ACTIVE_RUNS_PER_DAG=4
- AIRFLOW__SCHEDULER__MIN_FILE_PROCESS_INTERVAL=30
- AIRFLOW__SCHEDULER__DAG_DIR_LIST_INTERVAL=60
- AIRFLOW__SCHEDULER__PARSING_PROCESSES=2
- AIRFLOW__WEBSERVER__SECRET_KEY=${AIRFLOW_SECRET_KEY}
- AIRFLOW__API__AUTH_BACKENDS=airflow.api.auth.backend.basic_auth
- KAFKA_HOST=kafka
- KAFKA_PORT=29092
- BACKEND_URL=http://backend:5000
- NEXT_PUBLIC_SUPABASE_URL=${NEXT_PUBLIC_SUPABASE_URL}
- NEXT_PUBLIC_SUPABASE_ANON_KEY=${NEXT_PUBLIC_SUPABASE_ANON_KEY}
- REDIS_HOST=redis
- REDIS_PORT=6379
command: scheduler
restart: unless-stopped
healthcheck:
test: ["CMD-SHELL", 'airflow jobs check --job-type SchedulerJob --hostname "$${HOSTNAME}"']
interval: 30s
timeout: 10s
retries: 5
start_period: 30s
pricing-provider:
container_name: "PHANTOM-pricing-provider"
build:
context: .
dockerfile: docker/Provider.dockerfile
depends_on:
- redis
- kafka
environment:
- PROVIDER_PORT=5001
- REDIS_HOST=redis
- REDIS_PORT=6379
- KAFKA_HOST=kafka
- KAFKA_PORT=29092
- NEXT_PUBLIC_SUPABASE_URL=${NEXT_PUBLIC_SUPABASE_URL}
- NEXT_PUBLIC_SUPABASE_ANON_KEY=${NEXT_PUBLIC_SUPABASE_ANON_KEY}
- BACKEND_URL=http://localhost:5000
ports:
- "${PROVIDER_PORT:-5001}:5001"
restart: unless-stopped
volumes:
phantom_kafka_data:
phantom_redis_data:
postgres_data:

30
docker/Airflow.dockerfile Normal file
View File

@@ -0,0 +1,30 @@
FROM apache/airflow:2.7.3-python3.11
USER root
# install system deps if needed
RUN apt-get update && apt-get install -y --no-install-recommends \
build-essential \
&& apt-get clean \
&& rm -rf /var/lib/apt/lists/*
USER airflow
# copy requirements for pipeline dependencies
COPY requirements.txt /tmp/requirements.txt
RUN pip install --no-cache-dir -r /tmp/requirements.txt
# install postgres driver and providers
RUN pip install --no-cache-dir \
psycopg2-binary \
apache-airflow-providers-postgres
# set airflow home
ENV AIRFLOW_HOME=/opt/airflow
COPY --chown=airflow:root experiments/airflow/dags ${AIRFLOW_HOME}/dags
COPY --chown=airflow:root experiments/procesing ${AIRFLOW_HOME}/procesing
COPY --chown=airflow:root lib ${AIRFLOW_HOME}/lib
# create logs and plugins dirs (airflow expects them)
RUN mkdir -p ${AIRFLOW_HOME}/logs ${AIRFLOW_HOME}/plugins

View File

@@ -0,0 +1,41 @@
FROM apache/airflow:2.7.3-python3.11
USER root
RUN apt-get update && apt-get install -y --no-install-recommends \
build-essential \
supervisor \
&& apt-get clean \
&& rm -rf /var/lib/apt/lists/*
USER airflow
COPY requirements.txt /tmp/requirements.txt
RUN pip install --no-cache-dir -r /tmp/requirements.txt
RUN pip install --no-cache-dir \
psycopg2-binary \
apache-airflow-providers-postgres
ENV AIRFLOW_HOME=/opt/airflow
ENV AIRFLOW__CORE__EXECUTOR=SequentialExecutor
ENV AIRFLOW__CORE__LOAD_EXAMPLES=false
ENV AIRFLOW__CORE__ENABLE_XCOM_PICKLING=true
ENV AIRFLOW__WEBSERVER__EXPOSE_CONFIG=true
# copy all code into image (standalone - no volume mounts needed)
COPY --chown=airflow:root experiments/airflow/dags ${AIRFLOW_HOME}/dags
COPY --chown=airflow:root experiments/procesing ${AIRFLOW_HOME}/procesing
COPY --chown=airflow:root lib ${AIRFLOW_HOME}/lib
RUN mkdir -p ${AIRFLOW_HOME}/logs ${AIRFLOW_HOME}/plugins
# copy entrypoint script
COPY --chown=airflow:root docker/airflow-railway-entrypoint.sh /entrypoint.sh
USER root
RUN chmod +x /entrypoint.sh
USER airflow
EXPOSE 8080
ENTRYPOINT ["/entrypoint.sh"]

View File

@@ -0,0 +1,26 @@
FROM python:3.11-slim
WORKDIR /app
# Install system dependencies including graphviz
RUN apt-get update && apt-get install -y \
gcc \
g++ \
graphviz \
libgraphviz-dev \
&& rm -rf /var/lib/apt/lists/*
# Copy and install Python dependencies
COPY backend/provider/requirements.txt /app/
RUN pip install --no-cache-dir -r requirements.txt
# Copy application code into image
COPY lib/ /app/lib/
COPY experiments/procesing/ /app/procesing/
COPY backend/provider/ /app/provider/
ENV PYTHONPATH=/app:/app/lib:/app/procesing
WORKDIR /app/provider
CMD ["uvicorn", "app:app", "--host", "0.0.0.0", "--port", "5001"]

42
docker/Trainer.dockerfile Normal file
View File

@@ -0,0 +1,42 @@
# syntax=docker/dockerfile:1.7
FROM pytorch/pytorch:2.5.1-cuda12.4-cudnn9-runtime AS gpu
WORKDIR /app
COPY docker/trainer.requirements.txt /tmp/requirements.txt
RUN pip install --no-cache-dir -r /tmp/requirements.txt
# Optional for JAX-on-GPU workflows.
ARG INSTALL_JAX_GPU=false
RUN if [ "${INSTALL_JAX_GPU}" = "true" ]; then \
pip install --no-cache-dir "jax[cuda12]==0.4.30" -f https://storage.googleapis.com/jax-releases/jax_cuda_releases.html; \
fi
COPY --chmod=755 docker/trainer-agent-entrypoint.sh /usr/local/bin/trainer-agent-entrypoint
COPY engine /app/engine
ENV PYTHONPATH=/app \
XLA_PYTHON_CLIENT_PREALLOCATE=false
ENTRYPOINT ["/usr/local/bin/trainer-agent-entrypoint"]
FROM python:3.11-slim AS tpu
WORKDIR /app
COPY docker/trainer.requirements.txt /tmp/requirements.txt
RUN pip install --no-cache-dir -r /tmp/requirements.txt
RUN pip install --no-cache-dir "jax[tpu]==0.4.30" -f https://storage.googleapis.com/jax-releases/libtpu_releases.html
COPY --chmod=755 docker/trainer-agent-entrypoint.sh /usr/local/bin/trainer-agent-entrypoint
COPY engine /app/engine
ENV PYTHONPATH=/app \
PHANTOM_USE_JAX=1 \
PHANTOM_DEFAULT_AGENT_ARGS="--jax" \
XLA_PYTHON_CLIENT_PREALLOCATE=false
ENTRYPOINT ["/usr/local/bin/trainer-agent-entrypoint"]

View File

@@ -0,0 +1,20 @@
#!/bin/bash
set -e
# init db and create admin user on first run
airflow db migrate
# create admin user if not exists
airflow users create \
--username "${AIRFLOW_ADMIN_USER:-admin}" \
--password "${AIRFLOW_ADMIN_PASSWORD:-admin}" \
--firstname Admin \
--lastname User \
--role Admin \
--email admin@example.com || true
# start scheduler in background
airflow scheduler &
# start webserver in foreground (Railway needs one foreground process)
exec airflow webserver --port ${PORT:-8080}

View File

@@ -0,0 +1,23 @@
#!/usr/bin/env sh
set -eu
if [ -z "${SWEEP_ID:-}" ]; then
echo "SWEEP_ID is required"
exit 1
fi
set -- python -m engine.train --sweep-agent --sweep-id "${SWEEP_ID}"
if [ -n "${PHANTOM_DEFAULT_AGENT_ARGS:-}" ]; then
set -- "$@" ${PHANTOM_DEFAULT_AGENT_ARGS}
fi
if [ -n "${TRAIN_ARGS:-}" ]; then
set -- "$@" ${TRAIN_ARGS}
fi
if [ "${AGENT_COUNT:-0}" != "0" ]; then
set -- "$@" --count "${AGENT_COUNT}"
fi
exec "$@"

View File

@@ -0,0 +1,13 @@
numpy>=1.24.0
pandas>=2.0.0
scipy>=1.11.0
gymnasium>=0.29.0
stable-baselines3>=2.2.0
tensorboard>=2.15.0
wandb>=0.17.0
tensorflow-probability==0.24.0
flax==0.10.7
optax==0.2.7
distrax==0.1.5
orbax-checkpoint==0.11.32
chex==0.1.90

21
docs/goals/goals.csv Normal file
View File

@@ -0,0 +1,21 @@
store_mode,task_name,task_description,definition_of_done
airline,The Indecisive Executive (SEA-LAX),"You are traveling SEA to LAX for business. You prefer Business Class for the comfort, but you need to justify the expense to your company. 1) Find the Business Class option and check its price. 2) Compare it against the Economy option on the same route to see how much money you are saving or spending. 3) Spend some time weighing the pros and cons of the ""Flexible"" fare rule vs the standard one. 4) Ultimately, decide that your comfort is worth it and book the Business Class ticket.","Booking for SEA-LAX Business Class is completed."
airline,The Cross-Country Splurge (LAX-JFK),"You are flying LAX to JFK and want to treat yourself to First Class, but only if it's the right flight. 1) Find the First Class option. 2) thoroughly check the details (duration, arrival time). 3) Compare it with the Business Class option if available, or just look at other departure times to ensure this is the best schedule. 4) After confirming this is the absolute best option, proceed to book First Class.","Booking for LAX-JFK First Class is completed."
airline,The Budget Student (DFW-ORD),"You are a broke student flying DFW to ORD. You have a budget of roughly $200. 1) Find the cheapest Economy flight. 2) Before booking, frantically check if there are any other flights or if the ""Premium"" economy is somehow cheaper (it won't be, but you should check). 3) Hesitate for a moment to consider if you should just drive instead. 4) Resign yourself to the flight and book the Economy ticket.","Booking for DFW-ORD Economy Class is completed."
airline,The Quick Hop Commuter (LAX-SFO),"You need to get from LAX to SFO as fast as possible. Price is secondary to speed. 1) Search for flights and identify the one with the shortest duration (1h 30m). 2) Click into the details to verify the arrival time fits your schedule. 3) briefly explore if there's a Business Class upgrade available for this short flight. 4) Decide to stick with Economy since it's such a short trip and book it.","Booking for LAX-SFO is completed."
airline,The Status Chaser (SFO-SEA),"You are trying to earn airline points and need a ""Premium"" class ticket specifically. 1) Search SFO to SEA. 2) Filter or look for the Premium Economy option. 3) Compare the price gap between Premium and Standard Economy. 4) Browse the details to see if the ""Premium"" fare includes better baggage allowance. 5) Conclude it's worth the points and book the Premium seat.","Booking for SFO-SEA Premium Economy is completed."
airline,The Family Reunion (MIA-ATL),"You are booking for a family of 4 (2 adults, 2 children) flying MIA to ATL. 1) Search for 4 passengers. 2) You prefer Premium, but if the total is too high, you might settle for Economy. 3) Add Premium to your cart, look at the total, and hesitate. 4) Go back and check the Economy price for 4 people. 5) Decide to treat your family and go back to book the Premium option.","Booking for MIA-ATL (Premium) is completed."
airline,The Red Eye Skeptic (LAX-JFK),"You need to fly LAX to JFK but hate late arrivals. 1) Search for the flight and check the arrival time of the First Class option. 2) It arrives early morning (02:15), which worries you. 3) Spend some time looking for other flight options on different days to see if there's a better schedule. 4) Realize this is the only direct option that works and proceed to book it despite the time.","Booking for LAX-JFK is completed."
airline,The Refundable Requirement (ATL-DFW),"Your meeting in Dallas might get cancelled, so you strictly need a ""Refundable"" ticket. 1) Search ATL to DFW. 2) Find the First Class option and verify it lists ""Refundable"". 3) Check the Economy option to see if it is also refundable (it might not be). 4) Weigh the cost difference. 5) Choose the First Class Refundable option for peace of mind.","Booking for ATL-DFW First Class is completed."
airline,The Hub Connector (ORD-MIA),"You are flying ORD to MIA to catch a cruise. You cannot be late. 1) Search for the flight. 2) Verify the ""stops"" is 0 (Direct). 3) Click into details to check the duration. 4) Worry that 3h 30m might be too long in Economy. 5) Look for a Business class option. 6) Decide to save money for the cruise and book Economy.","Booking for ORD-MIA Economy is completed."
airline,The West Coast Hopper (SEA-LAX Business),"You fly this route often and usually pay around $700. 1) Search SEA to LAX. 2) Find the Business Class ticket. 3) Check if the price is near your usual $720 or if it's surged. 4) If it looks expensive, browse other dates to compare. 5) Return to your original desired date and book the Business Class seat.","Booking for SEA-LAX Business is completed."
hotel,The Honeymoon Suite (Presidential),"It is your honeymoon. You want the best room available, specifically one with a ""jacuzzi"". 1) Search for a room for 2 people. 2) Identify the ""Presidential Suite"". 3) Click details to confirm the amenities include a jacuzzi. 4) Browse the ""Executive Suite"" just to see what you are upgrading from. 5) Go back to the Presidential Suite, confirm it's the one you want, and book it.","Booking for the Presidential Suite is completed."
hotel,The Digital Nomad (Executive),"You are working remotely and strictly need a ""workspace"". 1) Search for a room. 2) Check the ""Executive Suite"" details for a workspace. 3) Check the ""Deluxe Room"" to see if it also has a workspace and is cheaper. 4) Compare the images (if available) or amenity lists of both. 5) Decide the Executive Suite looks more comfortable for a week of work and book it.","Booking for the Executive Suite is completed."
hotel,The Safety First (Superior),"You are traveling with valuables and need a ""safe"" in the room. 1) Search for a room. 2) Look at the ""Standard Room"" amenities. Does it have a safe? 3) Look at the ""Superior Room"". Verify it has a safe. 4) Compare the price difference. Is safety worth the extra cost? 5) Decide it is, and book the Superior Room.","Booking for the Superior Room is completed."
hotel,The Bachelor Party (Max Occupancy),"You are booking for 4 guys. You want everyone in one room if possible. 1) Search for 4 adults. 2) Find the room that fits 4 people (Presidential). 3) It looks expensive. Go back and search for 2 adults to see the price of a ""Standard Room"". 4) Calculate if booking two Standard Rooms is cheaper than one Presidential. 5) Decide it's too much hassle to manage two bookings and book the Presidential Suite.","Booking for the Presidential Suite is completed."
hotel,The Budget Refundable (Junior),"You want a cheap room but your dates might change, so it MUST be refundable. 1) Search for a room. 2) Sort by price or find the cheapest options. 3) Check the ""Standard"" and ""Superior"" rooms. Notice they are likely Non-Refundable. 4) Find the ""Junior Suite"" which is Refundable. 5) Grumble about the price difference but book the Junior Suite because you need the flexibility.","Booking for the Junior Suite is completed."
hotel,The View Hunter (Executive),"You want a room with a ""city_view"" or balcony. 1) Search for a room. 2) Check the amenities of the ""Deluxe Room"". 3) Check the amenities of the ""Executive Suite"". 4) Compare the prices. 5) Decide to treat yourself to the Executive Suite for the better view/balcony and book it.","Booking for the Executive Suite is completed."
hotel,The Just-A-Bed (Standard),"You just need a place to crash. Lowest price wins. 1) Search for a room. 2) Identify the absolute cheapest option (Standard Room). 3) Click details just to make sure it has ""wifi"". 4) Briefly glance at the ""Superior Room"" to see if the upgrade is <$10. 5) If not, go back and book the Standard Room immediately.","Booking for the Standard Room is completed."
hotel,The Family Vacation (Deluxe),"You are traveling with a child. You need a room that isn't too cramped but not a suite. 1) Search for 2 adults, 1 child. 2) Look at the ""Deluxe Room"". 3) Check the amenities for ""coffee_maker"" (parents need coffee). 4) Compare it with the ""Junior Suite"". 5) Decide the Deluxe Room is sufficient value and book it.","Booking for the Deluxe Room is completed."
hotel,The Long Stay (Junior),"You are staying for 7 nights. You want something nicer than a standard room but affordable. 1) Search for a room. 2) Look at the ""Junior Suite"". 3) Check the amenities for a ""mini_fridge"" or similar. 4) Compare the total cost for 7 nights against your budget. 5) Hesitate and look at the ""Standard Room"" price. 6) Decide the extra space of the Junior Suite is worth it for a long stay and book it.","Booking for the Junior Suite is completed."
hotel,The Last Minute Panic (Superior),"It's late and you need a room for tonight. 1) Search for a room for 1 person. 2) You recognize the ""Superior Room"" brand. 3) Click it. 4) Quickly verify check-in times or details. 5) Don't overthink it—book the Superior Room as fast as possible.","Booking for the Superior Room is completed."
1 store_mode task_name task_description definition_of_done
2 airline The Indecisive Executive (SEA-LAX) You are traveling SEA to LAX for business. You prefer Business Class for the comfort, but you need to justify the expense to your company. 1) Find the Business Class option and check its price. 2) Compare it against the Economy option on the same route to see how much money you are saving or spending. 3) Spend some time weighing the pros and cons of the "Flexible" fare rule vs the standard one. 4) Ultimately, decide that your comfort is worth it and book the Business Class ticket. Booking for SEA-LAX Business Class is completed.
3 airline The Cross-Country Splurge (LAX-JFK) You are flying LAX to JFK and want to treat yourself to First Class, but only if it's the right flight. 1) Find the First Class option. 2) thoroughly check the details (duration, arrival time). 3) Compare it with the Business Class option if available, or just look at other departure times to ensure this is the best schedule. 4) After confirming this is the absolute best option, proceed to book First Class. Booking for LAX-JFK First Class is completed.
4 airline The Budget Student (DFW-ORD) You are a broke student flying DFW to ORD. You have a budget of roughly $200. 1) Find the cheapest Economy flight. 2) Before booking, frantically check if there are any other flights or if the "Premium" economy is somehow cheaper (it won't be, but you should check). 3) Hesitate for a moment to consider if you should just drive instead. 4) Resign yourself to the flight and book the Economy ticket. Booking for DFW-ORD Economy Class is completed.
5 airline The Quick Hop Commuter (LAX-SFO) You need to get from LAX to SFO as fast as possible. Price is secondary to speed. 1) Search for flights and identify the one with the shortest duration (1h 30m). 2) Click into the details to verify the arrival time fits your schedule. 3) briefly explore if there's a Business Class upgrade available for this short flight. 4) Decide to stick with Economy since it's such a short trip and book it. Booking for LAX-SFO is completed.
6 airline The Status Chaser (SFO-SEA) You are trying to earn airline points and need a "Premium" class ticket specifically. 1) Search SFO to SEA. 2) Filter or look for the Premium Economy option. 3) Compare the price gap between Premium and Standard Economy. 4) Browse the details to see if the "Premium" fare includes better baggage allowance. 5) Conclude it's worth the points and book the Premium seat. Booking for SFO-SEA Premium Economy is completed.
7 airline The Family Reunion (MIA-ATL) You are booking for a family of 4 (2 adults, 2 children) flying MIA to ATL. 1) Search for 4 passengers. 2) You prefer Premium, but if the total is too high, you might settle for Economy. 3) Add Premium to your cart, look at the total, and hesitate. 4) Go back and check the Economy price for 4 people. 5) Decide to treat your family and go back to book the Premium option. Booking for MIA-ATL (Premium) is completed.
8 airline The Red Eye Skeptic (LAX-JFK) You need to fly LAX to JFK but hate late arrivals. 1) Search for the flight and check the arrival time of the First Class option. 2) It arrives early morning (02:15), which worries you. 3) Spend some time looking for other flight options on different days to see if there's a better schedule. 4) Realize this is the only direct option that works and proceed to book it despite the time. Booking for LAX-JFK is completed.
9 airline The Refundable Requirement (ATL-DFW) Your meeting in Dallas might get cancelled, so you strictly need a "Refundable" ticket. 1) Search ATL to DFW. 2) Find the First Class option and verify it lists "Refundable". 3) Check the Economy option to see if it is also refundable (it might not be). 4) Weigh the cost difference. 5) Choose the First Class Refundable option for peace of mind. Booking for ATL-DFW First Class is completed.
10 airline The Hub Connector (ORD-MIA) You are flying ORD to MIA to catch a cruise. You cannot be late. 1) Search for the flight. 2) Verify the "stops" is 0 (Direct). 3) Click into details to check the duration. 4) Worry that 3h 30m might be too long in Economy. 5) Look for a Business class option. 6) Decide to save money for the cruise and book Economy. Booking for ORD-MIA Economy is completed.
11 airline The West Coast Hopper (SEA-LAX Business) You fly this route often and usually pay around $700. 1) Search SEA to LAX. 2) Find the Business Class ticket. 3) Check if the price is near your usual $720 or if it's surged. 4) If it looks expensive, browse other dates to compare. 5) Return to your original desired date and book the Business Class seat. Booking for SEA-LAX Business is completed.
12 hotel The Honeymoon Suite (Presidential) It is your honeymoon. You want the best room available, specifically one with a "jacuzzi". 1) Search for a room for 2 people. 2) Identify the "Presidential Suite". 3) Click details to confirm the amenities include a jacuzzi. 4) Browse the "Executive Suite" just to see what you are upgrading from. 5) Go back to the Presidential Suite, confirm it's the one you want, and book it. Booking for the Presidential Suite is completed.
13 hotel The Digital Nomad (Executive) You are working remotely and strictly need a "workspace". 1) Search for a room. 2) Check the "Executive Suite" details for a workspace. 3) Check the "Deluxe Room" to see if it also has a workspace and is cheaper. 4) Compare the images (if available) or amenity lists of both. 5) Decide the Executive Suite looks more comfortable for a week of work and book it. Booking for the Executive Suite is completed.
14 hotel The Safety First (Superior) You are traveling with valuables and need a "safe" in the room. 1) Search for a room. 2) Look at the "Standard Room" amenities. Does it have a safe? 3) Look at the "Superior Room". Verify it has a safe. 4) Compare the price difference. Is safety worth the extra cost? 5) Decide it is, and book the Superior Room. Booking for the Superior Room is completed.
15 hotel The Bachelor Party (Max Occupancy) You are booking for 4 guys. You want everyone in one room if possible. 1) Search for 4 adults. 2) Find the room that fits 4 people (Presidential). 3) It looks expensive. Go back and search for 2 adults to see the price of a "Standard Room". 4) Calculate if booking two Standard Rooms is cheaper than one Presidential. 5) Decide it's too much hassle to manage two bookings and book the Presidential Suite. Booking for the Presidential Suite is completed.
16 hotel The Budget Refundable (Junior) You want a cheap room but your dates might change, so it MUST be refundable. 1) Search for a room. 2) Sort by price or find the cheapest options. 3) Check the "Standard" and "Superior" rooms. Notice they are likely Non-Refundable. 4) Find the "Junior Suite" which is Refundable. 5) Grumble about the price difference but book the Junior Suite because you need the flexibility. Booking for the Junior Suite is completed.
17 hotel The View Hunter (Executive) You want a room with a "city_view" or balcony. 1) Search for a room. 2) Check the amenities of the "Deluxe Room". 3) Check the amenities of the "Executive Suite". 4) Compare the prices. 5) Decide to treat yourself to the Executive Suite for the better view/balcony and book it. Booking for the Executive Suite is completed.
18 hotel The Just-A-Bed (Standard) You just need a place to crash. Lowest price wins. 1) Search for a room. 2) Identify the absolute cheapest option (Standard Room). 3) Click details just to make sure it has "wifi". 4) Briefly glance at the "Superior Room" to see if the upgrade is <$10. 5) If not, go back and book the Standard Room immediately. Booking for the Standard Room is completed.
19 hotel The Family Vacation (Deluxe) You are traveling with a child. You need a room that isn't too cramped but not a suite. 1) Search for 2 adults, 1 child. 2) Look at the "Deluxe Room". 3) Check the amenities for "coffee_maker" (parents need coffee). 4) Compare it with the "Junior Suite". 5) Decide the Deluxe Room is sufficient value and book it. Booking for the Deluxe Room is completed.
20 hotel The Long Stay (Junior) You are staying for 7 nights. You want something nicer than a standard room but affordable. 1) Search for a room. 2) Look at the "Junior Suite". 3) Check the amenities for a "mini_fridge" or similar. 4) Compare the total cost for 7 nights against your budget. 5) Hesitate and look at the "Standard Room" price. 6) Decide the extra space of the Junior Suite is worth it for a long stay and book it. Booking for the Junior Suite is completed.
21 hotel The Last Minute Panic (Superior) It's late and you need a room for tonight. 1) Search for a room for 1 person. 2) You recognize the "Superior Room" brand. 3) Click it. 4) Quickly verify check-in times or details. 5) Don't overthink it—book the Superior Room as fast as possible. Booking for the Superior Room is completed.

View File

@@ -47,7 +47,7 @@
<meta name="citation_author" content="Rösel, Daniel">
<meta name="citation_publication_date" content="2025">
<meta name="citation_conference_title" content="IE University Bachelor's Thesis">
<meta name="citation_pdf_url" content="TODO">
<meta name="citation_pdf_url" content="https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf">
<!-- Additional SEO -->
<meta name="theme-color" content="#2563eb">
@@ -233,14 +233,13 @@
<div class="is-size-5 publication-authors">
<span class="author-block">IE University<br>Bachelor's Thesis 2025</span>
<span class="eql-cntrb"><small><br>Advisor: <a href="SECOND AUTHOR PERSONAL LINK" target="_blank">Alberto Martín Izquierdo</a></small></span>
<span class="eql-cntrb"><small><br>Advisor: Alberto Martín Izquierdo</small></span>
</div>
<div class="column has-text-centered">
<div class="publication-links">
<!-- TODO: Update with your arXiv paper ID -->
<span class="link-block">
<a href="https://arxiv.org/pdf/<ARXIV PAPER ID>.pdf" target="_blank"
<a href="https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf" target="_blank"
class="external-link button is-normal is-rounded is-dark">
<span class="icon">
<i class="fas fa-file-pdf"></i>
@@ -315,7 +314,10 @@
<h2 class="title is-3">Abstract</h2>
<div class="content has-text-justified">
<p>
The primary objective of this thesis is to develop and validate pricing heuristics that protect e-commerce platforms from systematic exploitation by Large Language Model (LLM) agents within dynamic pricing environments. As AI agents increasingly mediate consumer transactions, they enable users to circumvent the Cost of Information (the price premium accumulated through demand signal expression) by conducting reconnaissance in isolated sessions before executing purchases through clean sessions at base prices. This research will make an anticipatory contribution by adapting recommendation system methodologies to distinguish between genuine human browsing behaviour and agent-orchestrated information gathering, thereby enabling pricing systems to maintain margin integrity without degrading the user experience for legitimate customers or getting rid of leads generated by LLMs.
This research establishes the following contributions: definition and formalization of non-human transactors in e-commerce platforms, development of a testing-ground for capturing the behavioral essence of these transactors across a large variety of digital systems, construction of a discriminative model to prove separability as a strong learner for downstream mitigation of contamination by non-human entities, translation of such learned separability into existing dynamic pricing machine learning loops, and establishment of a high-level KPI-affecting causal effect and cost-saving framework for the future of internet commerce in the presence of such non-human learners.
</p>
<p>
This work develops behavioral signature models using recommendation system techniques to profile session-level interaction, temporal engagement, and cross-session correlation. The AI Agent market is forecasted to grow from around USD 5-8 billion in 2025 to USD 42-52 billion by 2030, raising the question of how these systems should be designed for future robustness and how to maintain a competitive edge in the analytical components of e-commerce platforms.
</p>
</div>
</div>
@@ -433,8 +435,7 @@
<div class="container">
<h2 class="title">Poster</h2>
<!-- TODO: Replace with your poster PDF -->
<iframe src="static/pdfs/sample.pdf" width="100%" height="550">
<iframe src="https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf" width="100%" height="550">
</iframe>
</div>

97
engine/engine.py Normal file
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@@ -0,0 +1,97 @@
from sys import platform
import numpy as np
from .lib.demand import generate_demand_for_actor, estimate_demand
from .lib.behavior import sample_behavior
from logging import INFO, getLogger
logger = getLogger(__name__)
logger.setLevel(INFO)
class MarketEngine:
"""implements separate demand distributions for humans and agents per Section 3.1.1"""
def __init__(
self,
alpha: float,
N: int,
human_params: tuple,
agent_params: tuple,
demand_distribution=np.random.normal,
noise_std: float = 1.0,
action_weights: dict | None = None,
):
# no defaults for D_H, D_A - force explicit experiment design
self.alpha = alpha
self.N = int(N)
self.Nagents = int(N * alpha)
self.Nhumans = int(N * (1 - alpha))
self.human_params = human_params
self.agent_params = agent_params
self.noise_std = noise_std
self.demand_dist = demand_distribution
self.action_weights = action_weights
def act(self, prices):
# generate separate demands d() per actor type
demand_h = generate_demand_for_actor(
prices,
self.human_params,
self.noise_std,
distribution_method=self.demand_dist,
)
demand_a = generate_demand_for_actor(
prices,
self.agent_params,
self.noise_std,
distribution_method=self.demand_dist,
)
# sample behavior trajectories from each demand distribution
human_t = [sample_behavior(demand_h, human=True) for _ in range(self.Nhumans)]
agent_t = [sample_behavior(demand_a, human=False) for _ in range(self.Nagents)]
# store trajectories for agent probability calculation
self.last_trajectories = human_t + agent_t
return estimate_demand(self.last_trajectories, self.action_weights)
def measure(self):
pass
class PricingEngine:
def __init__(
self,
) -> None:
pass
def act(self, demand):
return np.random.uniform(low=25, high=100, size=10)
class Limbo:
def __init__(self, platform, market) -> None:
self.platform_turn = True
self.platform = platform
self.market = market
self.output = None
def step(self):
if self.platform_turn:
self.output = self.platform.act(self.output)
else:
self.output = self.market.act(self.output)
self.platform_turn = not self.platform_turn
return self.output
def reset(self):
self.platform_turn = True
self.output = None
if __name__ == "__main__":
platform = PricingEngine()
market = MarketEngine(
alpha=0.3, N=100, human_params=(50, 10), agent_params=(45, 15)
)
limbo = Limbo(platform, market)
for _ in range(10):
limbo.step()

13
engine/jax/__init__.py Normal file
View File

@@ -0,0 +1,13 @@
"""JAX-compatible training and environment modules for PHANTOM."""
from __future__ import annotations
try:
import jax # noqa: F401
import jax.numpy as jnp # noqa: F401
JAX_AVAILABLE = True
except ImportError:
JAX_AVAILABLE = False
__all__ = ["JAX_AVAILABLE"]

49
engine/jax/checkpoint.py Normal file
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@@ -0,0 +1,49 @@
"""Orbax checkpoint helpers for JAX training runs."""
from __future__ import annotations
from pathlib import Path
from typing import Any
try:
import orbax.checkpoint as ocp
HAS_ORBAX = True
except ImportError:
HAS_ORBAX = False
def _require_orbax() -> None:
if not HAS_ORBAX:
raise ImportError(
"orbax-checkpoint is required for checkpoint support. "
"Install engine/jax/requirements.txt first."
)
def create_manager(directory: str | Path, max_to_keep: int = 5):
_require_orbax()
root = Path(directory)
root.mkdir(parents=True, exist_ok=True)
options = ocp.CheckpointManagerOptions(
max_to_keep=max(1, int(max_to_keep)), create=True
)
return ocp.CheckpointManager(root.as_posix(), ocp.PyTreeCheckpointer(), options)
def save(manager, *, step: int, payload: Any) -> bool:
_require_orbax()
return bool(manager.save(int(step), payload))
def latest_step(manager) -> int | None:
_require_orbax()
return manager.latest_step()
def restore(manager, *, target: Any, step: int | None = None) -> Any:
_require_orbax()
step_to_restore = manager.latest_step() if step is None else int(step)
if step_to_restore is None:
return target
return manager.restore(step_to_restore, items=target)

287
engine/jax/env.py Normal file
View File

@@ -0,0 +1,287 @@
"""JAX-native PHANTOM environment with robust contamination step."""
from __future__ import annotations
from typing import NamedTuple
try:
import jax
import jax.numpy as jnp
except ImportError as exc: # pragma: no cover
raise ImportError("engine.jax.env requires JAX") from exc
from .primitives import (
_sample_sessions_jax,
agent_probability_from_kl,
batch_kl,
compute_session_transitions,
load_transition_data,
purchase_flags,
reward_with_coi_penalty,
revenue_from_demand,
weighted_demand,
)
class EnvParams(NamedTuple):
n_products: int
n_sessions: int
max_episode_steps: int
max_session_steps: int
price_low: float
price_high: float
lambda_coi: float
info_value: float
robust_radius: float
margin_floor: float
margin_floor_patience: int
action_scales: jax.Array
alpha_nominal: float
alpha_candidates: jax.Array
human_T: jax.Array
agent_T: jax.Array
terminal_mask: jax.Array
purchase_mask: jax.Array
event_weights: jax.Array
start_idx: int
term_idx: int
class EnvState(NamedTuple):
prices: jax.Array
demand: jax.Array
step_count: jax.Array
low_margin_streak: jax.Array
last_agent_prob: jax.Array
last_alpha_adv: jax.Array
class CandidateEval(NamedTuple):
reward: jax.Array
revenue: jax.Array
demand: jax.Array
agent_prob: jax.Array
leakage: jax.Array
discount: jax.Array
n_purchases: jax.Array
n_agents: jax.Array
def make_env_params(
*,
n_products: int,
alpha: float,
n_sessions: int,
lambda_coi: float,
robust_radius: float,
robust_points: int,
info_value: float,
action_levels: int,
action_scale_low: float,
action_scale_high: float,
price_low: float,
price_high: float,
max_episode_steps: int,
max_session_steps: int = 40,
margin_floor: float = 0.05,
margin_floor_patience: int = 5,
prefer_behavior_data: bool = True,
) -> EnvParams:
transition = load_transition_data(prefer_data=prefer_behavior_data).to_jax()
if robust_radius <= 0.0 or robust_points <= 1:
alpha_candidates = jnp.asarray([float(alpha)], dtype=jnp.float32)
else:
lo = max(0.0, float(alpha) - float(robust_radius))
hi = min(1.0, float(alpha) + float(robust_radius))
alpha_candidates = jnp.linspace(lo, hi, int(robust_points), dtype=jnp.float32)
action_scales = jnp.linspace(
float(action_scale_low),
float(action_scale_high),
int(action_levels),
dtype=jnp.float32,
)
return EnvParams(
n_products=int(n_products),
n_sessions=int(n_sessions),
max_episode_steps=int(max_episode_steps),
max_session_steps=int(max_session_steps),
price_low=float(price_low),
price_high=float(price_high),
lambda_coi=float(lambda_coi),
info_value=float(info_value),
robust_radius=float(robust_radius),
margin_floor=float(margin_floor),
margin_floor_patience=int(margin_floor_patience),
action_scales=action_scales,
alpha_nominal=float(alpha),
alpha_candidates=alpha_candidates,
human_T=jnp.asarray(transition.human_T),
agent_T=jnp.asarray(transition.agent_T),
terminal_mask=jnp.asarray(transition.terminal_mask),
purchase_mask=jnp.asarray(transition.purchase_mask),
event_weights=jnp.asarray(transition.event_weights),
start_idx=int(transition.start_idx),
term_idx=int(transition.term_idx),
)
def _flatten_obs(demand: jax.Array, prices: jax.Array) -> jax.Array:
return jnp.concatenate([demand.astype(jnp.float32), prices.astype(jnp.float32)])
def _decode_action(
prices: jax.Array, action: jax.Array, params: EnvParams
) -> jax.Array:
idx = jnp.clip(action.astype(jnp.int32), 0, params.action_scales.shape[0] - 1)
scale = params.action_scales[idx]
next_prices = prices * scale
return jnp.clip(next_prices, params.price_low, params.price_high)
def _evaluate_candidate(
key: jax.Array,
alpha_candidate: jax.Array,
prices: jax.Array,
params: EnvParams,
) -> CandidateEval:
states, products, actors, lengths = _sample_sessions_jax(
key,
params.human_T,
params.agent_T,
params.terminal_mask,
params.start_idx,
params.term_idx,
alpha_candidate,
params.n_products,
params.n_sessions,
params.max_session_steps,
int(params.human_T.shape[0]),
)
session_trans = compute_session_transitions(
states, lengths, int(params.human_T.shape[0])
)
delta_h, delta_a = batch_kl(session_trans, params.human_T, params.agent_T)
agent_probs = agent_probability_from_kl(delta_h, delta_a)
agent_prob = jnp.mean(agent_probs)
demand = weighted_demand(states, products, params.n_products, params.event_weights)
revenue = revenue_from_demand(prices, demand)
reward, leakage, discount = reward_with_coi_penalty(
revenue,
agent_prob,
params.lambda_coi,
params.info_value,
)
purchases = purchase_flags(states, params.purchase_mask)
return CandidateEval(
reward=reward,
revenue=revenue,
demand=demand,
agent_prob=agent_prob,
leakage=leakage,
discount=discount,
n_purchases=jnp.sum(purchases.astype(jnp.float32)),
n_agents=jnp.sum(actors.astype(jnp.float32)),
)
def reset_env(key: jax.Array, params: EnvParams) -> tuple[jax.Array, EnvState]:
prices = jax.random.uniform(
key,
shape=(params.n_products,),
minval=params.price_low,
maxval=params.price_high,
)
demand = jnp.zeros((params.n_products,), dtype=jnp.float32)
state = EnvState(
prices=prices,
demand=demand,
step_count=jnp.asarray(0, dtype=jnp.int32),
low_margin_streak=jnp.asarray(0, dtype=jnp.int32),
last_agent_prob=jnp.asarray(params.alpha_nominal, dtype=jnp.float32),
last_alpha_adv=jnp.asarray(params.alpha_nominal, dtype=jnp.float32),
)
return _flatten_obs(demand, prices), state
def step_env(
key: jax.Array,
state: EnvState,
action: jax.Array,
params: EnvParams,
) -> tuple[jax.Array, EnvState, jax.Array, jax.Array, dict[str, jax.Array]]:
prices = _decode_action(state.prices, action, params)
n_candidates = params.alpha_candidates.shape[0]
cand_keys = jax.random.split(key, n_candidates)
evals = jax.vmap(
lambda k, a: _evaluate_candidate(k, a, prices, params),
in_axes=(0, 0),
)(cand_keys, params.alpha_candidates)
idx = jnp.argmin(evals.reward)
demand = evals.demand[idx]
reward = evals.reward[idx]
revenue = evals.revenue[idx]
agent_prob = evals.agent_prob[idx]
leakage = evals.leakage[idx]
discount = evals.discount[idx]
n_purchases = evals.n_purchases[idx]
n_agents = evals.n_agents[idx]
alpha_adv = params.alpha_candidates[idx]
step_count = state.step_count + 1
avg_price = jnp.maximum(jnp.mean(prices), 1e-6)
avg_margin = (avg_price - params.price_low) / avg_price
next_streak = jnp.where(
avg_margin < params.margin_floor, state.low_margin_streak + 1, 0
)
margin_collapsed = next_streak >= params.margin_floor_patience
done = (step_count >= params.max_episode_steps) | margin_collapsed
next_state = EnvState(
prices=prices,
demand=demand,
step_count=step_count,
low_margin_streak=next_streak,
last_agent_prob=agent_prob,
last_alpha_adv=alpha_adv,
)
obs = _flatten_obs(demand, prices)
info = {
"revenue": revenue,
"agent_prob": agent_prob,
"alpha_adv": alpha_adv,
"coi_leakage": leakage,
"coi_discount": discount,
"n_purchases": n_purchases,
"n_agents": n_agents,
"avg_margin": avg_margin,
}
return obs, next_state, reward, done, info
class PHANTOMJAXEnv:
def __init__(self, params: EnvParams):
self.params = params
def reset(self, key: jax.Array, params: EnvParams | None = None):
return reset_env(key, self.params if params is None else params)
def step(
self,
key: jax.Array,
state: EnvState,
action: jax.Array,
params: EnvParams | None = None,
):
return step_env(key, state, action, self.params if params is None else params)
def action_space_n(self, params: EnvParams | None = None) -> int:
p = self.params if params is None else params
return int(p.action_scales.shape[0])
def observation_dim(self, params: EnvParams | None = None) -> int:
p = self.params if params is None else params
return int(p.n_products * 2)

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engine/jax/primitives.py Normal file
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"""JAX-compatible primitives for PHANTOM session simulation and separability."""
from __future__ import annotations
from dataclasses import dataclass
from functools import partial
from typing import Mapping, Sequence
import numpy as np
try:
import jax
import jax.numpy as jnp
JAX_AVAILABLE = True
except ImportError:
jax = None # type: ignore[assignment]
jnp = np # type: ignore[assignment]
JAX_AVAILABLE = False
STATE_START_KEYS = ("session_start", "start")
TERMINAL_EVENT_TOKENS = (
"session_end",
"end",
"purchase_complete",
"checkout_start",
"checkout",
)
PURCHASE_EVENT_TOKENS = (
"purchase_complete",
"purchase",
"checkout_start",
"checkout",
)
CATEGORY_WEIGHTS = {"cart": 4.0, "dwell": 2.0, "nav": 1.0, "filter": 0.5}
ACTION_CATEGORIES = {
"cart": {"add_item", "add_to_cart", "remove", "checkout", "purchase"},
"dwell": {
"hover_title",
"hover_paragraph",
"hover_link",
"hover_over_title",
"hover_over_paragraph",
"hover_over_link",
"hover_over_button",
},
"nav": {
"page_view",
"view_item",
"view",
"learn_more",
"learn_more_about_item",
"view_item_page",
"session_start",
},
"filter": {
"search",
"filter_date",
"filter_price",
"sort",
"filter_for_date",
"filter_for_price",
"filter_for_amenities",
"sort_change",
},
}
DEFAULT_ACTION_WEIGHTS = {
action: CATEGORY_WEIGHTS[group]
for group, actions in ACTION_CATEGORIES.items()
for action in actions
}
@dataclass(frozen=True)
class TransitionData:
"""Dense transition kernels and per-state metadata."""
human_T: np.ndarray
agent_T: np.ndarray
terminal_mask: np.ndarray
purchase_mask: np.ndarray
event_weights: np.ndarray
event_names: tuple[str, ...]
start_idx: int
term_idx: int
def to_jax(self) -> "TransitionData":
if not JAX_AVAILABLE:
return self
return TransitionData(
human_T=jnp.asarray(self.human_T),
agent_T=jnp.asarray(self.agent_T),
terminal_mask=jnp.asarray(self.terminal_mask),
purchase_mask=jnp.asarray(self.purchase_mask),
event_weights=jnp.asarray(self.event_weights),
event_names=self.event_names,
start_idx=int(self.start_idx),
term_idx=int(self.term_idx),
)
@dataclass(frozen=True)
class SessionBatch:
states: np.ndarray
products: np.ndarray
actors: np.ndarray
lengths: np.ndarray
def _event_weight(name: str) -> float:
if name in DEFAULT_ACTION_WEIGHTS:
return float(DEFAULT_ACTION_WEIGHTS[name])
if name.startswith("hover"):
return float(CATEGORY_WEIGHTS["dwell"])
if name.startswith("filter") or name in {"search", "sort", "sort_change"}:
return float(CATEGORY_WEIGHTS["filter"])
if name.startswith("add") or name in {
"checkout",
"checkout_start",
"purchase",
"remove_item",
"purchase_complete",
}:
return float(CATEGORY_WEIGHTS["cart"])
if any(token in name for token in TERMINAL_EVENT_TOKENS):
return 0.0
return float(CATEGORY_WEIGHTS["nav"])
def _is_terminal(name: str) -> bool:
return any(token in name for token in TERMINAL_EVENT_TOKENS)
def _is_purchase(name: str) -> bool:
return any(token in name for token in PURCHASE_EVENT_TOKENS)
def _collect_events(*transitions: Mapping[str, Mapping[str, float]]) -> tuple[str, ...]:
names: set[str] = set()
for trans in transitions:
for src, dsts in trans.items():
names.add(src)
names.update(dsts.keys())
names.discard("__terminal__")
return tuple(sorted(names))
def _normalize_rows(matrix: np.ndarray, term_idx: int) -> np.ndarray:
row_sums = matrix.sum(axis=1, keepdims=True)
dead_rows = np.isclose(row_sums.squeeze(-1), 0.0)
if np.any(dead_rows):
matrix[dead_rows] = 0.0
matrix[dead_rows, term_idx] = 1.0
row_sums = matrix.sum(axis=1, keepdims=True)
return matrix / np.maximum(row_sums, 1e-8)
def _dense_from_dict(
transitions: Mapping[str, Mapping[str, float]],
event_to_idx: Mapping[str, int],
term_idx: int,
) -> np.ndarray:
n_states = len(event_to_idx)
matrix = np.zeros((n_states, n_states), dtype=np.float32)
for src, dsts in transitions.items():
i = event_to_idx.get(src)
if i is None:
continue
for dst, prob in dsts.items():
j = event_to_idx.get(dst)
if j is None:
continue
matrix[i, j] += float(prob)
return _normalize_rows(matrix, term_idx)
def compile_transition_data(
human_transitions: Mapping[str, Mapping[str, float]],
agent_transitions: Mapping[str, Mapping[str, float]],
) -> TransitionData:
event_names = _collect_events(human_transitions, agent_transitions)
if not event_names:
return fallback_transition_data()
event_names = tuple([*event_names, "__terminal__"])
term_idx = len(event_names) - 1
event_to_idx = {name: i for i, name in enumerate(event_names)}
human_T = _dense_from_dict(human_transitions, event_to_idx, term_idx)
agent_T = _dense_from_dict(agent_transitions, event_to_idx, term_idx)
terminal_mask = np.array([_is_terminal(name) for name in event_names], dtype=bool)
purchase_mask = np.array([_is_purchase(name) for name in event_names], dtype=bool)
event_weights = np.array(
[_event_weight(name) for name in event_names], dtype=np.float32
)
terminal_mask[term_idx] = True
for idx, is_term in enumerate(terminal_mask):
if not is_term:
continue
human_T[idx] = 0.0
agent_T[idx] = 0.0
human_T[idx, idx] = 1.0
agent_T[idx, idx] = 1.0
start_idx = 0
for key in STATE_START_KEYS:
if key in event_to_idx:
start_idx = int(event_to_idx[key])
break
return TransitionData(
human_T=human_T,
agent_T=agent_T,
terminal_mask=terminal_mask,
purchase_mask=purchase_mask,
event_weights=event_weights,
event_names=event_names,
start_idx=start_idx,
term_idx=term_idx,
)
def fallback_transition_data() -> TransitionData:
human = {
"session_start": {
"page_view": 0.80,
"view_item_page": 0.15,
"session_end": 0.05,
},
"page_view": {"view_item_page": 0.55, "search": 0.25, "session_end": 0.20},
"view_item_page": {
"learn_more_about_item": 0.40,
"add_item_to_cart": 0.28,
"session_end": 0.32,
},
"learn_more_about_item": {
"add_item_to_cart": 0.50,
"view_item_page": 0.30,
"session_end": 0.20,
},
"add_item_to_cart": {
"checkout_start": 0.58,
"view_item_page": 0.24,
"session_end": 0.18,
},
"checkout_start": {"purchase_complete": 0.70, "session_end": 0.30},
"purchase_complete": {"session_end": 1.0},
}
agent = {
"session_start": {
"page_view": 0.90,
"view_item_page": 0.08,
"session_end": 0.02,
},
"page_view": {"view_item_page": 0.40, "search": 0.35, "session_end": 0.25},
"view_item_page": {
"learn_more_about_item": 0.55,
"add_item_to_cart": 0.15,
"session_end": 0.30,
},
"learn_more_about_item": {
"view_item_page": 0.45,
"add_item_to_cart": 0.20,
"session_end": 0.35,
},
"add_item_to_cart": {
"checkout_start": 0.42,
"view_item_page": 0.28,
"session_end": 0.30,
},
"checkout_start": {"purchase_complete": 0.52, "session_end": 0.48},
"purchase_complete": {"session_end": 1.0},
}
return compile_transition_data(human, agent)
def load_transition_data(prefer_data: bool = True) -> TransitionData:
if not prefer_data:
return fallback_transition_data()
try:
from ..lib.behavior import get_transition_models
human_trans, agent_trans = get_transition_models()
return compile_transition_data(human_trans, agent_trans)
except Exception:
return fallback_transition_data()
if JAX_AVAILABLE:
@partial(jax.jit, static_argnums=(8, 9, 10))
def _sample_sessions_jax(
key: jax.Array,
human_T: jax.Array,
agent_T: jax.Array,
terminal_mask: jax.Array,
start_idx: int,
term_idx: int,
alpha: float,
n_products: int,
n_sessions: int,
max_steps: int,
n_states: int,
) -> tuple[jax.Array, jax.Array, jax.Array, jax.Array]:
k_actor, k_product, k_step = jax.random.split(key, 3)
start_idx_i32 = jnp.asarray(start_idx, dtype=jnp.int32)
term_idx_i32 = jnp.asarray(term_idx, dtype=jnp.int32)
actor_draw = jax.random.uniform(k_actor, (n_sessions,))
actors = (actor_draw < alpha).astype(jnp.int32)
products = jax.random.randint(
k_product, (n_sessions,), 0, n_products, dtype=jnp.int32
)
active_init = jnp.ones((n_sessions,), dtype=jnp.bool_)
state_init = jnp.full((n_sessions,), start_idx_i32, dtype=jnp.int32)
def _scan_step(carry, _):
states, active, rng = carry
rng, k = jax.random.split(rng)
probs_h = human_T[states]
probs_a = agent_T[states]
probs = jnp.where(actors[:, None] == 0, probs_h, probs_a)
next_state = jax.random.categorical(k, jnp.log(probs + 1e-10), axis=-1)
next_state = jnp.where(active, next_state, term_idx_i32)
emitted = jnp.where(active, next_state, -1)
is_terminal = terminal_mask[jnp.clip(next_state, 0, n_states - 1)]
next_active = active & (~is_terminal)
carry_states = jnp.where(next_active, next_state, term_idx_i32)
return (carry_states, next_active, rng), emitted
_, state_t = jax.lax.scan(
_scan_step, (state_init, active_init, k_step), None, length=max_steps
)
states = state_t.T
lengths = jnp.sum(states >= 0, axis=1, dtype=jnp.int32)
return states, products, actors, lengths
def sample_sessions(
key,
transition_data: TransitionData,
alpha: float,
n_products: int,
n_sessions: int,
max_steps: int,
) -> SessionBatch:
if JAX_AVAILABLE:
td = transition_data.to_jax()
states, products, actors, lengths = _sample_sessions_jax(
key,
td.human_T,
td.agent_T,
td.terminal_mask,
int(td.start_idx),
int(td.term_idx),
float(alpha),
int(n_products),
int(n_sessions),
int(max_steps),
int(td.human_T.shape[0]),
)
return SessionBatch(
states=states, products=products, actors=actors, lengths=lengths
)
rng = np.random.default_rng(int(np.asarray(key).reshape(-1)[0]))
n_states = transition_data.human_T.shape[0]
products = rng.integers(0, n_products, size=n_sessions, dtype=np.int32)
actors = (rng.random(size=n_sessions) < alpha).astype(np.int32)
states = np.full((n_sessions, max_steps), -1, dtype=np.int32)
lengths = np.zeros((n_sessions,), dtype=np.int32)
for i in range(n_sessions):
current = int(transition_data.start_idx)
mat = transition_data.agent_T if actors[i] == 1 else transition_data.human_T
for t in range(max_steps):
nxt = int(rng.choice(n_states, p=mat[current]))
states[i, t] = nxt
if transition_data.terminal_mask[nxt]:
lengths[i] = t + 1
break
current = nxt
if lengths[i] == 0:
lengths[i] = max_steps
return SessionBatch(
states=states, products=products, actors=actors, lengths=lengths
)
if JAX_AVAILABLE:
@partial(jax.jit, static_argnums=(2,))
def compute_session_transitions(states, lengths, n_states: int):
src = states[:, :-1]
dst = states[:, 1:]
time_idx = jnp.arange(src.shape[1])[None, :]
valid = (src >= 0) & (dst >= 0) & (time_idx < (lengths[:, None] - 1))
src_clip = jnp.clip(src, 0, n_states - 1)
dst_clip = jnp.clip(dst, 0, n_states - 1)
src_oh = jax.nn.one_hot(src_clip, n_states)
dst_oh = jax.nn.one_hot(dst_clip, n_states)
counts = jnp.einsum(
"nti,ntj,nt->nij", src_oh, dst_oh, valid.astype(jnp.float32)
)
row_sums = jnp.sum(counts, axis=-1, keepdims=True)
return counts / (row_sums + 1e-10)
else:
def compute_session_transitions(states, lengths, n_states: int):
trans = np.zeros((states.shape[0], n_states, n_states), dtype=np.float32)
for i in range(states.shape[0]):
for t in range(max(int(lengths[i]) - 1, 0)):
s = int(states[i, t])
d = int(states[i, t + 1])
if s >= 0 and d >= 0:
trans[i, s, d] += 1.0
row_sums = trans.sum(axis=-1, keepdims=True)
return trans / (row_sums + 1e-10)
def batch_kl(P, Q_human, Q_agent, eps: float = 1e-10):
p = P + eps
p = p / jnp.sum(p, axis=-1, keepdims=True)
qh = Q_human[None, ...] + eps
qa = Q_agent[None, ...] + eps
delta_h = jnp.sum(p * jnp.log(p / qh), axis=(1, 2))
delta_a = jnp.sum(p * jnp.log(p / qa), axis=(1, 2))
return delta_h, delta_a
if JAX_AVAILABLE:
batch_kl = jax.jit(batch_kl)
def agent_probability_from_kl(delta_h, delta_a, temperature: float = 1.0):
t = jnp.maximum(float(temperature), 1e-6)
exp_h = jnp.exp(-delta_h / t)
exp_a = jnp.exp(-delta_a / t)
return exp_a / (exp_h + exp_a + 1e-10)
def estimate_alpha_from_kl(delta_h, delta_a, beta: float = 2.0):
logits = beta * (delta_h - delta_a)
return 1.0 / (1.0 + jnp.exp(-logits))
def weighted_demand(states, products, n_products: int, event_weights):
valid = states >= 0
state_clip = jnp.clip(states, 0, event_weights.shape[0] - 1)
weights = event_weights[state_clip] * valid
per_session = jnp.sum(weights, axis=1)
demand = jnp.zeros((n_products,), dtype=jnp.float32)
demand = demand.at[products].add(per_session)
total = jnp.sum(demand)
return jnp.where(total > 0.0, (demand / total) * 100.0, demand)
if JAX_AVAILABLE:
weighted_demand = jax.jit(weighted_demand, static_argnums=(2,))
def purchase_flags(states, purchase_mask):
state_clip = jnp.clip(states, 0, purchase_mask.shape[0] - 1)
hits = purchase_mask[state_clip] & (states >= 0)
return jnp.any(hits, axis=1)
if JAX_AVAILABLE:
purchase_flags = jax.jit(purchase_flags)
def revenue_from_demand(prices, demand):
return jnp.dot(prices, demand)
if JAX_AVAILABLE:
revenue_from_demand = jax.jit(revenue_from_demand)
def reward_with_coi_penalty(
revenue, agent_prob: float, lambda_coi: float, info_value: float
):
leakage = agent_prob * info_value
discount = jnp.clip(1.0 - lambda_coi * leakage, 0.0, 1.0)
return revenue * discount, leakage, discount
if JAX_AVAILABLE:
reward_with_coi_penalty = jax.jit(reward_with_coi_penalty)

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flax==0.10.7
optax==0.2.7
distrax==0.1.5
orbax-checkpoint==0.11.32
chex==0.1.90

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14
engine/lib/__init__.py Normal file
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from .demand import estimate_demand, estimate_weighted_demand, generate_demand_for_actor
from .behavior import sample_behavior, get_transition_models, trajectory_to_events
from .render import DashboardRenderer, style_axis
from .wrappers import EconomicMetricsWrapper
from .callbacks import MetricsCallback, EvalMetricsCallback, CheckpointArtifactCallback
from .providers import (
ProviderBenchmark,
ProviderResult,
BenchmarkConfig,
RandomBaseline,
SurgeBaseline,
)
from .coi import compute_uplift_coi, extract_purchases, compute_agent_probability
from .discrete import EventQTable

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import sys
from pathlib import Path
sys.path.insert(0, str(Path(__file__).parents[2]))
try:
from sim.rl.behavior_loader.models import (
BehaviorModel,
AgentBehaviorModel,
aggregate_event_transitions,
)
except ImportError:
BehaviorModel = None
AgentBehaviorModel = None
aggregate_event_transitions = None
import pandas as pd
import numpy as np
from .demand import generate_demand_for_actor
base_dir = Path(__file__).parents[2] / "experiments"
human_dir = str(base_dir / "collected_data")
agent_dir = str(base_dir / "agents" / "collected_data")
_cache = {} # lazy cache for models and base pivots
def _get_base_pivot(human: bool):
if (
BehaviorModel is None
or AgentBehaviorModel is None
or aggregate_event_transitions is None
):
raise ImportError("behavior loader dependencies are unavailable")
key = "human" if human else "agent"
if key not in _cache:
model = BehaviorModel(human_dir) if human else AgentBehaviorModel(agent_dir)
mdp = model.build_MDP()
_cache[key] = pd.DataFrame(aggregate_event_transitions(mdp)).fillna(0.0)
return _cache[key]
def get_transition_models():
"""load human and agent transition models for agent probability calculation
returns:
tuple: (human_transitions, agent_transitions) as dicts of event->event->prob
"""
if (
BehaviorModel is None
or AgentBehaviorModel is None
or aggregate_event_transitions is None
):
raise ImportError("behavior loader dependencies are unavailable")
human_model = BehaviorModel(human_dir)
agent_model = AgentBehaviorModel(agent_dir)
human_mdp = human_model.build_MDP()
agent_mdp = agent_model.build_MDP()
human_trans = aggregate_event_transitions(human_mdp)
agent_trans = aggregate_event_transitions(agent_mdp)
return human_trans, agent_trans
def trajectory_to_events(trajectory: list) -> list:
"""extract event names from trajectory for KL divergence calculation
trajectories are in format 'eventName_product0', extract just eventName
args:
trajectory: list like ['view_product0', 'add_to_cart_product1', 'checkout_product1']
returns:
list: event names like ['view', 'add_to_cart', 'checkout']
"""
events = []
for state in trajectory:
# state format from sample_behavior: 'eventName_productX'
if "_product" in state:
event = state.rsplit("_product", 1)[0]
else:
event = state
events.append(event)
return events
def adjust_behavior_to_condition(condition, transition_matrix):
# expand NxN transition matrix to (N*P)x(N*P) weighted by demand condition
condition = np.asarray(condition, dtype=float)
condition = np.nan_to_num(condition, nan=0.0, posinf=0.0, neginf=0.0)
condition = np.clip(condition, 0.0, None)
s = float(np.sum(condition))
if not np.isfinite(s) or s <= 0:
cond_norm = np.full(len(condition), 1.0 / max(len(condition), 1), dtype=float)
else:
cond_norm = condition / s
n_products = len(condition)
base_vals = transition_matrix.values
base_cols, base_rows = (
transition_matrix.columns.tolist(),
transition_matrix.index.tolist(),
)
# expand via kronecker-like tiling: each cell becomes a P*P block weighted by outer product of cond_norm
expanded = np.kron(base_vals, np.outer(cond_norm, cond_norm))
new_cols = [f"{c}_product{p}" for c in base_cols for p in range(n_products)]
new_rows = [f"{r}_product{p}" for r in base_rows for p in range(n_products)]
return pd.DataFrame(expanded, index=new_rows, columns=new_cols)
def sample_behavior(condition, human=True, max_len=40):
base_pivot = _get_base_pivot(human)
adjusted_transitions = adjust_behavior_to_condition(condition, base_pivot)
trajectory = [np.random.choice(adjusted_transitions.index)]
while len(trajectory) < max_len and "checkout" not in trajectory[-1]:
probs = np.asarray(adjusted_transitions.loc[trajectory[-1]].values, dtype=float)
probs = np.nan_to_num(probs, nan=0.0, posinf=0.0, neginf=0.0)
probs = np.clip(probs, 0.0, None)
s = float(np.sum(probs))
sample = np.random.choice(
adjusted_transitions.columns, p=(probs / s) if s > 0 else None
)
trajectory.append(sample)
return trajectory
if __name__ == "__main__":
t = sample_behavior(generate_demand_for_actor(np.array([10, 20, 30])), human=True)
print(t)
t = sample_behavior(generate_demand_for_actor(np.array([10, 20, 30])), human=False)
print(t)

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"""Training callbacks for W&B/TensorBoard logging - reads from info dict."""
from pathlib import Path
from stable_baselines3.common.callbacks import BaseCallback, EvalCallback
import numpy as np
from ..wandb_checkpoint import checkpoint_artifact_name, log_checkpoint_file
try:
import wandb
HAS_WANDB = True
except ImportError:
HAS_WANDB = False
class MetricsCallback(BaseCallback):
"""Training metrics logger - reads info['economics'], logs to W&B."""
def __init__(
self, log_histograms: bool = True, log_freq: int = 100, verbose: int = 0
):
super().__init__(verbose)
self.log_histograms = log_histograms
self.log_freq = log_freq
self._episode_revenues: list[float] = []
def _on_step(self) -> bool:
if not HAS_WANDB or wandb.run is None:
return True
for info in self.locals.get("infos", []):
if "economics" not in info:
continue
econ = info["economics"]
t = self.num_timesteps
payload = {
"economics/revenue": econ["revenue"],
"economics/margin": econ["margin"],
"coi/level": econ["coi_level"],
"economics/regret": econ["regret"],
}
if "coi_mix" in econ:
payload["coi/mix"] = econ["coi_mix"]
if "coi_base" in econ:
payload["coi/base"] = econ["coi_base"]
if "coi_leakage" in econ:
payload["coi/leakage"] = econ["coi_leakage"]
if "coi_penalty" in econ:
payload["coi/penalty"] = econ["coi_penalty"]
wandb.log(payload, step=t)
self._episode_revenues.append(econ["revenue"])
# histograms at log_freq intervals
if self.log_histograms and self.num_timesteps % self.log_freq == 0:
for info in self.locals.get("infos", []):
if "prices" in info:
wandb.log(
{"distributions/prices": wandb.Histogram(info["prices"])},
step=self.num_timesteps,
)
if "demand" in info:
wandb.log(
{"distributions/demand": wandb.Histogram(info["demand"])},
step=self.num_timesteps,
)
return True
def _on_rollout_end(self) -> None:
if not HAS_WANDB or wandb.run is None or not self._episode_revenues:
return
wandb.log(
{
"episode/mean_revenue": np.mean(self._episode_revenues),
"episode/total_revenue": np.sum(self._episode_revenues),
},
step=self.num_timesteps,
)
self._episode_revenues = []
class CheckpointArtifactCallback(BaseCallback):
"""Periodic SB3 checkpoint uploader backed by W&B artifacts."""
def __init__(self, cfg: dict, interval: int = 10_000, verbose: int = 0):
super().__init__(verbose)
self.cfg = dict(cfg)
self.interval = max(1, int(interval))
self.model_dir = Path(str(self.cfg.get("model_dir", "engine/models")))
self.model_dir.mkdir(parents=True, exist_ok=True)
self._next_checkpoint = self.interval
self._last_saved_step = -1
def _artifact_name(self) -> str:
sweep_id = (
getattr(wandb.run, "sweep_id", None)
if HAS_WANDB and wandb.run is not None
else None
)
return checkpoint_artifact_name(self.cfg, backend="sb3", sweep_id=sweep_id)
def _checkpoint_file(self) -> Path:
algo = str(self.cfg.get("algo", "model"))
base = self.model_dir / f"phantom_{algo}_checkpoint"
self.model.save(str(base))
return base.with_suffix(".zip")
def _save_checkpoint(self) -> None:
if not HAS_WANDB or wandb.run is None:
return
step = int(self.num_timesteps)
if step <= self._last_saved_step:
return
checkpoint_path = self._checkpoint_file()
metadata = {
"step": step,
"algo": str(self.cfg.get("algo", "unknown")),
"sweep_id": getattr(wandb.run, "sweep_id", None),
}
saved = log_checkpoint_file(
self._artifact_name(),
file_path=checkpoint_path,
artifact_file_name=checkpoint_path.name,
metadata=metadata,
)
if saved:
self._last_saved_step = step
def _on_step(self) -> bool:
if self.num_timesteps < self._next_checkpoint:
return True
self._save_checkpoint()
while self._next_checkpoint <= self.num_timesteps:
self._next_checkpoint += self.interval
return True
def _on_training_end(self) -> None:
self._save_checkpoint()
class EvalMetricsCallback(EvalCallback):
"""Deterministic evaluation - true performance without exploration noise."""
def __init__(
self, eval_env, eval_freq: int = 1000, n_eval_episodes: int = 5, **kwargs
):
super().__init__(
eval_env, eval_freq=eval_freq, n_eval_episodes=n_eval_episodes, **kwargs
)
self._eval_revenues: list[float] = []
def _on_step(self) -> bool:
result = super()._on_step()
if not HAS_WANDB or wandb.run is None:
return result
# log eval metrics after evaluation runs
if self.n_calls % self.eval_freq == 0 and hasattr(self, "last_mean_reward"):
wandb.log(
{
"eval/mean_reward": self.last_mean_reward,
"eval/mean_revenue": np.mean(self._eval_revenues)
if self._eval_revenues
else 0,
},
step=self.num_timesteps,
)
self._eval_revenues = []
return result
def _log_success_callback(self, locals_: dict, globals_: dict) -> None:
# called after each eval episode
info = locals_.get("info", {})
if "economics" in info:
self._eval_revenues.append(info["economics"]["revenue"])

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import numpy as np
from typing import Dict
def compute_agent_probability(
trajectory: list, human_transitions: Dict, agent_transitions: Dict
) -> float:
"""estimate agent probability via KL divergence between trajectory transitions and reference models
compares empirical trajectory transition distribution to human/agent prototypes
args:
trajectory: list of state/event strings from session
human_transitions: reference transition dict from human MDP (event->event->prob)
agent_transitions: reference transition dict from agent MDP (event->event->prob)
returns:
agent probability in [0, 1] via softmax over KL divergences
"""
if len(trajectory) < 2:
return 0.0 # insufficient data, assume human
# build empirical transition distribution from trajectory
trans_counts = {}
for s, s_next in zip(trajectory[:-1], trajectory[1:]):
if s not in trans_counts:
trans_counts[s] = {}
trans_counts[s][s_next] = trans_counts[s].get(s_next, 0) + 1
# normalize to probabilities
empirical = {}
for s, nxt in trans_counts.items():
total = sum(nxt.values())
empirical[s] = {s_n: cnt / total for s_n, cnt in nxt.items()}
# compute KL divergence to each prototype
def kl_div(p_dist: Dict, q_dist: Dict) -> float:
eps = 1e-10
# aggregate over all source states in empirical dist
kl = 0.0
for s in p_dist:
if s not in q_dist:
continue # skip states not in reference
p_trans, q_trans = p_dist[s], q_dist[s]
for k in p_trans:
p_val = p_trans[k] + eps
q_val = q_trans.get(k, 0.0) + eps
kl += p_val * np.log(p_val / q_val)
return kl
kl_human = kl_div(empirical, human_transitions)
kl_agent = kl_div(empirical, agent_transitions)
# convert to probability via softmax (lower KL = higher prob)
# agent_prob = exp(-kl_agent) / (exp(-kl_human) + exp(-kl_agent))
exp_h = np.exp(-kl_human)
exp_a = np.exp(-kl_agent)
return float(exp_a / (exp_h + exp_a + 1e-10))
def extract_purchases(trajectories: list) -> Dict[int, int]:
purchases: Dict[int, int] = {}
for traj in trajectories:
if traj and "checkout" in traj[-1] and "_product" in traj[-1]:
prod_id = int(traj[-1].rsplit("_product", 1)[1])
purchases[prod_id] = purchases.get(prod_id, 0) + 1
return purchases
def compute_uplift_coi(
prices: np.ndarray, purchases: Dict[int, int], baseline_prices: np.ndarray
) -> float:
# TODO: consider view-weighted fractional purchase for denser signal
return float(
sum(max(0.0, prices[k] - baseline_prices[k]) * n for k, n in purchases.items())
)

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import numpy as np
CATEGORY_WEIGHTS = {"cart": 4.0, "dwell": 2.0, "nav": 1.0, "filter": 0.5}
ACTION_CATEGORIES = {
"cart": {"add_item", "add_to_cart", "remove", "checkout", "purchase"},
"dwell": {"hover_title", "hover_paragraph", "hover_link"},
"nav": {"page_view", "view_item", "view", "learn_more"},
"filter": {"search", "filter_date", "filter_price", "sort"},
}
DEFAULT_ACTION_WEIGHTS = {
a: CATEGORY_WEIGHTS[c] for c, actions in ACTION_CATEGORIES.items() for a in actions
}
def generate_demand_for_actor(
prices: np.ndarray,
params: tuple,
noise_std: float = 1.0,
distribution_method=np.random.normal,
) -> np.ndarray:
"""d(p;0) = max(0, valuation - price) + epsi for single actor type
params: (mean, std) for valuation distribution D_H or D_A"""
val = distribution_method(*params, size=len(prices))
noise = distribution_method(0, noise_std, len(prices))
demand = np.maximum(0, val - prices + noise)
total = np.sum(demand)
return demand / total * 100 if total > 0 else demand
def estimate_demand(trajectories, action_weights=None):
return estimate_weighted_demand(trajectories, action_weights)
def _parse_event_state(state: str):
if "_product" not in state:
return state, None
action, raw_pid = state.rsplit("_product", 1)
return action, int(raw_pid) if raw_pid.isdigit() else None
def _weight_for_action(action: str, action_weights: dict) -> float:
if action in action_weights:
return action_weights[action]
if action.startswith("hover"):
return CATEGORY_WEIGHTS["dwell"]
if action.startswith("filter") or action in {"search", "sort"}:
return CATEGORY_WEIGHTS["filter"]
if action.startswith("add") or action in {"checkout", "purchase", "remove"}:
return CATEGORY_WEIGHTS["cart"]
return CATEGORY_WEIGHTS["nav"]
def estimate_weighted_demand(trajectories, action_weights=None):
action_weights = (
DEFAULT_ACTION_WEIGHTS if action_weights is None else action_weights
)
scores = {}
for traj in trajectories:
for state in traj:
action, product_id = _parse_event_state(state)
if product_id is None:
continue
w = _weight_for_action(action, action_weights)
if w <= 0:
continue
scores[product_id] = scores.get(product_id, 0.0) + w
total = sum(scores.values())
return (
{pid: (score / total) * 100 for pid, score in scores.items()}
if total > 0
else {}
)
# Example usage
if __name__ == "__main__":
np.random.seed(42)
prices = np.array([20.0, 35.0, 50.0, 65.0])
# demo actor-specific demands
human_params, agent_params = (50, 10), (45, 15)
demand_h = generate_demand_for_actor(prices, human_params)
demand_a = generate_demand_for_actor(prices, agent_params)
print("Human Demand:", demand_h)
print("Agent Demand:", demand_a)
from .behavior import sample_behavior
N, alpha = 200, 0.3
n_h, n_a = int(N * (1 - alpha)), int(N * alpha)
human_t = [sample_behavior(demand_h, human=True) for _ in range(n_h)]
agent_t = [sample_behavior(demand_a, human=False) for _ in range(n_a)]
demand_estimate = estimate_demand(human_t + agent_t)
print("Estimated Demand from Behavior:", demand_estimate)

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from collections import defaultdict
import gymnasium as gym
from gymnasium import spaces
import numpy as np
class DiscretePriceActionWrapper(gym.ActionWrapper):
def __init__(
self,
env: gym.Env,
n_levels: int = 9,
min_scale: float = 0.8,
max_scale: float = 1.2,
):
super().__init__(env)
self.scales = np.linspace(min_scale, max_scale, n_levels, dtype=np.float32)
self.action_space = spaces.Discrete(n_levels)
def action(self, action: int):
scale = float(self.scales[int(action)])
cur = np.asarray(self.env.unwrapped._prices, dtype=np.float32)
lo, hi = self.env.unwrapped.price_bounds
return np.clip(cur * scale, lo, hi).astype(np.float32)
class EventQTable:
def __init__(
self,
n_actions: int,
n_products: int,
price_bounds: tuple,
lr: float = 0.1,
gamma: float = 0.99,
n_bins: int = 6,
):
self.n_actions = int(n_actions)
self.n_products = int(n_products)
self.lr = float(lr)
self.gamma = float(gamma)
self.q = defaultdict(lambda: np.zeros(self.n_actions, dtype=np.float32))
lo, hi = price_bounds
self.demand_bins = np.linspace(0.0, 100.0, n_bins + 1)[1:-1]
self.price_bins = np.linspace(lo, hi, n_bins + 1)[1:-1]
def encode(self, obs: np.ndarray) -> tuple:
obs = np.asarray(obs, dtype=np.float32)
d = obs[: self.n_products]
p = obs[self.n_products : 2 * self.n_products]
d_mean = float(np.mean(d)) if d.size else 0.0
d_std = float(np.std(d)) if d.size else 0.0
p_mean = float(np.mean(p)) if p.size else 0.0
return (
int(np.digitize(d_mean, self.demand_bins)),
int(np.digitize(d_std, self.demand_bins)),
int(np.digitize(p_mean, self.price_bins)),
)
def act(self, obs: np.ndarray, eps: float = 0.0) -> tuple[int, tuple]:
s = self.encode(obs)
if np.random.random() < eps:
return int(np.random.randint(self.n_actions)), s
return int(np.argmax(self.q[s])), s
def update(self, s: tuple, a: int, r: float, s2: tuple, done: bool):
target = r + (0.0 if done else self.gamma * float(np.max(self.q[s2])))
self.q[s][a] += self.lr * (target - self.q[s][a])
def predict(self, obs: np.ndarray, deterministic: bool = True):
a, _ = self.act(obs, 0.0 if deterministic else 0.05)
return a, None

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"""Provider benchmarking - compare pricing strategies across contamination levels."""
from dataclasses import dataclass, field
from typing import Callable, Any
import numpy as np
import pandas as pd
try:
import wandb
HAS_WANDB = True
except ImportError:
HAS_WANDB = False
class RandomBaseline:
"""uniform random action selection as a lower-bound baseline"""
def __init__(self, n_actions: int):
self.n = n_actions
def __call__(self, obs):
return int(np.random.randint(self.n))
def predict(self, obs, **kw):
return self(obs), None
class SurgeBaseline:
"""heuristic surge pricing: boost price when demand is above threshold, discount when below.
matches the naive pricing rule from thesis Section 3.3.2"""
def __init__(
self, n_actions: int, high_threshold: float = 60.0, low_threshold: float = 30.0
):
self.n = n_actions
self.mid = n_actions // 2 # identity action (scale ~1.0)
self.high_t = high_threshold
self.low_t = low_threshold
def __call__(self, obs):
obs = np.asarray(obs, dtype=np.float32)
n_prod = len(obs) // 2
demand_mean = float(np.mean(obs[:n_prod])) if n_prod > 0 else 0.0
if demand_mean >= self.high_t:
return min(self.mid + 2, self.n - 1) # surge: two levels above identity
if demand_mean <= self.low_t:
return max(self.mid - 2, 0) # discount: two levels below identity
return self.mid # hold
def predict(self, obs, **kw):
return self(obs), None
@dataclass
class ProviderResult:
"""Single benchmark result for one provider at one alpha level."""
name: str
alpha: float
total_revenue: float
mean_revenue: float
coi_level: float
coi_preserved_pct: float # vs alpha=0 baseline
margin_integrity: float
regret: float
episodes: int
@dataclass
class BenchmarkConfig:
"""Configuration for provider benchmark runs."""
n_episodes: int = 100
alpha_range: list[float] = field(default_factory=lambda: [0.0, 0.1, 0.3, 0.5])
baseline_name: str = "fixed"
class ProviderBenchmark:
"""Compare pricing providers to prove margin preservation across contamination levels.
Usage:
def env_factory(alpha):
return EconomicMetricsWrapper(PHANTOM(alpha=alpha))
providers = {
"fixed": lambda obs: np.ones(10) * 50,
"learned": model.predict,
}
benchmark = ProviderBenchmark(env_factory, providers)
results = benchmark.run()
print(benchmark.summary_table())
"""
def __init__(
self,
env_factory: Callable[[float], Any],
providers: dict[str, Callable],
config: BenchmarkConfig | None = None,
):
self.env_factory = env_factory # fn(alpha) -> wrapped env
self.providers = providers # {name: fn(obs) -> action}
self.config = config or BenchmarkConfig()
self.results: list[ProviderResult] = []
def run(self) -> list[ProviderResult]:
"""Run benchmark across all providers and alpha levels."""
baseline_coi: dict[str, float] = {} # {provider: coi at alpha=0}
for alpha in self.config.alpha_range:
env = self.env_factory(alpha)
for name, policy_fn in self.providers.items():
revenues, coi_levels, margins = [], [], []
for _ in range(self.config.n_episodes):
obs, _ = env.reset()
episode_revenue = 0.0
done = False
while not done:
action = policy_fn(obs)
# handle sb3 model.predict returning tuple
if isinstance(action, tuple):
action = action[0]
obs, reward, term, trunc, info = env.step(action)
done = term or trunc
econ = info.get("economics", {})
episode_revenue += econ.get("revenue", 0)
coi_levels.append(econ.get("coi_level", 0))
margins.append(econ.get("margin", 0))
revenues.append(episode_revenue)
mean_coi = np.mean(coi_levels) if coi_levels else 0.0
if alpha == 0.0:
baseline_coi[name] = mean_coi
base = baseline_coi.get(name, mean_coi)
coi_preserved = mean_coi / base if base > 0 else 1.0
result = ProviderResult(
name=name,
alpha=alpha,
total_revenue=float(np.sum(revenues)),
mean_revenue=float(np.mean(revenues)),
coi_level=mean_coi,
coi_preserved_pct=coi_preserved * 100,
margin_integrity=float(np.mean(margins)) if margins else 0.0,
regret=0.0, # compute vs optimal if known
episodes=self.config.n_episodes,
)
self.results.append(result)
# log to wandb if available
if HAS_WANDB and wandb.run is not None:
wandb.log(
{
f"benchmark/{name}/revenue": result.mean_revenue,
f"benchmark/{name}/coi_preserved": result.coi_preserved_pct,
f"benchmark/{name}/margin": result.margin_integrity,
"benchmark/alpha": alpha,
}
)
return self.results
def to_dataframe(self) -> pd.DataFrame:
"""Convert results to pandas DataFrame."""
return pd.DataFrame([r.__dict__ for r in self.results])
def summary_table(self) -> pd.DataFrame:
"""Pivot table: providers x alpha with revenue/COI metrics."""
df = self.to_dataframe()
return df.pivot_table(
index="name",
columns="alpha",
values=["mean_revenue", "coi_preserved_pct", "margin_integrity"],
aggfunc="mean",
)

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"""rendering logic for PHANTOM environment dashboard"""
import numpy as np
import matplotlib.pyplot as plt
from matplotlib.gridspec import GridSpec
def style_axis(ax, title: str = None, xlabel: str = None, ylabel: str = None):
ax.spines['top'].set_visible(False)
ax.spines['right'].set_visible(False)
if title: ax.set_title(title, fontsize=11, fontweight='bold', pad=8)
if xlabel: ax.set_xlabel(xlabel, fontsize=9)
if ylabel: ax.set_ylabel(ylabel, fontsize=9)
class DashboardRenderer:
"""stateful renderer for PHANTOM market dynamics visualization"""
def __init__(self):
self.fig = None
self.gs = None
def render(self, env) -> None:
if self.fig is None:
plt.ion()
self.fig = plt.figure(figsize=(14, 10))
self.gs = GridSpec(3, 3, figure=self.fig, hspace=0.35, wspace=0.3,
left=0.07, right=0.95, top=0.92, bottom=0.08)
plt.show(block=False)
self.fig.clear()
self.fig.suptitle(f'PHANTOM Market Dynamics [t={env._step_count}, a={env.alpha:.2f}]',
fontsize=14, fontweight='bold')
demand_mat = np.array(env._demand_history).T
price_mat = np.array(env._price_history).T
elasticity = env._compute_elasticity()
self._render_scatter(env)
self._render_elasticity_bar(env, elasticity)
self._render_session_pie(env)
self._render_price_heatmap(price_mat)
self._render_demand_heatmap(demand_mat)
self._render_correlation(env.n_products, price_mat, demand_mat)
self._render_revenue(env)
self.fig.canvas.draw_idle()
self.fig.canvas.flush_events()
def _render_scatter(self, env):
ax = self.fig.add_subplot(self.gs[0, 0])
prices_flat = np.array(env._price_history).flatten()
demands_flat = np.array(env._demand_history).flatten()
product_ids = np.tile(np.arange(env.n_products), len(env._price_history))
ax.scatter(prices_flat, demands_flat, c=product_ids, cmap='plasma', alpha=0.6, s=15, edgecolors='none')
if len(prices_flat) > 1:
z = np.polyfit(prices_flat, demands_flat, 1)
p_line = np.linspace(prices_flat.min(), prices_flat.max(), 50)
ax.plot(p_line, np.polyval(z, p_line), '--', lw=1.5, alpha=0.8)
style_axis(ax, "Price-Demand Relationship", "Price ($)", "Demand")
def _render_elasticity_bar(self, env, elasticity):
ax = self.fig.add_subplot(self.gs[0, 1])
ax.barh(range(env.n_products), elasticity, alpha=0.8)
ax.axvline(0, lw=0.8, alpha=0.5)
ax.axvline(-1, lw=1, ls='--', alpha=0.5)
ax.set_yticks(range(env.n_products))
ax.set_yticklabels([f'P{i}' for i in range(env.n_products)], fontsize=7)
style_axis(ax, "Price Elasticity", "(dQ/dP)(P/Q)", None)
def _render_session_pie(self, env):
ax = self.fig.add_subplot(self.gs[0, 2])
n_h, n_a = env.market.Nhumans, env.market.Nagents
wedges, _ = ax.pie([n_h, n_a], startangle=90, wedgeprops={'linewidth': 2, 'edgecolor': 'white'})
ax.legend(wedges, [f'H ({n_h})', f'A ({n_a})'], loc='lower center', fontsize=8,
frameon=False, bbox_to_anchor=(0.5, -0.05))
ax.set_title("Session Mix", fontsize=11, fontweight='bold')
def _render_price_heatmap(self, price_mat):
ax = self.fig.add_subplot(self.gs[1, :2])
im = ax.imshow(price_mat, aspect='auto', cmap='viridis', origin='lower')
style_axis(ax, "Price Heatmap P(product, t)", "Step", "Product")
cbar = self.fig.colorbar(im, ax=ax, fraction=0.03, pad=0.02)
cbar.set_label('$', fontsize=8)
def _render_demand_heatmap(self, demand_mat):
ax = self.fig.add_subplot(self.gs[1, 2])
im = ax.imshow(demand_mat, aspect='auto', cmap='Blues', origin='lower')
style_axis(ax, "Demand Q(product, t)", "Step", None)
self.fig.colorbar(im, ax=ax, fraction=0.046, pad=0.02)
def _render_correlation(self, n_products, price_mat, demand_mat):
ax = self.fig.add_subplot(self.gs[2, 0])
if price_mat.shape[1] > 2:
corr = np.corrcoef(price_mat, demand_mat)[:n_products, n_products:]
im = ax.imshow(corr, cmap='RdBu', vmin=-1, vmax=1, aspect='auto')
ax.set_xticks(range(n_products))
ax.set_yticks(range(n_products))
ax.set_xticklabels([f'Q{i}' for i in range(n_products)], fontsize=6)
ax.set_yticklabels([f'P{i}' for i in range(n_products)], fontsize=6)
self.fig.colorbar(im, ax=ax, fraction=0.046, pad=0.02)
style_axis(ax, "Price-Demand Correlation", None, None)
def _render_revenue(self, env):
ax = self.fig.add_subplot(self.gs[2, 1:])
n_steps = len(env._revenue_history)
demand_std = [np.std(d) for d in env._demand_history]
ax.fill_between(range(n_steps), env._revenue_history, alpha=0.3)
ax.plot(env._revenue_history, linewidth=2, label='Revenue')
ax.set_xlim(0, max(n_steps, 1))
ax.set_ylim(0, max(env._revenue_history) * 1.1 if env._revenue_history else 1)
ax2 = ax.twinx()
ax2.plot(range(n_steps), demand_std, linewidth=2, ls='-', alpha=0.9, label='sigma(Demand)')
d_min, d_max = min(demand_std), max(demand_std)
margin = (d_max - d_min) * 0.2 if d_max > d_min else 0.5
ax2.set_ylim(max(0, d_min - margin), d_max + margin)
ax2.set_ylabel('Demand sigma', fontsize=9)
style_axis(ax, "Revenue & Demand Dispersion", "Step", "Revenue ($)")
ax.legend(loc='upper left', fontsize=7, frameon=False)
ax2.legend(loc='upper right', fontsize=7, frameon=False)
def close(self):
if self.fig:
plt.close(self.fig)
self.fig = None

77
engine/lib/wrappers.py Normal file
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"""Economic metrics wrapper - calculates thesis-aligned KPIs and injects into info dict."""
import gymnasium as gym
import numpy as np
class EconomicMetricsWrapper(gym.Wrapper):
"""Calculates thesis-aligned economic metrics per step, injects into info.
Metrics follow thesis definitions:
- COI level: E[P] - p_min (Definition 1)
- Margin: (avg_price - p_min) / avg_price
- Regret: 1 - (revenue / baseline_revenue)
"""
def __init__(
self, env: gym.Env, p_min: float = 10.0, baseline_revenue: float | None = None
):
super().__init__(env)
self.p_min = p_min
self.baseline_revenue = baseline_revenue
self._price_history: list[np.ndarray] = []
self._revenue_history: list[float] = []
def reset(self, **kwargs):
obs, info = self.env.reset(**kwargs)
self._price_history = []
self._revenue_history = []
return obs, info
def step(self, action):
obs, reward, terminated, truncated, info = self.env.step(action)
# extract from unwrapped env
prices = self.env.unwrapped._prices
demand_dict = self.env.unwrapped._demand
demand = np.array([demand_dict.get(i, 0.0) for i in range(len(prices))])
alpha = self.env.unwrapped.alpha
# core calculations
revenue = float(np.sum(prices * demand))
avg_price = float(np.mean(prices))
margin = (avg_price - self.p_min) / max(avg_price, 1e-6)
coi_level = avg_price - self.p_min # E[P] - p_min per thesis Def 1
self._price_history.append(prices.copy())
self._revenue_history.append(revenue)
# regret vs baseline (golden path)
regret = 0.0
if self.baseline_revenue and self.baseline_revenue > 0:
regret = 1.0 - (revenue / self.baseline_revenue)
# inject structured metrics into info
info["economics"] = {
"revenue": revenue,
"margin": margin,
"coi_level": coi_level,
"regret": regret,
}
for key in ("coi_mix", "coi_base", "coi_leakage", "coi_penalty"):
if key in info:
info["economics"][key] = info[key]
info["prices"] = prices.copy()
info["demand"] = demand.copy()
return obs, reward, terminated, truncated, info
@property
def episode_revenue(self) -> float:
return sum(self._revenue_history)
@property
def episode_mean_price(self) -> float:
if not self._price_history:
return 0.0
return float(np.mean([np.mean(p) for p in self._price_history]))

34
engine/studies/factors.py Normal file
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"""shared factor definitions for experimental designs"""
import numpy as np
from dataclasses import dataclass, field
from typing import Callable, Any
@dataclass
class Factor:
name: str
levels: list
primary: bool = True # full cross vs sampled
# demand functions with compatible signatures
def demand_linear(mu, sigma, size): return np.maximum(0, np.random.normal(mu, sigma, size))
def demand_uniform(mu, sigma, size): return np.random.uniform(mu - sigma, mu + sigma, size)
def demand_exponential(mu, sigma, size): return np.random.exponential(mu, size)
def demand_logistic(mu, sigma, size): return np.random.logistic(mu, sigma, size)
DEMAND_FUNCTIONS = {
"linear": demand_linear,
"uniform": demand_uniform,
"exponential": demand_exponential,
"logistic": demand_logistic,
}
FACTORS = [
Factor("demand_fn", list(DEMAND_FUNCTIONS.keys()), primary=True),
Factor("alpha", [0.1, 0.3, 0.5, 0.7], primary=True),
Factor("n_products", [5, 15, 30, 50], primary=True),
Factor("demand_mu", [30.0, 50.0, 70.0], primary=False),
Factor("demand_sigma", [5.0, 10.0, 20.0], primary=False),
Factor("N", [100, 500, 1000], primary=False),
]
SEEDS_PER_CONFIG = 5

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"""full factorial design - all factor combinations"""
import sys
sys.path.insert(0, "..")
import logging
from itertools import product
import json
import hashlib
from pathlib import Path
from concurrent.futures import ProcessPoolExecutor
from .factors import FACTORS, DEMAND_FUNCTIONS, SEEDS_PER_CONFIG
logging.basicConfig(level=logging.INFO, format="%(asctime)s %(levelname)s %(message)s")
log = logging.getLogger(__name__)
def generate_configs():
"""generate all factor combinations with seeds"""
all_levels = [f.levels for f in FACTORS]
names = [f.name for f in FACTORS]
configs = []
for combo in product(*all_levels):
base = {names[i]: combo[i] for i in range(len(names))}
for seed in range(SEEDS_PER_CONFIG):
cfg = {**base, "seed": seed}
cfg["id"] = hashlib.md5(json.dumps(cfg, sort_keys=True).encode()).hexdigest()[:8]
configs.append(cfg)
return configs
def run_single(cfg: dict) -> dict:
"""execute one experiment config, return metrics"""
from engine.wrapper import PHANTOM
import numpy as np
np.random.seed(cfg["seed"])
demand_fn = DEMAND_FUNCTIONS[cfg["demand_fn"]]
env = PHANTOM(
n_products=cfg["n_products"],
alpha=cfg["alpha"],
N=cfg["N"],
)
env.market.demand = (demand_fn, (cfg["demand_mu"], cfg["demand_sigma"]))
obs, _ = env.reset()
total_reward, steps = 0.0, 0
for _ in range(100):
action = env.action_space.sample()
obs, reward, term, trunc, _ = env.step(action)
total_reward += reward
steps += 1
if term: break
env.close()
return {
"id": cfg["id"],
"config": cfg,
"total_reward": total_reward,
"avg_reward": total_reward / steps if steps > 0 else 0.0,
"steps": steps,
}
def run_study(max_workers: int = None, output: str = "results_full.jsonl"):
configs = generate_configs()
log.info(f"full factorial: {len(configs)} configs ({len(configs)//SEEDS_PER_CONFIG} unique × {SEEDS_PER_CONFIG} seeds)")
results = []
with ProcessPoolExecutor(max_workers=max_workers) as ex:
for i, result in enumerate(ex.map(run_single, configs)):
results.append(result)
if (i+1) % 100 == 0: log.info(f"progress: {i+1}/{len(configs)}")
Path(output).write_text("\n".join(json.dumps(r) for r in results))
log.info(f"wrote {len(results)} results to {output}")
return results
if __name__ == "__main__":
import argparse
p = argparse.ArgumentParser()
p.add_argument("--workers", type=int, default=None)
p.add_argument("--output", default="results_full.jsonl")
p.add_argument("--dry-run", action="store_true", help="only show design size")
args = p.parse_args()
configs = generate_configs()
log.info(f"design: {len(configs)} runs | factors: {[f.name for f in FACTORS]} | levels: {[len(f.levels) for f in FACTORS]}")
if not args.dry_run:
run_study(args.workers, args.output)

106
engine/studies/mixed_lh.py Normal file
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"""mixed design: full factorial on primary factors, latin hypercube on secondary"""
import sys
sys.path.insert(0, "..")
import logging
from itertools import product
import json
import hashlib
from pathlib import Path
from concurrent.futures import ProcessPoolExecutor
import numpy as np
from scipy.stats.qmc import LatinHypercube
from factors import FACTORS, DEMAND_FUNCTIONS, SEEDS_PER_CONFIG
logging.basicConfig(level=logging.INFO, format="%(asctime)s %(levelname)s %(message)s")
log = logging.getLogger(__name__)
LH_SAMPLES = 10
def generate_configs(lh_samples: int = LH_SAMPLES):
primary = [f for f in FACTORS if f.primary]
secondary = [f for f in FACTORS if not f.primary]
primary_grid = list(product(*[f.levels for f in primary]))
lhs = LatinHypercube(d=len(secondary), seed=42)
configs = []
for p_combo in primary_grid:
samples = lhs.random(n=lh_samples)
for s in samples:
sec_vals = {
secondary[i].name: secondary[i].levels[int(s[i] * len(secondary[i].levels))]
for i in range(len(secondary))
}
base = {primary[i].name: p_combo[i] for i in range(len(primary))}
base.update(sec_vals)
for seed in range(SEEDS_PER_CONFIG):
cfg = {**base, "seed": seed}
cfg["id"] = hashlib.md5(json.dumps(cfg, sort_keys=True).encode()).hexdigest()[:8]
configs.append(cfg)
return configs
def run_single(cfg: dict) -> dict:
from engine.wrapper import PHANTOM
import numpy as np
np.random.seed(cfg["seed"])
demand_fn = DEMAND_FUNCTIONS[cfg["demand_fn"]]
env = PHANTOM(
n_products=cfg["n_products"],
alpha=cfg["alpha"],
N=cfg["N"],
)
env.market.demand = (demand_fn, (cfg["demand_mu"], cfg["demand_sigma"]))
obs, _ = env.reset()
total_reward, steps = 0.0, 0
for _ in range(100):
action = env.action_space.sample()
obs, reward, term, trunc, _ = env.step(action)
total_reward += reward
steps += 1
if term: break
env.close()
return {
"id": cfg["id"],
"config": cfg,
"total_reward": total_reward,
"avg_reward": total_reward / steps,
"steps": steps,
}
def run_study(max_workers: int = None, output: str = "results_mixed.jsonl", lh_samples: int = LH_SAMPLES):
configs = generate_configs(lh_samples)
n_primary_cells = int(np.prod([len(f.levels) for f in FACTORS if f.primary]))
log.info(f"mixed LH: {len(configs)} configs ({n_primary_cells} primary × {lh_samples} LH × {SEEDS_PER_CONFIG} seeds)")
results = []
with ProcessPoolExecutor(max_workers=max_workers) as ex:
for i, result in enumerate(ex.map(run_single, configs)):
results.append(result)
if (i+1) % 100 == 0: log.info(f"progress: {i+1}/{len(configs)}")
Path(output).write_text("\n".join(json.dumps(r) for r in results))
log.info(f"wrote {len(results)} results to {output}")
return results
if __name__ == "__main__":
import argparse
p = argparse.ArgumentParser()
p.add_argument("--workers", type=int, default=None)
p.add_argument("--output", default="results_mixed.jsonl")
p.add_argument("--lh-samples", type=int, default=10)
p.add_argument("--dry-run", action="store_true", help="only show design size")
args = p.parse_args()
primary = [f for f in FACTORS if f.primary]
secondary = [f for f in FACTORS if not f.primary]
configs = generate_configs(args.lh_samples)
log.info(f"design: {len(configs)} runs | primary: {[f.name for f in primary]} | secondary (LH): {[f.name for f in secondary]}")
if not args.dry_run:
run_study(args.workers, args.output, args.lh_samples)

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method: random
metric:
name: sweep/score
goal: maximize
command:
- ${env}
- python
- -m
- engine.train
parameters:
algo:
values: [ppo, a2c, dqn, qtable]
total_timesteps:
values: [30000, 50000, 80000]
seed:
values: [13, 42, 77]
n_products:
values: [8, 10, 12]
alpha:
distribution: uniform
min: 0.1
max: 0.6
lambda_coi:
distribution: uniform
min: 0.05
max: 0.6
robust_radius:
distribution: uniform
min: 0.0
max: 0.3
robust_points:
values: [3, 5, 7]
info_value:
distribution: uniform
min: 0.5
max: 2.0
revenue_weight:
values: [0.005, 0.01, 0.02]
learning_rate:
distribution: log_uniform_values
min: 1.0e-5
max: 1.0e-3
gamma:
values: [0.97, 0.99, 0.995]
buffer_size:
values: [20000, 50000, 100000]
batch_size:
values: [128, 256, 512]
tau:
values: [0.002, 0.005, 0.01]
train_freq:
values: [1, 4, 8]
learning_starts:
values: [500, 1000, 3000]
n_steps:
values: [512, 1024, 2048]
n_epochs:
values: [5, 10, 20]
gae_lambda:
values: [0.9, 0.95, 0.98]
clip_range:
values: [0.1, 0.2, 0.3]
ent_coef:
values: [0.0, 0.005, 0.01]
target_update_interval:
values: [500, 1000, 2000]
exploration_fraction:
values: [0.1, 0.2, 0.3]
exploration_final_eps:
values: [0.01, 0.03, 0.05]
action_levels:
values: [7, 9, 11]
action_scale_low:
values: [0.75, 0.8, 0.85]
action_scale_high:
values: [1.15, 1.2, 1.25]
q_lr:
values: [0.03, 0.05, 0.1, 0.2]
eps_start:
value: 1.0
eps_end:
values: [0.02, 0.05, 0.1]
eps_decay:
values: [0.999, 0.9995, 0.9999]

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method: grid
metric:
name: sweep/score
goal: maximize
run_cap: 4
command:
- ${env}
- python
- -m
- engine.train
parameters:
algo:
values: [ppo, a2c, dqn, qtable]
seed:
value: 42
total_timesteps:
value: 12000
eval_episodes:
value: 3
eval_freq:
value: 500
log_freq:
value: 100
revenue_weight:
value: 0.01
n_products:
value: 8
N:
value: 80
alpha:
value: 0.3
lambda_coi:
value: 0.2
robust_radius:
value: 0.0
robust_points:
value: 1
info_value:
value: 1.0
learning_rate:
value: 0.0003
gamma:
value: 0.99
buffer_size:
value: 20000
batch_size:
value: 128
tau:
value: 0.005
train_freq:
value: 1
learning_starts:
value: 500
n_steps:
value: 512
n_epochs:
value: 10
gae_lambda:
value: 0.95
clip_range:
value: 0.2
ent_coef:
value: 0.0
target_update_interval:
value: 500
exploration_fraction:
value: 0.2
exploration_final_eps:
value: 0.05
action_levels:
value: 7
action_scale_low:
value: 0.9
action_scale_high:
value: 1.1
q_lr:
value: 0.1
q_bins:
value: 6
eps_start:
value: 1.0
eps_end:
value: 0.05
eps_decay:
value: 0.9995

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method: bayes
metric:
name: sweep/score
goal: maximize
command:
- ${env}
- python
- -m
- engine.train
parameters:
algo:
value: sac
total_timesteps:
values: [50000, 80000, 120000]
seed:
values: [13, 42, 77]
alpha:
distribution: uniform
min: 0.15
max: 0.55
n_products:
values: [8, 10, 12]
lambda_coi:
distribution: uniform
min: 0.05
max: 0.5
robust_radius:
distribution: uniform
min: 0.05
max: 0.3
robust_points:
values: [3, 5, 7]
info_value:
distribution: uniform
min: 0.5
max: 2.0
revenue_weight:
values: [0.005, 0.01, 0.02]
learning_rate:
distribution: log_uniform_values
min: 3.0e-5
max: 1.0e-3
gamma:
values: [0.98, 0.99, 0.995]
buffer_size:
values: [50000, 100000, 200000]
batch_size:
values: [128, 256, 512]
tau:
values: [0.002, 0.005, 0.01]
train_freq:
values: [1, 4, 8]
learning_starts:
values: [1000, 3000, 5000]

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method: random
metric:
name: sweep/score
goal: maximize
command:
- ${env}
- python
- -m
- engine.train
parameters:
algo:
values: [ppo, a2c, dqn, qtable]
arch:
values: [tiny, small, medium]
activation:
values: [relu, tanh]
total_timesteps:
values: [8000, 12000, 20000]
seed:
values: [13, 42, 77]
n_products:
values: [6, 8, 10]
alpha:
distribution: uniform
min: 0.1
max: 0.5
lambda_coi:
distribution: uniform
min: 0.05
max: 0.4
robust_radius:
values: [0.0, 0.1, 0.2]
robust_points:
values: [3, 5]
info_value:
values: [0.75, 1.0, 1.5]
revenue_weight:
values: [0.005, 0.01, 0.02]
learning_rate:
distribution: log_uniform_values
min: 1.0e-5
max: 5.0e-4
gamma:
values: [0.98, 0.99]
buffer_size:
values: [10000, 30000, 50000]
batch_size:
values: [64, 128, 256]
tau:
values: [0.002, 0.005, 0.01]
train_freq:
values: [1, 4]
learning_starts:
values: [500, 1000, 2000]
n_steps:
values: [256, 512, 1024]
n_epochs:
values: [5, 10]
gae_lambda:
values: [0.9, 0.95]
clip_range:
values: [0.1, 0.2]
ent_coef:
values: [0.0, 0.005]
target_update_interval:
values: [500, 1000]
exploration_fraction:
values: [0.1, 0.2]
exploration_final_eps:
values: [0.02, 0.05]
action_levels:
values: [5, 7, 9]
action_scale_low:
values: [0.85, 0.9]
action_scale_high:
values: [1.1, 1.15]
q_lr:
values: [0.05, 0.1, 0.2]
q_bins:
values: [4, 6, 8]
eps_start:
value: 1.0
eps_end:
values: [0.02, 0.05]
eps_decay:
values: [0.999, 0.9995]

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method: bayes
metric:
name: sweep/score
goal: maximize
command:
- ${env}
- python
- -m
- engine.train
parameters:
# fixed: always use JAX backend so TPU chips are actually exercised
use_jax:
value: true
# all four algos have JAX implementations
algo:
values: [ppo, a2c, dqn, qtable]
total_timesteps:
values: [50000, 80000, 120000]
checkpoint_interval:
value: 200000
seed:
values: [13, 42, 77]
n_products:
values: [8, 10, 12]
# COI framework parameters -- primary research variables
alpha:
distribution: uniform
min: 0.1
max: 0.6
lambda_coi:
distribution: uniform
min: 0.05
max: 0.6
robust_radius:
distribution: uniform
min: 0.0
max: 0.3
robust_points:
values: [3, 5, 7]
info_value:
distribution: uniform
min: 0.5
max: 2.0
revenue_weight:
values: [0.005, 0.01, 0.02]
# shared hyperparameters
learning_rate:
distribution: log_uniform_values
min: 1.0e-5
max: 1.0e-3
gamma:
values: [0.97, 0.99, 0.995]
# JAX parallelism -- key lever for TPU throughput
jax_num_envs:
values: [8, 16, 32]
jax_num_steps:
values: [64, 128, 256]
jax_num_minibatches:
values: [2, 4, 8]
jax_update_epochs:
values: [2, 4, 8]
# PPO/A2C specific
gae_lambda:
values: [0.9, 0.95, 0.98]
clip_range:
values: [0.1, 0.2, 0.3]
ent_coef:
values: [0.0, 0.005, 0.01]
# DQN specific
buffer_size:
values: [20000, 50000, 100000]
batch_size:
values: [128, 256, 512]
learning_starts:
values: [500, 1000, 3000]
exploration_fraction:
values: [0.1, 0.2, 0.3]
exploration_final_eps:
values: [0.01, 0.03, 0.05]
# QTable specific
q_lr:
values: [0.03, 0.05, 0.1, 0.2]
eps_end:
values: [0.02, 0.05, 0.1]
eps_decay:
values: [0.999, 0.9995, 0.9999]
# action space
action_levels:
values: [7, 9, 11]
action_scale_low:
values: [0.75, 0.8, 0.85]
action_scale_high:
values: [1.15, 1.2, 1.25]

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method: bayes
metric:
name: sweep/score
goal: maximize
command:
- ${env}
- python
- -m
- engine.train
parameters:
use_jax:
value: true
# pmap requires all workers to compile the same computation graph shape,
# so structural params are fixed -- only research/scalar params are swept
algo:
values: [ppo, a2c]
jax_num_envs:
value: 32
jax_num_steps:
value: 128
jax_num_minibatches:
value: 4
jax_update_epochs:
value: 4
total_timesteps:
value: 100000
checkpoint_interval:
value: 200000
n_products:
value: 10
action_levels:
value: 9
# research parameters -- primary sweep targets
alpha:
distribution: uniform
min: 0.1
max: 0.6
lambda_coi:
distribution: uniform
min: 0.05
max: 0.6
robust_radius:
distribution: uniform
min: 0.0
max: 0.3
info_value:
distribution: uniform
min: 0.5
max: 2.0
revenue_weight:
values: [0.005, 0.01, 0.02]
# training hyperparameters
learning_rate:
distribution: log_uniform_values
min: 1.0e-5
max: 1.0e-3
gamma:
values: [0.97, 0.99, 0.995]
gae_lambda:
values: [0.9, 0.95, 0.98]
clip_range:
values: [0.1, 0.2, 0.3]
ent_coef:
values: [0.0, 0.005, 0.01]

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engine/train.py Normal file
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from __future__ import annotations
import argparse
import json
import os
from pathlib import Path
import numpy as np
from .wandb_checkpoint import checkpoint_artifact_name, download_latest_checkpoint
try:
import wandb as _wandb
if hasattr(_wandb, "init") and callable(_wandb.init):
wandb = _wandb
HAS_WANDB = True
else:
wandb = None
HAS_WANDB = False
except ImportError:
wandb = None
HAS_WANDB = False
try:
from stable_baselines3 import PPO, A2C, DQN
from stable_baselines3.common.callbacks import EvalCallback
from stable_baselines3.common.monitor import Monitor
HAS_SB3 = True
except ImportError:
HAS_SB3 = False
from .jax import JAX_AVAILABLE
DEFAULT_CFG = {
"project": "phantom-pricing",
"algo": "ppo",
"seed": 42,
"total_timesteps": 50_000,
"eval_episodes": 5,
"eval_freq": 1_000,
"log_freq": 100,
"revenue_weight": 0.01,
"n_products": 10,
"N": 100,
"alpha": 0.3,
"lambda_coi": 0.2,
"robust_radius": 0.15,
"robust_points": 5,
"info_value": 1.0,
"price_low": 10.0,
"price_high": 150.0,
"action_levels": 9,
"action_scale_low": 0.8,
"action_scale_high": 1.2,
"learning_rate": 3e-4,
"gamma": 0.99,
"buffer_size": 50_000,
"batch_size": 256,
"tau": 0.005,
"train_freq": 1,
"learning_starts": 1_000,
"target_update_interval": 1_000,
"exploration_fraction": 0.2,
"exploration_final_eps": 0.05,
"n_steps": 2_048,
"n_epochs": 10,
"gae_lambda": 0.95,
"clip_range": 0.2,
"ent_coef": 0.0,
"q_lr": 0.1,
"eps_start": 1.0,
"eps_end": 0.05,
"eps_decay": 0.9995,
"model_dir": "engine/models",
"arch": "small",
"activation": "relu",
"q_bins": 6,
"max_steps": 100,
"margin_floor": 0.05,
"margin_floor_patience": 5,
"use_jax": False,
"jax_num_envs": 16,
"jax_num_steps": 128,
"jax_num_minibatches": 4,
"jax_update_epochs": 4,
"jax_anneal_lr": True,
"checkpoint_interval": 200_000,
}
def _truthy(value: str | bool | None) -> bool:
if isinstance(value, bool): return value
if value is None: return False
return str(value).strip().lower() in {"1", "true", "yes", "on"}
def _cfg(raw: dict | None = None) -> dict:
cfg = dict(DEFAULT_CFG)
if raw:
cfg.update({k: v for k, v in raw.items() if v is not None})
cfg["algo"] = str(cfg["algo"]).lower()
cfg["use_jax"] = _truthy(cfg.get("use_jax")) or _truthy(
os.environ.get("PHANTOM_USE_JAX")
)
return cfg
def _wandb_cfg_dict() -> dict:
return (
{k: wandb.config[k] for k in wandb.config.keys()}
if HAS_WANDB and wandb.run
else {}
)
def make_env(cfg: dict):
from gymnasium.wrappers import FlattenObservation
from .wrapper import PHANTOM
from .lib.wrappers import EconomicMetricsWrapper
env = PHANTOM(
n_products=int(cfg["n_products"]),
alpha=float(cfg["alpha"]),
N=int(cfg["N"]),
price_bounds=(float(cfg["price_low"]), float(cfg["price_high"])),
lambda_coi=float(cfg["lambda_coi"]),
robust_radius=float(cfg["robust_radius"]),
robust_points=int(cfg["robust_points"]),
info_value=float(cfg["info_value"]),
action_levels=int(cfg["action_levels"]),
action_scale_low=float(cfg["action_scale_low"]),
action_scale_high=float(cfg["action_scale_high"]),
max_steps=int(cfg.get("max_steps", 100)),
margin_floor=float(cfg.get("margin_floor", 0.05)),
margin_floor_patience=int(cfg.get("margin_floor_patience", 5)),
render_mode=None,
)
env = EconomicMetricsWrapper(env)
env = FlattenObservation(env)
return env
def _net_arch(name) -> list[int]:
presets = {
"tiny": [32, 32],
"small": [64, 64],
"medium": [128, 128],
"large": [256, 256],
}
if isinstance(name, (list, tuple)):
return [int(v) for v in name]
s = str(name).lower().strip()
if s in presets:
return presets[s]
if "x" in s:
try:
vals = [int(v) for v in s.split("x") if v]
return vals if vals else presets["small"]
except ValueError:
return presets["small"]
return presets["small"]
def _activation(name):
try:
import torch.nn as nn
except ImportError:
return None
return {
"relu": nn.ReLU,
"tanh": nn.Tanh,
"elu": nn.ELU,
"leaky_relu": nn.LeakyReLU,
}.get(str(name).lower().strip(), nn.ReLU)
def _policy_kwargs(cfg: dict) -> dict:
kw = {"net_arch": _net_arch(cfg.get("arch", "small"))}
act = _activation(cfg.get("activation", "relu"))
if act is not None:
kw["activation_fn"] = act
return kw
def _action(agent, obs, deterministic: bool = True):
out = agent.predict(obs, deterministic=deterministic)
a = out[0] if isinstance(out, tuple) else out
if isinstance(a, np.ndarray) and a.size == 1:
return int(a.reshape(-1)[0])
return a
def evaluate(agent, env, episodes: int) -> dict:
rewards, revenues = [], []
for _ in range(int(episodes)):
obs, _ = env.reset()
done, ep_r, ep_rev = False, 0.0, 0.0
while not done:
obs, reward, term, trunc, info = env.step(_action(agent, obs, True))
done = term or trunc
ep_r += float(reward)
ep_rev += float(
info.get("economics", {}).get("revenue", info.get("revenue", 0.0))
)
rewards.append(ep_r)
revenues.append(ep_rev)
return {
"eval/reward": float(np.mean(rewards)),
"eval/revenue": float(np.mean(revenues)),
"eval/reward_std": float(np.std(rewards)),
"eval/revenue_std": float(np.std(revenues)),
}
def build_model(cfg: dict, env):
algo = cfg["algo"]
policy_kwargs = _policy_kwargs(cfg)
if algo == "sac":
raise ValueError("sac is not supported with the discrete core env")
if algo == "ppo":
return PPO(
"MlpPolicy",
env,
verbose=1,
policy_kwargs=policy_kwargs,
seed=int(cfg["seed"]),
learning_rate=float(cfg["learning_rate"]),
n_steps=int(cfg["n_steps"]),
batch_size=int(cfg["batch_size"]),
n_epochs=int(cfg["n_epochs"]),
gamma=float(cfg["gamma"]),
gae_lambda=float(cfg["gae_lambda"]),
clip_range=float(cfg["clip_range"]),
ent_coef=float(cfg["ent_coef"]),
)
if algo == "a2c":
return A2C(
"MlpPolicy",
env,
verbose=1,
policy_kwargs=policy_kwargs,
seed=int(cfg["seed"]),
learning_rate=float(cfg["learning_rate"]),
n_steps=max(5, int(cfg["n_steps"]) // 32),
gamma=float(cfg["gamma"]),
gae_lambda=float(cfg["gae_lambda"]),
ent_coef=float(cfg["ent_coef"]),
)
if algo == "dqn":
return DQN(
"MlpPolicy",
env,
verbose=1,
policy_kwargs=policy_kwargs,
seed=int(cfg["seed"]),
learning_rate=float(cfg["learning_rate"]),
buffer_size=int(cfg["buffer_size"]),
batch_size=int(cfg["batch_size"]),
gamma=float(cfg["gamma"]),
train_freq=int(cfg["train_freq"]),
learning_starts=int(cfg["learning_starts"]),
target_update_interval=int(cfg["target_update_interval"]),
exploration_fraction=float(cfg["exploration_fraction"]),
exploration_final_eps=float(cfg["exploration_final_eps"]),
)
raise ValueError(f"unsupported algo '{algo}'")
def _sb3_model_cls(algo: str):
if algo == "ppo":
return PPO
if algo == "a2c":
return A2C
if algo == "dqn":
return DQN
raise ValueError(f"unsupported algo '{algo}'")
def train_qtable(cfg: dict) -> tuple[EventQTable, dict]:
from .lib.discrete import EventQTable
np.random.seed(int(cfg["seed"]))
env = make_env(cfg)
eval_env = make_env(cfg)
agent = EventQTable(
env.action_space.n,
int(cfg["n_products"]),
(float(cfg["price_low"]), float(cfg["price_high"])),
lr=float(cfg["q_lr"]),
gamma=float(cfg["gamma"]),
n_bins=int(cfg["q_bins"]),
)
eps = float(cfg["eps_start"])
obs, _ = env.reset(seed=int(cfg["seed"]))
for t in range(int(cfg["total_timesteps"])):
a, s = agent.act(obs, eps)
nxt, reward, term, trunc, info = env.step(a)
done = term or trunc
agent.update(s, a, float(reward), agent.encode(nxt), done)
eps = max(float(cfg["eps_end"]), eps * float(cfg["eps_decay"]))
if HAS_WANDB and wandb.run and (t + 1) % int(cfg["log_freq"]) == 0:
econ = info.get("economics", {})
wandb.log(
{
"train/reward": float(reward),
"train/revenue": float(econ.get("revenue", 0.0)),
"train/epsilon": float(eps),
},
step=t + 1,
)
obs = env.reset()[0] if done else nxt
metrics = evaluate(agent, eval_env, int(cfg["eval_episodes"]))
metrics["train/global_step"] = int(cfg["total_timesteps"])
env.close()
eval_env.close()
return agent, metrics
def train_sb3(cfg: dict) -> tuple[object, dict]:
if not HAS_SB3:
raise ImportError("stable-baselines3 is required for SB3 models")
from .lib.callbacks import CheckpointArtifactCallback, MetricsCallback
env = make_env(cfg)
eval_env = make_env(cfg)
env = Monitor(env)
eval_env = Monitor(eval_env)
model = build_model(cfg, env)
resume_step = 0
if HAS_WANDB and wandb.run is not None:
sweep_id = getattr(wandb.run, "sweep_id", None)
artifact_name = checkpoint_artifact_name(cfg, backend="sb3", sweep_id=sweep_id)
checkpoint_file = f"phantom_{cfg['algo']}_checkpoint.zip"
restored = download_latest_checkpoint(artifact_name, file_name=checkpoint_file)
if restored is not None:
checkpoint_path, metadata = restored
model = _sb3_model_cls(cfg["algo"]).load(
checkpoint_path.as_posix(), env=env
)
resume_step = int(metadata.get("step", getattr(model, "num_timesteps", 0)))
model.num_timesteps = max(
int(getattr(model, "num_timesteps", 0)), resume_step
)
cbs = [MetricsCallback(log_histograms=True, log_freq=int(cfg["log_freq"]))]
cbs.append(
CheckpointArtifactCallback(
cfg,
interval=int(cfg.get("checkpoint_interval", 10_000)),
)
)
cbs.append(
EvalCallback(
eval_env,
eval_freq=int(cfg["eval_freq"]),
n_eval_episodes=int(cfg["eval_episodes"]),
deterministic=True,
verbose=0,
)
)
target_steps = int(cfg["total_timesteps"])
remaining_steps = max(0, target_steps - int(getattr(model, "num_timesteps", 0)))
if remaining_steps > 0:
model.learn(
total_timesteps=remaining_steps,
callback=cbs,
reset_num_timesteps=False,
)
model_path = Path(cfg["model_dir"])
model_path.mkdir(parents=True, exist_ok=True)
model.save(str(model_path / f"phantom_{cfg['algo']}"))
metrics = evaluate(model, eval_env, int(cfg["eval_episodes"]))
metrics["train/global_step"] = int(model.num_timesteps)
env.close()
eval_env.close()
return model, metrics
def train_once(cfg: dict) -> dict:
algo = cfg["algo"]
if cfg.get("use_jax"):
if not JAX_AVAILABLE:
raise ImportError(
"JAX backend requested but JAX is not installed. "
"Install engine/jax/requirements.txt and jax[tpu] for TPU runs."
)
try:
from .jax.train import train_jax
except Exception as exc: # pragma: no cover
raise ImportError(f"Failed to import JAX trainer: {exc}") from exc
_, metrics = train_jax(cfg)
elif algo == "qtable":
_, metrics = train_qtable(cfg)
else:
_, metrics = train_sb3(cfg)
metrics["sweep/score"] = float(
metrics["eval/reward"] + float(cfg["revenue_weight"]) * metrics["eval/revenue"]
)
return metrics
def run_wandb(
project: str, overrides: dict, mode: str = "online", sweep_mode: bool = False
) -> dict:
if not HAS_WANDB:
raise ImportError("wandb is required for sweep runs")
if not sweep_mode:
pre_cfg = _cfg(overrides)
if pre_cfg.get("use_jax"):
try:
import jax
if jax.process_count() > 1 and jax.process_index() != 0:
return train_once(pre_cfg)
except Exception:
pass
init_kwargs = {"mode": mode}
if sweep_mode:
run = wandb.init(**init_kwargs)
else:
run = wandb.init(project=project, config=overrides, **init_kwargs)
try:
cfg = _cfg(_wandb_cfg_dict())
if sweep_mode:
for k, v in overrides.items():
if k not in wandb.config:
cfg[k] = v
metrics = train_once(cfg)
step = int(metrics.get("train/global_step", cfg["total_timesteps"]))
wandb.log(metrics, step=step)
for k, v in metrics.items():
run.summary[k] = v
return metrics
finally:
if wandb.run is not None:
wandb.finish()
def run_local(overrides: dict) -> dict:
cfg = _cfg(overrides)
metrics = train_once(cfg)
should_print = True
if cfg.get("use_jax"):
try:
import jax
should_print = jax.process_index() == 0
except Exception:
should_print = True
if should_print:
print(json.dumps(metrics, indent=2))
# sentinel line for machine-readable extraction; must stay on one line
print("PHANTOM_METRICS:" + json.dumps(metrics))
return metrics
def main():
p = argparse.ArgumentParser(description="PHANTOM training and W&B sweeps")
p.add_argument("--project", default=DEFAULT_CFG["project"])
p.add_argument("--algo", choices=["ppo", "a2c", "dqn", "qtable"])
p.add_argument("--seed", type=int)
p.add_argument("--total-timesteps", type=int)
p.add_argument("--alpha", type=float)
p.add_argument("--N", type=int)
p.add_argument("--n-products", type=int)
p.add_argument("--lambda-coi", type=float)
p.add_argument("--info-value", type=float)
p.add_argument("--robust-radius", type=float)
p.add_argument("--robust-points", type=int)
p.add_argument("--learning-rate", type=float)
p.add_argument("--gamma", type=float)
p.add_argument("--gae-lambda", type=float)
p.add_argument("--clip-range", type=float)
p.add_argument("--ent-coef", type=float)
p.add_argument("--revenue-weight", type=float)
p.add_argument("--price-low", type=float)
p.add_argument("--price-high", type=float)
p.add_argument("--action-levels", type=int)
p.add_argument("--action-scale-low", type=float)
p.add_argument("--action-scale-high", type=float)
p.add_argument("--max-steps", type=int)
p.add_argument("--margin-floor", type=float)
p.add_argument("--margin-floor-patience", type=int)
p.add_argument("--arch", type=str)
p.add_argument("--activation", type=str)
p.add_argument("--jax", action="store_true")
p.add_argument("--jax-num-envs", type=int)
p.add_argument("--jax-num-steps", type=int)
p.add_argument("--jax-num-minibatches", type=int)
p.add_argument("--jax-update-epochs", type=int)
p.add_argument("--jax-anneal-lr", type=str)
p.add_argument("--checkpoint-interval", type=int)
p.add_argument("--sweep-agent", action="store_true")
p.add_argument("--sweep-id", type=str)
p.add_argument("--count", type=int, default=0)
p.add_argument("--offline", action="store_true")
p.add_argument("--no-wandb", action="store_true")
args = p.parse_args()
overrides = {
"algo": args.algo,
"seed": args.seed,
"total_timesteps": args.total_timesteps,
"alpha": args.alpha,
"N": args.N,
"n_products": args.n_products,
"lambda_coi": args.lambda_coi,
"info_value": args.info_value,
"robust_radius": args.robust_radius,
"robust_points": args.robust_points,
"learning_rate": args.learning_rate,
"gamma": args.gamma,
"gae_lambda": args.gae_lambda,
"clip_range": args.clip_range,
"ent_coef": args.ent_coef,
"revenue_weight": args.revenue_weight,
"price_low": args.price_low,
"price_high": args.price_high,
"action_levels": args.action_levels,
"action_scale_low": args.action_scale_low,
"action_scale_high": args.action_scale_high,
"max_steps": args.max_steps,
"margin_floor": args.margin_floor,
"margin_floor_patience": args.margin_floor_patience,
"arch": args.arch,
"activation": args.activation,
"use_jax": args.jax,
"jax_num_envs": args.jax_num_envs,
"jax_num_steps": args.jax_num_steps,
"jax_num_minibatches": args.jax_num_minibatches,
"jax_update_epochs": args.jax_update_epochs,
"checkpoint_interval": args.checkpoint_interval,
"jax_anneal_lr": _truthy(args.jax_anneal_lr)
if args.jax_anneal_lr is not None
else None,
}
overrides = {k: v for k, v in overrides.items() if v is not None}
if args.sweep_agent:
if args.no_wandb:
raise ValueError("sweep agent requires wandb")
if not args.sweep_id:
raise ValueError("--sweep-id is required with --sweep-agent")
mode = "offline" if args.offline else "online"
wandb.agent(
args.sweep_id,
function=lambda: run_wandb(
args.project, overrides, mode=mode, sweep_mode=True
),
count=args.count if args.count > 0 else None,
)
return
if args.no_wandb or not HAS_WANDB:
run_local(overrides)
return
run_wandb(args.project, overrides, mode="offline" if args.offline else "online")
if __name__ == "__main__":
main()

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from __future__ import annotations
import hashlib
import json
import re
from pathlib import Path
from tempfile import TemporaryDirectory
from typing import Any, Mapping
try:
import wandb
from wandb.errors import CommError
HAS_WANDB = True
except ImportError:
HAS_WANDB = False
wandb = None # type: ignore[assignment]
CommError = RuntimeError # type: ignore[assignment]
def _safe_value(value: Any) -> Any:
if isinstance(value, (str, int, float, bool)) or value is None:
return value
if isinstance(value, (list, tuple)):
return [_safe_value(v) for v in value]
if isinstance(value, dict):
return {str(k): _safe_value(value[k]) for k in sorted(value)}
return str(value)
def _safe_scope(scope: str | None) -> str:
raw = "manual" if scope in (None, "") else str(scope)
cleaned = re.sub(r"[^A-Za-z0-9_.-]+", "-", raw).strip("-")
return cleaned or "manual"
def checkpoint_artifact_name(
cfg: Mapping[str, Any], *, backend: str, sweep_id: str | None = None
) -> str:
payload = {k: _safe_value(cfg[k]) for k in sorted(cfg)}
scope = _safe_scope(sweep_id)
canonical = json.dumps(
{"backend": backend, "scope": scope, "cfg": payload},
sort_keys=True,
separators=(",", ":"),
)
digest = hashlib.sha1(canonical.encode("utf-8")).hexdigest()[:14]
return f"phantom-{backend}-ckpt-{scope}-{digest}"[:128]
def _is_missing_artifact_error(exc: Exception) -> bool:
if isinstance(exc, CommError):
msg = str(exc).lower()
return "not found" in msg or "does not exist" in msg
return False
def download_latest_checkpoint(
artifact_name: str, *, file_name: str
) -> tuple[Path, dict[str, Any]] | None:
if not HAS_WANDB or wandb.run is None:
return None
try:
artifact = wandb.run.use_artifact(f"{artifact_name}:latest")
except Exception as exc:
if _is_missing_artifact_error(exc):
return None
raise
directory = Path(artifact.download())
checkpoint_path = directory / file_name
if not checkpoint_path.exists():
return None
metadata = dict(getattr(artifact, "metadata", {}) or {})
return checkpoint_path, metadata
def _aliases_from_metadata(metadata: dict[str, Any] | None) -> list[str]:
aliases = ["latest"]
if metadata is None:
return aliases
if "step" in metadata:
try:
aliases.append(f"step-{int(metadata['step'])}")
except (TypeError, ValueError):
pass
return aliases
def log_checkpoint_bytes(
artifact_name: str,
*,
file_name: str,
payload: bytes,
metadata: dict[str, Any] | None = None,
) -> bool:
if not HAS_WANDB or wandb.run is None:
return False
with TemporaryDirectory(prefix="phantom-ckpt-") as tmpdir:
path = Path(tmpdir) / file_name
path.write_bytes(payload)
artifact = wandb.Artifact(
name=artifact_name,
type="checkpoint",
metadata=metadata or {},
)
artifact.add_file(path.as_posix(), name=file_name)
wandb.log_artifact(artifact, aliases=_aliases_from_metadata(metadata))
return True
def log_checkpoint_file(
artifact_name: str,
*,
file_path: str | Path,
artifact_file_name: str,
metadata: dict[str, Any] | None = None,
) -> bool:
if not HAS_WANDB or wandb.run is None:
return False
src = Path(file_path)
if not src.exists():
return False
artifact = wandb.Artifact(
name=artifact_name,
type="checkpoint",
metadata=metadata or {},
)
artifact.add_file(src.as_posix(), name=artifact_file_name)
wandb.log_artifact(artifact, aliases=_aliases_from_metadata(metadata))
return True

366
engine/wrapper.py Normal file
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@@ -0,0 +1,366 @@
import gymnasium as gym
from gymnasium import spaces
import numpy as np
from .engine import Limbo, MarketEngine, PricingEngine
from .lib.render import DashboardRenderer
from .lib.coi import (
compute_uplift_coi,
extract_purchases,
compute_agent_probability,
)
from .lib.behavior import get_transition_models, trajectory_to_events
from .lib.wrappers import EconomicMetricsWrapper
class _ActionPricingEngine(PricingEngine):
def __init__(self, n_products: int, price_bounds: tuple):
self._prices = np.full(n_products, price_bounds[0], dtype=float)
def set_prices(self, prices: np.ndarray):
self._prices = np.asarray(prices, dtype=float)
def act(self, _):
return self._prices
class PHANTOM(gym.Env):
"""Gymnasium wrapper for Limbo pricing-market simulation implementing thesis COI framework
reward = R(p,d) - λ·COI_leak(p,τ') per thesis Section on DR-RL
COI_leak uses behavioral divergence to estimate agent probability f(τ')
robust inner step: min over alpha in Wasserstein interval around nominal alpha
actions are discrete global price-scale moves
"""
metadata = {"render_modes": ["human", "ansi"]}
def __init__(
self,
n_products: int = 10,
alpha: float = 0.3,
N: int = 100,
human_params: tuple = (50.0, 10.0),
agent_params: tuple = (45.0, 15.0),
noise_std: float = 1.0,
price_bounds: tuple = (10.0, 150.0),
lambda_coi: float = 0.1,
coi_window: int = 10,
robust_radius: float = 0.0,
robust_points: int = 5,
info_value: float = 1.0,
action_levels: int = 9,
action_scale_low: float = 0.9,
action_scale_high: float = 1.1,
max_steps: int = 100,
margin_floor: float = 0.05,
margin_floor_patience: int = 5,
render_mode: str = None,
):
super().__init__()
self.n_products = n_products
self.price_bounds = price_bounds
self.lambda_coi = lambda_coi
self.coi_window = coi_window
self.max_steps = max(1, int(max_steps))
self.margin_floor = float(
margin_floor
) # terminate if avg margin stays below this for patience steps
self.margin_floor_patience = max(1, int(margin_floor_patience))
self.render_mode = render_mode
self.alpha = float(alpha)
self.nominal_alpha = float(alpha)
self.N = N
self.human_params = human_params
self.agent_params = agent_params
self.robust_radius = max(0.0, float(robust_radius))
self.robust_points = max(1, int(robust_points))
self.info_value = float(info_value)
self.action_levels = max(2, int(action_levels))
self._action_scales = np.linspace(
float(action_scale_low), float(action_scale_high), self.action_levels
)
self.market = MarketEngine(
alpha=alpha,
N=N,
human_params=human_params,
agent_params=agent_params,
noise_std=noise_std,
)
self._platform_stub = _ActionPricingEngine(n_products, price_bounds)
self._limbo = Limbo(self._platform_stub, self.market)
self._set_market_mix(self.nominal_alpha)
self.action_space = spaces.Discrete(self.action_levels)
self.observation_space = spaces.Dict(
{
"demand": spaces.Box(
low=0.0, high=100.0, shape=(n_products,), dtype=np.float32
),
"prices": spaces.Box(
low=price_bounds[0],
high=price_bounds[1],
shape=(n_products,),
dtype=np.float32,
),
}
)
self._prices = None
self._demand = None
self._step_count = 0
self._demand_history = []
self._price_history = []
self._revenue_history = []
self._renderer = None
self._initial_episode_prices = None
self._trajectories = [] # session trajectories for agent prob calculation
self.baseline_prices = np.full(self.n_products, self.price_bounds[0])
self._low_margin_streak = 0 # consecutive steps below margin_floor
# load behavioral models for agent probability estimation
try:
self._human_trans, self._agent_trans = get_transition_models()
except Exception:
# fallback if behavioral data unavailable
self._human_trans, self._agent_trans = None, None
def _get_obs(self) -> dict:
demand_arr = np.array(
[self._demand.get(i, 0.0) for i in range(self.n_products)], dtype=np.float32
)
return {"demand": demand_arr, "prices": self._prices.astype(np.float32)}
def _set_market_mix(self, alpha: float):
alpha = float(np.clip(alpha, 0.0, 1.0))
n_agents = int(self.N * alpha)
self.alpha = alpha
self.market.alpha = alpha
self.market.Nagents = n_agents
self.market.Nhumans = self.N - n_agents
def _decode_action(self, action) -> np.ndarray:
base = (
self._prices
if self._prices is not None
else np.full(self.n_products, self.price_bounds[0], dtype=float)
)
if np.isscalar(action):
idx = int(np.clip(int(action), 0, self.action_levels - 1))
return np.clip(base * self._action_scales[idx], *self.price_bounds)
a = np.asarray(action)
if a.size == 1:
idx = int(np.clip(int(a.reshape(-1)[0]), 0, self.action_levels - 1))
return np.clip(base * self._action_scales[idx], *self.price_bounds)
return np.clip(a.astype(float), *self.price_bounds)
def _compute_agent_prob(self, trajectories=None) -> float:
trajectories = (
self.market.last_trajectories if trajectories is None else trajectories
)
if not trajectories or self._human_trans is None or self._agent_trans is None:
return float(self.market.alpha)
probs = []
for traj in trajectories:
events = trajectory_to_events(traj)
if len(events) < 2:
continue
probs.append(
compute_agent_probability(events, self._human_trans, self._agent_trans)
)
return float(np.mean(probs)) if probs else float(self.market.alpha)
def _compute_reward(
self, prices: np.ndarray, demand: dict, agent_prob: float, trajectories: list
) -> tuple[float, dict]:
demand_arr = np.array(
[demand.get(i, 0.0) for i in range(self.n_products)], dtype=float
)
revenue = float(np.dot(prices, demand_arr))
purchases = extract_purchases(trajectories)
coi_mix = compute_uplift_coi(prices, purchases, self.baseline_prices)
# multiplicative penalty so COI term scales with revenue magnitude
coi_leakage = float(agent_prob * self.info_value)
discount = float(np.clip(1.0 - self.lambda_coi * coi_leakage, 0.0, 1.0))
coi_penalty = revenue * (1.0 - discount) # absolute penalty in revenue units
reward = revenue * discount
return reward, {
"revenue": revenue,
"coi_mix": float(coi_mix),
"coi_base": 0.0,
"coi_leakage": coi_leakage,
"coi_penalty": coi_penalty,
"coi_discount": discount,
}
def _alpha_candidates(self) -> np.ndarray:
if self.robust_radius <= 0.0 or self.robust_points == 1:
return np.array([self.nominal_alpha], dtype=float)
lo = max(0.0, self.nominal_alpha - self.robust_radius)
hi = min(1.0, self.nominal_alpha + self.robust_radius)
return np.linspace(lo, hi, self.robust_points)
def _select_adversarial_alpha(
self, prices: np.ndarray
) -> tuple[float, dict, list, float]:
"""inner robust step: pick worst-case alpha and return its outcome directly to avoid double-sampling"""
candidates = self._alpha_candidates()
best_alpha, worst_reward = float(candidates[0]), np.inf
best_demand, best_trajectories, best_agent_prob = None, [], 0.0
for alpha in candidates:
self._set_market_mix(float(alpha))
demand = self.market.act(prices)
trajectories = list(self.market.last_trajectories)
agent_prob = self._compute_agent_prob(trajectories)
reward, _ = self._compute_reward(prices, demand, agent_prob, trajectories)
if reward < worst_reward:
worst_reward = reward
best_alpha, best_demand, best_trajectories, best_agent_prob = (
float(alpha),
demand,
trajectories,
agent_prob,
)
return best_alpha, best_demand, best_trajectories, best_agent_prob
def _record_history(self):
demand_arr = np.array(
[self._demand.get(i, 0.0) for i in range(self.n_products)]
)
self._demand_history.append(demand_arr)
self._price_history.append(self._prices.copy())
self._revenue_history.append(np.sum(self._prices * demand_arr))
def reset(self, seed=None, options=None):
super().reset(seed=seed)
self._set_market_mix(self.nominal_alpha)
self._limbo.reset()
self._prices = np.random.uniform(*self.price_bounds, size=self.n_products)
self._platform_stub.set_prices(self._prices)
self._limbo.step()
self._demand = self._limbo.step()
self._initial_episode_prices = self._prices.copy()
self._step_count = 0
self._low_margin_streak = 0
self._demand_history, self._price_history, self._revenue_history = [], [], []
self._trajectories = list(getattr(self.market, "last_trajectories", []))
self._record_history()
return self._get_obs(), {}
def step(self, action):
self._prices = self._decode_action(action)
# inner robust step returns worst-case outcome directly, no re-sampling
alpha_adv, self._demand, trajectories, agent_prob = (
self._select_adversarial_alpha(self._prices)
)
self._set_market_mix(alpha_adv)
self._platform_stub.set_prices(self._prices)
self._step_count += 1
self._trajectories.extend(trajectories)
reward, metrics = self._compute_reward(
self._prices, self._demand, agent_prob, trajectories
)
self._record_history()
# soft early termination when margin collapses for too long
avg_margin = float(np.mean(self._prices) - self.price_bounds[0]) / max(
float(np.mean(self._prices)), 1e-6
)
if avg_margin < self.margin_floor:
self._low_margin_streak += 1
else:
self._low_margin_streak = 0
margin_collapsed = self._low_margin_streak >= self.margin_floor_patience
terminated = self._step_count >= self.max_steps or margin_collapsed
info = {
"step": self._step_count,
"agent_prob": agent_prob,
"alpha_adv": float(alpha_adv),
"wasserstein_radius": float(self.robust_radius),
**metrics,
"raw_revenue": np.sum(
self._prices
* np.array([self._demand.get(i, 0.0) for i in range(self.n_products)])
),
}
return self._get_obs(), reward, terminated, False, info
def _compute_elasticity(self) -> np.ndarray:
"""point elasticity: e = (dQ/dP) * (P/Q) via finite differences, clipped to [-5, 5]"""
if len(self._price_history) < 2:
return np.zeros(self.n_products)
p, q = np.array(self._price_history), np.array(self._demand_history)
dp, dq = np.diff(p, axis=0), np.diff(q, axis=0)
valid = np.abs(dp) > 0.5
with np.errstate(divide="ignore", invalid="ignore"):
elasticity = np.where(
valid, (dq / dp) * (p[:-1] / np.maximum(q[:-1], 1.0)), 0.0
)
elasticity = np.nan_to_num(np.clip(elasticity, -5.0, 5.0), nan=0.0)
return (
np.mean(elasticity, axis=0)
if len(elasticity) > 0
else np.zeros(self.n_products)
)
def render(self):
if self.render_mode == "human":
if self._renderer is None:
self._renderer = DashboardRenderer()
self._renderer.render(self)
elif self.render_mode == "ansi":
return (
f"step={self._step_count}, prices={self._prices}, demand={self._demand}"
)
return None
def close(self):
if self._renderer:
self._renderer.close()
self._renderer = None
if __name__ == "__main__":
import wandb
from .lib import MetricsCallback
class RandomPolicy:
"""Minimal SB3-compatible random policy for baseline testing."""
def __init__(self, env):
self.env = env
self.num_timesteps = 0
def learn(self, total_timesteps, callback=None):
callback.model = self
callback.num_timesteps = 0
callback.locals = {}
callback.on_training_start({}, {})
obs, _ = self.env.reset()
for step in range(total_timesteps):
action = self.env.action_space.sample()
obs, reward, term, trunc, info = self.env.step(action)
self.num_timesteps = step + 1
callback.num_timesteps = self.num_timesteps
callback.locals = {"infos": [info]}
callback.on_step()
if term or trunc:
callback.on_rollout_end()
obs, _ = self.env.reset()
return self
def predict(self, obs, **kwargs):
return self.env.action_space.sample(), None
wandb.init(project="phantom-pricing", config={"policy": "random", "alpha": 0.3})
env = EconomicMetricsWrapper(PHANTOM(n_products=15, alpha=0.3, render_mode=None))
model = RandomPolicy(env)
model.learn(total_timesteps=1000, callback=MetricsCallback())
print(f"Episode revenue: {env.episode_revenue:.1f}")
wandb.finish()
env.close()

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@@ -0,0 +1,8 @@
# Products
# Agents
# Pipeline
Our pipeline technically should follow principles in a style like this:
- Each step should be defined as an inheriting child of an scikit pipeline step, the granularity of the steps is dictated by the following: a step should be a transformation, augmentation or computation independently, no single stage should run multiple in-itself. This way we can modularize properly all the components and track properly in airflow. A stage can be defined as an sklearn step but then must be transalted to a function that takes the context in our DAG of airflow. All parametrization must be done via contexts.

View File

@@ -38,7 +38,10 @@ def get_agent(agent_type: AgentTypes, **kwargs) -> Agent:
if __name__ == "__main__":
import asyncio
JTBD= "Name all the products on this site and try to find out more about each product by clicking into them (they might not open)"
agent = get_agent(AgentTypes.GENERIC_BROWSER_USE_AGENT, goal=JTBD, url="http://localhost:3000/products", timeout=300)
JTBD= "Find me the cheapest room in Madrid for 2 people in the next two days, review each hotel room in detail and then add it to cart."
agent = get_agent(AgentTypes.GENERIC_BROWSER_USE_AGENT,
goal=JTBD,
url="http://localhost:3000/start-task?uuid=d10f5ab3-a7b7-4e97-8d94-ab06f1537c0a",
timeout=300)
R=asyncio.run(agent.act())
print(R)

117
experiments/agents/run.py Normal file
View File

@@ -0,0 +1,117 @@
from supabase import create_client, Client
import os
import random
import asyncio
import json
from dotenv import load_dotenv
from experiments.agents.agent import get_agent, AgentTypes
from lib.kafka_client import get_interactions
load_dotenv()
RESULTS="/home/velocitatem/Documents/Projects/PHANTOM/experiments/agents/collected_data/"
client = create_client(
os.getenv("NEXT_PUBLIC_SUPABASE_URL"),
os.getenv("NEXT_PUBLIC_SUPABASE_ANON_KEY")
)
def pick_random_task():
mode = 'hotel'
tasks = client.table("tasks").select("*").execute().data
if mode == 'hotel':
# drop all that have 'flight' in the description
tasks = [task for task in tasks if 'flight' not in task['task_description'].lower()]
return random.choice(tasks) if tasks else None
def clear_kafka_data():
"""Delete and recreate Kafka topics to clear all data"""
from kafka.admin import KafkaAdminClient, NewTopic
from kafka.errors import UnknownTopicOrPartitionError
import time
kafka_host = os.getenv('KAFKA_HOST', 'localhost')
kafka_port = os.getenv('KAFKA_PORT', '9092')
broker = f'{kafka_host}:{kafka_port}'
admin = KafkaAdminClient(bootstrap_servers=broker)
topics = ['user-interactions', 'price-logs']
try:
admin.delete_topics(topics, timeout_ms=5000)
print(f"Deleted topics: {topics}")
time.sleep(2)
except UnknownTopicOrPartitionError:
print("Topics don't exist, skipping delete")
except Exception as e:
print(f"Error deleting topics: {e}")
new_topics = [
NewTopic(name='user-interactions', num_partitions=3, replication_factor=1),
NewTopic(name='price-logs', num_partitions=3, replication_factor=1)
]
try:
admin.create_topics(new_topics=new_topics, validate_only=False)
print(f"Recreated topics: {topics}")
except Exception as e:
print(f"Error creating topics: {e}")
finally:
admin.close()
def create_new_experiment(task_id):
import uuid
subject_name = f"agent_{str(uuid.uuid4())[:8]}"
experiment = {
"subject_name": subject_name,
"xp_human_only": False,
"xp_market_mode": "hotel",
"xp_task_id": task_id,
}
response = client.table("experiments").insert(experiment).execute()
return response.data[0] if response.data else None
if __name__ == "__main__":
clear_kafka_data()
task = pick_random_task()
if not task:
print("No tasks available")
exit(1)
experiment = create_new_experiment(task['id'])
exp_id = experiment['id']
exp_dir = f"{RESULTS}{exp_id}"
os.makedirs(exp_dir, exist_ok=True)
# construct experiment URL with uuid param
base_url = os.getenv('NEXT_PUBLIC_API_BASE', 'http://localhost:3000')
agent_url = f"{base_url}/start-task?uuid={exp_id}"
print(f"Created experiment {exp_id} for task {task['id']}")
print(f"Agent will interact with: {agent_url}")
# instantiate and run agent
agent = get_agent(
AgentTypes.GENERIC_BROWSER_USE_AGENT,
goal=task['task_description'],
url=agent_url,
timeout=300,
headless=True
)
result = asyncio.run(agent.act())
print(f"Agent result: {result}")
# export interaction and price data from kafka
interactions = get_interactions(topic='user-interactions', timeout_ms=3000)
prices = get_interactions(topic='price-logs', timeout_ms=3000)
with open(f"{exp_dir}/int.json", 'w') as f:
json.dump(interactions, f, indent=2)
with open(f"{exp_dir}/price.json", 'w') as f:
json.dump(prices, f, indent=2)
print(f"Experiment {exp_id} completed.")
print(f"Exported {len(interactions)} interactions and {len(prices)} price logs to {exp_dir}")

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@@ -0,0 +1,115 @@
from airflow import DAG, Dataset
from airflow.decorators import task
from airflow.utils.dates import days_ago
from datetime import timedelta
import pandas as pd
import logging
import sys
import pickle
sys.path.insert(0, '/opt/airflow')
from procesing.context import PipelineContext
from procesing.providers import SupabaseProvider, BackendAPIProvider
from procesing.steps import (
FetchInteractionsStep,
ValidateDataStep,
ExtractSessionFeaturesStep,
JoinLabelsStep,
)
TRAINING_DATASET = Dataset('phantom://ml/training-data')
DEFAULT_ARGS = {
'owner': 'phantom-research',
'depends_on_past': False,
'email_on_failure': False,
'email_on_retry': False,
'retries': 2,
'retry_delay': timedelta(minutes=5),
}
class CompositeProvider(SupabaseProvider, BackendAPIProvider):
def __init__(self):
SupabaseProvider.__init__(self)
BackendAPIProvider.__init__(self)
def _get_context(store_mode: str = 'hotel') -> PipelineContext:
return PipelineContext(provider=CompositeProvider(), store_mode=store_mode)
with DAG(
'ml_training_pipeline',
default_args=DEFAULT_ARGS,
description='ML training data pipeline: fetch -> validate -> extract features -> label -> publish',
schedule=None,
start_date=days_ago(1),
catchup=False,
max_active_runs=1,
tags=['ml', 'training', 'features', 'research'],
) as dag:
@task
def fetch_interactions(**kwargs) -> bytes:
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
ctx = _get_context(dag_conf.get('store_mode', 'hotel'))
df = FetchInteractionsStep(ctx).transform(None)
logging.info(f"Fetched {len(df)} interactions, {df['sessionId'].nunique()} sessions")
return pickle.dumps(df)
@task
def validate_data(raw_data: bytes, **kwargs) -> bytes:
df = pickle.loads(raw_data)
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
ctx = _get_context(dag_conf.get('store_mode', 'hotel'))
validated = ValidateDataStep(ctx).transform(df)
report = ctx.get_cached('validation_report') or {}
logging.info(f"Validation: {report.get('status')}, {report.get('sessions', 0)} sessions")
return pickle.dumps(validated)
@task
def extract_session_features(validated_data: bytes, **kwargs) -> bytes:
df = pickle.loads(validated_data)
if df.empty:
logging.warning("Empty input, skipping feature extraction")
return pickle.dumps(pd.DataFrame())
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
ctx = _get_context(dag_conf.get('store_mode', 'hotel'))
features = ExtractSessionFeaturesStep(ctx).transform(df)
logging.info(f"Extracted {len(features.columns)} features for {len(features)} sessions")
return pickle.dumps(features)
@task
def join_labels(features_data: bytes, **kwargs) -> bytes:
features_df = pickle.loads(features_data)
if features_df.empty:
logging.warning("Empty features, skipping label join")
return pickle.dumps(pd.DataFrame())
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
ctx = _get_context(dag_conf.get('store_mode', 'hotel'))
labeled = JoinLabelsStep(ctx).transform(features_df)
n_agents = labeled['is_agent'].sum() if 'is_agent' in labeled.columns else 0
logging.info(f"Labeled {len(labeled)} sessions: {n_agents} agents")
return pickle.dumps(labeled)
@task(outlets=[TRAINING_DATASET])
def publish_training_data(labeled_data: bytes, **kwargs) -> dict:
labeled_df = pickle.loads(labeled_data)
if labeled_df.empty:
return {'status': 'skipped', 'reason': 'empty_data'}
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
return {
'status': 'success',
'n_sessions': len(labeled_df),
'n_features': len([c for c in labeled_df.columns if c not in ['sessionId', 'experimentId', 'is_agent']]),
'store_mode': dag_conf.get('store_mode', 'hotel'),
'timestamp': pd.Timestamp.now().isoformat(),
}
raw = fetch_interactions()
validated = validate_data(raw)
features = extract_session_features(validated)
labeled = join_labels(features)
publish_training_data(labeled)

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"""
Session-Aware Pricing DAG
THIS implements the core pricing computation (policy layer).
Flow: τ → θ̂ → D → p*
1. Fetch recent sessions from Kafka (last 10 active)
2. Extract features per session (τ → θ̂)
3. Map features to demand proxy (θ̂ → D)
4. Compute optimal prices (D → p*)
5. Write to Redis session:{sessionId}:prices
Scheduled: every 1 minute when enabled
"""
from airflow import DAG
from airflow.operators.python import PythonOperator
from airflow.utils.dates import days_ago
from datetime import timedelta
import pandas as pd
import numpy as np
import logging
import sys
import pickle
sys.path.insert(0, '/opt/airflow')
from procesing.context import PipelineContext
from procesing.providers import SupabaseProvider, BackendAPIProvider
from procesing.steps.session import ExtractSessionFeaturesStep
from procesing.pricers.simple import SimpleSurgePricer, session_features_to_demand
from procesing.pricing import StateSpace
from lib.model_registry import ModelRegistry
DEFAULT_ARGS = {
'owner': 'phantom-research',
'depends_on_past': False,
'email_on_failure': False,
'email_on_retry': False,
'retries': 1,
'retry_delay': timedelta(seconds=30),
}
class CompositeProvider(SupabaseProvider, BackendAPIProvider):
def __init__(self):
SupabaseProvider.__init__(self)
BackendAPIProvider.__init__(self)
def _get_context(store_mode: str = 'hotel') -> PipelineContext:
return PipelineContext(provider=CompositeProvider(), store_mode=store_mode)
def fetch_recent_sessions(**kwargs):
"""
Task: Fetch last N active sessions from Kafka.
Returns: DataFrame of interaction events for recent sessions.
"""
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
store_mode = dag_conf.get('store_mode', 'hotel')
session_limit = dag_conf.get('session_limit', 10)
ctx = _get_context(store_mode)
provider = ctx.provider
# fetch all recent interactions from Kafka
try:
interactions_df = provider.fetch_kafka_topic("user-interactions")
except Exception as e:
logging.error(f"Failed to fetch interactions: {e}")
kwargs['ti'].xcom_push(key='sessions_data', value=pickle.dumps(pd.DataFrame()))
return 0
if interactions_df.empty or 'sessionId' not in interactions_df.columns:
kwargs['ti'].xcom_push(key='sessions_data', value=pickle.dumps(pd.DataFrame()))
return 0
# identify last N active sessions (most recent by event count)
recent_sessions = interactions_df['sessionId'].value_counts().head(session_limit).index.tolist()
# filter to only those sessions
filtered_df = interactions_df[interactions_df['sessionId'].isin(recent_sessions)].copy()
kwargs['ti'].xcom_push(key='sessions_data', value=pickle.dumps(filtered_df))
kwargs['ti'].xcom_push(key='session_ids', value=recent_sessions)
logging.info(f"Fetched {len(filtered_df)} events for {len(recent_sessions)} sessions")
return len(recent_sessions)
def extract_session_features(**kwargs):
"""
Task: Extract behavioral features from session trajectories.
THIS implements τ → θ̂ transformation.
"""
ti = kwargs['ti']
sessions_df = pickle.loads(ti.xcom_pull(key='sessions_data'))
if sessions_df.empty:
ti.xcom_push(key='session_features', value=pickle.dumps(pd.DataFrame()))
return 0
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
ctx = _get_context(dag_conf.get('store_mode', 'hotel'))
# extract features using vectorized pipeline
feature_extractor = ExtractSessionFeaturesStep(ctx)
features_df = feature_extractor.transform(sessions_df)
ti.xcom_push(key='session_features', value=pickle.dumps(features_df))
logging.info(f"Extracted {len(features_df.columns)} features for {len(features_df)} sessions")
logging.info(f"Feature columns: {list(features_df.columns)}")
logging.info(f"Sample features (first session):\n{features_df.iloc[0].to_dict()}")
return len(features_df)
def compute_session_prices(**kwargs):
"""
Task: Compute optimal prices for each session.
THIS implements θ̂ → D → p* transformation.
"""
ti = kwargs['ti']
features_df = pickle.loads(ti.xcom_pull(key='session_features'))
if features_df.empty:
ti.xcom_push(key='price_results', value=pickle.dumps({}))
return 0
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
store_mode = dag_conf.get('store_mode', 'hotel')
ctx = _get_context(store_mode)
# fetch product catalog for base prices
products_df = ctx.provider.fetch_products(store_mode)
if products_df.empty:
logging.error("No products found in catalog")
ti.xcom_push(key='price_results', value=pickle.dumps({}))
return 0
products_df['base_price'] = products_df['metadata'].apply(
lambda m: m.get('base_price', 100.0) if isinstance(m, dict) else 100.0
)
# initialize pricing model
pricer = SimpleSurgePricer(
high_threshold=dag_conf.get('high_threshold', 10),
low_threshold=dag_conf.get('low_threshold', 2),
surge_multiplier=dag_conf.get('surge_multiplier', 1.15),
discount_multiplier=dag_conf.get('discount_multiplier', 0.95)
)
pricer.fit(products_df)
# compute prices per session
price_results = {}
n_products = len(products_df)
logging.info(f"Starting price computation for {len(features_df)} sessions, {n_products} products")
logging.info(f"Pricer config: high_thresh={pricer.high_threshold}, low_thresh={pricer.low_threshold}, surge_mult={pricer.surge_multiplier}")
for idx, session_row in features_df.iterrows():
session_id = session_row.get('sessionId')
if not session_id:
continue
# map features to demand proxy (θ̂ → D)
session_features_single = pd.DataFrame([session_row])
demand_proxy = session_features_to_demand(session_features_single)
logging.info(f"[Session {session_id}] Features → Demand: {demand_proxy:.2f}")
logging.info(f"[Session {session_id}] Key features: velocity={session_row.get('interaction_velocity', 0):.2f}, cart_ratio={session_row.get('cart_to_view_ratio', 0):.2f}, item_views={session_row.get('item_views', 0)}")
# build state space
state_space = StateSpace(
demand=np.full(n_products, demand_proxy), # broadcast session demand to all products
prices=products_df['base_price'].values,
session_features=session_features_single
)
# compute optimal prices (D → p*)
optimal_prices = pricer.predict(state_space)
base_avg = products_df['base_price'].mean()
optimal_avg = optimal_prices.mean()
price_change_pct = ((optimal_avg - base_avg) / base_avg) * 100
logging.info(f"[Session {session_id}] Price adjustment: base_avg={base_avg:.2f}, optimal_avg={optimal_avg:.2f}, change={price_change_pct:+.1f}%")
# store as dict {productId: price}
price_map = {
str(products_df.iloc[i]['id']): float(optimal_prices[i])
for i in range(n_products)
}
price_results[session_id] = price_map
ti.xcom_push(key='price_results', value=pickle.dumps(price_results))
logging.info(f"Computed prices for {len(price_results)} sessions, {n_products} products each")
return len(price_results)
def publish_to_registry(**kwargs):
"""
Task: Write session prices to Redis registry.
THIS is the write path: prices → session:{sessionId}:prices
"""
ti = kwargs['ti']
price_results = pickle.loads(ti.xcom_pull(key='price_results'))
if not price_results:
logging.warning("No prices to publish")
return 0
registry = ModelRegistry()
ttl = kwargs.get('dag_run').conf.get('ttl', 1800) if kwargs.get('dag_run') and kwargs.get('dag_run').conf else 1800
published_count = 0
for session_id, price_map in price_results.items():
registry.set_session_prices(session_id, price_map, ttl=ttl)
published_count += 1
logging.info(f"Published prices for {published_count} sessions to registry (TTL={ttl}s)")
return {
'sessions_published': published_count,
'products_per_session': len(next(iter(price_results.values()))) if price_results else 0,
'status': 'success'
}
# DAG definition
with DAG(
'session_pricing_pipeline',
default_args=DEFAULT_ARGS,
description='Session-aware pricing: extract features → compute prices → publish to registry',
schedule_interval='*/1 * * * *', # every 1 minute
start_date=days_ago(1),
catchup=False,
max_active_runs=1,
tags=['pricing', 'session-aware', 'research', 'real-time'],
) as dag:
t_fetch_sessions = PythonOperator(
task_id='fetch_recent_sessions',
python_callable=fetch_recent_sessions,
provide_context=True,
)
t_extract_features = PythonOperator(
task_id='extract_session_features',
python_callable=extract_session_features,
provide_context=True,
)
t_compute_prices = PythonOperator(
task_id='compute_session_prices',
python_callable=compute_session_prices,
provide_context=True,
)
t_publish = PythonOperator(
task_id='publish_to_registry',
python_callable=publish_to_registry,
provide_context=True,
)
# linear dependency: fetch → extract → compute → publish
t_fetch_sessions >> t_extract_features >> t_compute_prices >> t_publish

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from pandas.core.algorithms import factorize_array
from airflow import DAG
from airflow.operators.python import PythonOperator
from airflow.utils.dates import days_ago
from datetime import timedelta
import pandas as pd
import logging
import sys
import pickle
sys.path.insert(0, '/opt/airflow')
from procesing.context import PipelineContext
from procesing.providers import SupabaseProvider, BackendAPIProvider
from procesing.steps import (
FetchInteractionsStep,
FetchPriceLogsStep,
ComputeDemandStep,
AggregatePriceLogsStep,
JoinProductFeaturesStep,
)
from procesing.pricers.simple import SimpleSurgePricer
DEFAULT_ARGS = {
'owner': 'phantom-research',
'depends_on_past': False,
'email_on_failure': False,
'email_on_retry': False,
'retries': 2,
'retry_delay': timedelta(minutes=5),
}
class CompositeProvider(SupabaseProvider, BackendAPIProvider):
def __init__(self):
SupabaseProvider.__init__(self)
BackendAPIProvider.__init__(self)
def _get_provider():
return CompositeProvider()
def _make_task_callables(store_mode: str):
"""Generate task callables bound to a specific store_mode."""
def get_context(**kwargs):
return PipelineContext(provider=_get_provider(), store_mode=store_mode)
def fetch_interactions(**kwargs):
ctx = get_context(**kwargs)
df = FetchInteractionsStep(ctx).transform(None)
kwargs['ti'].xcom_push(key='interactions_raw', value=pickle.dumps(df))
logging.info(f"[{store_mode}] Fetched {len(df)} interaction records")
return len(df)
def fetch_price_logs(**kwargs):
ctx = get_context(**kwargs)
df = FetchPriceLogsStep(ctx).transform(None)
kwargs['ti'].xcom_push(key='price_logs_raw', value=pickle.dumps(df))
logging.info(f"[{store_mode}] Fetched {len(df)} price records")
return len(df)
def compute_demand(**kwargs):
ti = kwargs['ti']
df = pickle.loads(ti.xcom_pull(key='interactions_raw'))
ctx = get_context(**kwargs)
demand_df = ComputeDemandStep(ctx).transform(df)
ti.xcom_push(key='demand_data', value=pickle.dumps(demand_df))
logging.info(f"[{store_mode}] Computed demand for {len(demand_df)} products")
return len(demand_df)
def aggregate_price_logs(**kwargs):
ti = kwargs['ti']
df = pickle.loads(ti.xcom_pull(key='price_logs_raw'))
ctx = get_context(**kwargs)
price_df = AggregatePriceLogsStep(ctx).transform(df)
ti.xcom_push(key='price_data', value=pickle.dumps(price_df))
logging.info(f"[{store_mode}] Aggregated price logs for {len(price_df)} products")
return len(price_df)
def join_product_features(**kwargs):
ti = kwargs['ti']
demand_df = pickle.loads(ti.xcom_pull(key='demand_data'))
price_df = pickle.loads(ti.xcom_pull(key='price_data'))
ctx = get_context(**kwargs)
joined_df = JoinProductFeaturesStep(ctx).transform((demand_df, price_df))
ti.xcom_push(key='product_features', value=pickle.dumps(joined_df))
logging.info(f"[{store_mode}] Joined features for {len(joined_df)} products")
return len(joined_df)
def apply_surge_pricing(**kwargs):
ti = kwargs['ti']
product_features = pickle.loads(ti.xcom_pull(key='product_features'))
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
data = product_features.rename(columns={'demand_score': 'demand'})
surge_pricer = SimpleSurgePricer(
high_threshold=dag_conf.get('high_threshold', 10),
low_threshold=dag_conf.get('low_threshold', 2),
surge_multiplier=dag_conf.get('surge_multiplier', 1.2),
discount_multiplier=dag_conf.get('discount_multiplier', 0.9)
)
surge_pricer.fit(data)
data['optimal_price'] = surge_pricer.predict()
prices_df = data[['productId', 'price', 'base_price', 'optimal_price', 'demand']].rename(columns={
'price': 'current_price', 'demand': 'demand_score'
})
ti.xcom_push(key='predicted_prices', value=pickle.dumps(prices_df))
logging.info(f"[{store_mode}] Applied surge pricing for {len(prices_df)} products")
return len(prices_df)
def publish_results(**kwargs):
ti = kwargs['ti']
prices_df = pickle.loads(ti.xcom_pull(key='predicted_prices'))
from lib.model_registry import ModelRegistry
registry = ModelRegistry()
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
metadata = {
'timestamp': pd.Timestamp.now().isoformat(),
'store_mode': store_mode,
'dag_run_id': kwargs['dag_run'].run_id if kwargs.get('dag_run') else 'manual',
'pricing_method': 'surge',
'high_threshold': dag_conf.get('high_threshold', 10),
'low_threshold': dag_conf.get('low_threshold', 2),
'surge_multiplier': dag_conf.get('surge_multiplier', 1.2),
'discount_multiplier': dag_conf.get('discount_multiplier', 0.9)
}
registry.publish_prices(prices_df, model_name=f'{store_mode}_latest', metadata=metadata)
logging.info(f"[{store_mode}] Published surge pricing for {len(prices_df)} products")
return {
'n_products': len(prices_df),
'registry_status': 'success',
'store_mode': store_mode,
'mean_demand': float(prices_df['demand_score'].mean()) if 'demand_score' in prices_df.columns else None
}
return {
'fetch_interactions': fetch_interactions,
'fetch_price_logs': fetch_price_logs,
'compute_demand': compute_demand,
'aggregate_price_logs': aggregate_price_logs,
'join_product_features': join_product_features,
'apply_surge_pricing': apply_surge_pricing,
'publish_results': publish_results,
}
def create_surge_pricing_dag(store_mode: str) -> DAG:
"""Factory: generates a surge pricing DAG for a given store_mode."""
callables = _make_task_callables(store_mode)
dag = DAG(
f'surge_pricing_{store_mode}',
default_args=DEFAULT_ARGS,
description=f'Surge pricing pipeline for {store_mode} store mode',
schedule_interval='*/15 * * * *',
start_date=days_ago(1),
catchup=False,
max_active_runs=1,
tags=['pricing', 'surge', 'research', store_mode],
)
with dag:
t_fetch_interactions = PythonOperator(
task_id='fetch_interactions',
python_callable=callables['fetch_interactions'],
provide_context=True,
)
t_fetch_price_logs = PythonOperator(
task_id='fetch_price_logs',
python_callable=callables['fetch_price_logs'],
provide_context=True,
)
t_compute_demand = PythonOperator(
task_id='compute_demand',
python_callable=callables['compute_demand'],
provide_context=True,
)
t_aggregate_prices = PythonOperator(
task_id='aggregate_price_logs',
python_callable=callables['aggregate_price_logs'],
provide_context=True,
)
t_join_features = PythonOperator(
task_id='join_product_features',
python_callable=callables['join_product_features'],
provide_context=True,
)
t_surge_pricing = PythonOperator(
task_id='apply_surge_pricing',
python_callable=callables['apply_surge_pricing'],
provide_context=True,
)
t_publish = PythonOperator(
task_id='publish_results',
python_callable=callables['publish_results'],
provide_context=True,
)
t_fetch_interactions >> t_compute_demand
t_fetch_price_logs >> t_aggregate_prices
[t_compute_demand, t_aggregate_prices] >> t_join_features >> t_surge_pricing >> t_publish
return dag
# instantiate DAGs for Airflow to discover
dag_airline = create_surge_pricing_dag('airline')
dag_hotel = create_surge_pricing_dag('hotel')
# TODO: Refactor this factory from a surge pricing factory to a general pricing factory
# We will do this by passing a pricing strategy class to the factory, since the generic pipeline is:
# take all interaction data, group by sessionId and assign a new price vector to each session
# in the grouping we get a subset of the interactions per sessionId and we can map that to some Features
# we define a custom _get_features(interactions .) methodin the strategy class
# we then run only the inference which is the .predict(trajectory) per-session which will give us a new price vector
# this we then publish for each sessionId group
# this might include no deleting most of the pricers we have defined and starting with a super simple surge-pricing algorithm that is no-fit only predict. This we can then test end-to-end and observe changes to prices according to a desired strategy - we have to define this one as a very short term strategy because we run sessions that take only a few minutes.

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from airflow import DAG
from airflow.operators.python import PythonOperator
from airflow.utils.dates import days_ago
from datetime import timedelta
import pandas as pd
import logging
import sys
import pickle
import io
# add parent dir to path so procesing package can be imported
sys.path.insert(0, '/opt/airflow')
from procesing.context import PipelineContext
from procesing.providers import SupabaseProvider, BackendAPIProvider
from procesing.steps import (
FetchInteractionsStep,
FetchPriceLogsStep,
ComputeDemandStep,
AggregatePriceLogsStep,
JoinProductFeaturesStep,
)
from procesing.pricers.simple import SimpleSurgePricer
default_args = {
'owner': 'phantom-research',
'depends_on_past': False,
'email_on_failure': False,
'email_on_retry': False,
'retries': 2,
'retry_delay': timedelta(minutes=5),
}
def get_provider():
"""Factory to create composite provider"""
class CompositeProvider(SupabaseProvider, BackendAPIProvider): # TODO: Fix this into one global provider singelton instead of multiple inheritance declarations acoss the codebase
def __init__(self):
SupabaseProvider.__init__(self)
BackendAPIProvider.__init__(self)
return CompositeProvider()
def get_context(**kwargs):
"""Build pipeline context from Airflow config"""
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
return PipelineContext(
provider=get_provider(),
store_mode=dag_conf.get('store_mode', 'hotel'),
)
# atomic task functions (each wraps one sklearn step)
def fetch_interactions(**kwargs):
"""Task: Fetch interaction data from Kafka"""
context = get_context(**kwargs)
step = FetchInteractionsStep(context)
df = step.transform(None)
kwargs['ti'].xcom_push(key='interactions_raw', value=pickle.dumps(df))
logging.info(f"Fetched {len(df)} interaction records")
return len(df)
def fetch_price_logs(**kwargs):
"""Task: Fetch price logs from Kafka"""
context = get_context(**kwargs)
step = FetchPriceLogsStep(context)
df = step.transform(None)
kwargs['ti'].xcom_push(key='price_logs_raw', value=pickle.dumps(df))
logging.info(f"Fetched {len(df)} price records")
return len(df)
def compute_demand(**kwargs):
"""Task: Compute demand scores from interactions"""
ti = kwargs['ti']
df = pickle.loads(ti.xcom_pull(key='interactions_raw'))
context = get_context(**kwargs)
step = ComputeDemandStep(context)
demand_df = step.transform(df)
# TODO: clear the xcom
ti.xcom_push(key='demand_data', value=pickle.dumps(demand_df))
logging.info(f"Computed demand for {len(demand_df)} products")
return len(demand_df)
def aggregate_price_logs(**kwargs):
"""Task: Aggregate price logs"""
ti = kwargs['ti']
df = pickle.loads(ti.xcom_pull(key='price_logs_raw'))
context = get_context(**kwargs)
step = AggregatePriceLogsStep(context)
price_df = step.transform(df)
ti.xcom_push(key='price_data', value=pickle.dumps(price_df))
logging.info(f"Aggregated price logs for {len(price_df)} products")
return len(price_df)
def join_product_features(**kwargs):
"""Task: Join demand and price data"""
ti = kwargs['ti']
demand_df = pickle.loads(ti.xcom_pull(key='demand_data'))
price_df = pickle.loads(ti.xcom_pull(key='price_data'))
context = get_context(**kwargs)
step = JoinProductFeaturesStep(context)
joined_df = step.transform((demand_df, price_df))
ti.xcom_push(key='product_features', value=pickle.dumps(joined_df))
logging.info(f"Joined features for {len(joined_df)} products")
return len(joined_df)
def apply_surge_pricing(**kwargs):
"""Task: Apply surge pricing rules to generate optimal prices"""
ti = kwargs['ti']
product_features = pickle.loads(ti.xcom_pull(key='product_features'))
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
# rename demand_score to demand for pricer compatibility
data = product_features.rename(columns={'demand_score': 'demand'})
high_thresh = dag_conf.get('high_threshold', 10)
low_thresh = dag_conf.get('low_threshold', 2)
surge_mult = dag_conf.get('surge_multiplier', 1.2)
discount_mult = dag_conf.get('discount_multiplier', 0.9)
logging.info(f"Surge pricing config: high_thresh={high_thresh}, low_thresh={low_thresh}, surge_mult={surge_mult}, discount_mult={discount_mult}")
logging.info(f"Demand stats: min={data['demand'].min():.2f}, max={data['demand'].max():.2f}, mean={data['demand'].mean():.2f}")
logging.info(f"Products with high demand (>={high_thresh}): {(data['demand'] >= high_thresh).sum()}")
logging.info(f"Products with low demand (<={low_thresh}): {(data['demand'] <= low_thresh).sum()}")
surge_pricer = SimpleSurgePricer(
high_threshold=high_thresh,
low_threshold=low_thresh,
surge_multiplier=surge_mult,
discount_multiplier=discount_mult
)
surge_pricer.fit(data)
data['optimal_price'] = surge_pricer.predict()
base_avg = data['base_price'].mean()
optimal_avg = data['optimal_price'].mean()
price_change_pct = ((optimal_avg - base_avg) / base_avg) * 100
logging.info(f"Price adjustment: base_avg={base_avg:.2f}, optimal_avg={optimal_avg:.2f}, change={price_change_pct:+.1f}%")
prices_df = data[['productId', 'price', 'base_price', 'optimal_price', 'demand']].rename(columns={
'price': 'current_price',
'demand': 'demand_score'
})
ti.xcom_push(key='predicted_prices', value=pickle.dumps(prices_df))
logging.info(f"Applied surge pricing for {len(prices_df)} products")
return len(prices_df)
def publish_results(**kwargs):
"""Task: Publish surge pricing results to registry"""
ti = kwargs['ti']
prices_df = pickle.loads(ti.xcom_pull(key='predicted_prices'))
sys.path.insert(0, '/opt/airflow')
from lib.model_registry import ModelRegistry
registry = ModelRegistry()
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
metadata = {
'timestamp': pd.Timestamp.now().isoformat(),
'store_mode': dag_conf.get('store_mode', 'hotel'),
'dag_run_id': kwargs['dag_run'].run_id if kwargs.get('dag_run') else 'manual',
'pricing_method': 'surge',
'high_threshold': dag_conf.get('high_threshold', 10),
'low_threshold': dag_conf.get('low_threshold', 2),
'surge_multiplier': dag_conf.get('surge_multiplier', 1.2),
'discount_multiplier': dag_conf.get('discount_multiplier', 0.9)
}
registry.publish_prices(prices_df, model_name='latest', metadata=metadata)
logging.info(f"Published surge pricing for {len(prices_df)} products")
return {
'n_products': len(prices_df),
'registry_status': 'success',
'mean_demand': float(prices_df['demand_score'].mean()) if 'demand_score' in prices_df.columns else None
}
# DAG definition
with DAG(
'surge_pricing_pipeline',
default_args=default_args,
description='Simple surge pricing pipeline: demand aggregation + rule-based pricing',
schedule_interval='*/15 * * * *',
start_date=days_ago(1),
catchup=False,
max_active_runs=1,
tags=['pricing', 'surge', 'research', 'simplified'],
) as dag:
# parallel data fetching
t_fetch_interactions = PythonOperator(
task_id='fetch_interactions',
python_callable=fetch_interactions,
provide_context=True,
)
t_fetch_price_logs = PythonOperator(
task_id='fetch_price_logs',
python_callable=fetch_price_logs,
provide_context=True,
)
# compute demand from interactions
t_compute_demand = PythonOperator(
task_id='compute_demand',
python_callable=compute_demand,
provide_context=True,
)
# aggregate price logs
t_aggregate_prices = PythonOperator(
task_id='aggregate_price_logs',
python_callable=aggregate_price_logs,
provide_context=True,
)
# join demand and prices
t_join_features = PythonOperator(
task_id='join_product_features',
python_callable=join_product_features,
provide_context=True,
)
# apply surge pricing
t_surge_pricing = PythonOperator(
task_id='apply_surge_pricing',
python_callable=apply_surge_pricing,
provide_context=True,
)
# publish to registry
t_publish = PythonOperator(
task_id='publish_results',
python_callable=publish_results,
provide_context=True,
)
# dependency graph: parallel fetch -> process -> join -> surge -> publish
t_fetch_interactions >> t_compute_demand
t_fetch_price_logs >> t_aggregate_prices
[t_compute_demand, t_aggregate_prices] >> t_join_features >> t_surge_pricing >> t_publish

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from .evals import evaluate
from .arch import (
XGBoostAgentClassifier,
LightGBMAgentClassifier,
ContrastiveWeakClassifier,
TrajectoryEncoder,
WeakClassifier,
contrastive_loss,
featurize_trajectory,
)
__all__ = [
'evaluate',
'XGBoostAgentClassifier',
'LightGBMAgentClassifier',
'ContrastiveWeakClassifier',
'TrajectoryEncoder',
'WeakClassifier',
'contrastive_loss',
'featurize_trajectory',
]

212
experiments/ml/arch.py Normal file
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# sklearn compatible models for agent detection
from sklearn.base import BaseEstimator, ClassifierMixin
from typing import Any, Optional, Tuple, Dict, List
from abc import ABC, abstractmethod
from collections import defaultdict
import numpy as np
import pandas as pd
import torch
import torch.nn as nn
import torch.nn.functional as F
import sys
from pathlib import Path
# add lib to path for imports
sys.path.insert(0, str(Path(__file__).parent.parent.parent / 'lib'))
from lib.features import (
transition_histogram as _lib_transition_histogram,
temporal_signature as _lib_temporal_signature,
state_coverage as _lib_state_coverage,
transition_entropy as _lib_transition_entropy,
featurize_trajectory as _lib_featurize_trajectory,
parse_timestamp
)
from lib.state import event_to_state, get_event_name, get_timestamp
TASK = 'classification'
LABELS = ['human', 'agent']
class WeakClassifier(BaseEstimator, ClassifierMixin, ABC):
# a simple contrastive machine learning model learns to distinguish human/agent behavior
# using weakly supervised contrastive learning + augmentation
def __init__(self, **kwargs):
super().__init__()
self.model = None
self.kwargs = kwargs
class TrajectoryEncoder(nn.Module):
"""Encode variable-length event sequences to fixed-dim embedding via bidirectional LSTM"""
def __init__(self, input_dim: int, embed_dim: int = 32, hidden_dim: int = 64):
super().__init__()
self.event_embed = nn.Linear(input_dim, hidden_dim)
self.lstm = nn.LSTM(hidden_dim, hidden_dim, batch_first=True, bidirectional=True)
self.proj = nn.Linear(hidden_dim * 2, embed_dim)
def forward(self, x: torch.Tensor) -> torch.Tensor: # x: (batch, seq_len, input_dim)
h = F.relu(self.event_embed(x))
_, (hn, _) = self.lstm(h)
hn = torch.cat([hn[-2], hn[-1]], dim=1) # concat bidirectional hidden states
return F.normalize(self.proj(hn), dim=1) # L2 normalized
class ContrastiveWeakClassifier(WeakClassifier):
"""Contrastive learning classifier for human/agent trajectory discrimination"""
def __init__(self, input_dim: int = 64, embed_dim: int = 32, margin: float = 1.0, **kwargs):
super().__init__(**kwargs)
self.input_dim = input_dim
self.embed_dim = embed_dim
self.margin = margin
self.encoder = TrajectoryEncoder(input_dim, embed_dim)
self.classifier = nn.Linear(embed_dim, 2)
self.device = torch.device('cuda' if torch.cuda.is_available() else 'cpu')
self._fitted = False
def to_device(self):
self.encoder.to(self.device)
self.classifier.to(self.device)
return self
def encode(self, x: torch.Tensor) -> torch.Tensor:
return self.encoder(x.to(self.device))
def forward(self, x: torch.Tensor) -> torch.Tensor:
emb = self.encode(x)
return self.classifier(emb)
def fit(self, X, y=None): # sklearn interface - actual training in weak.train.py
self._fitted = True
return self
def predict(self, X: np.ndarray) -> np.ndarray:
self.encoder.eval()
self.classifier.eval()
with torch.no_grad():
x = torch.tensor(X, dtype=torch.float32).unsqueeze(1).to(self.device)
logits = self.forward(x)
return torch.argmax(logits, dim=1).cpu().numpy()
def predict_proba(self, X: np.ndarray) -> np.ndarray:
self.encoder.eval()
self.classifier.eval()
with torch.no_grad():
x = torch.tensor(X, dtype=torch.float32).unsqueeze(1).to(self.device)
logits = self.forward(x)
return F.softmax(logits, dim=1).cpu().numpy()
def contrastive_loss(anchor: torch.Tensor, positive: torch.Tensor, negative: torch.Tensor, margin: float = 0.3) -> torch.Tensor:
"""Triplet loss using cosine similarity (for L2-normalized embeddings). margin in [0,1] range."""
pos_sim = F.cosine_similarity(anchor, positive) # higher = more similar
neg_sim = F.cosine_similarity(anchor, negative)
return F.relu(neg_sim - pos_sim + margin).mean() # want pos_sim > neg_sim + margin
def nt_xent_loss(z_i: torch.Tensor, z_j: torch.Tensor, temperature: float = 0.5) -> torch.Tensor:
"""Normalized temperature-scaled cross entropy loss (SimCLR style)"""
batch_size = z_i.size(0)
z = torch.cat([z_i, z_j], dim=0) # (2N, embed_dim)
sim = F.cosine_similarity(z.unsqueeze(1), z.unsqueeze(0), dim=2) / temperature
mask = torch.eye(2 * batch_size, dtype=torch.bool, device=z.device)
sim.masked_fill_(mask, -float('inf'))
labels = torch.arange(batch_size, device=z.device)
labels = torch.cat([labels + batch_size, labels]) # positive pairs
return F.cross_entropy(sim, labels)
# feature extraction utilities - delegating to lib.features for unified implementation
# these wrappers maintain backwards compatibility for existing imports
def transition_histogram(events: List, state_fn, max_states: int = 50) -> np.ndarray:
"""Compute normalized histogram of state transitions in trajectory"""
return _lib_transition_histogram(events, state_fn, max_states)
def temporal_signature(events: List, ts_fn) -> np.ndarray:
"""Extract temporal features: mean/std/skew of inter-event times"""
return _lib_temporal_signature(events, ts_fn)
def state_coverage(events: List, state_fn, mdp_states: set) -> float:
"""Fraction of MDP states visited by trajectory"""
return _lib_state_coverage(events, state_fn, mdp_states)
def transition_entropy(events: List, state_fn) -> float:
"""Compute entropy of transition distribution (randomness of navigation)"""
return _lib_transition_entropy(events, state_fn)
def featurize_trajectory(events: List, mdp: Optional[Dict] = None, input_dim: int = 64) -> np.ndarray:
"""Convert trajectory to fixed-dim feature vector - uses lib.features implementation"""
mdp_states = set(mdp.get('states', [])) if mdp else set()
def _ts_fn(e):
return parse_timestamp(get_timestamp(e))
def _event_name_fn(e):
return get_event_name(e)
return _lib_featurize_trajectory(events, event_to_state, _ts_fn, _event_name_fn, mdp_states, input_dim)
# gradient boosting classifiers for comparison baselines
class XGBoostAgentClassifier(BaseEstimator, ClassifierMixin):
"""XGBoost classifier for human/agent detection from session features"""
def __init__(self, n_estimators: int = 100, max_depth: int = 6, learning_rate: float = 0.1, **kwargs):
self.n_estimators = n_estimators
self.max_depth = max_depth
self.learning_rate = learning_rate
self.model = None
self.kwargs = kwargs
def fit(self, X: np.ndarray, y: np.ndarray):
try:
import xgboost as xgb
self.model = xgb.XGBClassifier(n_estimators=self.n_estimators, max_depth=self.max_depth,
learning_rate=self.learning_rate, **self.kwargs)
self.model.fit(X, y)
except ImportError:
raise ImportError("xgboost required for XGBoostAgentClassifier")
return self
def predict(self, X: np.ndarray) -> np.ndarray:
if self.model is None:
raise ValueError("fit the model first")
return self.model.predict(X)
def predict_proba(self, X: np.ndarray) -> np.ndarray:
if self.model is None:
raise ValueError("fit the model first")
return self.model.predict_proba(X)
class LightGBMAgentClassifier(BaseEstimator, ClassifierMixin):
"""LightGBM classifier for human/agent detection from session features"""
def __init__(self, n_estimators: int = 100, max_depth: int = -1, learning_rate: float = 0.1, **kwargs):
self.n_estimators = n_estimators
self.max_depth = max_depth
self.learning_rate = learning_rate
self.model = None
self.kwargs = kwargs
def fit(self, X: np.ndarray, y: np.ndarray):
try:
import lightgbm as lgb
self.model = lgb.LGBMClassifier(n_estimators=self.n_estimators, max_depth=self.max_depth,
learning_rate=self.learning_rate, verbose=-1, **self.kwargs)
self.model.fit(X, y)
except ImportError:
raise ImportError("lightgbm required for LightGBMAgentClassifier")
return self
def predict(self, X: np.ndarray) -> np.ndarray:
if self.model is None:
raise ValueError("fit the model first")
return self.model.predict(X)
def predict_proba(self, X: np.ndarray) -> np.ndarray:
if self.model is None:
raise ValueError("fit the model first")
return self.model.predict_proba(X)

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from .encoder import Window, extract_windows, build_windows, WindowDataset, PrototypeClassifier, train, loocv

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"""Contrastive encoder via trajectory windowing. Classification by prototype distance."""
import sys
sys.path.insert(0, "/home/velocitatem/Documents/Projects/PHANTOM/sim/rl/behavior_loader")
sys.path.insert(0, "/home/velocitatem/Documents/Projects/PHANTOM/experiments/ml")
from sim.rl.behavior_loader.loader import JointLoader, PayloadModel
from arch import TrajectoryEncoder, featurize_trajectory, nt_xent_loss
from typing import List, Dict, Tuple
from dataclasses import dataclass
from datetime import datetime
import numpy as np, torch, torch.nn.functional as F, random, optuna
from torch.utils.data import Dataset, DataLoader
from torch.optim import Adam
from torch.utils.tensorboard import SummaryWriter
RUNS = "/home/velocitatem/Documents/Projects/PHANTOM/experiments/ml/runs"
AGENT_DIR = "/home/velocitatem/Documents/Projects/PHANTOM/experiments/agents/collected_data/"
HUMAN_DIR = "/home/velocitatem/Documents/Projects/PHANTOM/experiments/collected_data/"
@dataclass
class Window:
events: List[PayloadModel]
traj_id: str
label: int # 0=human, 1=agent
def extract_windows(events: List[PayloadModel], traj_id: str, label: int,
sizes: List[int] = [5, 10, 15], stride: int = 2) -> List[Window]:
"""Multi-scale overlapping windows from trajectory"""
n = len(events)
wins = [Window(events[i:i+s], traj_id, label) for s in sizes if n >= s for i in range(0, n-s+1, stride)]
if n >= 3: wins.append(Window(events, traj_id, label)) # full traj
return wins
def build_windows(data: Dict[str, List], sizes=[5,10,15], stride=2) -> List[Window]:
return [w for tid, evts in data.items()
for w in extract_windows(evts, tid, 0 if tid.startswith('human_') else 1, sizes, stride)]
class WindowDataset(Dataset):
"""Yields (anchor, positive) pairs from same class"""
def __init__(self, windows: List[Window], dim: int = 64):
self.wins, self.dim = windows, dim
self.by_label = {0: [i for i,w in enumerate(windows) if w.label==0],
1: [i for i,w in enumerate(windows) if w.label==1]}
self.by_traj = {}
for i, w in enumerate(windows): self.by_traj.setdefault(w.traj_id, []).append(i)
def __len__(self): return len(self.wins)
def _feat(self, evts): return featurize_trajectory(evts, None, self.dim)
def _aug(self, evts): # subsample 70-100%
if len(evts) < 4: return evts
k = max(3, int(len(evts) * random.uniform(0.7, 1.0)))
start = random.randint(0, len(evts) - k)
return evts[start:start+k]
def __getitem__(self, idx):
w = self.wins[idx]
pool = [i for i in self.by_label[w.label] if self.wins[i].traj_id != w.traj_id]
pos_idx = random.choice(pool) if pool else idx
a = torch.tensor(self._feat(self._aug(w.events)), dtype=torch.float32)
p = torch.tensor(self._feat(self._aug(self.wins[pos_idx].events)), dtype=torch.float32)
return a, p, w.label
class PrototypeClassifier:
"""Classify by distance to class centroids"""
def __init__(self, encoder: TrajectoryEncoder, device = 'cuda', dim=64):
self.enc, self.dev, self.dim = encoder, device, dim
self.centroids = {0: None, 1: None}
def fit(self, windows: List[Window]):
self.enc.eval()
embs = {0: [], 1: []}
with torch.no_grad():
for w in windows:
x = torch.tensor(featurize_trajectory(w.events, None, self.dim), dtype=torch.float32)
z = self.enc(x.unsqueeze(0).unsqueeze(1).to(self.dev))
embs[w.label].append(z)
self.centroids = {k: torch.cat(v).mean(0, keepdim=True) if v else None for k, v in embs.items()}
return self
def predict(self, events: List[PayloadModel]) -> Tuple[int, float, Dict]:
"""Returns (pred, confidence, debug). Confidence via softmax over -distances."""
self.enc.eval()
with torch.no_grad():
x = torch.tensor(featurize_trajectory(events, None, self.dim), dtype=torch.float32)
z = self.enc(x.unsqueeze(0).unsqueeze(1).to(self.dev))
dists = {k: torch.norm(z - c, dim=1).item() for k, c in self.centroids.items() if c is not None}
if not dists: return 0, 0.0, {'d': {}, 'p': [0.5, 0.5]}
pred = min(dists, key=dists.get)
d0, d1 = dists.get(0, 1e6), dists.get(1, 1e6) # softmax(-d) gives higher prob to closer centroid
probs = F.softmax(torch.tensor([[-d0, -d1]]), dim=1).squeeze()
return pred, probs[pred].item(), {'d': dists, 'p': probs.tolist()}
def train(epochs=200, lr=5e-4, batch=16, dim=64, emb=32, temp=0.5,
sizes=[5,10,15], stride=2, name=None, verbose=True):
data = JointLoader(HUMAN_DIR, AGENT_DIR).get_data()
wins = build_windows(data, sizes, stride)
if verbose: print(f"Windows: {len(wins)} ({sum(w.label==0 for w in wins)}h/{sum(w.label==1 for w in wins)}a)")
dev = torch.device('cuda' if torch.cuda.is_available() else 'cpu')
enc = TrajectoryEncoder(dim, emb).to(dev)
opt = Adam(enc.parameters(), lr=lr)
loader = DataLoader(WindowDataset(wins, dim), batch_size=batch, shuffle=True, drop_last=True)
name = name or f"enc_{dim}_{emb}_{datetime.now():%Y%m%d_%H%M%S}"
writer = SummaryWriter(f"{RUNS}/encoder/{name}")
for ep in range(epochs):
enc.train()
total, n = 0.0, 0
for a, p, _ in loader:
loss = nt_xent_loss(enc(a.unsqueeze(1).to(dev)), enc(p.unsqueeze(1).to(dev)), temp)
opt.zero_grad(); loss.backward(); opt.step()
total += loss.item(); n += 1
avg = total / max(n, 1)
writer.add_scalar('loss-ntxent', avg, ep)
if verbose and (ep+1) % 20 == 0: print(f"Epoch {ep+1}: {avg:.4f}")
writer.close()
return enc, wins, dev
def loocv(epochs=100, lr=5e-4, dim=64, emb=32, temp=0.5, sizes=[5,10,15], stride=2, verbose=True):
"""Leave-one-trajectory-out CV"""
data = JointLoader(HUMAN_DIR, AGENT_DIR).get_data()
dev = torch.device('cuda' if torch.cuda.is_available() else 'cpu')
results = []
for test_id in data:
train_data = {k: v for k, v in data.items() if k != test_id}
if not any(k.startswith('human_') for k in train_data) or not any(k.startswith('agent_') for k in train_data):
continue
wins = build_windows(train_data, sizes, stride)
enc = TrajectoryEncoder(dim, emb).to(dev)
opt = Adam(enc.parameters(), lr=lr)
loader = DataLoader(WindowDataset(wins, dim), batch_size=min(16, len(wins)//2 or 1),
shuffle=True, drop_last=len(wins)>2)
for _ in range(epochs):
enc.train()
for a, p, _ in loader:
loss = nt_xent_loss(enc(a.unsqueeze(1).to(dev)), enc(p.unsqueeze(1).to(dev)), temp)
opt.zero_grad(); loss.backward(); opt.step()
clf = PrototypeClassifier(enc, dev, dim).fit(wins)
pred, conf, dbg = clf.predict(data[test_id])
actual = 0 if test_id.startswith('human_') else 1
results.append((pred, actual, conf))
if verbose: print(f"{test_id[:18]}: pred={pred} conf={conf:.2f} actual={actual} {'OK' if pred==actual else 'MISS'}")
if results:
acc = sum(p==a for p,a,_ in results) / len(results)
if verbose: print(f"\nAccuracy: {acc:.1%} ({sum(p==a for p,a,_ in results)}/{len(results)})")
return acc, results
return 0.0, []
def hparam_tune(n_trials=50, epochs=60, n_jobs=2, verbose=True):
"""Optuna hyperparameter search maximizing LOOCV accuracy"""
def objective(trial):
lr = trial.suggest_float('lr', 1e-5, 1e-2, log=True)
dim = trial.suggest_categorical('dim', [32, 64, 128, 256])
emb = trial.suggest_categorical('emb', [16, 32, 64, 128])
temp = trial.suggest_float('temp', 0.05, 1.0)
stride = trial.suggest_int('stride', 1, 4)
sizes = [trial.suggest_int(f's{i}', 3, 20) for i in range(3)]
sizes = sorted(set(sizes)) # unique sorted
acc, _ = loocv(epochs, lr, dim, emb, temp, sizes, stride, verbose=False)
return acc
study = optuna.create_study(direction='maximize', study_name='encoder_hparam',
sampler=optuna.samplers.TPESampler(seed=42))
study.optimize(objective, n_trials=n_trials, n_jobs=n_jobs, show_progress_bar=verbose)
best = study.best_params
if verbose:
print(f"\nBest accuracy: {study.best_value:.1%}")
print(f"Best params: {best}")
return best, study
if __name__ == "__main__":
import argparse
p = argparse.ArgumentParser()
p.add_argument('--mode', choices=['train', 'eval', 'hparam'], default='train')
p.add_argument('--epochs', type=int, default=200)
p.add_argument('--lr', type=float, default=5e-4)
p.add_argument('--dim', type=int, default=128)
p.add_argument('--emb', type=int, default=64)
p.add_argument('--temp', type=float, default=0.1)
p.add_argument('--sizes', type=str, default='5,10,15')
p.add_argument('--stride', type=int, default=2)
p.add_argument('--n_trials', type=int, default=50)
args = p.parse_args()
sizes = [int(x) for x in args.sizes.split(',')]
if args.mode == 'train':
enc, wins, dev = train(args.epochs, args.lr, 16, args.dim, args.emb, args.temp, sizes, args.stride)
elif args.mode == 'hparam':
best, study = hparam_tune(args.n_trials, min(args.epochs, 60))
else:
loocv(args.epochs, args.lr, args.dim, args.emb, args.temp, sizes, args.stride)

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from sklearn.metrics import (accuracy_score, precision_score, recall_score,
f1_score, roc_auc_score, confusion_matrix, roc_curve)
from torch.utils.tensorboard import SummaryWriter
from logging import getLogger
import numpy as np
import matplotlib.pyplot as plt
import io
from PIL import Image
logger = getLogger(__name__)
def log_feature_importance(writer, model, feature_names, epoch):
"""Visualize and log feature importance to TensorBoard"""
if not hasattr(model, 'feature_importances_') or model.feature_importances_ is None:
return
importance = model.feature_importances_
indices = np.argsort(importance)[::-1][:20] # top 20
top_features = [feature_names[i] for i in indices]
top_importance = importance[indices]
for i, (feat, imp) in enumerate(zip(top_features, top_importance)):
writer.add_scalar(f'FeatureImportance/{feat}', imp, epoch)
fig, ax = plt.subplots(figsize=(10, 8))
ax.barh(range(len(top_features)), top_importance, align='center')
ax.set_yticks(range(len(top_features)))
ax.set_yticklabels(top_features)
ax.invert_yaxis()
ax.set_xlabel('Importance')
ax.set_title(f'Top 20 Feature Importance (Epoch {epoch})')
ax.grid(axis='x', alpha=0.3)
buf = io.BytesIO()
plt.tight_layout()
plt.savefig(buf, format='png', dpi=100)
buf.seek(0)
img = Image.open(buf)
img_arr = np.array(img)
writer.add_image('FeatureImportance/Chart', img_arr, epoch, dataformats='HWC')
plt.close()
def evaluate(perdicted_class, predicted_proba, true_class, writer: SummaryWriter, epoch: int):
accuracy = accuracy_score(true_class, perdicted_class)
precision = precision_score(true_class, perdicted_class, zero_division=0)
recall = recall_score(true_class, perdicted_class, zero_division=0)
f1 = f1_score(true_class, perdicted_class, zero_division=0)
roc_auc = roc_auc_score(true_class, predicted_proba)
writer.add_scalar('Eval/Accuracy', accuracy, epoch)
writer.add_scalar('Eval/Precision', precision, epoch)
writer.add_scalar('Eval/Recall', recall, epoch)
writer.add_scalar('Eval/F1_Score', f1, epoch)
writer.add_scalar('Eval/ROC_AUC', roc_auc, epoch)
# confusion matrix
cm = confusion_matrix(true_class, perdicted_class)
tn, fp, fn, tp = cm.ravel()
writer.add_scalar('Eval/TrueNeg', tn, epoch)
writer.add_scalar('Eval/FalsePos', fp, epoch)
writer.add_scalar('Eval/FalseNeg', fn, epoch)
writer.add_scalar('Eval/TruePos', tp, epoch)
# specificity and sensitivity
specificity = tn / (tn + fp) if (tn + fp) > 0 else 0
sensitivity = recall # same as recall/TPR
writer.add_scalar('Eval/Specificity', specificity, epoch)
writer.add_scalar('Eval/Sensitivity', sensitivity, epoch)
fig, (ax1, ax2) = plt.subplots(1, 2, figsize=(12, 4))
ax1.matshow(cm, cmap='Blues', alpha=0.7)
for i in range(2):
for j in range(2):
ax1.text(j, i, str(cm[i, j]), ha='center', va='center', fontsize=14)
ax1.set_xlabel('Predicted')
ax1.set_ylabel('True')
ax1.set_title(f'Confusion Matrix (Epoch {epoch})')
ax1.set_xticks([0, 1])
ax1.set_yticks([0, 1])
ax1.set_xticklabels(['Human', 'Agent'])
ax1.set_yticklabels(['Human', 'Agent'])
# ROC curve
fpr, tpr, _ = roc_curve(true_class, predicted_proba)
ax2.plot(fpr, tpr, label=f'AUC={roc_auc:.3f}', linewidth=2)
ax2.plot([0, 1], [0, 1], 'k--', label='Random')
ax2.set_xlabel('False Positive Rate')
ax2.set_ylabel('True Positive Rate')
ax2.set_title('ROC Curve')
ax2.legend()
ax2.grid(alpha=0.3)
buf = io.BytesIO()
plt.tight_layout()
plt.savefig(buf, format='png', dpi=100)
buf.seek(0)
img = Image.open(buf)
img_arr = np.array(img)
writer.add_image('Eval/Metrics', img_arr, epoch, dataformats='HWC')
plt.close()
logger.info(f"Eval {epoch}: Acc={accuracy:.4f} Prec={precision:.4f} Rec={recall:.4f} F1={f1:.4f} AUC={roc_auc:.4f}")

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torch
tensorboard
fastparquet
pyarrow
xgboost
lightgbm

137
experiments/ml/train.py Normal file
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from torch.utils.tensorboard import SummaryWriter
from sklearn.model_selection import train_test_split
from logging import getLogger
from pathlib import Path
import pandas as pd
import numpy as np
import joblib
from datetime import datetime
from ml.evals import evaluate, log_feature_importance
from ml.arch import XGBoostAgentClassifier, LightGBMAgentClassifier, LABELS
logger = getLogger(__name__)
FEATURE_COLS_EXCLUDE = ['sessionId', 'experimentId', 'is_agent', 'xp_human_only', 'xp_market_mode', 'browser_family']
RUNS_DIR = Path('ml/runs')
CHECKPOINTS_DIR = Path('ml/checkpoints')
def prepare_data(df):
"""
Prepare feature matrix and labels from raw dataframe
Handles missing labels, feature selection, and categorical encoding
Returns: (X, y, feature_cols)
"""
# drop rows with missing labels
n_before = len(df)
df = df[df['is_agent'].notna()].copy()
n_dropped = n_before - len(df)
if n_dropped > 0:
logger.warning(f"Dropped {n_dropped} sessions with missing labels")
if len(df) == 0:
logger.error("No labeled data available")
return None, None, None
feature_cols = [c for c in df.columns if c not in FEATURE_COLS_EXCLUDE]
# handle categorical browser_family via one-hot encoding
if 'browser_family' in df.columns:
browser_dummies = pd.get_dummies(df['browser_family'], prefix='browser', drop_first=True)
df = pd.concat([df, browser_dummies], axis=1)
feature_cols.extend(browser_dummies.columns.tolist())
X = df[feature_cols].fillna(0)
y = df['is_agent'].astype(int)
return X, y, feature_cols
def train(data_path=None, model_type='xgboost', test_size=0.2, random_state=42,
n_estimators=200, max_depth=6, learning_rate=0.05):
"""
Train agent detection classifier
Args:
data_path: path to labeled feature matrix CSV or parquet
model_type: 'xgboost' or 'lightgbm'
test_size: fraction for test split
random_state: seed for reproducibility
"""
RUNS_DIR.mkdir(exist_ok=True)
CHECKPOINTS_DIR.mkdir(exist_ok=True)
run_name = f"{model_type}_{datetime.now().strftime('%Y%m%d_%H%M%S')}"
writer = SummaryWriter(log_dir=RUNS_DIR / run_name)
logger.info(f"Starting training run: {run_name}")
# load data
if data_path is None:
logger.error("data_path required")
return
df = pd.read_parquet(data_path)
logger.info(f"Loaded {len(df)} sessions from {data_path}")
# prepare features and labels
if 'is_agent' not in df.columns:
logger.error("Missing is_agent column")
return
X, y, feature_cols = prepare_data(df)
if X is None:
return
# class distribution
n_agents = y.sum()
n_humans = (y == 0).sum()
logger.info(f"Class distribution: {n_humans} humans, {n_agents} agents" + (f" (ratio {n_humans / n_agents:.2f})" if n_agents > 0 else ""))
# train/test split with stratification
X_train, X_test, y_train, y_test = train_test_split(
X, y, test_size=test_size, random_state=random_state, stratify=y
)
logger.info(f"Train: {len(X_train)}, Test: {len(X_test)}")
# init model
if model_type == 'xgboost':
model = XGBoostAgentClassifier(
n_estimators=n_estimators,
max_depth=max_depth,
learning_rate=learning_rate
)
elif model_type == 'lightgbm':
model = LightGBMAgentClassifier(
n_estimators=n_estimators,
max_depth=max_depth,
learning_rate=learning_rate
)
else:
logger.error(f"Unknown model type: {model_type}")
return
# train with eval set for early stopping
model.fit(X_train, y_train, eval_set=[(X_test, y_test)])
logger.info("Training complete")
# evaluate on test set
y_pred = model.predict(X_test)
y_prob = model.predict_proba(X_test)[:, 1]
evaluate(y_pred, y_prob, y_test, writer, epoch=0)
# log feature importance
log_feature_importance(writer, model, X.columns.tolist(), epoch=0)
# save model
model_path = CHECKPOINTS_DIR / f"{run_name}.pkl"
joblib.dump({'model': model, 'feature_cols': X.columns.tolist(), 'run_name': run_name}, model_path)
logger.info(f"Model saved to {model_path}")
writer.close()
return model, X.columns.tolist()
if __name__ == "__main__":
import sys
data_path = sys.argv[1]
model_type = sys.argv[2] if len(sys.argv) > 2 else 'xgboost'
train(data_path, model_type=model_type)

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import sys
sys.path.insert(0, "/home/velocitatem/Documents/Projects/PHANTOM/sim/rl/behavior_loader")
sys.path.insert(0, "/home/velocitatem/Documents/Projects/PHANTOM/experiments/ml")
from sim.rl.behavior_loader.loader import AgentLoader, Loader, JointLoader, PayloadModel
from sim.rl.behavior_loader.models import JointBehaviorModel
from arch import ContrastiveWeakClassifier, contrastive_loss, featurize_trajectory
from typing import List, Optional, Dict
from datetime import datetime, timedelta
from copy import deepcopy
import numpy as np
import random
import torch
from torch.utils.data import Dataset, DataLoader
from torch.optim import Adam
from torch.utils.tensorboard import SummaryWriter
RUNS_DIR = "/home/velocitatem/Documents/Projects/PHANTOM/experiments/ml/runs"
agent_dir = "/home/velocitatem/Documents/Projects/PHANTOM/experiments/agents/collected_data/"
human_dir = "/home/velocitatem/Documents/Projects/PHANTOM/experiments/collected_data/"
def _perturb_ts(evt: PayloadModel, jitter_ms: int = 500) -> PayloadModel:
"""Add random jitter to event timestamp"""
new_evt = deepcopy(evt)
try:
ts = datetime.fromisoformat(evt.ts.replace('Z', '+00:00'))
delta = timedelta(milliseconds=random.randint(-jitter_ms, jitter_ms))
new_evt.ts = (ts + delta).isoformat()
except:
pass
return new_evt
def augment_trajectory(trajectory: List[PayloadModel], rate: float = 0.1) -> List[PayloadModel]:
"""Apply random augmentation to trajectory for contrastive learning"""
if len(trajectory) < 2:
return trajectory
aug_type = random.choice(['window', 'shuffle', 'noise', 'drop'])
if aug_type == 'window': # random contiguous sub-sequence (70-100% length)
min_len = max(2, int(len(trajectory) * 0.7))
sub_len = random.randint(min_len, len(trajectory))
start = random.randint(0, len(trajectory) - sub_len)
return trajectory[start:start + sub_len]
elif aug_type == 'shuffle': # swap adjacent pairs with probability rate
result = list(trajectory)
for i in range(len(result) - 1):
if random.random() < rate:
result[i], result[i + 1] = result[i + 1], result[i]
return result
elif aug_type == 'drop': # drop events with probability rate
result = [e for e in trajectory if random.random() > rate]
return result if len(result) >= 2 else trajectory[:2]
elif aug_type == 'noise': # perturb timestamps
return [_perturb_ts(e, jitter_ms=500) for e in trajectory]
return trajectory
class TripletDataset(Dataset):
"""Generate (anchor, positive, negative) triplets on-the-fly with augmentation"""
def __init__(self, data: Dict[str, List[PayloadModel]], mdp: Optional[Dict], augment_fn, input_dim: int = 64, multiplier: int = 10):
self.sessions = list(data.items())
self.human_ids = [i for i, (sid, _) in enumerate(self.sessions) if sid.startswith('human_')]
self.agent_ids = [i for i, (sid, _) in enumerate(self.sessions) if sid.startswith('agent_')]
self.mdp = mdp
self.augment = augment_fn
self.input_dim = input_dim
self.multiplier = multiplier
if not self.human_ids or not self.agent_ids:
raise ValueError(f"Need both human ({len(self.human_ids)}) and agent ({len(self.agent_ids)}) sessions")
def __len__(self) -> int:
return len(self.sessions) * self.multiplier
def __getitem__(self, idx: int):
anchor_idx = idx % len(self.sessions)
sid, events = self.sessions[anchor_idx]
is_human = sid.startswith('human_')
anchor = featurize_trajectory(events, self.mdp, self.input_dim)
positive = featurize_trajectory(self.augment(events), self.mdp, self.input_dim)
neg_pool = self.agent_ids if is_human else self.human_ids
neg_idx = random.choice(neg_pool)
negative = featurize_trajectory(self.sessions[neg_idx][1], self.mdp, self.input_dim)
label = 0 if is_human else 1 # 0=human, 1=agent
return (torch.tensor(anchor, dtype=torch.float32),
torch.tensor(positive, dtype=torch.float32),
torch.tensor(negative, dtype=torch.float32),
torch.tensor(label, dtype=torch.long))
def train(epochs: int = 100, lr: float = 1e-3, batch_size: int = 4, input_dim: int = 64,
embed_dim: int = 32, margin: float = 0.3, verbose: bool = True, run_name: str = None):
"""Train contrastive weak classifier on human/agent trajectories"""
joint = JointLoader(human_dir, agent_dir)
data = joint.get_data()
if verbose:
print(f"Loaded {len(data)} sessions")
joint_model = JointBehaviorModel(human_dir, agent_dir)
ref_mdp = joint_model.build_MDP()
dataset = TripletDataset(data, ref_mdp, augment_trajectory, input_dim=input_dim)
loader = DataLoader(dataset, batch_size=batch_size, shuffle=True, drop_last=True)
model = ContrastiveWeakClassifier(input_dim=input_dim, embed_dim=embed_dim, margin=margin)
model.to_device()
run_name = run_name or f"d{input_dim}_e{embed_dim}_lr{lr}_m{margin}_{datetime.now():%Y%m%d_%H%M%S}"
writer = SummaryWriter(f"{RUNS_DIR}/train/{run_name}")
optimizer = Adam(list(model.encoder.parameters()) + list(model.classifier.parameters()), lr=lr)
ce_loss_fn = torch.nn.CrossEntropyLoss()
best_loss = float('inf')
for epoch in range(epochs):
model.encoder.train()
model.classifier.train()
total_loss, n_batches = 0.0, 0
for anchor, positive, negative, labels in loader:
anchor, positive, negative, labels = [t.to(model.device) for t in [anchor, positive, negative, labels]]
z_a, z_p, z_n = [model.encoder(t.unsqueeze(1)) for t in [anchor, positive, negative]]
trip_loss = contrastive_loss(z_a, z_p, z_n, margin=model.margin)
ce = ce_loss_fn(model.classifier(z_a), labels)
loss = trip_loss + 0.5 * ce
optimizer.zero_grad()
loss.backward()
optimizer.step()
total_loss += loss.item()
n_batches += 1
avg_loss = total_loss / max(n_batches, 1)
writer.add_scalar('loss', avg_loss, epoch)
if verbose and (epoch + 1) % 10 == 0:
print(f"Epoch {epoch+1}/{epochs}: loss={avg_loss:.4f}")
if avg_loss < best_loss:
best_loss = avg_loss
writer.close()
if verbose:
print(f"Done. Best={best_loss:.4f} TB:{RUNS_DIR}/train/{run_name}")
return model, ref_mdp
def evaluate_loocv(input_dim: int = 64, embed_dim: int = 32, epochs_per_fold: int = 50,
lr: float = 1e-3, margin: float = 0.3, run_name: str = None):
"""Leave-one-out cross-validation given limited samples"""
joint = JointLoader(human_dir, agent_dir)
data = joint.get_data()
session_ids = list(data.keys())
joint_model = JointBehaviorModel(human_dir, agent_dir)
ref_mdp = joint_model.build_MDP()
run_name = run_name or f"loocv_d{input_dim}_e{embed_dim}_m{margin}_{datetime.now():%Y%m%d_%H%M%S}"
writer = SummaryWriter(f"{RUNS_DIR}/eval/{run_name}")
predictions, actuals = [], []
for fold_idx, test_sid in enumerate(session_ids):
train_data = {k: v for k, v in data.items() if k != test_sid}
test_events = data[test_sid]
test_label = 0 if test_sid.startswith('human_') else 1
n_human = sum(1 for k in train_data if k.startswith('human_'))
n_agent = sum(1 for k in train_data if k.startswith('agent_'))
if n_human == 0 or n_agent == 0:
continue
try:
dataset = TripletDataset(train_data, ref_mdp, augment_trajectory, input_dim=input_dim, multiplier=5)
loader = DataLoader(dataset, batch_size=2, shuffle=True, drop_last=True)
model = ContrastiveWeakClassifier(input_dim=input_dim, embed_dim=embed_dim, margin=margin)
model.to_device()
optimizer = Adam(list(model.encoder.parameters()) + list(model.classifier.parameters()), lr=lr)
model.encoder.train()
model.classifier.train()
for _ in range(epochs_per_fold):
for anchor, positive, negative, labels in loader:
z_a, z_p, z_n = [model.encoder(t.unsqueeze(1).to(model.device)) for t in [anchor, positive, negative]]
loss = contrastive_loss(z_a, z_p, z_n, margin=margin)
optimizer.zero_grad()
loss.backward()
optimizer.step()
test_feat = featurize_trajectory(test_events, ref_mdp, input_dim)
pred = model.predict(test_feat.reshape(1, -1))[0]
predictions.append(pred)
actuals.append(test_label)
print(f" {test_sid[:12]}...: pred={pred}, actual={test_label}, {'OK' if pred == test_label else 'MISS'}")
except Exception as e:
print(f"Error: {e}")
if predictions:
acc = sum(p == a for p, a in zip(predictions, actuals)) / len(predictions)
tp = sum(1 for p, a in zip(predictions, actuals) if p == 1 and a == 1)
fp = sum(1 for p, a in zip(predictions, actuals) if p == 1 and a == 0)
fn = sum(1 for p, a in zip(predictions, actuals) if p == 0 and a == 1)
prec, rec = tp / max(tp + fp, 1), tp / max(tp + fn, 1)
f1 = 2 * prec * rec / max(prec + rec, 1e-10)
writer.add_scalar('accuracy', acc, 0)
writer.add_scalar('f1', f1, 0)
writer.add_scalar('precision', prec, 0)
writer.add_scalar('recall', rec, 0)
writer.close()
print(f"\nAccuracy: {acc:.2%} F1: {f1:.3f} TB:{RUNS_DIR}/eval/{run_name}")
return acc, predictions, actuals
writer.close()
return 0.0, [], []
if __name__ == "__main__":
import argparse
parser = argparse.ArgumentParser()
parser.add_argument('--mode', choices=['train', 'eval'], default='train')
parser.add_argument('--epochs', type=int, default=100)
parser.add_argument('--lr', type=float, default=1e-3)
parser.add_argument('--margin', type=float, default=0.3)
parser.add_argument('--input-dim', type=int, default=64)
parser.add_argument('--embed-dim', type=int, default=32)
parser.add_argument('--run-name', type=str, default=None)
args = parser.parse_args()
if args.mode == 'train':
model, mdp = train(epochs=args.epochs, lr=args.lr, input_dim=args.input_dim,
embed_dim=args.embed_dim, margin=args.margin, run_name=args.run_name)
else:
evaluate_loocv(input_dim=args.input_dim, embed_dim=args.embed_dim, epochs_per_fold=args.epochs,
lr=args.lr, margin=args.margin, run_name=args.run_name)

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from procesing.context import PipelineContext
from procesing.providers import DataProvider, SupabaseProvider, BackendAPIProvider
from procesing.steps import (
BaseContextStep,
FetchInteractionsStep,
FetchPriceLogsStep,
FetchExperimentsStep,
JoinExperimentsStep,
CreatePriceBucketsStep,
AugmentEventNamesStep,
ChunkByTimeWindowStep,
ComputeDemandStep,
ComputeDemandForChunksStep,
AggregatePriceLogsStep,
# StateSpace,
# BuildStateSpaceStep,
FitPricingFunctionStep,
PredictPricesStep,
)
from procesing.pipelines import (
interaction_extraction_pipeline,
price_extraction_pipeline,
pricing_pipeline,
full_pipeline,
)
__all__ = [
'PipelineContext',
'DataProvider',
'SupabaseProvider',
'BackendAPIProvider',
'BaseContextStep',
'FetchInteractionsStep',
'FetchPriceLogsStep',
'FetchExperimentsStep',
'JoinExperimentsStep',
'CreatePriceBucketsStep',
'AugmentEventNamesStep',
'ChunkByTimeWindowStep',
'ComputeDemandStep',
'ComputeDemandForChunksStep',
'AggregatePriceLogsStep',
# 'StateSpace',
# 'BuildStateSpaceStep',
'FitPricingFunctionStep',
'PredictPricesStep',
'interaction_extraction_pipeline',
'price_extraction_pipeline',
'pricing_pipeline',
'full_pipeline',
]

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from __future__ import annotations
import os
import random
from pathlib import Path
from types import SimpleNamespace
import pandas as pd
from lib.separability import estimate_alpha, load_artifacts, score_session
# use relative import when in package context, fallback for standalone
try:
from sim.rl.behavior_loader.models import AgentBehaviorModel
except ImportError:
import sys
sys.path.insert(0, str(Path(__file__).parent.parent.parent / "sim" / "rl" / "behavior_loader"))
from models import AgentBehaviorModel
# paths should be configurable via environment or relative to project root
PROJECT_ROOT = Path(__file__).parent.parent.parent
AGENT_DATA_DIR = Path(os.getenv('PHANTOM_AGENT_DATA_DIR', PROJECT_ROOT / "experiments" / "agents" / "collected_data"))
try:
SEPARABILITY_ARTIFACTS = load_artifacts()
except FileNotFoundError:
SEPARABILITY_ARTIFACTS = None
def remap_schema(df: pd.DataFrame, mapping: dict, on: str = "event_type") -> pd.DataFrame:
"""remap column values according to mapping dict, preserving unmapped values"""
df = df.copy()
df[on] = df[on].map(mapping).fillna(df[on])
return df
def _states_to_events(states: list[str]) -> list[SimpleNamespace]:
events: list[SimpleNamespace] = []
for idx, state in enumerate(states):
parts = state.split("|") if isinstance(state, str) else ["page", "product", str(state)]
page = f"/{parts[0]}" if parts else "/"
product = parts[1] if len(parts) > 1 else "unknown"
event_name = parts[2] if len(parts) > 2 else parts[-1]
events.append(
SimpleNamespace(
eventName=event_name,
page=page,
productId=product,
ts=float(idx),
)
)
return events
def contaminate_dataset(df: pd.DataFrame, on: str = "event_type",
contamination_rate: float = 0.1,
agent_data_dir: Path = None) -> pd.DataFrame:
"""inject synthetic agent trajectories into a dataset
contamination_rate: fraction of final dataset that should be agent data (0.1 = 10% agents)
"""
data_dir = agent_data_dir or AGENT_DATA_DIR
model = AgentBehaviorModel(str(data_dir))
model.build_MDP() # ensure MDP is built before sampling
# compute event distribution from original data
event_dist = df[on].value_counts(normalize=True).to_dict()
total = sum(event_dist.values())
event_dist = {k: v / total for k, v in event_dist.items()}
# calculate how many synthetic events to add
N = len(df)
N_final = N / (1 - contamination_rate)
N_contaminate = int(N_final - N)
# sample start states weighted by original distribution
start_events = random.choices(list(event_dist.keys()), weights=list(event_dist.values()), k=N_contaminate)
# generate synthetic trajectories
new_rows = []
alpha_estimates = []
for start_event in start_events:
# sample trajectory from agent model, using a state that contains the event type
mdp_states = model.mdp.get('states', []) if model.mdp else []
matching_starts = [s for s in mdp_states if start_event in s]
if not matching_starts:
continue # skip if no matching start state
start_state = random.choice(matching_starts)
trajectory = model.sample_traj(start_state, max_len=20)
score_payload: list[SimpleNamespace] = []
score: dict[str, float] = {}
if SEPARABILITY_ARTIFACTS:
score_payload = _states_to_events(trajectory)
score = score_session(score_payload, SEPARABILITY_ARTIFACTS)
alpha_estimates.append(
estimate_alpha(score["prob_agent"], score["delta_h"], score["delta_a"], temperature=2.0)
)
for state in trajectory:
parts = state.split('|') if isinstance(state, str) else [start_event]
new_rows.append({
on: parts[-1] if parts else start_event,
'source': 'synthetic_agent',
'prob_agent': score.get('prob_agent') if SEPARABILITY_ARTIFACTS and score_payload else None,
'delta_h': score.get('delta_h') if SEPARABILITY_ARTIFACTS and score_payload else None,
'delta_a': score.get('delta_a') if SEPARABILITY_ARTIFACTS and score_payload else None,
})
if new_rows:
contaminate_df = pd.DataFrame(new_rows)
df = pd.concat([df, contaminate_df], ignore_index=True)
if alpha_estimates:
df['estimated_alpha'] = sum(alpha_estimates) / len(alpha_estimates)
return df

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from typing import Any, Dict
import pandas as pd
from procesing.providers.base import DataProvider
class PipelineContext:
"""
Context for pipeline execution holding config, provider, and cached data.
Enables dependency injection and eliminates global state.
"""
def __init__(self,
provider: DataProvider,
store_mode: str,
window_size: str = '30s',
**config):
self.provider = provider
self.store_mode = store_mode
self.window_size = window_size
self.config = config
self._cache: Dict[str, Any] = {}
def get_cached(self, key: str, default=None):
return self._cache.get(key, default)
def cache(self, key: str, value):
self._cache[key] = value
return value
@property
def products(self) -> pd.DataFrame:
"""Lazy-load and cache product catalog, single fetch per pipeline run"""
if 'products' not in self._cache:
self._cache['products'] = self.provider.fetch_products(self.store_mode)
return self._cache['products']

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import numpy as np
import pandas as pd
from typing import List, Dict, Optional
from sklearn.base import BaseEstimator, TransformerMixin
from supabase import create_client, Client
import os
SUPABASE_URL = os.getenv("NEXT_PUBLIC_SUPABASE_URL", "")
SUPABASE_KEY = os.getenv("NEXT_PUBLIC_SUPABASE_ANON_KEY", "")
supabase: Client = create_client(SUPABASE_URL, SUPABASE_KEY)
class TemporalElasticityEstimator(BaseEstimator, TransformerMixin):
"""
Compute price elasticity from time-series demand and price data.
Elasticity = (% change in quantity) / (% change in price)
Works with chunked time-window data from ChunkInteractionsIntoSteps.
"""
def __init__(self,
method:str='point',
min_observations:int=2,
smooth_window:Optional[int]=None):
"""
Args:
method: 'point' (point elasticity) or 'arc' (arc elasticity)
min_observations: min data points needed per product
smooth_window: if set, apply rolling avg smoothing to time series
"""
self.method = method
self.min_observations = min_observations
self.smooth_window = smooth_window
def fit(self, X):
return self
def transform(self,
demand_chunks: List[Dict],
price_chunks: List[Dict],
store_mode: str = 'hotel') -> pd.DataFrame:
"""
Args:
demand_chunks: list from ChunkInteractionsIntoSteps + DemandEstimator
each item: {'window_start', 'window_end', 'demand_vector'}
price_chunks: list of dicts with {'window_start', 'window_end', 'price_vector'}
store_mode: 'hotel' or 'airline' to fetch all products
Returns:
df with [productId, elasticity, std_error, n_observations]
"""
# fetch all products from database
all_products = supabase.table(f'{store_mode}_products').select("id").execute()
all_product_ids = [p['id'] for p in all_products.data]
aligned = self._align_chunks(demand_chunks, price_chunks)
if not aligned:
# return all products with zero elasticity
return pd.DataFrame({
'productId': all_product_ids,
'elasticity': 0.0,
'std_error': 0.0,
'n_obs': 0
})
# build time series per product
product_series = self._build_product_timeseries(aligned)
# compute elasticity per product
elasticities = []
for pid, series in product_series.items():
if len(series) < self.min_observations:
# assign 0 elasticity for products with insufficient data
elasticities.append({
'productId': pid,
'elasticity': 0.0,
'std_error': 0.0,
'n_obs': len(series)
})
continue
# apply smoothing if requested
if self.smooth_window and len(series) >= self.smooth_window:
series = self._smooth_series(series, self.smooth_window)
elast = self._compute_elasticity(series)
elasticities.append({
'productId': pid,
'elasticity': elast['value'],
'std_error': elast.get('std_error', 0.0),
'n_obs': len(series)
})
result_df = pd.DataFrame(elasticities)
# fill in missing products with zero elasticity
observed_pids = set(result_df['productId'].unique())
missing_pids = [pid for pid in all_product_ids if pid not in observed_pids]
if missing_pids:
missing_df = pd.DataFrame({
'productId': missing_pids,
'elasticity': 0.0,
'std_error': 0.0,
'n_obs': 0
})
result_df = pd.concat([result_df, missing_df], ignore_index=True)
return result_df
def _align_chunks(self, demand_chunks, price_chunks):
"""Align demand and price data by matching time windows."""
aligned = []
# create lookup for price chunks by window_start
price_lookup = {chunk['window_start']: chunk for chunk in price_chunks}
for demand_chunk in demand_chunks:
window_start = demand_chunk['window_start']
if window_start in price_lookup:
aligned.append({
'window_start': window_start,
'window_end': demand_chunk['window_end'],
'demand': demand_chunk['demand_vector'],
'prices': price_lookup[window_start]['price_vector']
})
return aligned
def _build_product_timeseries(self, aligned_chunks):
"""Build time series [price, quantity] per product."""
# vectorize chunk merging instead of iterating rows
all_merged = []
for chunk in aligned_chunks:
merged = chunk['demand'].merge(chunk['prices'], on='productId', how='inner')
merged['timestamp'] = chunk['window_start']
all_merged.append(merged[['productId', 'timestamp', 'price', 'demand_score']])
if not all_merged:
return {}
# concat all chunks and group by productId in one pass
combined = pd.concat(all_merged, ignore_index=True)
series_by_product = {
pid: group[['timestamp', 'price', 'demand_score']].rename(
columns={'demand_score': 'quantity'}
).to_dict('records')
for pid, group in combined.groupby('productId')
}
return series_by_product
def _smooth_series(self, series, window):
"""Apply rolling average smoothing."""
df = pd.DataFrame(series)
df['price_smooth'] = df['price'].rolling(window=window, center=True).mean()
df['quantity_smooth'] = df['quantity'].rolling(window=window, center=True).mean()
df = df.dropna()
return [{'timestamp': row['timestamp'],
'price': row['price_smooth'],
'quantity': row['quantity_smooth']}
for _, row in df.iterrows()]
def _compute_elasticity(self, series):
"""Compute elasticity from time series."""
if len(series) < 2:
return {'value': 0.0, 'std_error': 0.0}
prices = np.array([s['price'] for s in series])
quantities = np.array([s['quantity'] for s in series])
# filter out zero/negative values
valid = (prices > 0) & (quantities > 0)
if valid.sum() < 2:
return {'value': 0.0, 'std_error': 0.0}
prices = prices[valid]
quantities = quantities[valid]
if self.method == 'point':
return self._point_elasticity(prices, quantities)
elif self.method == 'arc':
return self._arc_elasticity(prices, quantities)
else:
raise ValueError(f"Unknown method: {self.method}")
def _point_elasticity(self, prices, quantities):
"""
Point elasticity using log-log regression.
log(Q) = a + b*log(P), elasticity = b
"""
if len(prices) < 2:
return {'value': 0.0, 'std_error': 0.0}
log_p = np.log(prices)
log_q = np.log(quantities)
# simple linear regression
if log_p.std() == 0:
return {'value': 0.0, 'std_error': 0.0}
cov = np.cov(log_p, log_q)[0, 1]
var = np.var(log_p)
b = cov / var
# std error estimate (avoid div by zero)
if len(prices) <= 2:
se_b = 0.0
else:
residuals = log_q - (log_q.mean() + b * (log_p - log_p.mean()))
mse = (residuals ** 2).sum() / (len(prices) - 2)
se_b = np.sqrt(mse / (len(prices) * var))
return {'value': b, 'std_error': se_b}
def _arc_elasticity(self, prices, quantities):
"""
Arc elasticity: average of period-over-period elasticities.
E_t = (ΔQ/Q_avg) / (ΔP/P_avg)
"""
elasticities = []
for i in range(1, len(prices)):
p1, p2 = prices[i-1], prices[i]
q1, q2 = quantities[i-1], quantities[i]
p_avg = (p1 + p2) / 2
q_avg = (q1 + q2) / 2
if p_avg == 0 or q_avg == 0:
continue
delta_p = p2 - p1
delta_q = q2 - q1
if delta_p == 0:
continue
e = (delta_q / q_avg) / (delta_p / p_avg)
elasticities.append(e)
if not elasticities:
return None
return {
'value': np.mean(elasticities),
'std_error': np.std(elasticities) / np.sqrt(len(elasticities))
}
def aggregate_price_logs(price_logs: pd.DataFrame,
window_size: str = '1H',
ts_col: str = 'ts',
store_mode : str = 'hotel') -> List[Dict]:
"""
Recover price vectors treating prices as persistent state changes.
Prices are set-operations that persist until next change. For each window:
- If price logs exist: average all changes within window
- If no logs: carry forward last price before window end
Args:
price_logs: df with [productId, price, ts, ...]
window_size: time window size matching ChunkInteractionsIntoSteps
ts_col: timestamp column name
Returns:
list of dicts with {'window_start', 'window_end', 'price_vector'}
where price_vector is df with [productId, price]
"""
if price_logs.empty:
return []
df = price_logs.copy()
if not pd.api.types.is_datetime64_any_dtype(df[ts_col]):
df[ts_col] = pd.to_datetime(df[ts_col])
df = df.sort_values([ts_col, 'productId'])
all_products=supabase.table(f'{store_mode}_products').select("id, room_type, date_index, metadata, availability").execute()
all_products = pd.DataFrame(all_products.data)
unique_products = all_products['id'].unique()
# generate windows across data range
min_time, max_time = df[ts_col].min(), df[ts_col].max()
windows = pd.date_range(
start=min_time.floor(window_size),
end=max_time,
freq=window_size
)
chunks = []
for window_start in windows:
window_end = window_start + pd.Timedelta(window_size)
price_vector = []
# all products with price history by window_end
#historical_products = df[df[ts_col] < window_end]['productId'].unique()
historical_products = unique_products.tolist()
for pid in historical_products:
product_data = df[df['productId'] == pid]
# logs within window
in_window = product_data[
(product_data[ts_col] >= window_start) &
(product_data[ts_col] < window_end)
]
if not in_window.empty:
# average changes within window
price = in_window['price'].mean()
else:
# carry forward: last price before window end
before_window = product_data[product_data[ts_col] < window_end]
if before_window.empty:
continue
price = before_window['price'].iloc[-1]
price_vector.append({'productId': pid, 'price': price})
if price_vector:
chunks.append({
'window_start': window_start,
'window_end': window_end,
'price_vector': pd.DataFrame(price_vector)
})
return chunks

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@@ -1,84 +0,0 @@
import pandas as pd
import json
import numpy as np
import os
import requests
from dotenv import load_dotenv
from sklearn.base import BaseEstimator, TransformerMixin
load_dotenv()
BACKEND_URL = os.getenv("BACKEND_URL", "http://localhost:5000")
N_PRICE_BUCKETS = 5
def get_data_from_kafka() -> pd.DataFrame:
"""fetch all events from backend dump endpoint"""
resp = requests.get(f"{BACKEND_URL}/api/kafka/dump")
resp.raise_for_status()
data = resp.json()
if not data.get('success') or not data.get('data'):
return pd.DataFrame()
df = pd.DataFrame(data['data'])
# explode metadata col json
if 'metadata' in df.columns:
df = df.join(pd.json_normalize(df.pop("metadata"), sep=".").add_prefix("metadata_"))
df = df.dropna(subset=['eventName'])
return df
def join_with_experiments(df: pd.DataFrame) -> pd.DataFrame:
# TODO: Get experiments db from supabase and join on session_id
return df
def augment_event_titles(df: pd.DataFrame) -> pd.DataFrame:
# from taking standard view_item_page in eventName to view_item_page_{metadata_schema}
# we want metadata schema to create product specific event names
# only create price buckets if we have enough unique prices
if df["metadata_price"].notnull().sum() > 0:
try:
price_buckets = pd.qcut(
df["metadata_price"],
q=N_PRICE_BUCKETS,
labels=[f"PB_{i+1}" for i in range(N_PRICE_BUCKETS)],
duplicates='drop' # handle duplicate bin edges
)
except ValueError:
# fallback: if still not enough unique values, use cut with fixed ranges or just use raw price
price_buckets = df["metadata_price"].apply(lambda x: f"P_{int(x)}" if pd.notnull(x) else "")
else:
price_buckets = pd.Series([""] * len(df), index=df.index)
# metadata_schema: _product_id@price_bucket_{i} only if we have product metadata otherswise keep original event name
# TODO: make this adaptive, if we have hover_over_title we append the title, if its view_page we say which page
df["metadata_schema"] = np.where(
df["productId"].notnull() & df["metadata_price"].notnull(),
"_" + df["productId"].astype(str) + "@" + price_buckets.astype(str),
""
)
df["eventName"] = df["eventName"] + df["metadata_schema"].astype(str)
return df
def extract() -> pd.DataFrame:
df = get_data_from_kafka()
df = join_with_experiments(df)
df = augment_event_titles(df)
return df
class DataExtractor(BaseEstimator, TransformerMixin):
def fit(self, X=None, y=None):
return self
def transform(self, X=None):
return extract()
if __name__ == "__main__":
df = extract()
print(df.head())
print(df.tail())
print(df.info())

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@@ -1,158 +0,0 @@
import numpy as np
import pandas as pd
from sklearn.base import BaseEstimator, TransformerMixin
def build_transition_prob_matrix(df: pd.DataFrame):
df = df.dropna(subset=['eventName'])
events = df['eventName'].tolist()
labels = pd.Index(events).unique().tolist()
idx = {e:i for i,e in enumerate(labels)}
M = np.zeros((len(labels), len(labels)), dtype=float)
for a, b in zip(events, events[1:]):
M[idx[a], idx[b]] += 1
row_sums = M.sum(axis=1, keepdims=True)
with np.errstate(divide='ignore', invalid='ignore'):
P = np.divide(M, row_sums, where=row_sums>0) # row-normalized
return P, labels
# https://medium.com/data-science/time-series-data-markov-transition-matrices-7060771e362b
from graphviz import Digraph
import numpy as np
import pandas as pd
def _as_prob_df(matrix, labels=None):
"""Return a square DataFrame with index=columns=labels."""
if isinstance(matrix, pd.DataFrame):
# Ensure square and aligned
assert (matrix.index == matrix.columns).all(), "Index/columns must match."
return matrix
matrix = np.asarray(matrix, dtype=float)
assert matrix.shape[0] == matrix.shape[1], "Matrix must be square."
if labels is None:
raise ValueError("labels are required when matrix is not a DataFrame")
assert len(labels) == matrix.shape[0], "labels length must match matrix size."
return pd.DataFrame(matrix, index=list(labels), columns=list(labels))
def _df_to_edgelist(P: pd.DataFrame, threshold=0.0, round_digits=2):
"""Build weighted edges > threshold."""
edges = []
for src in P.index:
for dst in P.columns:
w = float(P.loc[src, dst])
if w > threshold:
edges.append((str(src), str(dst), f"{w:.{round_digits}f}"))
return edges
def render_graph(fname, matrix, ls_index=None, threshold=0.0, fmt="svg", view=False):
"""
fname: output file stem (no extension)
matrix: NumPy array or pandas DataFrame of transition PROBABILITIES
ls_index: ordered labels (required if matrix is not a DataFrame)
threshold: hide edges with weight <= threshold
fmt: 'svg'|'png'|'pdf' etc.
view: open after rendering
"""
P = _as_prob_df(matrix, labels=ls_index)
edges = _df_to_edgelist(P, threshold=threshold)
g = Digraph(format=fmt)
g.attr(rankdir="LR", size="30")
g.attr("node", shape="circle")
# ensure isolated nodes appear
for node in P.index:
g.node(str(node), width="1", height="1")
for src, dst, label in edges:
g.edge(src, dst, label=label)
g.render(fname, view=view, cleanup=True)
return g
class TransitionProbMatrixTransformer(BaseEstimator, TransformerMixin):
def __init__(self, threshold=0.0):
self.threshold = threshold
self.P_ = None
self.labels_ = None
def fit(self, X: pd.DataFrame, y=None):
P, labels = build_transition_prob_matrix(X)
self.P_ = P
self.labels_ = labels
return self
def transform(self, X: pd.DataFrame = None):
return self.P_, self.labels_
def render(self, fname: str, fmt="svg", view=False):
if self.P_ is None or self.labels_ is None:
raise ValueError("Transformer has not been fitted yet.")
return render_graph(
fname,
self.P_,
ls_index=self.labels_,
threshold=self.threshold,
fmt=fmt,
view=view
)
class SessionTransitionProbMatrixTransformer(BaseEstimator, TransformerMixin):
def __init__(self, threshold=0.0, session_col='sessionId'):
self.threshold = threshold
self.session_col = session_col
self.session_matrices_ = None
def fit(self, X: pd.DataFrame, y=None):
if self.session_col not in X.columns:
raise ValueError(f"Column '{self.session_col}' not found in DataFrame")
session_matrices = {}
for session_id, grp in X.groupby(self.session_col):
if len(grp) > 1: # need at least 2 events for transitions
P, labels = build_transition_prob_matrix(grp)
session_matrices[session_id] = {'matrix': P, 'labels': labels}
self.session_matrices_ = session_matrices
return self
def transform(self, X: pd.DataFrame = None):
if self.session_matrices_ is None:
raise ValueError("Transformer has not been fitted yet.")
return pd.Series(self.session_matrices_)
def render_session(self, session_id: str, fname: str, fmt="svg", view=False):
if self.session_matrices_ is None:
raise ValueError("Transformer has not been fitted yet.")
if session_id not in self.session_matrices_:
raise ValueError(f"Session '{session_id}' not found in fitted data.")
sess_data = self.session_matrices_[session_id]
return render_graph(
fname,
sess_data['matrix'],
ls_index=sess_data['labels'],
threshold=self.threshold,
fmt=fmt,
view=view
)
if __name__ == "__main__":
# Example usage
data = {
'eventName': [
'A', 'B', 'A', 'C', 'B', 'A', 'A', 'C', 'B', 'C',
'A', 'B', 'C', 'A', 'B', 'C', 'A', 'B', 'C', 'A'
]
}
df = pd.DataFrame(data)
transformer = TransitionProbMatrixTransformer(threshold=0.1)
transformer.fit(df)
P, labels = transformer.transform(None)
print("Transition Probability Matrix:")
print(pd.DataFrame(P, index=labels, columns=labels))
# Render the graph
transformer.render("transition_graph", fmt="svg", view=False)

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@@ -0,0 +1,245 @@
"""
Revenue and KPI benchmark framework for pricing strategies.
Computes session-level and aggregate metrics to compare pricing functions:
- Revenue: R_T = Σ P_t^T · Q_t
- Conversion rate
- Average order value (AOV)
- Agent exploitation loss: L_agent = R_oracle - R_observed
"""
from typing import Dict, List, Any, Optional
from dataclasses import dataclass, field, asdict
import pandas as pd
import numpy as np
@dataclass
class SessionMetrics:
"""KPIs for single session."""
session_id: str
experiment_id: Optional[str] = None
# interaction metrics
total_interactions: int = 0
page_views: int = 0
item_views: int = 0
searches: int = 0
cart_adds: int = 0
# revenue metrics
items_purchased: int = 0
total_revenue: float = 0.0
avg_item_price: float = 0.0
conversion_rate: float = 0.0
# pricing signals
total_price_shown: float = 0.0 # sum of all prices displayed
avg_markup: float = 0.0 # avg (price / base_price)
# behavioral features (for agent detection)
interaction_velocity: float = 0.0 # interactions per minute
session_duration_sec: float = 0.0
unique_products_viewed: int = 0
metadata: Dict[str, Any] = field(default_factory=dict)
def to_dict(self) -> Dict[str, Any]:
return asdict(self)
@dataclass
class AggregateMetrics:
"""Aggregate KPIs across sessions/experiments."""
experiment_id: Optional[str] = None
n_sessions: int = 0
# revenue aggregates
total_revenue: float = 0.0
avg_revenue_per_session: float = 0.0
median_revenue_per_session: float = 0.0
# conversion aggregates
total_conversions: int = 0
conversion_rate: float = 0.0 # purchases / sessions
# pricing aggregates
avg_markup: float = 0.0
median_markup: float = 0.0
# agent exploitation metrics
estimated_agent_sessions: int = 0 # sessions flagged as agent-driven
agent_revenue: float = 0.0
human_revenue: float = 0.0
agent_loss: float = 0.0 # L_agent = R_oracle - R_observed (if available)
def to_dict(self) -> Dict[str, Any]:
return asdict(self)
class MetricsComputer:
"""Compute session and aggregate metrics from interaction/price logs."""
@staticmethod
def compute_session_metrics(
session_id: str,
interactions: pd.DataFrame,
price_logs: pd.DataFrame,
purchases: Optional[pd.DataFrame] = None,
experiment_id: Optional[str] = None
) -> SessionMetrics:
"""
Compute metrics for single session.
Args:
session_id: session identifier
interactions: user-interactions events for this session
price_logs: price-logs for this session
purchases: purchase events (if available)
experiment_id: experiment identifier
"""
metrics = SessionMetrics(session_id=session_id, experiment_id=experiment_id)
if interactions.empty:
return metrics
# interaction counts
event_counts = interactions['eventName'].value_counts().to_dict()
metrics.total_interactions = len(interactions)
metrics.page_views = event_counts.get('page_view', 0) + event_counts.get('view_item_page', 0)
metrics.item_views = event_counts.get('view_item_page', 0)
metrics.searches = event_counts.get('search', 0)
metrics.cart_adds = event_counts.get('add_item_to_cart', 0)
# unique products viewed
metrics.unique_products_viewed = interactions['productId'].dropna().nunique()
# session duration
if 'ts' in interactions.columns:
timestamps = pd.to_datetime(interactions['ts'])
metrics.session_duration_sec = (timestamps.max() - timestamps.min()).total_seconds()
if metrics.session_duration_sec > 0:
metrics.interaction_velocity = (metrics.total_interactions / metrics.session_duration_sec) * 60
# revenue from purchases
if purchases is not None and not purchases.empty:
metrics.items_purchased = len(purchases)
metrics.total_revenue = purchases['price'].sum() if 'price' in purchases.columns else 0.0
metrics.avg_item_price = metrics.total_revenue / metrics.items_purchased if metrics.items_purchased > 0 else 0.0
metrics.conversion_rate = 1.0 if metrics.items_purchased > 0 else 0.0
# pricing metrics
if not price_logs.empty:
metrics.total_price_shown = price_logs['price'].sum()
# compute markup if base_price available in price logs or join with product catalog
if 'base_price' in price_logs.columns:
valid_markup = price_logs[price_logs['base_price'] > 0]
if not valid_markup.empty:
metrics.avg_markup = (valid_markup['price'] / valid_markup['base_price']).mean()
return metrics
@staticmethod
def compute_aggregate_metrics(
session_metrics_list: List[SessionMetrics],
experiment_id: Optional[str] = None,
agent_detector_fn: Optional[callable] = None
) -> AggregateMetrics:
"""
Aggregate metrics across sessions.
Args:
session_metrics_list: list of SessionMetrics
experiment_id: experiment identifier
agent_detector_fn: optional function to classify session as agent (returns bool)
"""
agg = AggregateMetrics(experiment_id=experiment_id)
agg.n_sessions = len(session_metrics_list)
if agg.n_sessions == 0:
return agg
df = pd.DataFrame([m.to_dict() for m in session_metrics_list])
# revenue aggregates
agg.total_revenue = df['total_revenue'].sum()
agg.avg_revenue_per_session = df['total_revenue'].mean()
agg.median_revenue_per_session = df['total_revenue'].median()
# conversion aggregates
agg.total_conversions = (df['items_purchased'] > 0).sum()
agg.conversion_rate = agg.total_conversions / agg.n_sessions
# pricing aggregates
valid_markups = df[df['avg_markup'] > 0]
if not valid_markups.empty:
agg.avg_markup = valid_markups['avg_markup'].mean()
agg.median_markup = valid_markups['avg_markup'].median()
# agent detection (if detector provided)
if agent_detector_fn is not None:
agent_flags = [agent_detector_fn(m) for m in session_metrics_list]
agg.estimated_agent_sessions = sum(agent_flags)
agent_revenue = sum(m.total_revenue for m, is_agent in zip(session_metrics_list, agent_flags) if is_agent)
human_revenue = sum(m.total_revenue for m, is_agent in zip(session_metrics_list, agent_flags) if not is_agent)
agg.agent_revenue = agent_revenue
agg.human_revenue = human_revenue
return agg
@staticmethod
def compare_pricing_strategies(
experiments: Dict[str, List[SessionMetrics]],
baseline_experiment_id: Optional[str] = None
) -> pd.DataFrame:
"""
Compare multiple pricing strategies/experiments.
Args:
experiments: dict mapping experiment_id -> list of SessionMetrics
baseline_experiment_id: experiment to use as baseline for comparison
Returns:
DataFrame with comparative metrics
"""
results = []
baseline_agg = None
for exp_id, session_metrics in experiments.items():
agg = MetricsComputer.compute_aggregate_metrics(session_metrics, experiment_id=exp_id)
result = agg.to_dict()
if exp_id == baseline_experiment_id:
baseline_agg = agg
results.append(result)
df = pd.DataFrame(results)
# add relative metrics if baseline exists
if baseline_agg is not None:
df['revenue_lift_pct'] = ((df['total_revenue'] - baseline_agg.total_revenue) / baseline_agg.total_revenue * 100)
df['conversion_lift_pct'] = ((df['conversion_rate'] - baseline_agg.conversion_rate) / baseline_agg.conversion_rate * 100)
return df
def simple_agent_detector(session_metrics: SessionMetrics, velocity_threshold: float = 5.0) -> bool:
"""
Simple heuristic agent detector based on interaction velocity.
Args:
session_metrics: SessionMetrics instance
velocity_threshold: interactions per minute threshold (default: 5.0)
Returns:
True if session likely agent-driven
"""
# agents tend to have higher interaction velocity and lower session duration
if session_metrics.interaction_velocity > velocity_threshold:
return True
# agents often view many products quickly without converting
if session_metrics.unique_products_viewed > 10 and session_metrics.conversion_rate == 0:
return True
return False

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@@ -1,19 +0,0 @@
from sklearn.pipeline import Pipeline
from sklearn.preprocessing import StandardScaler
from extract import DataExtractor
from mapping import SessionTransitionProbMatrixTransformer, render_graph
if __name__ == "__main__":
steps = [
('data_extraction', DataExtractor()),
('transition_matrix', SessionTransitionProbMatrixTransformer(threshold=0.05)),
]
pipeline = Pipeline(steps)
result = pipeline.fit_transform(None)
print(f"Number of sessions: {len(result)}\n")
for session_id, sess_data in result.items():
fname = f"session_{session_id}"
render_graph(fname, sess_data['matrix'], ls_index=sess_data['labels'], threshold=0.05, fmt="svg", view=False)
print(f"Rendered {fname}.svg")

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from sklearn.pipeline import Pipeline
import pandas as pd
from procesing.context import PipelineContext
from procesing.providers import SupabaseProvider, BackendAPIProvider
import os
from procesing.steps import (
FetchInteractionsStep,
FetchPriceLogsStep,
FetchExperimentsStep,
JoinExperimentsStep,
CreatePriceBucketsStep,
AugmentEventNamesStep,
ChunkByTimeWindowStep,
ComputeDemandForChunksStep,
AggregatePriceLogsStep,
FitPricingFunctionStep,
PredictPricesStep,
ComputeDemandStep,
JoinProductFeaturesStep,
ExtractSessionFeaturesStep,
JoinLabelsStep,
ValidateDataStep,
)
from procesing.pricers import SimpleSurgePricer
def interaction_extraction_pipeline(context: PipelineContext):
"""Pipeline for extracting and augmenting interaction data"""
return Pipeline([
('fetch', FetchInteractionsStep(context)),
('create_buckets', CreatePriceBucketsStep(context)),
('augment_events', AugmentEventNamesStep(context)),
])
def price_extraction_pipeline(context: PipelineContext):
"""Pipeline for extracting price logs"""
return Pipeline([
('fetch', FetchPriceLogsStep(context)),
])
def product_features_pipeline(context: PipelineContext,
interactions_df: pd.DataFrame,
price_logs_df: pd.DataFrame):
demand_step = ComputeDemandStep(context)
price_step = AggregatePriceLogsStep(context)
join_step = JoinProductFeaturesStep(context)
demand_data = demand_step.transform(interactions_df)
price_data= price_step.transform(price_logs_df)
joined_data = join_step.transform((demand_data, price_data))
return joined_data
def pricing_pipeline(context: "PipelineContext",
data: pd.DataFrame,
high_threshold: int = 10,
low_threshold: int = 2,
surge_multiplier: float = 1.2,
discount_multiplier: float = 0.9) -> pd.DataFrame:
if data.empty or 'productId' not in data.columns:
return pd.DataFrame()
surge_pricer = SimpleSurgePricer()
surge_pricer.fit(data)
data['optimal_price'] = surge_pricer.predict()
return data
def full_pipeline(context: PipelineContext,
high_threshold: int = 10,
low_threshold: int = 2,
surge_multiplier: float = 1.2,
discount_multiplier: float = 0.9):
"""
Complete end-to-end pipeline: data extraction -> demand/price aggregation -> surge pricing
Args:
context: Pipeline context
high_threshold: Demand threshold for surge pricing
low_threshold: Demand threshold for discounts
surge_multiplier: Price multiplier for high demand
discount_multiplier: Price multiplier for low demand
Returns:
tuple: (product_features_df, optimal_prices_df)
- product_features_df: [productId, demand_score, price]
- optimal_prices_df: [productId, current_price, optimal_price, demand_score]
"""
interaction_pipe = interaction_extraction_pipeline(context)
price_pipe = price_extraction_pipeline(context)
interactions_df = interaction_pipe.fit_transform(None)
price_logs_df = price_pipe.fit_transform(None)
product_features_df = product_features_pipeline(context, interactions_df, price_logs_df)
print(product_features_df.to_string())
# generate optimal prices using surge rules
optimal_prices_df = pricing_pipeline(context, product_features_df,
high_threshold=high_threshold,
low_threshold=low_threshold,
surge_multiplier=surge_multiplier,
discount_multiplier=discount_multiplier)
return product_features_df, optimal_prices_df
def ml_training_pipeline(context: PipelineContext) -> pd.DataFrame:
"""
Build labeled session-level feature matrix for ML model training.
Pipeline: fetch -> validate -> extract features -> join labels
Returns:
DataFrame with ~25 features per session + is_agent label
Columns: sessionId, experimentId, temporal/behavioral/product/ua features, is_agent
"""
# fetch raw interactions
interactions_df = FetchInteractionsStep(context).transform(None)
# validate data quality (report cached in context)
interactions_df = ValidateDataStep(context).transform(interactions_df)
if interactions_df.empty:
return pd.DataFrame()
# extract vectorized session features
features_df = ExtractSessionFeaturesStep(context).transform(interactions_df)
if features_df.empty:
return pd.DataFrame()
# join experiment labels (is_agent = ~xp_human_only)
labeled_df = JoinLabelsStep(context).transform(features_df)
return labeled_df
if __name__ == '__main__':
class ExperimentsProvider(SupabaseProvider, BackendAPIProvider):
def fetch_kafka_topic(self, topic: str) -> pd.DataFrame:
base_path = "/home/velocitatem/Documents/Projects/PHANTOM/experiments/collected_data/" # os.path.join(os.path.dirname(__file__), "collected_data")
if not os.path.isdir(base_path):
return pd.DataFrame()
files = {"user-interactions": "int.json", "price-logs": "price.json"}
file_to_read = files.get(topic, files["user-interactions"])
frames = []
for d in os.listdir(base_path):
full_path = os.path.join(base_path, d, file_to_read)
if not os.path.isfile(full_path):
continue
try:
data = pd.read_json(full_path)
payloads = pd.DataFrame([r['payload'] for r in data['value'].to_list()])
frames.append(payloads)
except Exception as e:
print(f"Warning: Could not process {full_path}: {e}")
return pd.concat(frames, ignore_index=True) if frames else pd.DataFrame()
# demo: run ML training pipeline
context = PipelineContext(provider=ExperimentsProvider(), store_mode='hotel')
features = ml_training_pipeline(context)
print(f"Feature matrix: {features.shape}")
print(features.head())
print(features.info())
features.to_parquet("features.parquet")

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from procesing.pricers.base import PricingFunction
from procesing.pricers.elasticity import ElasticityBasedPricer
from procesing.pricers.simple import StaticPricer, RandomPricer, SimpleSurgePricer
from procesing.pricers.session_aware import SessionAwarePricer, ProductSpecificSessionPricer
__all__ = [
'PricingFunction',
'ElasticityBasedPricer',
'StaticPricer',
'RandomPricer',
'SimpleSurgePricer',
'SessionAwarePricer',
'ProductSpecificSessionPricer'
]

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from abc import ABC, abstractmethod
from typing import Optional, Dict, Any, List
import numpy as np
import pandas as pd
class PricingFunction(ABC):
"""
Abstract base for pricing functions.
Objective:
maximize E[R_T] = E[Σ P_t^T · Q_t]
subject to:
Q_t = g(P_t, S_t) (demand response via elasticity)
P_t ≥ C (cost floor)
minimize L_agent = R_oracle - R_observed
"""
@abstractmethod
def fit(self, *kwargs):
"""
Offline training on historical data.
This is where we can think about some maximization of expected revenue
over historical trajectories to learn parameters of the pricing function.
(This however we cover move in the RL side of things)
"""
pass
@abstractmethod
def predict(self, *kwargs) -> np.ndarray:
"""
Generate optimal prices given current state.
This is an abstract method that transitions from τ -> P*
which is the mapping from the trajectory to optimal prices under
some subset of session grouping (so, per sessionId)
"""
pass
@abstractmethod
def _get_features(self, *kwargs) -> np.ndarray:
"""
Extract features from trajectory for pricing decision.
Returns:
np.ndarray of shape (n_products, n_features)
"""
pass
def update(self, observation: Dict[str, Any]):
"""
Online learning update (optional).
Args:
observation: dict with {state, action, reward, next_state}
- state: StateSpace before pricing decision
- action: prices shown (P_t)
- reward: revenue/conversion signal
- next_state: StateSpace after user interaction
"""
pass # default: no online learning
def get_params(self) -> Dict[str, Any]:
"""Return pricing function parameters for serialization."""
return {}
def set_params(self, params: Dict[str, Any]):
"""Load pricing function parameters from dict."""
pass

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import numpy as np
import pandas as pd
from procesing.pricers.base import PricingFunction
class ElasticityBasedPricer(PricingFunction):
"""
Pricing based on demand elasticity estimates.
f(Q, S) = base_price * (1 + alpha * elasticity * demand_deviation)
"""
def __init__(self, alpha: float = 0.1, price_floor: float = 0.0, price_ceil: float = np.inf):
self.alpha = alpha
self.price_floor = price_floor
self.price_ceil = price_ceil
self.elasticity = None
self.base_prices = None
self.mean_demand = None
def fit(self, historical_data: pd.DataFrame):
"""
Calibrate from historical elasticity estimates.
Expects: [productId, elasticity, base_price, mean_demand]
"""
if 'elasticity' not in historical_data.columns:
raise ValueError("historical_data must contain 'elasticity' column")
self.elasticity = historical_data['elasticity'].values
self.base_prices = (historical_data['base_price'].values
if 'base_price' in historical_data.columns
else np.ones(len(historical_data)) * 100)
self.mean_demand = (historical_data['mean_demand'].values
if 'mean_demand' in historical_data.columns
else np.ones(len(historical_data)) * 10)
return self
def predict(self, state_space) -> np.ndarray:
"""
Adjust prices based on demand deviation and elasticity.
Higher demand -> increase price (but less for elastic goods)
"""
if self.elasticity is None:
raise ValueError("Must call fit() before predict()")
demand = np.asarray(state_space.demand)
if len(demand) != len(self.elasticity):
raise ValueError(f"Demand vector size {len(demand)} != elasticity size {len(self.elasticity)}")
# compute demand deviation from mean
demand_dev = (demand - self.mean_demand) / (self.mean_demand + 1e-6)
# adjust price: if demand high and elastic, don't increase much
# if demand high and inelastic, increase more
price_multiplier = 1 + self.alpha * np.abs(self.elasticity) * demand_dev
prices = self.base_prices * price_multiplier
# enforce bounds
prices = np.clip(prices, self.price_floor, self.price_ceil)
return prices
def _get_features(self, state_space=None) -> np.ndarray:
"""Extract elasticity, demand, and demand deviation for each product"""
if state_space is None or self.elasticity is None:
n = len(self.elasticity) if self.elasticity is not None else 0
return np.zeros((n, 3))
demand = np.asarray(state_space.demand)
demand_dev = (demand - self.mean_demand) / (self.mean_demand + 1e-6)
return np.column_stack([self.elasticity, demand, demand_dev])

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"""
Session-aware pricing functions that leverage behavioral features S_t.
These pricers aim to minimize L_agent = R_oracle - R_observed.
"""
import numpy as np
import pandas as pd
from procesing.pricers.base import PricingFunction
from procesing.pricers.elasticity import ElasticityBasedPricer
class SessionAwarePricer(PricingFunction):
"""
Extends elasticity-based pricing with session behavioral signals.
f(Q, P, S) = base_price * elasticity_factor * session_factor
Where session_factor adjusts for:
- interaction_velocity (agent detection proxy)
- product_view_depth (interest signal)
- cart_to_view_ratio (conversion intent)
Strategy: charge higher prices to suspected agents (high velocity)
to recover oracle revenue from reconnaissance sessions.
"""
def __init__(self,
alpha: float = 0.1,
beta_velocity: float = 0.05,
beta_attention: float = 0.03,
agent_velocity_threshold: float = 5.0,
agent_markup: float = 1.2,
price_floor: float = 0.0,
price_ceil: float = np.inf):
"""
Args:
alpha: elasticity sensitivity
beta_velocity: interaction velocity weight
beta_attention: product attention weight
agent_velocity_threshold: velocity above which to apply agent markup
agent_markup: price multiplier for suspected agent sessions
price_floor, price_ceil: price bounds
"""
self.alpha = alpha
self.beta_velocity = beta_velocity
self.beta_attention = beta_attention
self.agent_velocity_threshold = agent_velocity_threshold
self.agent_markup = agent_markup
self.price_floor = price_floor
self.price_ceil = price_ceil
# fitted parameters
self.elasticity = None
self.base_prices = None
self.mean_demand = None
def fit(self, historical_data: pd.DataFrame, **kwargs):
"""Calibrate from historical elasticity data."""
if 'elasticity' not in historical_data.columns:
raise ValueError("historical_data must contain 'elasticity'")
self.elasticity = historical_data['elasticity'].values
self.base_prices = (historical_data['base_price'].values
if 'base_price' in historical_data.columns
else np.ones(len(historical_data)) * 100)
self.mean_demand = (historical_data['mean_demand'].values
if 'mean_demand' in historical_data.columns
else np.ones(len(historical_data)) * 10)
return self
def predict(self, state_space) -> np.ndarray:
"""Generate prices with session awareness."""
if self.elasticity is None:
raise ValueError("Must call fit() before predict()")
demand = np.asarray(state_space.demand)
n_products = len(demand)
# base elasticity-driven pricing
demand_dev = (demand - self.mean_demand) / (self.mean_demand + 1e-6)
elasticity_factor = 1 + self.alpha * np.abs(self.elasticity) * demand_dev
# session-aware adjustments
session_factor = np.ones(n_products)
if not state_space.session_features.empty:
sf = state_space.session_features.iloc[0] # single session features
# agent detection via velocity
velocity = sf.get('interaction_velocity', 0.0)
if velocity > self.agent_velocity_threshold:
# suspected agent: apply markup to recover oracle revenue
session_factor *= self.agent_markup
# attention signal: higher view depth -> user interested -> can charge more
view_depth = sf.get('product_view_depth', 0)
if view_depth > 0:
attention_boost = 1 + self.beta_attention * np.log1p(view_depth)
session_factor *= attention_boost
# cart presence: if user has items in cart, slightly increase prices
cart_to_view = sf.get('cart_to_view_ratio', 0.0)
if cart_to_view > 0.1:
session_factor *= (1 + 0.02) # small boost for conversion intent
prices = self.base_prices * elasticity_factor * session_factor
prices = np.clip(prices, self.price_floor, self.price_ceil)
return prices
def _get_features(self, state_space=None) -> np.ndarray:
"""Extract elasticity, demand, and session features"""
if state_space is None or self.elasticity is None:
n = len(self.elasticity) if self.elasticity is not None else 0
return np.zeros((n, 5))
demand = np.asarray(state_space.demand)
n_products = len(demand)
# extract session features
velocity = 0.0
view_depth = 0.0
cart_to_view = 0.0
if not state_space.session_features.empty:
sf = state_space.session_features.iloc[0]
velocity = sf.get('interaction_velocity', 0.0)
view_depth = sf.get('product_view_depth', 0.0)
cart_to_view = sf.get('cart_to_view_ratio', 0.0)
# broadcast session features to all products
features = np.column_stack([
self.elasticity,
demand,
np.full(n_products, velocity),
np.full(n_products, view_depth),
np.full(n_products, cart_to_view)
])
return features
class ProductSpecificSessionPricer(PricingFunction):
"""
Session-aware pricer with product-specific demand signals.
Uses S_t to extract per-product interaction counts and adjusts pricing
for products the user has already viewed/hovered.
Strategy: products viewed multiple times = high interest -> price up
"""
def __init__(self,
alpha: float = 0.1,
view_boost: float = 0.02,
max_view_boost: float = 0.15,
price_floor: float = 0.0,
price_ceil: float = np.inf):
self.alpha = alpha
self.view_boost = view_boost
self.max_view_boost = max_view_boost
self.price_floor = price_floor
self.price_ceil = price_ceil
self.elasticity = None
self.base_prices = None
self.mean_demand = None
self.product_ids = None
def fit(self, historical_data: pd.DataFrame, **kwargs):
if 'elasticity' not in historical_data.columns or 'productId' not in historical_data.columns:
raise ValueError("historical_data must contain 'elasticity' and 'productId'")
self.elasticity = historical_data['elasticity'].values
self.base_prices = (historical_data['base_price'].values
if 'base_price' in historical_data.columns
else np.ones(len(historical_data)) * 100)
self.mean_demand = (historical_data['mean_demand'].values
if 'mean_demand' in historical_data.columns
else np.ones(len(historical_data)) * 10)
self.product_ids = historical_data['productId'].values
return self
def predict(self, state_space) -> np.ndarray:
if self.elasticity is None:
raise ValueError("Must call fit() before predict()")
demand = np.asarray(state_space.demand)
n_products = len(demand)
# base pricing
demand_dev = (demand - self.mean_demand) / (self.mean_demand + 1e-6)
base_prices = self.base_prices * (1 + self.alpha * np.abs(self.elasticity) * demand_dev)
# product-specific session adjustments
if not state_space.session_features.empty and state_space.product_ids is not None:
# extract product interaction counts from session metadata
# (this would require session features to include per-product signals)
# for now, use uniform boost as placeholder
# TODO: extend session feature extraction to include product-specific counts
pass
prices = np.clip(base_prices, self.price_floor, self.price_ceil)
return prices
def _get_features(self, state_space=None) -> np.ndarray:
"""Extract elasticity and demand features for product-specific pricing"""
if state_space is None or self.elasticity is None:
n = len(self.elasticity) if self.elasticity is not None else 0
return np.zeros((n, 2))
demand = np.asarray(state_space.demand)
return np.column_stack([self.elasticity, demand])

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import numpy as np
import pandas as pd
from procesing.pricers.base import PricingFunction
def session_features_to_demand(session_features: pd.DataFrame) -> float:
"""
Map session behavioral features to demand proxy.
THIS is the critical θ̂ → D transformation for rule-based pricing.
Logic:
- High velocity → agent behavior → price up (revenue recovery)
- High cart ratio → purchase intent → price up
- Low activity → discount to convert
Returns: demand proxy score (0-20 range, higher = more demand)
"""
if session_features.empty:
return 1.0
feat = session_features.iloc[0] if len(session_features) > 0 else {}
velocity = feat.get('interaction_velocity', 0)
cart_ratio = feat.get('cart_to_view_ratio', 0)
item_views = feat.get('item_views', 0)
cart_adds = feat.get('cart_adds', 0)
# baseline demand
demand = 1.0
# agent detection: high velocity → treat as high "demand" to price up
if velocity > 2.0:
demand += 10.0 # strong agent signal
# conversion intent: cart interaction → price up
if cart_ratio > 0.1 or cart_adds > 0:
demand += 5.0
# browsing depth: many views → interest signal
if item_views > 3:
demand += min(item_views, 5.0)
return min(demand, 20.0) # cap at 20
class StaticPricer(PricingFunction):
"""Static pricing: always return fixed base prices"""
def __init__(self, base_prices: np.ndarray = None):
self.base_prices = base_prices
def fit(self, historical_data: pd.DataFrame):
"""Extract base prices from historical data"""
if 'base_price' in historical_data.columns:
self.base_prices = historical_data['base_price'].values
elif 'price' in historical_data.columns:
self.base_prices = historical_data['price'].values
else:
raise ValueError("historical_data must contain 'base_price' or 'price' column")
return self
def predict(self, state_space) -> np.ndarray:
"""Return static base prices regardless of state"""
if self.base_prices is None:
raise ValueError("Must call fit() or provide base_prices in constructor")
return self.base_prices.copy()
def _get_features(self, state_space=None) -> np.ndarray:
"""Static pricer uses no features, returns empty array"""
n = len(self.base_prices) if self.base_prices is not None else 0
return np.zeros((n, 0))
class RandomPricer(PricingFunction):
"""Random pricing within bounds (for baseline comparison)"""
def __init__(self, price_min: float = 50.0, price_max: float = 500.0, seed: int = None):
self.price_min = price_min
self.price_max = price_max
self.seed = seed
self.n_products = None
self.rng = np.random.default_rng(seed)
def fit(self, historical_data: pd.DataFrame):
"""Learn number of products"""
self.n_products = len(historical_data)
return self
def predict(self, state_space) -> np.ndarray:
"""Generate random prices"""
if self.n_products is None:
self.n_products = len(state_space.demand)
return self.rng.uniform(self.price_min, self.price_max, size=self.n_products)
def _get_features(self, state_space=None) -> np.ndarray:
"""Random pricer uses no features"""
n = self.n_products if self.n_products else 0
return np.zeros((n, 0))
class SimpleSurgePricer(PricingFunction):
"""
Rule-based surge pricer adjusting prices via demand thresholds.
Logic: if demand > high_threshold -> surge, if demand < low_threshold -> discount.
Simpler and more controllable than curve fitting approaches.
"""
def __init__(self,
base_prices: np.ndarray = None,
high_threshold: int = 10,
low_threshold: int = 2,
surge_multiplier: float = 1.2,
discount_multiplier: float = 0.9):
self.base_prices = base_prices
self.high_threshold = high_threshold
self.low_threshold = low_threshold
self.surge_multiplier = surge_multiplier
self.discount_multiplier = discount_multiplier
def fit(self, market_data: pd.DataFrame):
"""Extract base prices from product catalog or historical averages"""
self.base_prices = market_data['base_price'].to_numpy() if 'base_price' in market_data.columns else market_data['price'].values
return self
def predict(self, state_space) -> np.ndarray:
"""
Adjust prices based on current demand using surge rules.
state_space.demand: demand proxy per product (from session features)
state_space.prices: base prices
"""
demand = np.asarray(state_space.demand) if state_space and hasattr(state_space, 'demand') else np.array([0])
base = np.asarray(state_space.prices) if state_space and hasattr(state_space, 'prices') else self.base_prices
if base is None:
base = np.ones(len(demand)) * 99.99
# ensure float dtype to allow multiplication by float multipliers
new_prices = base.astype(np.float64).copy()
high_mask = demand >= self.high_threshold
new_prices[high_mask] *= self.surge_multiplier
low_mask = demand <= self.low_threshold
new_prices[low_mask] *= self.discount_multiplier
return new_prices
def _get_features(self, state_space=None) -> np.ndarray:
"""Extract demand and base price features for each product"""
if state_space is None:
n = len(self.base_prices) if self.base_prices is not None else 0
return np.zeros((n, 2))
demand = np.asarray(state_space.demand) if hasattr(state_space, 'demand') else np.array([0])
base = np.asarray(state_space.prices) if hasattr(state_space, 'prices') else self.base_prices
if base is None:
base = np.ones(len(demand)) * 99.99
return np.column_stack([demand, base])

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r"""
Our state space comes as:
$Q_t in R^n$ - our demand at a time t
$P_t in R^n$ - prices at time t
$S_t$ some form of interaction session features
This is a single sate which we map under
$f: (Q, S, H) \to P_{t+1}$
With:
$H_t = \{Q_{t-k}, P_{t-k}, S_{t-k}\}$
We can have f be literally anything, analytical or learned or rule based or an RL policy.
Our goal is to mazimize the expected revenue:
$E[R_T] = E[\sum_{t=1}^T P_t^T \dot Q_t]$
subject to Q_t = g(P_t, S_t) : demand response to price (estimated via elasticity) and P_t ≥ C : prices above cost floor and additionally minimizing the following:
$L_{agent} = R_{oracle} - R_{observed}
where: R_oracle = revenue if we knew agent intentions (from recon session) and R_observed = revenue under current pricing policy f
I would start be defning a pricing function interface and standardizing how to train that based on historical data and define how to make it behave for online training (if we do that)
We also need to develop a solid benchmark with mapping revenue and full KPIs from session interactions to measure differences between different price learning methods
"""
from abc import ABC, abstractmethod
from sklearn.base import BaseEstimator, TransformerMixin
import numpy as np
import pandas as pd
import os
from dotenv import load_dotenv
load_dotenv()
from supabase import create_client, Client
SUPABASE_URL = os.getenv("NEXT_PUBLIC_SUPABASE_URL", "")
SUPABASE_KEY = os.getenv("NEXT_PUBLIC_SUPABASE_ANON_KEY", "")
supabase: Client = create_client(SUPABASE_URL, SUPABASE_KEY)
def expected_revenue(prices: np.ndarray, demand: np.ndarray) -> float:
"""Returns: expected revenue R_t = P_t^T * Q_t"""
return float(np.dot(prices, demand))
class StateSpace:
def __init__(self,
demand : np.ndarray, # at time t, only values (assuming aligned by productId order)
prices : np.ndarray, # at time t, only values (assuming aligned by productId order)
session_features : pd.DataFrame):
self.demand = demand # Q_t
self.prices = prices # P_t
self.session_features = session_features # S_t
self.history = [] # H_t
class PricingFunction(BaseEstimator, TransformerMixin, ABC):
def __init__(self):
pass
def fit(self, historical_data):
"""
Train the pricing function based on historical data.
historical_data: list of StateSpace instances with known outcomes
"""
raise NotImplementedError("Train method must be implemented by subclass.")
def transform(self, state_space) -> np.ndarray:
"""
Predict the next prices given the current state space.
state_space: StateSpace instance
Returns: predicted prices P_{t+1}
"""
raise NotImplementedError("Predict method must be implemented by subclass.")
class SimpleLinearPricingFunction(PricingFunction):
def __init__(self, price_sensitivity: float = -0.1):
super().__init__()
self.price_sensitivity = price_sensitivity
def fit(self, historical_data):
return self
def transform(self, state_space: StateSpace) -> np.ndarray:
new_prices = state_space.prices + self.price_sensitivity * state_space.demand
return np.maximum(new_prices, 0)
class ElasticityBasedPricingFunction(PricingFunction):
"""
Revenue-maximizing pricing using elasticity estimates.
For each product, optimal price P* maximizes R = P * Q(P)
where Q(P) follows power law: Q(P) = Q_0 * (P/P_0)^ε
Taking derivative dR/dP = 0 gives optimal markup:
P* = P_0 * (1 + 1/ε) if ε < -1 (elastic)
For inelastic demand (|ε| < 1), we apply bounded markup.
"""
def __init__(self,
cost_floor: float = 0.5,
max_markup: float = 2.0,
min_markup: float = 1.0,
inelastic_markup: float = 1.3):
super().__init__()
self.cost_floor = cost_floor # prices as fraction of base
self.max_markup = max_markup # max price = base * max_markup
self.min_markup = min_markup # min price = base * min_markup
self.inelastic_markup = inelastic_markup # default for |ε| < 1
self.elasticity_map = {} # productId -> elasticity
def fit(self, elasticity_df: pd.DataFrame):
"""
Args:
elasticity_df: df with [productId, elasticity, std_error, n_obs]
"""
if elasticity_df is not None and not elasticity_df.empty:
self.elasticity_map = dict(zip(
elasticity_df['productId'],
elasticity_df['elasticity']
))
return self
def transform(self, state_space: StateSpace, product_ids: np.ndarray = None) -> np.ndarray:
"""
Args:
state_space: current state (prices = base prices)
product_ids: array of productIds aligned with state_space.prices
Returns:
optimized prices P_{t+1}
"""
base_prices = state_space.prices
if product_ids is None:
# fallback: use positional index as productId (not ideal)
product_ids = np.arange(len(base_prices))
new_prices = np.zeros_like(base_prices)
for i, (base_p, pid) in enumerate(zip(base_prices, product_ids)):
elasticity = self.elasticity_map.get(pid, 0.0)
if elasticity < -1: # elastic demand
# optimal markup: (1 + 1/ε)
markup = 1 + (1 / elasticity)
optimal_p = base_p * markup
elif elasticity > -1 and elasticity < 0: # inelastic
# conservative markup
optimal_p = base_p * self.inelastic_markup
else: # ε ≥ 0 (demand increases with price, or no data)
# no elasticity data or anomalous, keep base price
optimal_p = base_p
# apply bounds
optimal_p = np.clip(
optimal_p,
base_p * self.min_markup,
base_p * self.max_markup
)
optimal_p = max(optimal_p, self.cost_floor)
new_prices[i] = optimal_p
return new_prices
class ContextualElasticityPricing(PricingFunction):
"""
Revenue optimization with contextual adjustments based on session features.
Combines elasticity-based pricing with surge/demand-based multipliers.
"""
def __init__(self,
base_pricer: ElasticityBasedPricingFunction = None,
demand_sensitivity: float = 0.1,
surge_threshold: float = 0.7):
super().__init__()
self.base_pricer = base_pricer or ElasticityBasedPricingFunction()
self.demand_sensitivity = demand_sensitivity
self.surge_threshold = surge_threshold
def fit(self, elasticity_df: pd.DataFrame):
self.base_pricer.fit(elasticity_df)
return self
def transform(self, state_space: StateSpace, product_ids: np.ndarray = None) -> np.ndarray:
# get base optimal prices from elasticity
base_optimal = self.base_pricer.transform(state_space, product_ids)
# compute surge multiplier from demand
if len(state_space.demand) > 0:
demand_normalized = state_space.demand / (state_space.demand.max() + 1e-8)
surge_multiplier = 1 + self.demand_sensitivity * np.maximum(
demand_normalized - self.surge_threshold, 0
)
else:
surge_multiplier = np.ones_like(base_optimal)
return base_optimal * surge_multiplier
# Example usage:
if __name__ == "__main__":
from pipeline import interaction_pipeline, price_data_pipeline, elasticity_pipeline
store_mode = 'hotel'
interaction_data = interaction_pipeline.fit_transform(None)
price_data = price_data_pipeline.fit_transform(None)
elasticity_df = elasticity_pipeline(interaction_data, price_data, window_size="30s", store_mode=store_mode)
# fetch all products with base prices from database
products_resp = supabase.table(f'{store_mode}_products').select("id, metadata").execute()
products_df = pd.DataFrame(products_resp.data)
# extract base_price from metadata
products_df['base_price'] = products_df['metadata'].apply(lambda m: m.get('base_price', 0) if isinstance(m, dict) else 0)
products_df = products_df.rename(columns={'id': 'productId'})[['productId', 'base_price']]
# override with logged prices where available
if not price_data.empty:
if 'ts' in price_data.columns and not pd.api.types.is_datetime64_any_dtype(price_data['ts']):
price_data['ts'] = pd.to_datetime(price_data['ts'])
# get latest logged price per product
price_logs_agg = price_data.sort_values('ts').groupby('productId', as_index=False).last()
# merge: start with all products (base prices), override with logged prices
products_df = products_df.merge(
price_logs_agg[['productId', 'price']],
on='productId',
how='left'
)
products_df['final_price'] = products_df['price'].fillna(products_df['base_price'])
else:
products_df['final_price'] = products_df['base_price']
# merge with elasticity
if elasticity_df is not None and not elasticity_df.empty:
price_data_merged = products_df[['productId', 'final_price']].merge(
elasticity_df[['productId', 'elasticity']],
on='productId',
how='left'
).fillna({'elasticity': 0.0})
prices = price_data_merged['final_price'].values
elasticities = price_data_merged['elasticity'].values
else:
prices = np.array([])
elasticities = np.array([])
print(elasticities)
print(prices)
state_space = StateSpace(
demand=elasticities,
prices=prices,
session_features=interaction_data
)
pricing_function = SimpleLinearPricingFunction(price_sensitivity=-0.05)
pricing_function.fit([]) # No training data for simple model
predicted_prices = pricing_function.transform(state_space)
print("Predicted Prices:", predicted_prices)

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from procesing.providers.base import DataProvider
from procesing.providers.supabase import SupabaseProvider
from procesing.providers.backend import BackendAPIProvider
__all__ = ['DataProvider', 'SupabaseProvider', 'BackendAPIProvider']

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import os
import pandas as pd
import requests
from typing import List
from procesing.providers.base import DataProvider
class BackendAPIProvider(DataProvider):
"""Concrete backend API implementation"""
def __init__(self, backend_url: str = None):
self.backend_url = backend_url or os.getenv("BACKEND_URL", "http://localhost:5000")
def fetch_kafka_topic(self, topic: str) -> pd.DataFrame:
resp = requests.get(f"{self.backend_url}/api/kafka/dump?topic={topic}")
resp.raise_for_status()
data = resp.json()
if not data.get('success') or not data.get('data'):
return pd.DataFrame()
return pd.DataFrame(data['data'])

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from abc import ABC, abstractmethod
from typing import List
import pandas as pd
class DataProvider(ABC):
"""Abstract interface for data access, enables DI and testing"""
@abstractmethod
def fetch_products(self, store_mode: str) -> pd.DataFrame:
"""Fetch product catalog for given store mode"""
pass
@abstractmethod
def fetch_experiments(self, experiment_ids: List[str]) -> pd.DataFrame:
"""Fetch experiment metadata for given IDs"""
pass
@abstractmethod
def fetch_kafka_topic(self, topic: str) -> pd.DataFrame:
"""Fetch data from Kafka topic via backend API"""
pass

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import os
import pandas as pd
import requests
from typing import List
from supabase import create_client, Client
from procesing.providers.base import DataProvider
from dotenv import load_dotenv
class SupabaseProvider(DataProvider):
"""Concrete Supabase + backend API implementation"""
def __init__(self,
supabase_url: str = None,
supabase_key: str = None,):
load_dotenv()
self.supabase_url = supabase_url or os.getenv("NEXT_PUBLIC_SUPABASE_URL")
self.supabase_key = supabase_key or os.getenv("NEXT_PUBLIC_SUPABASE_ANON_KEY")
self.supabase: Client = create_client(self.supabase_url, self.supabase_key)
def fetch_products(self, store_mode: str) -> pd.DataFrame:
# hotel uses room_type, airline uses flight_type; select all and normalize
resp = self.supabase.table(f'{store_mode}_products').select("*").execute()
if not resp.data:
return pd.DataFrame()
df = pd.DataFrame(resp.data)
# normalize type column: hotel has room_type, airline has flight_type
if 'room_type' in df.columns:
df['product_type'] = df['room_type']
elif 'flight_type' in df.columns:
df['product_type'] = df['flight_type']
return df
def fetch_experiments(self, experiment_ids: List[str]) -> pd.DataFrame:
if not experiment_ids:
return pd.DataFrame()
resp = self.supabase.table('experiments').select(
'id, subject_name, xp_human_only, xp_market_mode, xp_task_id, '
'task:tasks(task_name, task_description, task_def_of_done)'
).in_('id', experiment_ids).execute()
return pd.DataFrame(resp.data) if resp.data else pd.DataFrame()

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from procesing.steps.base import BaseContextStep
from procesing.steps.fetch import FetchInteractionsStep, FetchPriceLogsStep, FetchExperimentsStep
from procesing.steps.join import JoinExperimentsStep, JoinProductFeaturesStep
from procesing.steps.augment import CreatePriceBucketsStep, AugmentEventNamesStep, AugmentInteractionsStep
from procesing.steps.chunk import ChunkByTimeWindowStep
from procesing.steps.demand import ComputeDemandStep, ComputeDemandForChunksStep
from procesing.steps.elasticity import AggregatePriceLogsStep
from procesing.steps.pricing import FitPricingFunctionStep, PredictPricesStep
from procesing.steps.session import (
ExtractSessionFeaturesStep, JoinLabelsStep, ValidateDataStep,
TemporalFeatureStep, BehavioralFeatureStep, ProductFeatureStep, UserAgentFeatureStep,
_extract_features_for_session
)
__all__ = [
'BaseContextStep',
'FetchInteractionsStep',
'FetchPriceLogsStep',
'FetchExperimentsStep',
'JoinExperimentsStep',
'JoinProductFeaturesStep',
'CreatePriceBucketsStep',
'AugmentEventNamesStep',
'AugmentInteractionsStep',
'ChunkByTimeWindowStep',
'ComputeDemandStep',
'ComputeDemandForChunksStep',
'AggregatePriceLogsStep',
'FitPricingFunctionStep',
'PredictPricesStep',
'ExtractSessionFeaturesStep',
'JoinLabelsStep',
'ValidateDataStep',
'TemporalFeatureStep',
'BehavioralFeatureStep',
'ProductFeatureStep',
'UserAgentFeatureStep',
'_extract_features_for_session',
]

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import numpy as np
import pandas as pd
from procesing.steps.base import BaseContextStep
class AugmentInteractionsStep(BaseContextStep):
"""
Consolidated step: create price buckets, augment event names, join experiments.
Input: (interactions_df, price_logs_df)
Output: enriched interactions_df
"""
def transform(self, data: tuple):
interactions_df, price_logs_df = data
if interactions_df.empty:
return interactions_df
# Step 1: Create price buckets
interactions_df = self._create_price_buckets(interactions_df)
# Step 2: Augment event names
interactions_df = self._augment_event_names(interactions_df)
# Step 3: Join experiments (optional)
if 'experimentId' in interactions_df.columns:
interactions_df = self._join_experiments(interactions_df)
return interactions_df
def _create_price_buckets(self, df: pd.DataFrame):
"""Create price bucket labels from price data"""
if 'metadata_price' not in df.columns:
df['price_bucket'] = ""
return df
n_buckets = self.context.config.get('n_price_buckets', 5)
if df['metadata_price'].notnull().sum() > 0:
try:
price_buckets = pd.qcut(
df['metadata_price'],
q=n_buckets,
labels=[f"PB_{i+1}" for i in range(n_buckets)],
duplicates='drop'
)
except ValueError:
# fallback for insufficient unique values
price_buckets = df['metadata_price'].apply(
lambda x: f"P_{int(x)}" if pd.notnull(x) else ""
)
else:
price_buckets = pd.Series([""] * len(df), index=df.index)
df['price_bucket'] = price_buckets
return df
def _augment_event_names(self, df: pd.DataFrame):
"""Augment event names with product and price bucket schema"""
# Create schema: _productId@price_bucket
has_product = df.get('productId', pd.Series()).notnull()
has_bucket = df.get('price_bucket', pd.Series()).notnull()
df['metadata_schema'] = np.where(
has_product & has_bucket,
"_" + df['productId'].astype(str) + "@" + df['price_bucket'].astype(str),
""
)
df['eventName'] = df['eventName'] + df['metadata_schema']
return df
def _join_experiments(self, df: pd.DataFrame):
"""Join experiment metadata if experimentId present"""
exp_ids = df['experimentId'].dropna().unique().tolist()
if not exp_ids:
return df
experiments_df = self.context.provider.fetch_experiments(exp_ids)
if experiments_df.empty:
return df
return df.merge(
experiments_df,
left_on='experimentId',
right_on='id',
how='left',
suffixes=('', '_exp')
)
class CreatePriceBucketsStep(BaseContextStep):
"""Create price bucket labels from price data"""
def transform(self, df: pd.DataFrame):
if df.empty or 'metadata_price' not in df.columns:
df['price_bucket'] = ""
return df
n_buckets = self.context.config.get('n_price_buckets', 5)
if df['metadata_price'].notnull().sum() > 0:
try:
price_buckets = pd.qcut(
df['metadata_price'],
q=n_buckets,
labels=[f"PB_{i+1}" for i in range(n_buckets)],
duplicates='drop'
)
except ValueError:
# fallback for insufficient unique values
price_buckets = df['metadata_price'].apply(
lambda x: f"P_{int(x)}" if pd.notnull(x) else ""
)
else:
price_buckets = pd.Series([""] * len(df), index=df.index)
df['price_bucket'] = price_buckets
return df
class AugmentEventNamesStep(BaseContextStep):
"""Augment event names with product and price bucket schema"""
def transform(self, df: pd.DataFrame):
if df.empty:
return df
# Create schema: _productId@price_bucket
has_product = df.get('productId', pd.Series()).notnull()
has_bucket = df.get('price_bucket', pd.Series()).notnull()
df['metadata_schema'] = np.where(
has_product & has_bucket,
"_" + df['productId'].astype(str) + "@" + df['price_bucket'].astype(str),
""
)
df['eventName'] = df['eventName'] + df['metadata_schema']
return df

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from abc import ABC, abstractmethod
from sklearn.base import BaseEstimator, TransformerMixin
from procesing.context import PipelineContext
from typing import Any
class BaseContextStep(BaseEstimator, TransformerMixin, ABC):
"""
Base for all pipeline steps.
Each step is stateless, context-driven, and performs ONE transformation.
"""
def __init__(self, context: PipelineContext):
self.context = context
def fit(self, X=None, y=None):
"""Most steps don't need training"""
return self
@abstractmethod
def transform(self, X) -> Any:
"""Transform input using context. Must be implemented by subclass."""
pass
def get_params(self, deep=True):
"""sklearn compatibility"""
return {'context': self.context}
def set_params(self, **params):
"""sklearn compatibility"""
if 'context' in params:
self.context = params['context']
return self

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import pandas as pd
from procesing.steps.base import BaseContextStep
class ChunkByTimeWindowStep(BaseContextStep):
"""
Chunk dataframe into time windows.
Returns list of dicts with window metadata.
"""
def transform(self, df: pd.DataFrame):
if df.empty:
return []
df = df.copy()
ts_col = self.context.config.get('ts_col', 'ts')
window_size = self.context.window_size
# ensure datetime
if not pd.api.types.is_datetime64_any_dtype(df[ts_col]):
df[ts_col] = pd.to_datetime(df[ts_col])
df = df.sort_values(ts_col)
df['_window'] = df[ts_col].dt.floor(window_size)
chunks = []
for idx, (window_start, group) in enumerate(df.groupby('_window')):
chunks.append({
'window_start': window_start,
'window_end': window_start + pd.Timedelta(window_size),
'window_idx': idx,
'data': group.drop(columns=['_window'])
})
return chunks

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import pandas as pd
from procesing.steps.base import BaseContextStep
class ComputeDemandStep(BaseContextStep):
"""
Compute demand vector for a single time window or dataframe.
Input: single chunk dict OR raw dataframe
Output: demand dataframe with [productId, demand_score]
"""
def transform(self, chunk):
# handle both chunk dict and raw dataframe
if isinstance(chunk, dict):
interactions = chunk['data']
window_meta = {k: v for k, v in chunk.items() if k != 'data'}
else:
interactions = chunk
window_meta = {}
products = self.context.products
unique_products = products['id'].unique()
# apply filters if configured
session_filter = self.context.config.get('session_filter')
experiment_filter = self.context.config.get('experiment_filter')
if session_filter and 'sessionId' in interactions.columns:
interactions = interactions[interactions['sessionId'] == session_filter]
if experiment_filter and 'experimentId' in interactions.columns:
interactions = interactions[interactions['experimentId'] == experiment_filter]
interactions_with_products = interactions.dropna(subset=['productId'])
if interactions_with_products.empty:
demand_df = pd.DataFrame({
'productId': unique_products,
'demand_score': 0
})
else:
# crosstab for simple demand count
demand_df = pd.crosstab(
interactions_with_products['productId'],
'count'
).reindex(unique_products, fill_value=0).reset_index()
demand_df.columns = ['productId', 'demand_score']
# attach window metadata if present
if window_meta:
return {**window_meta, 'demand_vector': demand_df}
return demand_df
class ComputeDemandForChunksStep(BaseContextStep):
"""Apply ComputeDemandStep to list of chunks"""
def transform(self, chunks: list):
if not chunks:
return []
demand_step = ComputeDemandStep(self.context)
return [demand_step.transform(chunk) for chunk in chunks]

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import numpy as np
import pandas as pd
from typing import Dict, List
from procesing.steps.base import BaseContextStep
class AggregatePriceLogsStep(BaseContextStep):
"""
Aggregate price logs into time windows using VECTORIZED operations.
Input: price_logs_df
Output: DataFrame with columns [productId, price]
"""
def transform(self, price_logs_df: pd.DataFrame):
if price_logs_df.empty:
return pd.DataFrame(columns=['productId', 'price'])
df = price_logs_df.copy()
ts_col = self.context.config.get('ts_col', 'ts')
#window_size = self.context.window_size WE ARE NOT USING CHUNKS ANYMORE
# ensure datetime
if not pd.api.types.is_datetime64_any_dtype(df[ts_col]):
df[ts_col] = pd.to_datetime(df[ts_col])
df = df.sort_values([ts_col, 'productId'])
products = self.context.products
# get base price from metadata if available 1) read the metadata col as json and get the base_price
products['base_price'] = products.apply(
lambda row: row['metadata'].get('base_price', 0) if isinstance(row['metadata'], dict) else 0,
axis=1
)
unique_products = products['id'].unique()
df_indexed = df.set_index(ts_col)
# we return a df of average price per product over the entire period
# TODO: maybe consider different opration to handle price aggregation over time
avg_prices = df_indexed.groupby('productId')['price'].mean().reindex(unique_products, fill_value=0).reset_index()
avg_prices.columns = ['productId', 'price']
# fill 0s with base_price from products
base_price_map = products.set_index('id')['base_price'].to_dict()
return avg_prices

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import pandas as pd
from procesing.steps.base import BaseContextStep
class FetchInteractionsStep(BaseContextStep):
"""Fetch raw interaction data from Kafka topic with optional time and store_mode filtering"""
def __init__(self, context, lookback: str = None):
super().__init__(context)
self.lookback = lookback
def transform(self, X=None):
df = self.context.provider.fetch_kafka_topic('user-interactions')
if df.empty:
return df
# Explode metadata JSON column
if 'metadata' in df.columns:
df = df.join(
pd.json_normalize(df.pop('metadata'), sep='.').add_prefix('metadata_')
)
df = df.dropna(subset=['eventName'])
# drop all where page has /admin/
df = df[~df['page'].str.contains('/admin/', na=False)]
# filter by store_mode from context
if 'storeMode' in df.columns:
df = df[df['storeMode'] == self.context.store_mode]
# Remap dateIndex if present
if 'metadata_dateIndex' in df.columns:
df['dateIndex'] = df['metadata_dateIndex'].astype('Int64')
# Apply time filtering if lookback specified
if self.lookback and 'ts' in df.columns:
df['ts'] = pd.to_datetime(df['ts'])
cutoff = pd.Timestamp.now() - pd.Timedelta(self.lookback)
df = df[df['ts'] >= cutoff]
return df
class FetchPriceLogsStep(BaseContextStep):
"""Fetch price log data from Kafka topic with optional time and store_mode filtering"""
def __init__(self, context, lookback: str = None):
super().__init__(context)
self.lookback = lookback
def transform(self, X=None):
df = self.context.provider.fetch_kafka_topic('price-logs')
if df.empty:
return df
# filter by store_mode from context
if 'storeMode' in df.columns:
df = df[df['storeMode'] == self.context.store_mode]
# Apply time filtering if lookback specified
if self.lookback and 'ts' in df.columns:
df['ts'] = pd.to_datetime(df['ts'])
cutoff = pd.Timestamp.now() - pd.Timedelta(self.lookback)
df = df[df['ts'] >= cutoff]
return df
class FetchExperimentsStep(BaseContextStep):
"""Fetch experiment metadata for given interaction data"""
def transform(self, interactions_df: pd.DataFrame):
if interactions_df.empty or 'experimentId' not in interactions_df.columns:
return pd.DataFrame()
exp_ids = interactions_df['experimentId'].dropna().unique().tolist()
if not exp_ids:
return pd.DataFrame()
return self.context.provider.fetch_experiments(exp_ids)

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