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79 Commits

Author SHA1 Message Date
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
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
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
188 changed files with 15999 additions and 1620 deletions

18
.gitignore vendored
View File

@@ -5,4 +5,22 @@
**/.virtual_documents/
**/session_*.svg
**/*graph.svg
**/auto/*.el
*.old
**/package-lock.json
**/*.parquet
**/_build/
paper/src/bib/auto
experiments/airflow/logs/*
experiments/airflow/logs/scheduler/
experiments/airflow/logs/dag_processor_manager/
experiments/collected_data/
experiments/agents/collected_data/
sim/rl/behavior_loader/*.dot
sim/rl/behavior_loader/*.png
sim/rl/behavior_loader/*.svg
sim/rl/behavior_loader/*.pdf
tests/e2e/node_modules/**
lab/case/thesis/runs*/
sim/case/thesis_simplified/runs*/

View File

@@ -11,42 +11,74 @@ PYTEST := $(VENV)/bin/pytest
.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 | stats.lines"
$(BUILDDIR):
mkdir -p paper/$(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)
.PHONY: pdf.watch
pdf.watch: $(BUILDDIR)
@cd $(SRCDIR) && \
$(LATEXMK) -pvc -pdf -jobname=$(JOBNAME) \
-interaction=nonstopmode -file-line-error \
-r ../.latexmkrc \
-outdir=../$(BUILDDIR) $(TEX)
clean:
.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: 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: all pdf clean watch run.webapp install test
.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 +1,12 @@
<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)
[![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/

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:
@@ -50,6 +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=["*"],
@@ -73,7 +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)
@@ -125,42 +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')
@@ -183,6 +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"]

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}

66
engine/engine.py Normal file
View File

@@ -0,0 +1,66 @@
from sys import platform
import numpy as np
from .lib.demand import generate_demand, estimate_demand
from .lib.behavior import sample_behavior
from logging import INFO, getLogger
logger = getLogger(__name__)
logger.setLevel(INFO)
class MarketEngine():
def __init__(self,
alpha = 0.5,
N = 100,
demand_distribution = (50, 10),
demand_sampling_function = np.random.normal):
self.Nagents = int(N*alpha)
self.Nhumans = int(N*(1-alpha))
self.demand = (demand_sampling_function, demand_distribution)
def act(self, prices):
demand = generate_demand(prices, *self.demand)
sample_n = lambda n, human: [sample_behavior(demand, human=human) for _ in range(n)]
human_t, agent_t = sample_n(100, True), sample_n(100, False)
trajectories = human_t + agent_t
demand_estimate = estimate_demand(trajectories)
return demand_estimate
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):
# we could code golf this a little bit
if self.platform_turn:
self.output = self.platform.act(self.output)
else:
self.output = self.market.act(self.output)
print(self.output)
self.platform_turn = not self.platform_turn
if __name__ == "__main__":
platform = PricingEngine()
market = MarketEngine()
limbo = Limbo(platform, market)
for _ in range(10):
limbo.step()

3
engine/lib/__init__.py Normal file
View File

@@ -0,0 +1,3 @@
from .demand import generate_demand, estimate_demand
from .behavior import sample_behavior
from .render import DashboardRenderer, style_axis

47
engine/lib/behavior.py Normal file
View File

@@ -0,0 +1,47 @@
from sim.rl.behavior_loader.models import BehaviorModel, AgentBehaviorModel, aggregate_event_transitions
import pandas as pd
import numpy as np
from .demand import generate_demand
base_dir = "/home/velocitatem/Documents/Projects/PHANTOM/experiments"
human_dir, agent_dir = f"{base_dir}/collected_data/", f"{base_dir}/agents/collected_data/"
_cache = {} # lazy cache for models and base pivots
def _get_base_pivot(human: bool):
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 adjust_behavior_to_condition(condition, transition_matrix):
# expand NxN transition matrix to (N*P)x(N*P) weighted by demand condition
cond_norm = condition / np.sum(condition)
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 or 'checkout' in trajectory[-1]:
probs = adjusted_transitions.loc[trajectory[-1]].values
sample = np.random.choice(adjusted_transitions.columns, p=probs/np.sum(probs) if np.sum(probs) > 0 else None)
trajectory.append(sample)
return trajectory
if __name__ == "__main__":
t=sample_behavior(generate_demand(np.array([10,20,30])), human=True)
print(t)
t=sample_behavior(generate_demand(np.array([10,20,30])), human=False)
print(t)

45
engine/lib/demand.py Normal file
View File

@@ -0,0 +1,45 @@
import logging
import numpy as np
from logging import getLogger
logger = getLogger(__name__)
def generate_demand(prices, distribution_method = np.random.normal, distribution_params = (50.0, 10.0)):
# assumption 1: each product has an intrinsic valuation drawn from a normal distribution centered at 50
product_valuations = distribution_method(*distribution_params, size=len(prices))
# assumption 2: demand decreases as price increases, following a simple linear model
demand = np.maximum(0, product_valuations - prices) # demand cannot be negative
total = np.sum(demand)
demand = demand / total * 100 if total > 0 else demand # normalize to percentage, avoid div by zero
logger.info(f"Generated demand for prices {prices}: {demand} with valuations from distribution {distribution_params}")
return demand
def estimate_demand(trajectories):
demand_estimate = {}
for traj in trajectories:
for event in traj:
if 'view_product' in event:
product_id = int(event.split('_')[-1].replace('product', ''))
demand_estimate[product_id] = demand_estimate.get(product_id, 0) + 1
total_views = sum(demand_estimate.values())
for product_id in demand_estimate:
demand_estimate[product_id] = (demand_estimate[product_id] / total_views) * 100 # normalize to percentage
return demand_estimate
# Example usage
if __name__ == "__main__":
np.random.seed(42)
prices = np.array([20.0, 35.0, 50.0, 65.0])
demand = generate_demand(prices)
print("Generated Demand:", demand)
from .behavior import sample_behavior
N, alphat =200, 0.1
trajectories = []
for _ in range(int(N*(1 - alphat))):
trajectories.append(sample_behavior(demand, human=True))
for _ in range(int(N*alphat)):
trajectories.append(sample_behavior(demand, human=False))
demand_estimate = estimate_demand(trajectories)
print("Estimated Demand from Behavior:", demand_estimate)
delta = {k: demand_estimate.get(k, 0) - demand[i] for i, k in enumerate(range(len(prices)))}
delta = np.mean([np.abs(v) for v in delta.values()])
print("Demand Delta:", delta)

126
engine/lib/render.py Normal file
View File

@@ -0,0 +1,126 @@
"""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

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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@@ -0,0 +1,89 @@
"""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,
"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)

45
engine/train.py Normal file
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from stable_baselines3 import SAC
from stable_baselines3.common.callbacks import EvalCallback, BaseCallback
from .wrapper import PHANTOM
class RenderCallback(BaseCallback):
"""Renders environment on every step for live visualization."""
def __init__(self, env: PHANTOM):
super().__init__()
self.env = env
def _on_step(self) -> bool:
self.env.render()
return True
env = PHANTOM(n_products=10, alpha=0.3, render_mode="human")
eval_env = PHANTOM(n_products=10, alpha=0.3, render_mode=None)
model = SAC(
"MultiInputPolicy",
env,
verbose=1,
learning_rate=3e-4,
buffer_size=50000,
batch_size=256,
tau=0.005,
gamma=0.99,
)
render_cb = RenderCallback(env)
eval_cb = EvalCallback(eval_env, eval_freq=1000, n_eval_episodes=5, verbose=1)
model.learn(total_timesteps=50000, callback=[render_cb, eval_cb])
model.save("phantom_sac")
# test trained policy
env = PHANTOM(n_products=10, alpha=0.3, render_mode="human")
obs, _ = env.reset()
for _ in range(100):
action, _ = model.predict(obs, deterministic=True)
obs, reward, term, trunc, _ = env.step(action)
env.render()
if term or trunc: break
env.close()

118
engine/wrapper.py Normal file
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import gymnasium as gym
from gymnasium import spaces
import numpy as np
from .engine import Limbo, MarketEngine, PricingEngine
from .lib.render import DashboardRenderer
class PHANTOM(gym.Env):
"""Gymnasium wrapper for the Limbo pricing-market simulation. Platform sets prices, market responds with demand."""
metadata = {"render_modes": ["human", "ansi"]}
def __init__(self,
n_products: int = 10,
alpha: float = 0.3,
N: int = 100,
price_bounds: tuple = (10.0, 150.0),
lambda_coi: float = 0.1,
render_mode: str = None):
super().__init__()
self.n_products = n_products
self.price_bounds = price_bounds
self.lambda_coi = lambda_coi
self.render_mode = render_mode
self.alpha = alpha
self.N = N
self.market = MarketEngine(alpha=alpha, N=N)
self._platform_stub = PricingEngine()
self._limbo = Limbo(self._platform_stub, self.market)
self.action_space = spaces.Box(
low=price_bounds[0], high=price_bounds[1],
shape=(n_products,), dtype=np.float32
)
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
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 _compute_reward(self, prices: np.ndarray, demand: dict) -> float:
revenue = np.sum(prices * np.array([demand.get(i, 0.0) for i in range(self.n_products)]))
# TODO: implement supra-competitive price punishment
return float(revenue)
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._prices = np.random.uniform(*self.price_bounds, size=self.n_products)
self._demand = self.market.act(self._prices)
self._step_count = 0
self._demand_history, self._price_history, self._revenue_history = [], [], []
self._record_history()
return self._get_obs(), {}
def step(self, action: np.ndarray):
self._prices = np.clip(action, *self.price_bounds)
self._demand = self.market.act(self._prices)
self._step_count += 1
self._record_history()
reward = self._compute_reward(self._prices, self._demand)
terminated = self._step_count >= 100
return self._get_obs(), reward, terminated, False, {"step": self._step_count}
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__":
env = PHANTOM(n_products=15, alpha=0.3, N=100, render_mode="human")
obs, _ = env.reset()
for step in range(100):
action = env.action_space.sample()
obs, reward, term, trunc, info = env.step(action)
env.render()
if term: break
env.close()

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# 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
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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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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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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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@@ -0,0 +1,253 @@
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

View File

@@ -1,957 +0,0 @@
{
"cells": [
{
"cell_type": "code",
"execution_count": 10,
"id": "62eafcd9-5462-4063-8873-0e7fb9add907",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"True"
]
},
"execution_count": 10,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"from kafka import KafkaConsumer\n",
"import pandas as pd\n",
"import json\n",
"import numpy as np\n",
"import os\n",
"from dotenv import load_dotenv\n",
"import matplotlib.pyplot as plt\n",
"from IPython.display import display, SVG, Image\n",
"load_dotenv()"
]
},
{
"cell_type": "code",
"execution_count": 11,
"id": "4af65cb4-e8cf-4877-b2db-13ac19f3838f",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"<class 'pandas.core.frame.DataFrame'>\n",
"RangeIndex: 73 entries, 0 to 72\n",
"Data columns (total 13 columns):\n",
" # Column Non-Null Count Dtype \n",
"--- ------ -------------- ----- \n",
" 0 sessionId 73 non-null object \n",
" 1 eventName 73 non-null object \n",
" 2 page 73 non-null object \n",
" 3 productId 67 non-null object \n",
" 4 storeMode 73 non-null object \n",
" 5 userAgent 73 non-null object \n",
" 6 ts 73 non-null object \n",
" 7 metadata_referrer 6 non-null object \n",
" 8 metadata_roomType 45 non-null object \n",
" 9 metadata_price 45 non-null float64\n",
" 10 metadata_nights 45 non-null float64\n",
" 11 metadata_elementText 22 non-null object \n",
" 12 metadata_dwellTime 22 non-null float64\n",
"dtypes: float64(3), object(10)\n",
"memory usage: 7.5+ KB\n"
]
}
],
"source": [
"KAFKA_PORT=os.getenv(\"KAFKA_PORT\", 9092)\n",
"topic = \"user-interactions\"\n",
"consumer = KafkaConsumer(\n",
" topic, \n",
" enable_auto_commit=True,\n",
" value_deserializer=lambda x: json.loads(x.decode('utf-8')),\n",
" auto_offset_reset='earliest', \n",
" bootstrap_servers=['localhost:9092'])\n",
"messages=consumer.poll(timeout_ms=1000,max_records=10000)\n",
"df = []\n",
"for m in messages.values():\n",
" for i in m:\n",
" df.append(i.value)\n",
"df = pd.DataFrame(df)\n",
"# explode metadata col json\n",
"df = df.join(pd.json_normalize(df.pop(\"metadata\"), sep=\".\").add_prefix(\"metadata_\"))\n",
"df.info()"
]
},
{
"cell_type": "code",
"execution_count": 12,
"id": "f6819a1c-32ab-49c7-845b-5df7bf60f561",
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
"<div>\n",
"<style scoped>\n",
" .dataframe tbody tr th:only-of-type {\n",
" vertical-align: middle;\n",
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"\n",
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" <th>productId</th>\n",
" <th>storeMode</th>\n",
" <th>userAgent</th>\n",
" <th>ts</th>\n",
" <th>metadata_referrer</th>\n",
" <th>metadata_roomType</th>\n",
" <th>metadata_price</th>\n",
" <th>metadata_nights</th>\n",
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" <td>hotel</td>\n",
" <td>Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/53...</td>\n",
" <td>2025-11-14T13:23:46.270Z</td>\n",
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" <td>hotel</td>\n",
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" <td>None</td>\n",
" <td>hotel</td>\n",
" <td>Mozilla/5.0 (X11; Linux x86_64; rv:143.0) Geck...</td>\n",
" <td>2025-11-14T13:26:07.769Z</td>\n",
" <td></td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>f0317a5d-e424-44e9-b784-c8f7291ffe31</td>\n",
" <td>view_item_page</td>\n",
" <td>/products</td>\n",
" <td>htl-0</td>\n",
" <td>hotel</td>\n",
" <td>Mozilla/5.0 (X11; Linux x86_64; rv:143.0) Geck...</td>\n",
" <td>2025-11-14T13:26:15.010Z</td>\n",
" <td>NaN</td>\n",
" <td>Premium Room</td>\n",
" <td>269.0</td>\n",
" <td>1.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>238dc588-a7ab-4c0e-bccd-6abca5076c66</td>\n",
" <td>page_view</td>\n",
" <td>/products</td>\n",
" <td>None</td>\n",
" <td>hotel</td>\n",
" <td>Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7...</td>\n",
" <td>2025-11-14T13:27:15.457Z</td>\n",
" <td></td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5</th>\n",
" <td>238dc588-a7ab-4c0e-bccd-6abca5076c66</td>\n",
" <td>view_item_page</td>\n",
" <td>/products</td>\n",
" <td>htl-0</td>\n",
" <td>hotel</td>\n",
" <td>Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7...</td>\n",
" <td>2025-11-14T13:27:15.591Z</td>\n",
" <td>NaN</td>\n",
" <td>Premium Room</td>\n",
" <td>264.0</td>\n",
" <td>2.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>432</th>\n",
" <td>214d9fad-9b00-40c3-bd0e-7739b6acd654</td>\n",
" <td>click</td>\n",
" <td>1762448192425</td>\n",
" <td>DIV</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>/</td>\n",
" <td>NaN</td>\n",
" <td>1623.0</td>\n",
" <td>493.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>6</th>\n",
" <td>238dc588-a7ab-4c0e-bccd-6abca5076c66</td>\n",
" <td>view_item_page</td>\n",
" <td>/products</td>\n",
" <td>htl-0</td>\n",
" <td>hotel</td>\n",
" <td>Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7...</td>\n",
" <td>2025-11-14T13:27:21.483Z</td>\n",
" <td>NaN</td>\n",
" <td>Premium Room</td>\n",
" <td>264.0</td>\n",
" <td>2.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>7</th>\n",
" <td>238dc588-a7ab-4c0e-bccd-6abca5076c66</td>\n",
" <td>hover_over_title</td>\n",
" <td>/products</td>\n",
" <td>htl-0</td>\n",
" <td>hotel</td>\n",
" <td>Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7...</td>\n",
" <td>2025-11-14T13:27:22.646Z</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>Grand Plaza Hotel</td>\n",
" <td>1200.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>8</th>\n",
" <td>238dc588-a7ab-4c0e-bccd-6abca5076c66</td>\n",
" <td>view_item_page</td>\n",
" <td>/products</td>\n",
" <td>htl-0</td>\n",
" <td>hotel</td>\n",
" <td>Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7...</td>\n",
" <td>2025-11-14T13:27:25.889Z</td>\n",
" <td>NaN</td>\n",
" <td>Premium Room</td>\n",
" <td>264.0</td>\n",
" <td>2.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>35</th>\n",
" <td>013fc334-4045-4d5a-8739-dd0a8766a63b</td>\n",
" <td>page_view</td>\n",
" <td>/products</td>\n",
" <td>None</td>\n",
" <td>hotel</td>\n",
" <td>Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/53...</td>\n",
" <td>2025-11-14T13:53:59.993Z</td>\n",
" <td></td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>36</th>\n",
" <td>013fc334-4045-4d5a-8739-dd0a8766a63b</td>\n",
" <td>view_item_page</td>\n",
" <td>/products</td>\n",
" <td>htl-0</td>\n",
" <td>hotel</td>\n",
" <td>Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/53...</td>\n",
" <td>2025-11-14T13:54:10.705Z</td>\n",
" <td>NaN</td>\n",
" <td>Premium Room</td>\n",
" <td>223.0</td>\n",
" <td>3.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>37</th>\n",
" <td>013fc334-4045-4d5a-8739-dd0a8766a63b</td>\n",
" <td>hover_over_title</td>\n",
" <td>/products</td>\n",
" <td>htl-0</td>\n",
" <td>hotel</td>\n",
" <td>Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/53...</td>\n",
" <td>2025-11-14T13:54:11.771Z</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>416.0</td>\n",
" <td>397.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>Grand Plaza Hotel</td>\n",
" <td>1200.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>38</th>\n",
" <td>013fc334-4045-4d5a-8739-dd0a8766a63b</td>\n",
" <td>view_item_page</td>\n",
" <td>/products</td>\n",
" <td>htl-1</td>\n",
" <td>hotel</td>\n",
" <td>Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/53...</td>\n",
" <td>2025-11-14T13:54:29.772Z</td>\n",
" <td>NaN</td>\n",
" <td>Standard Room</td>\n",
" <td>267.0</td>\n",
" <td>5.0</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>39</th>\n",
" <td>013fc334-4045-4d5a-8739-dd0a8766a63b</td>\n",
" <td>hover_over_title</td>\n",
" <td>/products</td>\n",
" <td>htl-1</td>\n",
" <td>hotel</td>\n",
" <td>Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/53...</td>\n",
" <td>2025-11-14T13:54:30.833Z</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>Seaside Resort</td>\n",
" <td>1200.0</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" sessionId eventName page \\\n",
"0 d176d7c9-4027-4702-9e31-2a71395cdda0 page_view /products \n",
"1 f0317a5d-e424-44e9-b784-c8f7291ffe31 page_view / \n",
"2 f0317a5d-e424-44e9-b784-c8f7291ffe31 page_view /products \n",
"3 f0317a5d-e424-44e9-b784-c8f7291ffe31 view_item_page /products \n",
"4 238dc588-a7ab-4c0e-bccd-6abca5076c66 page_view /products \n",
"5 238dc588-a7ab-4c0e-bccd-6abca5076c66 view_item_page /products \n",
"6 238dc588-a7ab-4c0e-bccd-6abca5076c66 view_item_page /products \n",
"7 238dc588-a7ab-4c0e-bccd-6abca5076c66 hover_over_title /products \n",
"8 238dc588-a7ab-4c0e-bccd-6abca5076c66 view_item_page /products \n",
"35 013fc334-4045-4d5a-8739-dd0a8766a63b page_view /products \n",
"36 013fc334-4045-4d5a-8739-dd0a8766a63b view_item_page /products \n",
"37 013fc334-4045-4d5a-8739-dd0a8766a63b hover_over_title /products \n",
"38 013fc334-4045-4d5a-8739-dd0a8766a63b view_item_page /products \n",
"39 013fc334-4045-4d5a-8739-dd0a8766a63b hover_over_title /products \n",
"\n",
" productId storeMode userAgent \\\n",
"0 None hotel Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/53... \n",
"1 None hotel Mozilla/5.0 (X11; Linux x86_64; rv:143.0) Geck... \n",
"2 None hotel Mozilla/5.0 (X11; Linux x86_64; rv:143.0) Geck... \n",
"3 htl-0 hotel Mozilla/5.0 (X11; Linux x86_64; rv:143.0) Geck... \n",
"4 None hotel Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7... \n",
"5 htl-0 hotel Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7... \n",
"6 htl-0 hotel Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7... \n",
"7 htl-0 hotel Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7... \n",
"8 htl-0 hotel Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7... \n",
"35 None hotel Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/53... \n",
"36 htl-0 hotel Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/53... \n",
"37 htl-0 hotel Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/53... \n",
"38 htl-1 hotel Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/53... \n",
"39 htl-1 hotel Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/53... \n",
"\n",
" ts metadata_referrer metadata_roomType \\\n",
"0 2025-11-14T13:23:46.270Z NaN \n",
"1 2025-11-14T13:26:00.291Z NaN \n",
"2 2025-11-14T13:26:07.769Z NaN \n",
"3 2025-11-14T13:26:15.010Z NaN Premium Room \n",
"4 2025-11-14T13:27:15.457Z NaN \n",
"5 2025-11-14T13:27:15.591Z NaN Premium Room \n",
"6 2025-11-14T13:27:21.483Z NaN Premium Room \n",
"7 2025-11-14T13:27:22.646Z NaN NaN \n",
"8 2025-11-14T13:27:25.889Z NaN Premium Room \n",
"35 2025-11-14T13:53:59.993Z NaN \n",
"36 2025-11-14T13:54:10.705Z NaN Premium Room \n",
"37 2025-11-14T13:54:11.771Z NaN NaN \n",
"38 2025-11-14T13:54:29.772Z NaN Standard Room \n",
"39 2025-11-14T13:54:30.833Z NaN NaN \n",
"\n",
" metadata_price metadata_nights metadata_elementText metadata_dwellTime \n",
"0 NaN NaN NaN NaN \n",
"1 NaN NaN NaN NaN \n",
"2 NaN NaN NaN NaN \n",
"3 269.0 1.0 NaN NaN \n",
"4 NaN NaN NaN NaN \n",
"5 264.0 2.0 NaN NaN \n",
"6 264.0 2.0 NaN NaN \n",
"7 NaN NaN Grand Plaza Hotel 1200.0 \n",
"8 264.0 2.0 NaN NaN \n",
"35 NaN NaN NaN NaN \n",
"36 223.0 3.0 NaN NaN \n",
"37 NaN NaN Grand Plaza Hotel 1200.0 \n",
"38 267.0 5.0 NaN NaN \n",
"39 NaN NaN Seaside Resort 1200.0 "
]
},
"execution_count": 12,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df.groupby('sessionId').head()"
]
},
{
"cell_type": "code",
"execution_count": 13,
"id": "380eca5f-8304-4fb2-be32-e8bcfd312085",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"['013fc334-4045-4d5a-8739-dd0a8766a63b',\n",
" '238dc588-a7ab-4c0e-bccd-6abca5076c66',\n",
" 'd176d7c9-4027-4702-9e31-2a71395cdda0',\n",
" 'f0317a5d-e424-44e9-b784-c8f7291ffe31']"
]
},
"execution_count": 13,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"sessions = list(set(df['sessionId'])); sessions # 238dc588-a7ab-4c0e-bccd-6abca5076c66"
]
},
{
"cell_type": "code",
"execution_count": 14,
"id": "f4ae6f81-dcb8-44be-aee7-30dbc3a6bae1",
"metadata": {},
"outputs": [],
"source": [
"# map sessions to experiments"
]
},
{
"cell_type": "code",
"execution_count": 15,
"id": "050d90a4-20a9-47f5-b998-c31178a54cb3",
"metadata": {},
"outputs": [],
"source": [
"def build_transition_prob_matrix(df: pd.DataFrame):\n",
" df = df.dropna(subset=['eventName'])\n",
" events = df['eventName'].tolist()\n",
" labels = pd.Index(events).unique().tolist()\n",
" idx = {e:i for i,e in enumerate(labels)}\n",
" M = np.zeros((len(labels), len(labels)), dtype=float)\n",
" for a, b in zip(events, events[1:]):\n",
" M[idx[a], idx[b]] += 1\n",
" row_sums = M.sum(axis=1, keepdims=True)\n",
" with np.errstate(divide='ignore', invalid='ignore'):\n",
" P = np.divide(M, row_sums, where=row_sums>0) # row-normalized\n",
" return P, labels"
]
},
{
"cell_type": "code",
"execution_count": 16,
"id": "e68f9004-82f5-4826-aece-e3dc6e15a18f",
"metadata": {},
"outputs": [],
"source": [
"# https://medium.com/data-science/time-series-data-markov-transition-matrices-7060771e362b\n",
"from graphviz import Digraph\n",
"import numpy as np\n",
"import pandas as pd\n",
"\n",
"def _as_prob_df(matrix, labels=None):\n",
" \"\"\"Return a square DataFrame with index=columns=labels.\"\"\"\n",
" if isinstance(matrix, pd.DataFrame):\n",
" # Ensure square and aligned\n",
" assert (matrix.index == matrix.columns).all(), \"Index/columns must match.\"\n",
" return matrix\n",
" matrix = np.asarray(matrix, dtype=float)\n",
" assert matrix.shape[0] == matrix.shape[1], \"Matrix must be square.\"\n",
" if labels is None:\n",
" raise ValueError(\"labels are required when matrix is not a DataFrame\")\n",
" assert len(labels) == matrix.shape[0], \"labels length must match matrix size.\"\n",
" return pd.DataFrame(matrix, index=list(labels), columns=list(labels))\n",
"\n",
"def _df_to_edgelist(P: pd.DataFrame, threshold=0.0, round_digits=2):\n",
" \"\"\"Build weighted edges > threshold.\"\"\"\n",
" edges = []\n",
" for src in P.index:\n",
" for dst in P.columns:\n",
" w = float(P.loc[src, dst])\n",
" if w > threshold:\n",
" edges.append((str(src), str(dst), f\"{w:.{round_digits}f}\"))\n",
" return edges\n",
"\n",
"def render_graph(fname, matrix, ls_index=None, threshold=0.0, fmt=\"svg\", view=False):\n",
" \"\"\"\n",
" fname: output file stem (no extension)\n",
" matrix: NumPy array or pandas DataFrame of transition PROBABILITIES\n",
" ls_index: ordered labels (required if matrix is not a DataFrame)\n",
" threshold: hide edges with weight <= threshold\n",
" fmt: 'svg'|'png'|'pdf' etc.\n",
" view: open after rendering\n",
" \"\"\"\n",
" P = _as_prob_df(matrix, labels=ls_index)\n",
" edges = _df_to_edgelist(P, threshold=threshold)\n",
"\n",
" g = Digraph(format=fmt)\n",
" g.attr(rankdir=\"LR\", size=\"30\")\n",
" g.attr(\"node\", shape=\"circle\")\n",
"\n",
" # ensure isolated nodes appear\n",
" for node in P.index:\n",
" g.node(str(node), width=\"1\", height=\"1\")\n",
"\n",
" for src, dst, label in edges:\n",
" g.edge(src, dst, label=label)\n",
"\n",
" g.render(fname, view=view, cleanup=True)\n",
" return g\n"
]
},
{
"cell_type": "code",
"execution_count": 17,
"id": "e255a2c1-6454-4e5e-89f6-ef8ac51ab6cc",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"013fc334-4045-4d5a-8739-dd0a8766a63b\n"
]
},
{
"data": {
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"<?xml version=\"1.0\" encoding=\"UTF-8\" standalone=\"no\"?>\n",
"<!DOCTYPE svg PUBLIC \"-//W3C//DTD SVG 1.1//EN\"\n",
" \"http://www.w3.org/Graphics/SVG/1.1/DTD/svg11.dtd\">\n",
"<!-- Generated by graphviz version 13.1.2 (0)\n",
" -->\n",
"<!-- Pages: 1 -->\n",
"<svg width=\"565pt\" height=\"354pt\"\n",
" viewBox=\"0.00 0.00 565.00 354.00\" xmlns=\"http://www.w3.org/2000/svg\" xmlns:xlink=\"http://www.w3.org/1999/xlink\">\n",
"<g id=\"graph0\" class=\"graph\" transform=\"scale(1 1) rotate(0) translate(4 349.64)\">\n",
"<polygon fill=\"white\" stroke=\"none\" points=\"-4,4 -4,-349.64 561.05,-349.64 561.05,4 -4,4\"/>\n",
"<!-- page_view -->\n",
"<g id=\"node1\" class=\"node\">\n",
"<title>page_view</title>\n",
"<ellipse fill=\"none\" stroke=\"black\" cx=\"48.19\" cy=\"-235.83\" rx=\"48.19\" ry=\"48.19\"/>\n",
"<text xml:space=\"preserve\" text-anchor=\"middle\" x=\"48.19\" y=\"-231.16\" font-family=\"Times,serif\" font-size=\"14.00\">page_view</text>\n",
"</g>\n",
"<!-- view_item_page -->\n",
"<g id=\"node2\" class=\"node\">\n",
"<title>view_item_page</title>\n",
"<ellipse fill=\"none\" stroke=\"black\" cx=\"232.88\" cy=\"-235.83\" rx=\"69.01\" ry=\"69.01\"/>\n",
"<text xml:space=\"preserve\" text-anchor=\"middle\" x=\"232.88\" y=\"-231.16\" font-family=\"Times,serif\" font-size=\"14.00\">view_item_page</text>\n",
"</g>\n",
"<!-- page_view&#45;&gt;view_item_page -->\n",
"<g id=\"edge1\" class=\"edge\">\n",
"<title>page_view&#45;&gt;view_item_page</title>\n",
"<path fill=\"none\" stroke=\"black\" d=\"M96.71,-235.83C113.69,-235.83 133.31,-235.83 152.25,-235.83\"/>\n",
"<polygon fill=\"black\" stroke=\"black\" points=\"152.1,-239.33 162.1,-235.83 152.1,-232.33 152.1,-239.33\"/>\n",
"<text xml:space=\"preserve\" text-anchor=\"middle\" x=\"130.12\" y=\"-239.78\" font-family=\"Times,serif\" font-size=\"14.00\">1.00</text>\n",
"</g>\n",
"<!-- view_item_page&#45;&gt;view_item_page -->\n",
"<g id=\"edge2\" class=\"edge\">\n",
"<title>view_item_page&#45;&gt;view_item_page</title>\n",
"<path fill=\"none\" stroke=\"black\" d=\"M214.74,-302.59C217.1,-314.51 223.14,-322.84 232.88,-322.84 239.27,-322.84 244.07,-319.26 247.28,-313.42\"/>\n",
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"<text xml:space=\"preserve\" text-anchor=\"middle\" x=\"232.88\" y=\"-326.79\" font-family=\"Times,serif\" font-size=\"14.00\">0.68</text>\n",
"</g>\n",
"<!-- hover_over_title -->\n",
"<g id=\"node3\" class=\"node\">\n",
"<title>hover_over_title</title>\n",
"<ellipse fill=\"none\" stroke=\"black\" cx=\"463.22\" cy=\"-275.83\" rx=\"69.81\" ry=\"69.81\"/>\n",
"<text xml:space=\"preserve\" text-anchor=\"middle\" x=\"463.22\" y=\"-271.16\" font-family=\"Times,serif\" font-size=\"14.00\">hover_over_title</text>\n",
"</g>\n",
"<!-- view_item_page&#45;&gt;hover_over_title -->\n",
"<g id=\"edge3\" class=\"edge\">\n",
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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
View 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 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
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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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@@ -1,120 +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
from supabase import create_client, Client
load_dotenv()
BACKEND_URL = os.getenv("BACKEND_URL", "http://localhost:5000")
SUPABASE_URL = os.getenv("NEXT_PUBLIC_SUPABASE_URL")
SUPABASE_KEY = os.getenv("NEXT_PUBLIC_SUPABASE_ANON_KEY")
N_PRICE_BUCKETS = 5
supabase: Client = create_client(SUPABASE_URL, SUPABASE_KEY)
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:
if df.empty or 'experimentId' not in df.columns:
return df
unique_exp_ids = df['experimentId'].dropna().unique()
if len(unique_exp_ids) == 0:
return df
resp = 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', unique_exp_ids.tolist()).execute()
if not resp.data:
return df
exp_df = pd.DataFrame(resp.data)
# flatten task nested object if present
if 'task' in exp_df.columns and exp_df['task'].notnull().any():
task_normalized = pd.json_normalize(exp_df['task'].dropna())
task_normalized.index = exp_df[exp_df['task'].notnull()].index
exp_df = exp_df.drop(columns=['task']).join(task_normalized, rsuffix='_task')
# rename experiment columns for clarity
exp_df = exp_df.rename(columns={
'id': 'experimentId',
'subject_name': 'exp_subject',
'xp_human_only': 'exp_human_only',
'xp_market_mode': 'exp_market_mode',
'xp_task_id': 'exp_task_id'
})
df = df.merge(exp_df, on='experimentId', how='left')
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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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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"""
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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@@ -1,15 +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(result)
print(result.info())

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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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import pandas as pd
from procesing.steps.base import BaseContextStep
class JoinExperimentsStep(BaseContextStep):
"""Join experiment metadata to interactions"""
def transform(self, data: tuple):
"""
Args:
data: (interactions_df, experiments_df)
Returns:
merged interactions dataframe
"""
interactions_df, experiments_df = data
if experiments_df.empty:
return interactions_df
# Flatten nested task field if present
if 'task' in experiments_df.columns and experiments_df['task'].notnull().any():
task_norm = pd.json_normalize(experiments_df['task'].dropna())
task_norm.index = experiments_df[experiments_df['task'].notnull()].index
experiments_df = experiments_df.drop('task', axis=1).join(task_norm, rsuffix='_task')
# Rename for clarity
experiments_df = experiments_df.rename(columns={
'id': 'experimentId',
'subject_name': 'exp_subject',
'xp_human_only': 'exp_human_only',
'xp_market_mode': 'exp_market_mode',
'xp_task_id': 'exp_task_id'
})
return interactions_df.merge(experiments_df, on='experimentId', how='left')
class JoinProductFeaturesStep(BaseContextStep):
"""Join product features to interactions"""
def transform(self, data: tuple):
"""
Args:
data: (interactions_df, products_df)
Returns:
merged interactions dataframe
"""
demand_df, price_df = data
# get base prices from products if available
products = self.context.products
products['base_price'] = products.apply(
lambda row: float(row['metadata'].get('base_price', 0.0)) if isinstance(row['metadata'], dict) else 0,
axis=1
)
products = products[['id', 'base_price']].rename(columns={'id': 'productId'})
if price_df.empty:
return demand_df
return demand_df.merge(price_df, on='productId', how='left').merge(products, on='productId', how='left')

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import numpy as np
import pandas as pd
from typing import Optional, List, Dict, Any
from dataclasses import dataclass, field
from procesing.pricers.simple import StaticPricer
from procesing.steps.base import BaseContextStep
from procesing.pricers import ElasticityBasedPricer
class State:
def __init__(self,
last_action : str,
last_productId : str,
last_price : float,
session_features : np.ndarray
):
pass
class FitPricingFunctionStep(BaseContextStep):
"""
Fit pricing function using data.
Input: pricing_data
Output: fitted pricing function instance
"""
def transform(self, pricing_data: pd.DataFrame):
pricing_class = self.context.config.get('pricing_function_class', StaticPricer)
pricing_params = self.context.config.get('pricing_function_params', {})
pricer = pricing_class(**pricing_params)
pricer.fit(pricing_data)
return pricer
class PredictPricesStep(BaseContextStep):
"""
Predict optimal prices using fitted pricing function.
Input: (pricer, state_space)
Output: prices_df [productId, predicted_price]
"""
def transform(self, data: tuple):
pricer, state_space = data
products = self.context.products
product_ids = products['id'].values
predicted_prices = pricer.predict(state_space)
return pd.DataFrame({
'productId': product_ids,
'predicted_price': predicted_prices
})

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"""
Session feature extraction for ML training pipeline.
"""
import pandas as pd
import numpy as np
import re
from typing import Dict, Any
from procesing.steps.base import BaseContextStep
EVENT_CATS = {
'page_view': ['page_view'],
'item_view': ['view_item_page', 'learn_more_about_item'],
'cart_add': ['add_item_to_cart'],
'purchase': ['purchase', 'checkout_complete'],
'hover': ['hover_over_title', 'hover_over_paragraph', 'hover_over_link', 'hover_over_button'],
# 'filter': ['filter', 'search', 'apply_filter'],
}
HEADLESS_RE = re.compile(r'HeadlessChrome|Headless|PhantomJS', re.I)
AUTOMATION_RE = re.compile(r'Selenium|Playwright|Puppeteer|WebDriver|chromedriver|geckodriver', re.I)
BROWSER_PATTERNS = [('Chrome', r'Chrome/[\d.]+'), ('Firefox', r'Firefox/[\d.]+'),
('Safari', r'Safari/[\d.]+'), ('Edge', r'Edg/[\d.]+')]
def _get_browser(s: str) -> str:
if pd.isna(s): return 'Unknown'
for name, pat in BROWSER_PATTERNS:
if re.search(pat, s): return name
return 'Other'
class TemporalFeatureStep(BaseContextStep):
"""Vectorized time-based features: durations, velocities, gaps."""
def __init__(self, context, timeout_sec: float = 900, velocity_window: str = '5min'):
super().__init__(context)
self.timeout_sec = timeout_sec
self.velocity_window = velocity_window
def transform(self, X: pd.DataFrame) -> pd.DataFrame:
df = X.copy()
if df.empty or 'ts' not in df.columns:
return pd.DataFrame(columns=pd.Series(['sessionId']))
df['ts_dt'] = pd.to_datetime(df['ts'])
df = df.sort_values(['sessionId', 'ts_dt'])
df['time_diff'] = df.groupby('sessionId')['ts_dt'].diff().dt.total_seconds()
df['active_diff'] = df['time_diff'].where(df['time_diff'] <= self.timeout_sec, 0)
agg = df.groupby('sessionId').agg(
session_duration_sec=('active_diff', 'sum'),
total_interactions=('sessionId', 'count'),
avg_time_between_events=('time_diff', 'mean'),
std_time_between_events=('time_diff', 'std'),
min_time_between_events=('time_diff', 'min'),
session_start_hour=('ts_dt', lambda x: x.min().hour),
).reset_index()
agg['std_time_between_events'] = agg['std_time_between_events'].fillna(0)
agg['interaction_velocity'] = np.where(
agg['session_duration_sec'] > 0,
(agg['total_interactions'] / agg['session_duration_sec']) * 60, 0)
vel = df.set_index('ts_dt').groupby('sessionId').resample(self.velocity_window, include_groups=False).size()
max_velocity = vel.groupby('sessionId').max().rename('max_velocity_5min')
agg = agg.merge(max_velocity, on='sessionId', how='left')
agg['max_velocity_5min'] = agg['max_velocity_5min'].fillna(0)
return agg
class BehavioralFeatureStep(BaseContextStep):
"""Vectorized event counts and ratios per session."""
def transform(self, X: pd.DataFrame) -> pd.DataFrame:
df = X.copy()
if df.empty or 'eventName' not in df.columns:
return pd.DataFrame(columns=pd.Series(['sessionId']))
for cat, events in EVENT_CATS.items():
df[f'is_{cat}'] = df['eventName'].isin(events)
df['is_hover'] = df['is_hover'] | df['eventName'].str.startswith('hover_over_')
agg = df.groupby('sessionId').agg(
total_events=('eventName', 'count'), unique_pages=('page', 'nunique'),
page_views=('is_page_view', 'sum'), item_views=('is_item_view', 'sum'),
cart_adds=('is_cart_add', 'sum'), purchases=('is_purchase', 'sum'),
hover_events=('is_hover', 'sum'),
# filter_events=('is_filter', 'sum'),
).reset_index()
agg['cart_to_view_ratio'] = np.where(agg['item_views'] > 0, agg['cart_adds'] / agg['item_views'], 0)
agg['conversion_rate'] = np.where(agg['item_views'] > 0, agg['purchases'] / agg['item_views'], 0)
agg['hover_intensity'] = np.where(agg['total_events'] > 0, agg['hover_events'] / agg['total_events'], 0)
return agg
class ProductFeatureStep(BaseContextStep):
"""Vectorized product interaction features: diversity, depth, price sensitivity."""
def transform(self, X: pd.DataFrame) -> pd.DataFrame:
df = X.copy()
if df.empty:
return pd.DataFrame(columns=pd.Series(['sessionId']))
price_col = next((c for c in ['metadata_base_price', 'metadata_price', 'base_price'] if c in df.columns), None)
df['price_seen'] = pd.to_numeric(df[price_col], errors='coerce') if price_col else np.nan
prod_df = df[df['productId'].notna()]
if prod_df.empty:
return pd.DataFrame(columns=pd.Series(['sessionId', 'unique_products_viewed', 'product_view_depth', 'avg_price_seen', 'min_price_seen', 'max_price_seen', 'price_range']))
agg = prod_df.groupby('sessionId').agg(
unique_products_viewed=('productId', 'nunique'),
product_view_depth=('productId', lambda x: x.value_counts().iloc[0] if len(x) > 0 else 0),
avg_price_seen=('price_seen', 'mean'), min_price_seen=('price_seen', 'min'),
max_price_seen=('price_seen', 'max'),
).reset_index()
agg['price_range'] = (agg['max_price_seen'] - agg['min_price_seen']).fillna(0)
return agg
class UserAgentFeatureStep(BaseContextStep):
"""Parse userAgent into bot-detection signals."""
def transform(self, X: pd.DataFrame) -> pd.DataFrame|pd.Series:
df = X.copy()
if df.empty or 'userAgent' not in df.columns:
return pd.DataFrame(columns=pd.Series(['sessionId']))
ua = df.groupby('sessionId')['userAgent'].first().reset_index()
ua['is_headless'] = ua['userAgent'].str.contains(HEADLESS_RE, na=False)
ua['is_automation'] = ua['userAgent'].str.contains(AUTOMATION_RE, na=False)
ua['browser_family'] = ua['userAgent'].apply(_get_browser)
return ua[['sessionId', 'is_headless', 'is_automation', 'browser_family']]
class ExtractSessionFeaturesStep(BaseContextStep):
"""
Vectorized session feature extraction - replaces O(n^2) per-row loop.
Input: interactions_df
Output: session-level feature matrix
THIS is our main mapping from tau (trajectory) to some features vector theta - we need to do this very well. This is what will go into demand esimation.
"""
def transform(self, X: pd.DataFrame) -> pd.DataFrame:
if X.empty:
return pd.DataFrame()
df = X.copy()
# run all feature steps and merge on sessionId
temporal = TemporalFeatureStep(self.context).transform(df)
behavioral = BehavioralFeatureStep(self.context).transform(df)
product = ProductFeatureStep(self.context).transform(df)
ua = UserAgentFeatureStep(self.context).transform(df)
result = temporal
for other in [behavioral, product, ua]:
if not other.empty and 'sessionId' in other.columns:
result = result.merge(other, on='sessionId', how='left')
# carry forward experimentId for label joining
if 'experimentId' in df.columns:
exp_map = df.groupby('sessionId')['experimentId'].first()
result = result.merge(exp_map, on='sessionId', how='left')
return result
class JoinLabelsStep(BaseContextStep):
"""
Join experiment labels to session features.
Input: (features_df, experiments_df) or features_df (fetches experiments)
Output: labeled feature matrix with is_agent column
"""
def transform(self, X : tuple) -> pd.DataFrame:
data = X;
if isinstance(data, tuple):
features_df, experiments_df = data
else:
features_df = data
if 'experimentId' not in features_df.columns:
return features_df
exp_ids = features_df['experimentId'].dropna().unique().tolist()
experiments_df = self.context.provider.fetch_experiments(exp_ids) if exp_ids else pd.DataFrame()
if features_df.empty:
return features_df
if experiments_df.empty:
features_df['is_agent'] = np.nan
return features_df
exp = experiments_df.copy()
if 'id' in exp.columns:
exp = exp.rename(columns={'id': 'experimentId'})
if 'xp_human_only' in exp.columns:
exp['is_agent'] = ~exp['xp_human_only']
cols = ['experimentId'] + [c for c in ['is_agent', 'xp_human_only', 'xp_market_mode'] if c in exp.columns]
return features_df.merge(exp[cols].drop_duplicates(), on='experimentId', how='left')
class ValidateDataStep(BaseContextStep):
"""
Data quality checks before training.
Input: df
Output: df (unchanged, but logs validation report to context)
"""
REQUIRED = ['sessionId', 'eventName', 'ts']
def transform(self, X: pd.DataFrame) -> pd.DataFrame:
df = X.copy()
report = {'status': 'valid', 'rows': len(df), 'sessions': 0}
if df.empty:
report['status'] = 'empty'
self.context.cache('validation_report', report)
return df
missing = [c for c in self.REQUIRED if c not in df.columns]
if missing:
report['status'] = 'invalid'
report['missing_cols'] = missing
report['sessions'] = df['sessionId'].nunique() if 'sessionId' in df.columns else 0
report['null_sessions'] = int(df['sessionId'].isna().sum()) if 'sessionId' in df.columns else 0
if 'experimentId' in df.columns:
report['null_experiments'] = int(df['experimentId'].isna().sum())
self.context.cache('validation_report', report)
return df
# legacy compat - kept for backwards compatibility with existing code
def _extract_features_for_session(session_df: pd.DataFrame, session_timeout_sec: float = 900) -> Dict[str, Any]:
"""Single-session feature extraction (legacy interface)."""
defaults = {k: 0 for k in ['total_interactions', 'page_views', 'item_views', 'searches',
'cart_adds', 'hovers', 'unique_products_viewed', 'product_view_depth',
'session_duration_sec', 'interaction_velocity',
'avg_time_between_events', 'std_time_between_events', 'cart_to_view_ratio']}
if session_df.empty:
return defaults
session_df = session_df.copy()
if 'sessionId' not in session_df.columns:
session_df['sessionId'] = 'tmp'
# use a dummy context for the steps
class DummyCtx: config = {} # should maybe inherit but whatever
ctx = DummyCtx()
t = TemporalFeatureStep(ctx, timeout_sec=session_timeout_sec).transform(session_df)
b = BehavioralFeatureStep(ctx).transform(session_df)
p = ProductFeatureStep(ctx).transform(session_df)
result = {}
for df in [t, b, p]:
if not df.empty:
for col in df.columns:
if col != 'sessionId':
result[col] = df[col].iloc[0] if len(df) > 0 else 0
remap = {'hover_events': 'hovers', 'filter_events': 'searches', 'unique_pages': 'unique_pages_visited'}
for old, new in remap.items():
if old in result:
result[new] = result.pop(old)
return result

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import pytest
import pandas as pd
from typing import List
from procesing.providers.base import DataProvider
from procesing.context import PipelineContext
class MockProvider(DataProvider):
"""Mock provider for testing, holds in-memory fixtures"""
def __init__(self, products_df=None, experiments_df=None, kafka_data=None):
self._products = products_df if products_df is not None else pd.DataFrame()
self._experiments = experiments_df if experiments_df is not None else pd.DataFrame()
self._kafka_data = kafka_data if kafka_data is not None else {}
def fetch_products(self, store_mode: str) -> pd.DataFrame:
return self._products.copy()
def fetch_experiments(self, experiment_ids: List[str]) -> pd.DataFrame:
if self._experiments.empty:
return pd.DataFrame()
return self._experiments[
self._experiments['id'].isin(experiment_ids)
].copy()
def fetch_kafka_topic(self, topic: str) -> pd.DataFrame:
return self._kafka_data.get(topic, pd.DataFrame()).copy()
@pytest.fixture
def mock_products():
"""Standard product catalog fixture with realistic IDs from test data"""
return pd.DataFrame({
'id': [
'd018efc1-25e9-4284-b276-80386e048b25',
'51266ddb-5b07-47b7-89ee-5b5cae94bb11',
'2cd7f756-fc65-4ba0-ab01-74521c1fff43'
],
'name': ['Junior Suite', 'Superior Room', 'Deluxe Room'],
'base_price': [200.0, 150.0, 180.0]
})
@pytest.fixture
def mock_interactions_raw_kafka():
"""Raw Kafka message structure for interactions, matches production format"""
return [
{
'partitionID': 0, 'offset': 203, 'timestamp': 1764102082676,
'value': {
'payload': {
'sessionId': 'd423ce8a-77aa-4c9a-94d4-d1adddcc3472',
'experimentId': '53aefd07-f66a-4d7f-ba8b-7ea1fc562d35',
'eventName': 'learn_more_about_item',
'page': '/hotel/products/d018efc1-25e9-4284-b276-80386e048b25',
'productId': 'd018efc1-25e9-4284-b276-80386e048b25',
'metadata': {'type': 'hotel', 'dateIndex': 1, 'roomType': 'Junior Suite'},
'storeMode': 'hotel',
'ts': '2025-11-25T20:21:22.674Z'
}
}
},
{
'partitionID': 0, 'offset': 204, 'timestamp': 1764102086982,
'value': {
'payload': {
'sessionId': 'd423ce8a-77aa-4c9a-94d4-d1adddcc3472',
'experimentId': '53aefd07-f66a-4d7f-ba8b-7ea1fc562d35',
'eventName': 'page_view',
'page': '/hotel/products',
'productId': None,
'metadata': {'referrer': ''},
'storeMode': 'hotel',
'ts': '2025-11-25T20:21:26.947Z'
}
}
},
{
'partitionID': 0, 'offset': 205, 'timestamp': 1764102091825,
'value': {
'payload': {
'sessionId': 'd423ce8a-77aa-4c9a-94d4-d1adddcc3472',
'experimentId': '53aefd07-f66a-4d7f-ba8b-7ea1fc562d35',
'eventName': 'hover_over_title',
'page': '/hotel/products',
'productId': '51266ddb-5b07-47b7-89ee-5b5cae94bb11',
'metadata': {'elementText': 'Superior Room', 'dateIndex': 1, 'dwellTime': 1200},
'storeMode': 'hotel',
'ts': '2025-11-25T20:21:31.823Z'
}
}
},
{
'partitionID': 0, 'offset': 206, 'timestamp': 1764102094193,
'value': {
'payload': {
'sessionId': 'd423ce8a-77aa-4c9a-94d4-d1adddcc3472',
'experimentId': 'bbbbcccc-dddd-eeee-ffff-000011112222',
'eventName': 'hover_over_paragraph',
'page': '/hotel/products',
'productId': '51266ddb-5b07-47b7-89ee-5b5cae94bb11',
'metadata': {'elementText': 'price', 'dateIndex': 1, 'dwellTime': 1307},
'storeMode': 'hotel',
'ts': '2025-11-25T20:21:34.191Z'
}
}
},
{
'partitionID': 0, 'offset': 207, 'timestamp': 1764102101970,
'value': {
'payload': {
'sessionId': 'd423ce8a-77aa-4c9a-94d4-d1adddcc3472',
'experimentId': 'bbbbcccc-dddd-eeee-ffff-000011112222',
'eventName': 'hover_over_paragraph',
'page': '/hotel/products',
'productId': 'd018efc1-25e9-4284-b276-80386e048b25',
'metadata': {'elementText': 'price', 'dateIndex': 1, 'dwellTime': 1201},
'storeMode': 'hotel',
'ts': '2025-11-25T20:21:41.967Z'
}
}
}
]
@pytest.fixture
def mock_interactions(mock_interactions_raw_kafka):
"""Processed interaction DataFrame (what provider.fetch_kafka_topic returns)"""
records = [msg['value']['payload'] for msg in mock_interactions_raw_kafka]
df = pd.DataFrame(records)
df['timestamp'] = pd.to_datetime(df['ts'])
return df
@pytest.fixture
def mock_price_logs_raw_kafka():
"""Raw Kafka message structure for price logs, matches production format"""
return [
{
'partitionID': 0, 'offset': 32, 'timestamp': 1764104757969,
'value': {
'payload': {
'productId': '2cd7f756-fc65-4ba0-ab01-74521c1fff43',
'price': 162.47,
'sessionId': 'd423ce8a-77aa-4c9a-94d4-d1adddcc3472',
'experimentId': '53aefd07-f66a-4d7f-ba8b-7ea1fc562d35',
'storeMode': 'hotel',
'ts': '2025-11-25T21:05:57.967Z'
}
}
},
{
'partitionID': 0, 'offset': 33, 'timestamp': 1764104757995,
'value': {
'payload': {
'productId': '2ddabbfc-4127-48fc-86dc-ebc4c677efa2',
'price': 743.49,
'sessionId': 'd423ce8a-77aa-4c9a-94d4-d1adddcc3472',
'experimentId': '53aefd07-f66a-4d7f-ba8b-7ea1fc562d35',
'storeMode': 'hotel',
'ts': '2025-11-25T21:05:57.993Z'
}
}
},
{
'partitionID': 0, 'offset': 34, 'timestamp': 1764104758011,
'value': {
'payload': {
'productId': '2cd7f756-fc65-4ba0-ab01-74521c1fff43',
'price': 163.87,
'sessionId': 'd423ce8a-77aa-4c9a-94d4-d1adddcc3472',
'experimentId': '53aefd07-f66a-4d7f-ba8b-7ea1fc562d35',
'storeMode': 'hotel',
'ts': '2025-11-25T21:05:58.009Z'
}
}
},
{
'partitionID': 0, 'offset': 35, 'timestamp': 1764104758050,
'value': {
'payload': {
'productId': '2ddabbfc-4127-48fc-86dc-ebc4c677efa2',
'price': 397.46,
'sessionId': 'd423ce8a-77aa-4c9a-94d4-d1adddcc3472',
'experimentId': '53aefd07-f66a-4d7f-ba8b-7ea1fc562d35',
'storeMode': 'hotel',
'ts': '2025-11-25T21:05:58.049Z'
}
}
},
{
'partitionID': 0, 'offset': 36, 'timestamp': 1764104768865,
'value': {
'payload': {
'productId': '2cd7f756-fc65-4ba0-ab01-74521c1fff43',
'price': 401.66,
'sessionId': 'd423ce8a-77aa-4c9a-94d4-d1adddcc3472',
'experimentId': '53aefd07-f66a-4d7f-ba8b-7ea1fc562d35',
'storeMode': 'hotel',
'ts': '2025-11-25T21:06:08.864Z'
}
}
}
]
@pytest.fixture
def mock_price_logs(mock_price_logs_raw_kafka):
"""Processed price logs DataFrame (what provider.fetch_kafka_topic returns)"""
# extract payloads and flatten
records = [msg['value']['payload'] for msg in mock_price_logs_raw_kafka]
df = pd.DataFrame(records)
df['timestamp'] = pd.to_datetime(df['ts'])
return df
@pytest.fixture
def mock_experiments():
"""Standard experiment metadata fixture matching Supabase schema"""
return pd.DataFrame({
'id': ['53aefd07-f66a-4d7f-ba8b-7ea1fc562d35', 'bbbbcccc-dddd-eeee-ffff-000011112222'],
'created_at': pd.to_datetime(['2025-11-25T20:00:00Z', '2025-11-26T10:00:00Z']),
'subject_name': ['Session A', 'Session B'],
'xp_human_only': [True, False],
'xp_market_mode': ['hotel', 'airline'],
'xp_task_id': [None, None]
})
@pytest.fixture
def mock_provider(mock_products, mock_experiments, mock_interactions, mock_price_logs):
"""Fully configured mock provider"""
return MockProvider(
products_df=mock_products,
experiments_df=mock_experiments,
kafka_data={
'user-interactions': mock_interactions,
'price-logs': mock_price_logs
}
)
@pytest.fixture
def pipeline_context(mock_provider):
"""Standard pipeline context for testing"""
return PipelineContext(
provider=mock_provider,
store_mode='hotel',
window_size='30s',
n_price_buckets=3
)
@pytest.fixture
def empty_provider():
"""Provider with no data, for edge case testing"""
return MockProvider(
products_df=pd.DataFrame(columns=['id', 'name', 'base_price']),
experiments_df=pd.DataFrame(columns=['id', 'created_at', 'subject_name', 'xp_human_only', 'xp_market_mode', 'xp_task_id']),
kafka_data={'user-interactions': pd.DataFrame(), 'price-logs': pd.DataFrame()}
)
@pytest.fixture
def empty_context(empty_provider):
"""Context with empty provider"""
return PipelineContext(
provider=empty_provider,
store_mode='hotel',
window_size='30s'
)
@pytest.fixture
def session_interactions(mock_interactions):
"""Enriched interaction data for session feature extraction tests"""
df = mock_interactions.copy()
df['userAgent'] = ['Mozilla/5.0 Chrome/120', 'Mozilla/5.0 Chrome/120',
'HeadlessChrome/120', 'HeadlessChrome/120', 'HeadlessChrome/120']
df['metadata_base_price'] = [None, None, 150.0, 150.0, 200.0]
return df

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import pytest
import random
import pandas as pd
from procesing.steps import (
CreatePriceBucketsStep,
AugmentEventNamesStep
)
def test_bucketing(pipeline_context):
step = CreatePriceBucketsStep(context=pipeline_context)
# Test with normal price data
df = pd.DataFrame({
'metadata_price': random.sample(range(10, 1000), 100)
})
result = step.transform(df)
assert 'price_bucket' in result.columns
# test if is categorical
assert isinstance(result['price_bucket'].dtype, pd.CategoricalDtype)
assert result['price_bucket'].nunique() == 3 # as per context config
# distribution check
counts = result['price_bucket'].value_counts()
assert all(counts > 0)
assert counts.max() - counts.min() <= 10 # roughly equal distribution for 100 samples
# Test with empty DataFrame
df = pd.DataFrame()
result = step.transform(df)
assert 'price_bucket' in result.columns
assert result.empty
def test_augment_names(pipeline_context):
df = pd.DataFrame({
'eventName': ['click', 'view', 'purchase'],
'productId': ['prod_1', 'prod_2', None],
'price_bucket': ['PB_1', None, 'PB_3']
})
step = AugmentEventNamesStep(context=pipeline_context)
result = step.transform(df)
expected_event_names = [
'click_prod_1@PB_1',
'view',
'purchase'
]
assert result['eventName'].tolist() == expected_event_names

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import pytest
import random
import pandas as pd
from procesing.steps import (
ComputeDemandStep
)
def test_compute_demand(pipeline_context):
step = ComputeDemandStep(context=pipeline_context)
# Test with normal interaction data
df = pd.DataFrame({
'ts': pd.date_range(start='2023-01-01', periods=100, freq='h'),
'productId': random.choices([
'd018efc1-25e9-4284-b276-80386e048b25',
'51266ddb-5b07-47b7-89ee-5b5cae94bb11',
'2cd7f756-fc65-4ba0-ab01-74521c1fff43'
], k=100),
'eventName': random.choices(['view', 'click', 'purchase'], k=100)
})
result = step.transform(df)
assert type(result) == pd.DataFrame
assert not result.empty
assert set(result['productId']) == set(pipeline_context.products['id'])
assert all(result['demand_score'] > 100/3 -10)
def test_compute_demand_skewed(pipeline_context):
step = ComputeDemandStep(context=pipeline_context)
# Test with normal interaction data
df = pd.DataFrame({
'ts': pd.date_range(start='2023-01-01', periods=100, freq='h'),
'productId': random.choices([
'd018efc1-25e9-4284-b276-80386e048b25',
'51266ddb-5b07-47b7-89ee-5b5cae94bb11',
'2cd7f756-fc65-4ba0-ab01-74521c1fff43'
], weights=[0.7, 0.2, 0.1], k=100),
'eventName': random.choices(['view', 'click', 'purchase'], k=100)
})
result = step.transform(df)
assert type(result) == pd.DataFrame
assert not result.empty
assert set(result['productId']) == set(pipeline_context.products['id'])
# test for skewness
scores = result.set_index('productId')['demand_score'].to_dict()
assert scores['d018efc1-25e9-4284-b276-80386e048b25'] > \
scores['51266ddb-5b07-47b7-89ee-5b5cae94bb11'] > \
scores['2cd7f756-fc65-4ba0-ab01-74521c1fff43']

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import pytest
import pandas as pd
from procesing.steps import (
FetchInteractionsStep,
FetchPriceLogsStep,
FetchExperimentsStep,
)
def test_fetch_interactions_data(pipeline_context):
step = FetchInteractionsStep(pipeline_context)
data = step.transform(None)
assert data is not None
assert isinstance(data, pd.DataFrame)
expected_cols = [
"eventName",
"dateIndex",
"experimentId",
"storeMode",
"metadata_elementText"
]
for expected in expected_cols:
assert expected in data.columns
def test_fetch_price_logs(pipeline_context):
step = FetchPriceLogsStep(pipeline_context)
data = step.transform(None)
assert data is not None
assert isinstance(data, pd.DataFrame)
expected_cols = [
"price",
"productId"
]
for expected in expected_cols:
assert expected in data.columns
prices = data['price'].to_list()
assert min(prices) >= 0
assert max(prices) <= 9999
def test_experiments_fetching(pipeline_context):
interactions = FetchInteractionsStep(pipeline_context).transform(None)
assert interactions is not None
experiments = FetchExperimentsStep(pipeline_context)
experiment_data = experiments.transform(interactions)
assert experiment_data is not None
assert isinstance(experiment_data, pd.DataFrame)
assert not experiment_data.empty
assert 'id' in experiment_data.columns
assert len(experiment_data) == 2
assert '53aefd07-f66a-4d7f-ba8b-7ea1fc562d35' in experiment_data['id'].values

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import pytest
import pandas as pd
from procesing.pricers import (
StaticPricer,
RandomPricer,
ElasticityBasedPricer
)
def test_static_pricer_fit_and_predict():
# Sample historical data
historical_data = pd.DataFrame({
'product_id': [1, 2, 3],
'base_price': [100.0, 150.0, 200.0]
})
# Initialize and fit StaticPricer
pricer = StaticPricer()
pricer.fit(historical_data)
# Predict prices
predicted_prices = pricer.predict(None)
# Assert that predicted prices match base prices
expected_prices = historical_data['base_price'].values
assert all(predicted_prices == expected_prices), "Predicted prices do not match base prices"
def test_random_pricer_fit_and_predict():
# Sample historical data
historical_data = pd.DataFrame({
'product_id': [1, 2, 3],
'base_price': [100.0, 150.0, 200.0]
})
# Initialize and fit RandomPricer
pricer = RandomPricer(price_min=50.0, price_max=250.0, seed=42)
pricer.fit(historical_data)
# Predict prices
predicted_prices = pricer.predict(None)
# Assert that predicted prices are within bounds
assert predicted_prices.min() >= 50.0, "Predicted prices are below minimum bound"
assert predicted_prices.max() <= 250.0, "Predicted prices are above maximum bound"
# distribution check (not so strict)
assert len(set(predicted_prices)) > 1, "Predicted prices are not varied enough"
assert len(predicted_prices) == len(historical_data), "Number of predicted prices does not match number of products"
def test_elasticity_based_pricer_fit_and_predict():
# Sample historical data
historical_data = pd.DataFrame({
'productId': [1, 2, 3],
'elasticity': [-1.5, -0.5, -2.0],
'base_price': [100.0, 150.0, 200.0],
'mean_demand': [10, 20, 15]
})
# Initialize and fit ElasticityBasedPricer
pricer = ElasticityBasedPricer(alpha=0.1, price_floor=50.0, price_ceil=300.0)
pricer.fit(historical_data)
# Create a mock state space with demand deviations
class MockStateSpace:
def __init__(self, demand):
self.demand = demand
# Simulate demand higher than mean for all products
state_space = MockStateSpace(demand=[15, 25, 20])
# Predict prices
predicted_prices = pricer.predict(state_space)
# Assert that predicted prices are within bounds
assert predicted_prices.min() >= 50.0, "Predicted prices are below minimum bound"
assert predicted_prices.max() <= 300.0, "Predicted prices are above maximum bound"
assert len(predicted_prices) == len(historical_data), "Number of predicted prices does not match number of products"
# now we gotta check semantic validity
# since demand is higher than mean, prices should generally increase
for i, row in historical_data.iterrows():
base_price = row['base_price']
elasticity = row['elasticity']
expected_increase = base_price * (1 + 0.1 * abs(elasticity) * ((state_space.demand[i] - row['mean_demand']) / row['mean_demand']))
assert predicted_prices[i] >= base_price, f"Predicted price for product {row['productId']} did not increase as expected"
assert abs(predicted_prices[i] - expected_increase) < 1e-5, f"Predicted price for product {row['productId']} does not match expected calculation within 1e-5 tolerance"

8
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[pytest]
pythonpath = .
testpaths = procesing/tests agents
python_files = test*.py
python_classes = Test*
python_functions = test_*
asyncio_mode = auto
asyncio_default_fixture_loop_scope = function

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import random
import json
import os
import logging
from dotenv import load_dotenv
from supabase import create_client, Client
from tqdm import tqdm
load_dotenv()
logging.basicConfig(level=logging.INFO, format='%(levelname)s: %(message)s')
log = logging.getLogger(__name__)
SUPABASE_URL = os.getenv("NEXT_PUBLIC_SUPABASE_URL")
SUPABASE_SERVICE_KEY = os.getenv("SUPABASE_SERVICE_ROLE_KEY")
if not SUPABASE_SERVICE_KEY:
log.error("SUPABASE_SERVICE_ROLE_KEY not found in environment")
raise ValueError("Missing SUPABASE_SERVICE_ROLE_KEY - required for admin operations")
supabase: Client = create_client(SUPABASE_URL, SUPABASE_SERVICE_KEY)
DAYS = 14
# hotel room configurations
ROOMS = {
"Presidential Suite": {'amenities': ['ocean_view', 'balcony', 'jacuzzi', 'butler_service', 'premium_minibar'], 'total': 1, 'image_url': "", "base_price": 450, 'name': 'Presidential Suite', 'refundable': True, 'max_occupancy': 4},
"Executive Suite": {'amenities': ['city_view', 'balcony', 'workspace', 'lounge_access'], 'total': 2, 'image_url': "", "base_price": 280, 'name': 'Executive Suite', 'refundable': True, 'max_occupancy': 3},
"Junior Suite": {'amenities': ['garden_view', 'mini_fridge', 'coffee_maker'], 'total': 5, 'image_url': "", "base_price": 180, 'name': 'Junior Suite', 'refundable': True, 'max_occupancy': 2},
"Deluxe Room": {'amenities': ['city_view', 'work_desk', 'coffee_maker'], 'total': 8, 'image_url': "", "base_price": 140, 'name': 'Deluxe Room', 'refundable': False, 'max_occupancy': 2},
"Superior Room": {'amenities': ['wifi', 'tv', 'safe'], 'total': 12, 'image_url': "", "base_price": 110, 'name': 'Superior Room', 'refundable': False, 'max_occupancy': 2},
"Standard Room": {'amenities': ['wifi', 'tv'], 'total': 20, 'image_url': "", "base_price": 85, 'name': 'Standard Room', 'refundable': False, 'max_occupancy': 2},
}
# flight configurations
FLIGHTS = {
"JFK-LAX-Economy": {'departure': {'time': '08:00', 'airport': 'JFK'}, 'arrival': {'time': '11:30', 'airport': 'LAX'}, 'duration': '5h 30m', 'stops': 0, 'cabin_class': 'economy', 'fare_rule': 'standard', 'refundable': False, 'total': 180, 'base_price': 250},
"JFK-LAX-Business": {'departure': {'time': '08:00', 'airport': 'JFK'}, 'arrival': {'time': '11:30', 'airport': 'LAX'}, 'duration': '5h 30m', 'stops': 0, 'cabin_class': 'business', 'fare_rule': 'flexible', 'refundable': True, 'total': 30, 'base_price': 850},
"ORD-MIA-Economy": {'departure': {'time': '14:15', 'airport': 'ORD'}, 'arrival': {'time': '18:45', 'airport': 'MIA'}, 'duration': '3h 30m', 'stops': 0, 'cabin_class': 'economy', 'fare_rule': 'basic', 'refundable': False, 'total': 200, 'base_price': 180},
"SFO-SEA-Premium": {'departure': {'time': '06:30', 'airport': 'SFO'}, 'arrival': {'time': '08:45', 'airport': 'SEA'}, 'duration': '2h 15m', 'stops': 0, 'cabin_class': 'premium', 'fare_rule': 'standard', 'refundable': False, 'total': 60, 'base_price': 420},
"ATL-DFW-First": {'departure': {'time': '16:00', 'airport': 'ATL'}, 'arrival': {'time': '17:30', 'airport': 'DFW'}, 'duration': '2h 30m', 'stops': 0, 'cabin_class': 'first', 'fare_rule': 'flexible', 'refundable': True, 'total': 12, 'base_price': 1600},
"LAX-SFO-Economy": {'departure': {'time': '10:00', 'airport': 'LAX'}, 'arrival': {'time': '11:30', 'airport': 'SFO'}, 'duration': '1h 30m', 'stops': 0, 'cabin_class': 'economy', 'fare_rule': 'standard', 'refundable': False, 'total': 150, 'base_price': 120},
"MIA-ATL-Premium": {'departure': {'time': '19:00', 'airport': 'MIA'}, 'arrival': {'time': '20:45', 'airport': 'ATL'}, 'duration': '1h 45m', 'stops': 0, 'cabin_class': 'premium', 'fare_rule': 'standard', 'refundable': True, 'total': 50, 'base_price': 380},
"DFW-ORD-Economy": {'departure': {'time': '07:30', 'airport': 'DFW'}, 'arrival': {'time': '10:15', 'airport': 'ORD'}, 'duration': '2h 45m', 'stops': 0, 'cabin_class': 'economy', 'fare_rule': 'basic', 'refundable': False, 'total': 190, 'base_price': 160},
"SEA-LAX-Business": {'departure': {'time': '13:00', 'airport': 'SEA'}, 'arrival': {'time': '15:30', 'airport': 'LAX'}, 'duration': '2h 30m', 'stops': 0, 'cabin_class': 'business', 'fare_rule': 'flexible', 'refundable': True, 'total': 40, 'base_price': 720},
"LAX-JFK-First": {'departure': {'time': '18:00', 'airport': 'LAX'}, 'arrival': {'time': '02:15', 'airport': 'JFK'}, 'duration': '5h 15m', 'stops': 0, 'cabin_class': 'first', 'fare_rule': 'flexible', 'refundable': True, 'total': 16, 'base_price': 1850},
}
def gen_hotel_products():
"""generate hotel room products for next DAYS days"""
data = []
for day in range(DAYS):
for room_type, rdata in ROOMS.items():
data.append({
'room_type': room_type,
'date_index': day + 1,
'metadata': rdata,
'availability': random.randint(0, rdata['total'])
})
return data
def gen_airline_products():
"""generate flight products for next DAYS days"""
data = []
for day in range(DAYS):
for flight_type, fdata in FLIGHTS.items():
data.append({
'flight_type': flight_type,
'date_index': day + 1,
'metadata': fdata,
'availability': random.randint(0, fdata['total'])
})
return data
def clear_table(table_name: str):
"""clear all records from a table"""
try:
resp = supabase.table(table_name).select('id').execute()
if resp.data:
ids = [row['id'] for row in resp.data]
chunk_size = 100
for i in tqdm(range(0, len(ids), chunk_size), desc=f"Clearing {table_name}", unit="chunk"):
chunk = ids[i:i+chunk_size]
supabase.table(table_name).delete().in_('id', chunk).execute()
log.info(f"Deleted {len(ids)} records from {table_name}")
else:
log.info(f"{table_name} already empty")
except Exception as e:
log.error(f"Failed to clear {table_name}: {e}")
raise
def seed_table(table_name: str, data: list[dict]):
"""insert records into a table"""
try:
chunk_size = 100
total = len(data)
for i in tqdm(range(0, total, chunk_size), desc=f"Seeding {table_name}", unit="chunk"):
chunk = data[i:i+chunk_size]
supabase.table(table_name).insert(chunk).execute()
log.info(f"Inserted {total} records into {table_name}")
except Exception as e:
log.error(f"Failed to seed {table_name}: {e}")
raise
def main():
log.info("Generating hotel products...")
hotel_products = gen_hotel_products()
log.info(f"Generated {len(hotel_products)} hotel products")
log.info("Generating airline products...")
airline_products = gen_airline_products()
log.info(f"Generated {len(airline_products)} airline products\n")
log.info("Clearing existing products...")
clear_table('hotel_products')
clear_table('airline_products')
log.info("Seeding products...")
seed_table('hotel_products', hotel_products)
seed_table('airline_products', airline_products)
if __name__ == "__main__":
main()

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lab/README.md Normal file
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# MOS (Money Operating System)
Research-grade quote-control simulator for studying dynamic pricing and market making policies.
The system models pricing as a closed loop of **Quote → Arrival → Execution → Position**, enabling
controlled experimentation with demand models, inventory constraints, and reward shaping.
## Core Loop
1. **Quote** the policy posts prices (one-sided or two-sided depending on the mechanism).
2. **Arrival** a population model generates purchase opportunities or market orders.
3. **Execution** an execution model decides whether an arrival converts at the quoted price.
4. **Position** inventory/position limits censor fills and generate holding/shortage costs.
5. **Observation & Reward** censored fills and aggregate metrics are exposed to the agent, while
objectives turn metrics into a scalar reward.
Each stage is pluggable via light-weight protocols so you can swap in alternative mechanisms,
demand models, or objectives without rewriting the rest of the simulator.
## Package Layout
| Module | Purpose |
|-------------------|---------|
| `lab.outlet` | Core simulation engine, domain types, pricing mechanisms, objectives. |
| `lab.population` | Demand arrival models, execution probability models, competitor/market dynamics. |
| `lab.experiments` | Rollout utilities, baseline policies, and off-policy evaluation helpers. |
| `lab.config` | Convenience factories for preconfigured retail and market-making environments. |
## Preconfigured Scenarios
### Retail Dynamic Pricing
- Mechanism: posted prices with margin and delta constraints.
- Arrivals: browsing sessions with contamination support (scrapers).
- Execution: elasticity model with competitor cross-effects.
- Position: inventory tracking with holding and shortage costs.
- Market: reactive competitor that can trigger price wars.
- Objective: PnL minus volatility, holding cost, and lost opportunity penalties.
```python
from lab.config import make_retail_platform
from lab.experiments import rollout, fixed_price_policy
platform = make_retail_platform()
policy = fixed_price_policy(platform.instruments.refs)
result = rollout(platform, policy, n_steps=100)
print(result.total_pnl)
```
### Market Making
- Mechanism: two-sided quoting with bid/ask spreads.
- Arrivals: Hawkes order flow for clustered demand.
- Execution: AvellanedaStoikov style intensity model.
- Position: inventory risk limits and quadratic penalty objective.
- Market: geometric Brownian motion mid-price process.
- Objective: PnL plus spread capture minus inventory risk.
```python
from lab.config import make_market_making_platform
from lab.experiments import rollout
platform = make_market_making_platform()
mm_policy = lambda obs, t: (platform.instruments.refs, 1.0)
result = rollout(platform, mm_policy, n_steps=200, seed=42)
print(result.total_pnl)
```
## Extending the Simulator
- Implement `lab.outlet.protocols.Mechanism` or `ArrivalModel` to introduce new pricing
domains or demand processes.
- Compose objectives with `lab.outlet.objectives.factory.make_composite` to study alternate
reward formulations.
- Use `lab.experiments.compare_policies` to benchmark candidate policies across multiple
random seeds.
Comprehensive API documentation lives in `lab/docs` (build with `make html`).

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

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lab/case/__init__.py Normal file
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"""
Case studies implementing specific research scenarios.
Available cases:
- thesis: PHANTOM thesis implementation with contaminated demand and DR-RL
"""

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"""
Thesis-specific implementation of the PHANTOM pricing defense framework.
This module implements the mathematical models from the thesis:
- ContaminatedArrivalModel: Mixture demand Q(p) = (1-α)d_H + αd_A (Eq 3)
- HybridExecutionModel: Divergent H/A behavior with separability (Section 2.1)
- RobustStackelbergObjective: Maximin objective with COI penalty (Eq 23)
- COIMetrics: Cost of Information tracking (Definition 1)
The platform configuration creates a research environment that directly
maps to the thesis mathematical framework for DR-RL experiments.
"""
from .arrivals import ContaminatedArrivalModel, ContaminatedArrivalConfig
from .execution import HybridExecutionModel, HybridExecutionConfig
from .objectives import RobustStackelbergObjective, COIObjective
from .platform import make_thesis_platform, ThesisConfig
from .metrics import COIMetrics, compute_coi, compute_separability
__all__ = [
'ContaminatedArrivalModel', 'ContaminatedArrivalConfig',
'HybridExecutionModel', 'HybridExecutionConfig',
'RobustStackelbergObjective', 'COIObjective',
'make_thesis_platform', 'ThesisConfig',
'COIMetrics', 'compute_coi', 'compute_separability',
]

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lab/case/thesis/arrivals.py Normal file
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"""Contaminated arrivals using learned MDP kernels from behavior_loader.
Implements thesis demand model (Section 3.1):
- Aggregate demand Q(p) = (1-α)E[d(p;θ_H)] + αE[d(p;θ_A)] + ε_t (Eq 3)
- Demand proxy q̂_{t,i} = Σ_s Σ_k ω(a_{s,k}) · 1[i_{s,k} = i] (Eq 2)
- Per-session separability via KL divergence Δ_H, Δ_A (Eq 20-21)
The arrival model samples sessions from a mixture of human/agent behavioral profiles,
each session produces a trajectory τ_s and associated demand computation q(τ').
"""
from __future__ import annotations
from dataclasses import dataclass, field
from types import SimpleNamespace
from typing import Dict, List, Tuple, Optional
import numpy as np
from ...outlet.types import Opportunity, InstrumentSet, MarketState, HiddenState
from ...outlet.constants import Side, OpportunityType
from ...outlet.math_util import poisson_arrivals
try:
import sys
from pathlib import Path
sys.path.insert(0, str(Path(__file__).parent.parent.parent.parent))
from sim.rl.behavior_loader.models import (
BehaviorModel, AgentBehaviorModel, aggregate_event_transitions, kl_divergence
)
REAL_MDP = True
except ImportError:
REAL_MDP = False
kl_divergence = None
EVENT_PAGE = {"session_start": "/", "view_item_page": "/products", "learn_more_about_item": "/products/details",
"add_item_to_cart": "/cart", "purchase_complete": "/checkout", "session_end": "/checkout/success"}
EVENT_CANON = {"page_view": "session_start", "hover_over_paragraph": "view_item_page", "hover_over_title": "view_item_page",
"view_item_page": "view_item_page", "learn_more_about_item": "learn_more_about_item",
"add_item_to_cart": "add_item_to_cart", "checkout_start": "purchase_complete", "remove_item": "view_item_page"}
# action space partition A = A_nav A_cart A_filter A_dwell with signal weights ω (Table 1)
ACTION_WEIGHTS: Dict[str, float] = {
"add_item_to_cart": 0.8, "remove_item": 0.6, "checkout_start": 0.9, "purchase_complete": 1.0, # A_cart
"hover_over_title": 0.3, "hover_over_paragraph": 0.35, "hover_over_link": 0.25, # A_dwell
"page_view": 0.1, "session_start": 0.05, "view_item_page": 0.15, "learn_more_about_item": 0.2, # A_nav
"search": 0.05, "filter_date": 0.05, "filter_price": 0.08, "sort": 0.03, "session_end": 0.0, # A_filter
}
@dataclass
class SessionDemand:
"""Per-session demand computation per thesis formulation (Section 3.1).
Each session s ∈ S produces trajectory τ_s and demand proxy q̂. The platform uses
divergence signals Δ_H, Δ_A to estimate per-session contamination α̂(τ').
"""
session_id: str
q: Dict[int, float] # q̂_i demand proxy per product (Eq 2)
trajectory: List[Dict] # τ_s = (e_{s,1}, ..., e_{s,L_s})
delta_h: float = 0.0 # D_KL(T̂' || T̄_H) (Eq 20)
delta_a: float = 0.0 # D_KL(T̂' || T̄_A) (Eq 21)
alpha_hat: float = 0.0 # per-session contamination estimate
actor_class: str = "H" # ground truth Y_s ∈ {H, A}
theta: Dict[str, float] = field(default_factory=dict)
def compute_demand_proxy(events: List[Dict], n_products: int) -> Dict[int, float]:
"""Compute q̂_{t,i} = Σ_k ω(a_{s,k}) · 1[i_{s,k} = i] per Eq 2."""
q = {i: 0.0 for i in range(n_products)}
for e in events:
action, pidx = e.get("eventName", ""), e.get("product_idx")
if pidx is not None and 0 <= pidx < n_products:
q[pidx] += ACTION_WEIGHTS.get(action, 0.1)
return q
def compute_session_divergence(events: List[Dict], ref_h: Dict, ref_a: Dict) -> Tuple[float, float]:
"""Compute Δ_H, Δ_A divergence signals from trajectory (Eq 20-21)."""
if not events or kl_divergence is None:
return 0.0, 0.0
# build empirical transition kernel from trajectory
trans: Dict[str, Dict[str, int]] = {}
prev = "session_start"
for e in events:
curr = e.get("eventName", "session_end")
trans.setdefault(prev, {})
trans[prev][curr] = trans[prev].get(curr, 0) + 1
prev = curr
# normalize to probabilities
kernel = {}
for s, dests in trans.items():
total = sum(dests.values())
kernel[s] = {d: c / total for d, c in dests.items()} if total > 0 else {}
# aggregate to event-level and compute KL divergence against reference kernels
delta_h = sum(kl_divergence(kernel.get(s, {}), ref_h.get(s, {})) for s in kernel) / max(len(kernel), 1)
delta_a = sum(kl_divergence(kernel.get(s, {}), ref_a.get(s, {})) for s in kernel) / max(len(kernel), 1)
return delta_h, delta_a
def _canonicalize(raw: Dict) -> Dict:
out = {}
for src, dsts in raw.items():
sc = EVENT_CANON.get(src, src)
out.setdefault(sc, {})
for dst, p in dsts.items():
dc = EVENT_CANON.get(dst, dst)
out[sc][dc] = out[sc].get(dc, 0.0) + p
return {s: {k: v/sum(d.values()) for k, v in d.items()} for s, d in out.items() if sum(d.values()) > 0}
class BehavioralProfile:
"""Markov profile from learned MDP kernels (Section 3.5.2).
Transition kernel T̂_Y estimated via MLE: P̂(s'|s) = N(s,s') / Σ_k N(s,k) (Eq 19)
"""
STATES = ["session_start", "view_item_page", "learn_more_about_item", "add_item_to_cart", "purchase_complete", "session_end"]
# fallback kernels T̄_H, T̄_A when real data unavailable
FALLBACK_H = {"session_start": {"view_item_page": 0.85, "session_end": 0.15},
"view_item_page": {"learn_more_about_item": 0.4, "add_item_to_cart": 0.3, "view_item_page": 0.2, "session_end": 0.1},
"learn_more_about_item": {"add_item_to_cart": 0.5, "view_item_page": 0.3, "session_end": 0.2},
"add_item_to_cart": {"purchase_complete": 0.6, "view_item_page": 0.25, "session_end": 0.15},
"purchase_complete": {"session_end": 1.0}}
FALLBACK_A = {"session_start": {"view_item_page": 0.95, "session_end": 0.05},
"view_item_page": {"learn_more_about_item": 0.6, "view_item_page": 0.25, "add_item_to_cart": 0.1, "session_end": 0.05},
"learn_more_about_item": {"view_item_page": 0.5, "add_item_to_cart": 0.15, "learn_more_about_item": 0.3, "session_end": 0.05},
"add_item_to_cart": {"view_item_page": 0.4, "purchase_complete": 0.2, "session_end": 0.4},
"purchase_complete": {"session_end": 1.0}}
def __init__(self, actor: str, pprobs: np.ndarray, data_dir: str = ""):
self.actor, self.pprobs = actor, np.clip(pprobs, 0.0, 0.95)
self.trans = self._load(data_dir) # T̂_Y transition kernel
self._ensure_terminal()
self.dwell = {s: (1.2, 0.5) if actor == "agents" else (2.0, 1.2) for s in self.STATES}
def _load(self, data_dir: str) -> Dict:
if not REAL_MDP or not data_dir:
print("using fallback")
return dict(self.FALLBACK_A if self.actor == "agents" else self.FALLBACK_H)
try:
mdp = (AgentBehaviorModel if self.actor == "agents" else BehaviorModel)(data_dir).build_MDP()
raw = aggregate_event_transitions(mdp) if mdp.get("transitions") else {}
return _canonicalize(raw) if raw else dict(self.FALLBACK_A if self.actor == "agents" else self.FALLBACK_H)
except Exception:
print("using fallback")
return dict(self.FALLBACK_A if self.actor == "agents" else self.FALLBACK_H)
def _ensure_terminal(self):
self.trans.setdefault("purchase_complete", {})["session_end"] = self.trans.get("purchase_complete", {}).get("session_end", 1.0)
self.trans.setdefault("session_start", {"view_item_page": 0.7, "learn_more_about_item": 0.2, "session_end": 0.1})
def _tprobs(self, state: str, pidx: int) -> Dict[str, float]:
probs = dict(self.trans.get(state, {"session_end": 1.0}))
if state == "add_item_to_cart":
base = probs.get("purchase_complete", 0.0)
df = float(self.pprobs[pidx]) * (0.3 if self.actor == "agents" else 1.0)
adj = np.clip(base * 0.5 + df * 0.5, 0.0, 0.95)
rem = max(1e-6, 1.0 - adj)
other = sum(v for k, v in probs.items() if k != "purchase_complete")
probs = {k: (adj if k == "purchase_complete" else v * rem / max(other, 1e-6)) for k, v in probs.items()}
total = sum(probs.values())
return {k: v/total for k, v in probs.items()} if total > 0 else {"session_end": 1.0}
def sample(self, rng: np.random.Generator, sid: str, prices: np.ndarray, costs: np.ndarray) -> Tuple[List[Dict], List[SimpleNamespace]]:
events, fevts = [], []
state, t, pidx = "session_start", 0.0, int(rng.integers(0, len(prices)))
cost, cprice = float(costs[pidx]), max(float(prices[pidx]), float(costs[pidx]) * 1.05)
while state != "session_end" and len(events) < 40:
if state != "session_start":
row = {"session_id": sid, "actor": "agent" if self.actor == "agents" else "human",
"eventName": state, "product_idx": pidx, "productId": f"product-{pidx:04d}",
"price_offered": cprice, "price_paid": 0.0, "page": EVENT_PAGE.get(state, "/"),
"ts": t, "unit_cost": cost, "base_price": float(prices[pidx])}
if state == "purchase_complete":
row["price_paid"] = max(cprice * (1.0 + rng.normal(0.0, 0.015)), cost)
events.append(row)
fevts.append(SimpleNamespace(eventName=state, page=row["page"], productId=row["productId"], ts=t))
probs = self._tprobs(state, pidx)
state = rng.choice(list(probs.keys()), p=list(probs.values()))
sh, sc = self.dwell.get(state, (2.0, 1.0))
t += max(0.3, rng.gamma(shape=sh, scale=sc))
return events, fevts
@dataclass
class ContaminatedArrivalConfig:
base_rate: float = 20.0
alpha_contamination: float = 0.2
alpha_drift: float = 0.0
alpha_bounds: tuple[float, float] = (0.0, 0.5)
human_views_range: tuple[int, int] = (1, 4)
agent_views_range: tuple[int, int] = (3, 10)
agent_systematic: bool = True
use_real_behavior: bool = True
human_data_dir: str = ""
agent_data_dir: str = ""
class ContaminatedArrivalModel:
"""Mixture model Q(p) = (1-α)E[d(p;θ_H)] + αE[d(p;θ_A)] + ε_t (Eq 3).
Samples sessions from human/agent behavioral profiles, computes per-session
demand proxy q̂ and divergence signals Δ_H, Δ_A for separability.
"""
def __init__(self, cfg: ContaminatedArrivalConfig | None = None):
self.cfg = cfg or ContaminatedArrivalConfig()
self._alpha = self.cfg.alpha_contamination
self._scount = 0
self._profiles: Dict[str, BehavioralProfile] = {}
self._ref_kernels: Dict[str, Dict] = {} # T̄_H, T̄_A reference kernels
self._session_demands: List[SessionDemand] = [] # collected session demands
@property
def alpha(self) -> float:
return self._alpha
def _profile(self, actor: str, pprobs: np.ndarray) -> BehavioralProfile:
key = actor
if key not in self._profiles:
ddir = self.cfg.agent_data_dir if actor == "agents" else self.cfg.human_data_dir
if not ddir and self.cfg.use_real_behavior:
base = Path(__file__).parent.parent.parent.parent / "experiments"
ddir = str(base / ("agents/collected_data" if actor == "agents" else "collected_data"))
profile = BehavioralProfile(actor, pprobs, ddir if self.cfg.use_real_behavior else "")
self._profiles[key] = profile
self._ref_kernels[key] = profile.trans # cache T̄_Y for divergence
return self._profiles[key]
def get_ref_kernels(self) -> Tuple[Dict, Dict]:
"""Return reference transition kernels T̄_H, T̄_A for divergence computation."""
return (self._ref_kernels.get("humans", BehavioralProfile.FALLBACK_H),
self._ref_kernels.get("agents", BehavioralProfile.FALLBACK_A))
def get_session_demands(self) -> List[SessionDemand]:
"""Return collected session demands for downstream analysis."""
return self._session_demands
def sample(self, t: float, dt: float, instruments: InstrumentSet,
market: MarketState | None, hidden: HiddenState, rng: np.random.Generator) -> list[Opportunity]:
"""Sample arrivals as per Eq 3: mixture of human/agent demand distributions.
For each session s, computes:
- Trajectory τ_s from behavioral profile sampling
- Demand proxy q̂ via weighted action aggregation (Eq 2)
- Divergence signals Δ_H, Δ_A for separability (Eq 20-21)
- Per-session contamination estimate α̂(τ')
"""
cfg = self.cfg
if cfg.alpha_drift != 0:
self._alpha = np.clip(self._alpha + cfg.alpha_drift * rng.normal(), *cfg.alpha_bounds)
hidden.contamination = self._alpha
n_sess = poisson_arrivals(cfg.base_rate * hidden.true_demand_intensity, dt, rng)
prices, costs = instruments.refs, instruments.costs
margin = np.clip((prices - costs) / np.maximum(costs, 1e-3), -0.9, 2.0)
hprob, aprob = 0.08 * np.exp(-1.2 * margin), 0.05 * np.exp(-0.6 * margin)
ref_h, ref_a = self.get_ref_kernels()
opps = []
for _ in range(n_sess):
self._scount += 1
sid = f"s{self._scount:06d}"
is_agent = rng.random() < self._alpha
actor, probs = ("agents", aprob) if is_agent else ("humans", hprob)
profile = self._profile(actor, probs)
events, fevts = profile.sample(rng, sid, prices, costs)
# compute demand proxy q̂ per Eq 2
q = compute_demand_proxy(events, instruments.n)
# compute divergence signals Δ_H, Δ_A per Eq 20-21
delta_h, delta_a = compute_session_divergence(events, ref_h, ref_a)
# per-session contamination estimate α̂(τ') = σ(β(Δ_H - Δ_A))
alpha_hat = 1.0 / (1.0 + np.exp(-2.0 * (delta_h - delta_a))) if (delta_h + delta_a) > 0 else 0.5
theta = ({'price_sensitivity': rng.uniform(0.05, 0.2), 'base_conversion': 0.01, 'info_value': 1.0} if is_agent
else {'price_sensitivity': rng.uniform(1.5, 4.0), 'base_conversion': rng.uniform(0.2, 0.5), 'info_value': 0.0})
# store session demand for downstream analysis
self._session_demands.append(SessionDemand(
session_id=sid, q=q, trajectory=events, delta_h=delta_h, delta_a=delta_a,
alpha_hat=alpha_hat, actor_class="A" if is_agent else "H", theta=theta))
viewed = list({e["product_idx"] for e in events if "product_idx" in e})
if not viewed:
vr = cfg.agent_views_range if is_agent else cfg.human_views_range
viewed = list(rng.choice(instruments.n, size=min(rng.integers(*vr), instruments.n), replace=False))
for vi, iid in enumerate(viewed):
opps.append(Opportunity(
id=f"{sid}-{iid}", type=OpportunityType.SESSION, side=Side.BUY,
instrument_id=int(iid), size=1.0, t=t + rng.uniform(0, dt),
context={'session_id': sid, 'actor_class': 'AGENT' if is_agent else 'HUMAN', 'is_agent': is_agent,
'reconnaissance_intent': is_agent, 'view_index': vi, 'total_views': len(viewed),
'theta': theta, 'trajectory_events': fevts, 'mdp_trajectory': events,
'demand_proxy': q, 'alpha_hat': alpha_hat, 'delta_h': delta_h, 'delta_a': delta_a}))
return opps
@dataclass
class AdversarialArrivalConfig:
base_rate: float = 5.0
n_parallel_agents: int = 3
query_all_products: bool = True
class AdversarialArrivalModel:
"""Adversarial coordination (Theorem 1): as N->inf, COI->0."""
def __init__(self, cfg: AdversarialArrivalConfig | None = None):
self.cfg = cfg or AdversarialArrivalConfig()
self._qcount = 0
def sample(self, t: float, dt: float, instruments: InstrumentSet,
market: MarketState | None, hidden: HiddenState, rng: np.random.Generator) -> list[Opportunity]:
cfg, opps = self.cfg, []
for _ in range(poisson_arrivals(cfg.base_rate, dt, rng)):
self._qcount += 1
for ai in range(cfg.n_parallel_agents):
sid = f"adv{self._qcount:06d}-{ai}"
prods = np.arange(instruments.n) if cfg.query_all_products else rng.choice(instruments.n, size=1)
for iid in prods:
opps.append(Opportunity(
id=f"{sid}-{iid}", type=OpportunityType.SESSION, side=Side.BUY,
instrument_id=int(iid), size=1.0, t=t,
context={'session_id': sid, 'actor_class': 'AGENT', 'is_agent': True, 'adversarial': True,
'agent_index': ai, 'query_group': self._qcount,
'theta': {'price_sensitivity': 0.0, 'base_conversion': 0.0, 'info_value': 1.0}}))
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"""Execution models with divergent H/A behavior using ground truth labels."""
from __future__ import annotations
from dataclasses import dataclass
from typing import Any, Dict
import numpy as np
from ...outlet.types import Opportunity, Quote, InstrumentSet, MarketState
from ...outlet.math_util import sigmoid, safe_log, EPS
@dataclass
class HybridExecutionConfig:
human_base_prob: float = 0.3
human_elasticity: float = 2.5
agent_conversion: float = 0.01
cross_elasticity: float = 0.4
quality_weight: float = 0.2
use_separability: bool = False
class HybridExecutionModel:
"""Execution with divergent H/A behavior using ground truth labels."""
def __init__(self, cfg: HybridExecutionConfig | None = None):
self.cfg = cfg or HybridExecutionConfig()
def prob(self, opp: Opportunity, quote: Quote, instruments: InstrumentSet,
market: MarketState | None, rng: np.random.Generator) -> float:
cfg, idx = self.cfg, int(opp.instrument_id)
price, ref, cost = float(quote.prices[idx]), float(instruments.refs[idx]), float(instruments.costs[idx])
ctx = opp.context
theta = ctx.get('theta', {})
is_agent = ctx.get('is_agent', False)
if is_agent:
return cfg.agent_conversion * theta.get('base_conversion', 1.0)
# human logit discrete choice
sens = theta.get('price_sensitivity', cfg.human_elasticity)
base = theta.get('base_conversion', cfg.human_base_prob)
u_price = -sens * safe_log(price / (ref + EPS))
quality = instruments.instruments[idx].attrs.get('quality', 0.5)
u_quality = cfg.quality_weight * quality
u_comp = 0.0
if market and market.competitor_quotes is not None:
cp = market.competitor_quotes[idx]
if cp < price:
u_comp = -cfg.cross_elasticity * (price - cp) / ref
utility = safe_log(base / (1 - base + EPS)) + u_price + u_quality + u_comp
return float(sigmoid(utility))
def uncensor(self, fills: np.ndarray, instruments: InstrumentSet, context: dict[str, Any] | None = None) -> np.ndarray:
if context is None:
return fills / (self.cfg.human_base_prob + EPS)
agent_frac = context.get('contamination', 0.0)
return fills / (self.cfg.human_base_prob * (1 - agent_frac) + EPS)
@dataclass
class SeparableExecutionConfig:
human_funnel: Dict[str, float] = None
agent_funnel: Dict[str, float] = None
def __post_init__(self):
self.human_funnel = self.human_funnel or {'view_to_detail': 0.4, 'detail_to_cart': 0.3, 'cart_to_purchase': 0.6}
self.agent_funnel = self.agent_funnel or {'view_to_detail': 0.8, 'detail_to_cart': 0.05, 'cart_to_purchase': 0.1}
class SeparableExecutionModel:
"""Execution with Markov funnel kernels using ground truth labels."""
def __init__(self, cfg: SeparableExecutionConfig | None = None):
self.cfg = cfg or SeparableExecutionConfig()
def prob(self, opp: Opportunity, quote: Quote, instruments: InstrumentSet,
market: MarketState | None, rng: np.random.Generator) -> float:
is_agent = opp.context.get('is_agent', False)
probs = self.cfg.agent_funnel if is_agent else self.cfg.human_funnel
p = probs['view_to_detail'] * probs['detail_to_cart'] * probs['cart_to_purchase']
if not is_agent:
idx = int(opp.instrument_id)
price_ratio = quote.prices[idx] / (instruments.refs[idx] + EPS)
p *= np.exp(-0.5 * (price_ratio - 1.0))
return float(np.clip(p, 0, 1))
def uncensor(self, fills: np.ndarray, instruments: InstrumentSet, context: dict[str, Any] | None = None) -> np.ndarray:
h = self.cfg.human_funnel
exp_conv = h['view_to_detail'] * h['detail_to_cart'] * h['cart_to_purchase']
return fills / (exp_conv + EPS)

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"""Thesis metrics for COI and behavioral analysis using ground truth labels."""
from __future__ import annotations
from dataclasses import dataclass, field
from typing import Dict
import numpy as np
from ...outlet.types import StepLogs, StepMetrics, Quote, InstrumentSet
from ...outlet.math_util import safe_log, EPS
@dataclass
class COIMetrics:
coi_level: float = 0.0
coi_leakage: float = 0.0
realized_premium: float = 0.0
theoretical_max: float = 0.0
erosion_rate: float = 0.0
def to_dict(self) -> dict[str, float]:
return {k: getattr(self, k) for k in ['coi_level', 'coi_leakage', 'realized_premium', 'theoretical_max', 'erosion_rate']}
def compute_coi(quote: Quote, instruments: InstrumentSet, metrics: StepMetrics, contamination: float) -> COIMetrics:
prices, costs, refs = quote.prices, instruments.costs, instruments.refs
margins = prices - costs
coi_level = float(np.mean(margins))
theoretical_max = float(np.mean(costs))
realized_premium = (metrics.revenue - metrics.cost) / metrics.units_traded if metrics.units_traded > 0 else 0.0
price_var = float(np.var(prices / refs))
coi_leakage = contamination * (coi_level + price_var)
erosion_rate = contamination * coi_level / (theoretical_max + EPS)
return COIMetrics(coi_level=coi_level, coi_leakage=coi_leakage, realized_premium=realized_premium,
theoretical_max=theoretical_max, erosion_rate=erosion_rate)
@dataclass
class SeparabilityMetrics:
classification_accuracy: float = 0.0
estimated_alpha: float = 0.0
n_human_sessions: int = 0
n_agent_sessions: int = 0
def compute_separability(logs: StepLogs, true_alpha: float) -> SeparabilityMetrics:
"""Compute separability using ground truth labels only."""
if logs.events is None or len(logs.events) == 0:
return SeparabilityMetrics(estimated_alpha=true_alpha)
sessions: Dict[str, bool] = {}
for evt in logs.events:
sid = evt.metadata.get('session_id', evt.opportunity_id)
if sid not in sessions:
sessions[sid] = evt.metadata.get('is_agent', False)
n_agent = sum(1 for is_agent in sessions.values() if is_agent)
n_human = len(sessions) - n_agent
est_alpha = n_agent / len(sessions) if sessions else 0.0
return SeparabilityMetrics(
classification_accuracy=1.0, # ground truth is always correct
estimated_alpha=est_alpha,
n_human_sessions=n_human,
n_agent_sessions=n_agent)
@dataclass
class RevenueAttribution:
total_revenue: float = 0.0
human_revenue: float = 0.0
agent_revenue: float = 0.0
human_conversion: float = 0.0
agent_conversion: float = 0.0
def compute_attribution(logs: StepLogs, metrics: StepMetrics) -> RevenueAttribution:
if logs.executions is None:
return RevenueAttribution(total_revenue=metrics.revenue)
human_rev, agent_rev, human_cnt, agent_cnt = 0.0, 0.0, 0, 0
for exe in logs.executions:
if exe.propensity < 0.05:
agent_rev += exe.price * exe.size_filled
agent_cnt += 1
else:
human_rev += exe.price * exe.size_filled
human_cnt += 1
total_exp = logs.aggregates.get('n_arrivals', 1)
return RevenueAttribution(
total_revenue=metrics.revenue, human_revenue=human_rev, agent_revenue=agent_rev,
human_conversion=human_cnt / (total_exp * 0.8 + EPS),
agent_conversion=agent_cnt / (total_exp * 0.2 + EPS))
def order_statistic_erosion(n_agents: int, price_variance: float) -> float:
"""COI erosion from Theorem 1: as N->inf, min(p_1..p_N)->p_min."""
if n_agents <= 1:
return 0.0
sigma, log_n = np.sqrt(price_variance), safe_log(n_agents)
if log_n < 1:
return 0.0
shift = sigma * (np.sqrt(2 * log_n) - (safe_log(log_n) + safe_log(4 * np.pi)) / (2 * np.sqrt(2 * log_n) + EPS))
return float(min(shift / (sigma * 2 + EPS), 1.0))

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"""
Thesis-specific objectives implementing robust pricing under contamination.
Implements the Maximin objective from Eq 23:
π* = argmax_π min_{Q ∈ U_ε} E_d~Q[R(p,d) - λ·COI(p)]
Key components:
- COIObjective: Cost of Information penalty (Definition 1)
- RobustStackelbergObjective: Full maximin objective with Wasserstein robustness
- UXPenalty: User experience degradation from volatility
"""
from __future__ import annotations
from dataclasses import dataclass
import numpy as np
from ...outlet.objectives.base import BaseObjective, CompositeObjective
from ...outlet.types import Quote, InstrumentSet, StepMetrics, HiddenState, Observation
from ...outlet.math_util import safe_log, EPS
class COIObjective(BaseObjective):
"""Cost of Information penalty from Definition 1.
COI(π) = E[P] - p_min
The expected price premium over marginal cost represents the platform's
pricing power. Agent reconnaissance erodes this by revealing price
distribution to buyers.
We implement COI_leakage = f(τ') · InfoValue(p, τ')
where f(τ') is the estimated agent probability.
"""
def __init__(self, lambda_coi: float = 1.0, use_revelation: bool = False):
"""
Args:
lambda_coi: Weight on COI penalty
use_revelation: If True, use -log(π(p)) as info value (penalizes rare prices)
"""
self.lambda_coi = lambda_coi
self.use_revelation = use_revelation
def reward(self, quote: Quote, instruments: InstrumentSet,
metrics: StepMetrics, hidden: HiddenState, obs: Observation) -> float:
# COI_leakage = α · InfoValue
alpha = hidden.contamination
if self.use_revelation:
# revelation surrogate: rare prices reveal more about policy
# InfoValue = -log(π(p|τ')) ≈ surprise of the price
price_surprise = np.mean(np.abs(quote.prices - instruments.refs) / (instruments.refs + EPS))
info_value = price_surprise
else:
# query-tax surrogate: each agent query incurs constant leakage
info_value = 1.0
leakage = alpha * info_value
return -self.lambda_coi * leakage
def breakdown(self, quote: Quote, instruments: InstrumentSet,
metrics: StepMetrics, hidden: HiddenState, obs: Observation) -> dict[str, float]:
alpha = hidden.contamination
margins = (quote.prices - instruments.costs) / (instruments.costs + EPS)
return {
'coi_penalty': self.reward(quote, instruments, metrics, hidden, obs),
'contamination': alpha,
'avg_margin': float(np.mean(margins)),
}
@dataclass
class RobustObjectiveConfig:
"""Configuration for robust Stackelberg objective.
Attributes:
lambda_coi: Weight on COI penalty (λ in Eq 23)
lambda_ux: Weight on UX penalty
lambda_volatility: Weight on price volatility penalty
gamma_inventory: Inventory risk aversion
wasserstein_epsilon: Ambiguity set radius (ε in Eq 21)
"""
lambda_coi: float = 0.5
lambda_ux: float = 0.1
lambda_volatility: float = 0.2
gamma_inventory: float = 0.1
wasserstein_epsilon: float = 0.1
class RobustStackelbergObjective(BaseObjective):
"""Implements the Maximin Objective from thesis Eq 23.
π* = argmax_π min_{Q ∈ U_ε(P̂_N)} E_d~Q[R(p,d) - λ·COI(p)]
The objective balances:
1. Revenue R(p,d) from human purchases
2. COI penalty for information leakage to agents
3. UX penalty for price volatility
4. Inventory/holding costs
The min over ambiguity set U_ε is approximated by penalizing
high contamination scenarios more heavily.
"""
def __init__(self, cfg: RobustObjectiveConfig | None = None):
self.cfg = cfg or RobustObjectiveConfig()
def reward(self, quote: Quote, instruments: InstrumentSet,
metrics: StepMetrics, hidden: HiddenState, obs: Observation) -> float:
cfg = self.cfg
# 1. base revenue (R(p,d))
revenue = metrics.revenue
cost = metrics.cost
profit = revenue - cost
# 2. COI penalty: scales with contamination and margin extraction
# high margins + high contamination = high leakage
alpha = hidden.contamination
margins = quote.prices - instruments.costs
avg_margin = float(np.mean(margins))
coi_penalty = cfg.lambda_coi * avg_margin * alpha
# 3. UX penalty: price volatility harms legitimate users
volatility_penalty = cfg.lambda_volatility * metrics.volatility
# 4. inventory/position cost
position_penalty = cfg.gamma_inventory * metrics.position_cost
# 5. lost opportunity cost (stockouts)
lost_penalty = 0.1 * metrics.lost_opportunity
# robust adjustment: under adversarial distribution Q,
# expect lower revenue and higher costs
# approximate via worst-case contamination within ε-ball
worst_case_alpha = min(alpha + cfg.wasserstein_epsilon, 1.0)
robustness_penalty = cfg.wasserstein_epsilon * avg_margin * worst_case_alpha
total = profit - coi_penalty - volatility_penalty - position_penalty - lost_penalty - robustness_penalty
return total
def breakdown(self, quote: Quote, instruments: InstrumentSet,
metrics: StepMetrics, hidden: HiddenState, obs: Observation) -> dict[str, float]:
cfg = self.cfg
alpha = hidden.contamination
margins = quote.prices - instruments.costs
avg_margin = float(np.mean(margins))
return {
'revenue': metrics.revenue,
'cost': metrics.cost,
'profit': metrics.revenue - metrics.cost,
'coi_penalty': -cfg.lambda_coi * avg_margin * alpha,
'volatility_penalty': -cfg.lambda_volatility * metrics.volatility,
'position_penalty': -cfg.gamma_inventory * metrics.position_cost,
'lost_penalty': -0.1 * metrics.lost_opportunity,
'robustness_penalty': -cfg.wasserstein_epsilon * avg_margin * min(alpha + cfg.wasserstein_epsilon, 1.0),
'contamination': alpha,
'avg_margin_pct': avg_margin / (float(np.mean(instruments.costs)) + EPS),
}
class UXPenalty(BaseObjective):
"""User experience penalty from price volatility.
High price volatility degrades UX for legitimate human users.
This term ensures the defense doesn't harm real customers while
protecting against agent reconnaissance.
"""
def __init__(self, scale: float = 1.0, max_acceptable_volatility: float = 0.1):
self.scale = scale
self.max_vol = max_acceptable_volatility
def reward(self, quote: Quote, instruments: InstrumentSet,
metrics: StepMetrics, hidden: HiddenState, obs: Observation) -> float:
# penalty increases quadratically beyond threshold
excess_vol = max(0, metrics.volatility - self.max_vol)
return -self.scale * (excess_vol ** 2)
def breakdown(self, quote: Quote, instruments: InstrumentSet,
metrics: StepMetrics, hidden: HiddenState, obs: Observation) -> dict[str, float]:
return {
'ux_penalty': self.reward(quote, instruments, metrics, hidden, obs),
'volatility': metrics.volatility,
}
class AdaptiveObjective(BaseObjective):
"""Objective that adapts weights based on estimated contamination.
When contamination is low, focus on revenue maximization.
When contamination is high, increase COI defense weight.
"""
def __init__(self, base_lambda_coi: float = 0.3, max_lambda_coi: float = 2.0,
adaptation_rate: float = 2.0):
self.base_lambda = base_lambda_coi
self.max_lambda = max_lambda_coi
self.rate = adaptation_rate
def _adaptive_lambda(self, alpha: float) -> float:
# sigmoid scaling: λ(α) = base + (max-base) * sigmoid(rate*(α-0.5))
from ...outlet.math_util import sigmoid
scale = sigmoid(self.rate * (alpha - 0.3))
return self.base_lambda + (self.max_lambda - self.base_lambda) * scale
def reward(self, quote: Quote, instruments: InstrumentSet,
metrics: StepMetrics, hidden: HiddenState, obs: Observation) -> float:
alpha = hidden.contamination
lambda_coi = self._adaptive_lambda(alpha)
profit = metrics.revenue - metrics.cost
margins = quote.prices - instruments.costs
coi_penalty = lambda_coi * float(np.mean(margins)) * alpha
return profit - coi_penalty
def breakdown(self, quote: Quote, instruments: InstrumentSet,
metrics: StepMetrics, hidden: HiddenState, obs: Observation) -> dict[str, float]:
alpha = hidden.contamination
return {
'profit': metrics.revenue - metrics.cost,
'adaptive_lambda': self._adaptive_lambda(alpha),
'contamination': alpha,
}
def make_thesis_objective(lambda_coi: float = 0.5, lambda_ux: float = 0.1,
lambda_vol: float = 0.2) -> CompositeObjective:
"""Create the standard thesis objective composition."""
return CompositeObjective([
(RobustStackelbergObjective(RobustObjectiveConfig(
lambda_coi=lambda_coi, lambda_ux=lambda_ux, lambda_volatility=lambda_vol)), 1.0),
])

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"""Thesis platform with real MDP behavioral models and separability scoring."""
from __future__ import annotations
from dataclasses import dataclass
from pathlib import Path
import numpy as np
from ...outlet import (Platform, PlatformConfig, PositionModel, PositionConfig,
PostedPriceMechanism, make_instruments, InstrumentType, LogLevel)
from ...outlet.mechanisms.posted_price import PostedPriceConfig
from ...outlet.observation import DefaultObservationBuilder, ObservationConfig
from .arrivals import ContaminatedArrivalModel, ContaminatedArrivalConfig
from .execution import HybridExecutionModel, HybridExecutionConfig
from .objectives import RobustStackelbergObjective, RobustObjectiveConfig
@dataclass
class ThesisConfig:
# instruments
n_instruments: int = 10
cost_range: tuple[float, float] = (5.0, 50.0)
margin_range: tuple[float, float] = (0.2, 0.5)
# contamination (Section 3.1)
alpha_contamination: float = 0.2
alpha_drift: float = 0.0
alpha_bounds: tuple[float, float] = (0.0, 0.5)
# objectives (Eq 23)
lambda_coi: float = 0.5
lambda_ux: float = 0.1
lambda_volatility: float = 0.2
wasserstein_epsilon: float = 0.1
# arrivals
sessions_per_step: int = 30
human_views_range: tuple[int, int] = (1, 4)
agent_views_range: tuple[int, int] = (3, 10)
# inventory
initial_inventory: float = 100.0
holding_cost_rate: float = 0.002
# real behavioral models (from sim.rl)
use_real_behavior: bool = True
use_separability: bool = False # disabled until classifier trained
human_data_dir: str = "/home/velocitatem/Documents/Projects/PHANTOM/experiments/collected_data"
agent_data_dir: str = "/home/velocitatem/Documents/Projects/PHANTOM/experiments/agents/collected_data"
# simulation
max_steps: int = 500
seed: int | None = 24
log_level: LogLevel = LogLevel.AGG_ONLY
def _resolve_data_dirs(cfg: ThesisConfig) -> tuple[str, str]:
"""Resolve data directories for behavioral models."""
base = Path(__file__).parent.parent.parent.parent / "experiments"
human = cfg.human_data_dir or str(base / "collected_data")
agent = cfg.agent_data_dir or str(base / "agents/collected_data")
return human, agent
def make_thesis_platform(cfg: ThesisConfig | None = None) -> Platform:
"""Create platform with real MDP behavioral models.
Implements:
- Contaminated arrivals using learned MDP kernels from behavior_loader
- Hybrid execution with real separability scoring from lib.separability
- Robust Stackelberg objective (Eq 23)
"""
cfg = cfg or ThesisConfig()
rng = np.random.default_rng(cfg.seed)
human_dir, agent_dir = _resolve_data_dirs(cfg)
instruments = make_instruments(
n=cfg.n_instruments, cost_range=cfg.cost_range, margin_range=cfg.margin_range,
inst_type=InstrumentType.SKU, rng=rng)
instruments.position = np.full(cfg.n_instruments, cfg.initial_inventory)
arrival = ContaminatedArrivalModel(ContaminatedArrivalConfig(
base_rate=cfg.sessions_per_step,
alpha_contamination=cfg.alpha_contamination,
alpha_drift=cfg.alpha_drift,
alpha_bounds=cfg.alpha_bounds,
human_views_range=cfg.human_views_range,
agent_views_range=cfg.agent_views_range,
use_real_behavior=cfg.use_real_behavior,
human_data_dir=human_dir,
agent_data_dir=agent_dir,
))
execution = HybridExecutionModel(HybridExecutionConfig(
use_separability=cfg.use_separability,
))
mechanism = PostedPriceMechanism(PostedPriceConfig(max_delta_pct=0.15, min_margin_pct=0.05))
position = PositionModel(PositionConfig(initial_position=cfg.initial_inventory, holding_cost_rate=cfg.holding_cost_rate))
market = None
objective = RobustStackelbergObjective(RobustObjectiveConfig(
lambda_coi=cfg.lambda_coi, lambda_ux=cfg.lambda_ux,
lambda_volatility=cfg.lambda_volatility, wasserstein_epsilon=cfg.wasserstein_epsilon))
obs_builder = DefaultObservationBuilder(ObservationConfig(mask_true_demand=True))
platform_cfg = PlatformConfig(n_instruments=cfg.n_instruments, max_steps=cfg.max_steps,
seed=cfg.seed, log_level=cfg.log_level, mask_demand=True)
return Platform(instruments=instruments, mechanism=mechanism, arrival=arrival, execution=execution,
position=position, market=market, obs_builder=obs_builder, objective=objective, cfg=platform_cfg)
@dataclass
class AblationConfig(ThesisConfig):
disable_coi_penalty: bool = False
disable_ux_penalty: bool = False
disable_contamination: bool = False
disable_real_behavior: bool = False
def make_ablation_platform(cfg: AblationConfig) -> Platform:
if cfg.disable_coi_penalty:
cfg.lambda_coi = 0.0
if cfg.disable_ux_penalty:
cfg.lambda_ux = 0.0
if cfg.disable_contamination:
cfg.alpha_contamination = 0.0
if cfg.disable_real_behavior:
cfg.use_real_behavior = False
cfg.use_separability = False
return make_thesis_platform(cfg)
def sweep_contamination(alpha_values: list[float], base_cfg: ThesisConfig | None = None,
n_steps: int = 100, seed: int = 42) -> dict[float, dict]:
"""Test performance across contamination levels (Theorem 1 validation)."""
from ...experiments.eval import rollout, fixed_price_policy
results = {}
base_cfg = base_cfg or ThesisConfig()
for alpha in alpha_values:
cfg = ThesisConfig(**{k: v for k, v in base_cfg.__dict__.items() if k != 'alpha_contamination'},
alpha_contamination=alpha)
platform = make_thesis_platform(cfg)
policy = fixed_price_policy(platform.instruments.refs)
result = rollout(platform, policy, n_steps, seed=seed)
results[alpha] = {
'total_reward': result.total_reward,
'total_pnl': result.total_pnl,
'avg_conversion': result.avg_conversion,
'final_contamination': platform._hidden.contamination,
}
return results
def sweep_behavior_modes(base_cfg: ThesisConfig | None = None, n_steps: int = 100, seed: int = 42) -> dict[str, dict]:
"""Compare real vs synthetic behavioral models."""
from ...experiments.eval import rollout, fixed_price_policy
base_cfg = base_cfg or ThesisConfig()
modes = {
'real_mdp': ThesisConfig(**{**base_cfg.__dict__, 'use_real_behavior': True, 'use_separability': True}),
'synthetic': ThesisConfig(**{**base_cfg.__dict__, 'use_real_behavior': False, 'use_separability': False}),
'real_mdp_no_sep': ThesisConfig(**{**base_cfg.__dict__, 'use_real_behavior': True, 'use_separability': False}),
}
results = {}
for name, cfg in modes.items():
platform = make_thesis_platform(cfg)
policy = fixed_price_policy(platform.instruments.refs)
result = rollout(platform, policy, n_steps, seed=seed)
results[name] = {
'total_reward': result.total_reward,
'total_pnl': result.total_pnl,
'avg_conversion': result.avg_conversion,
}
return results

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#!/usr/bin/env python
"""Thesis simulation experiments with real MDP behavioral models."""
from __future__ import annotations
import sys
from pathlib import Path
if __name__ == '__main__':
sys.path.insert(0, str(Path(__file__).parent.parent.parent.parent))
from lab.case.thesis.platform import make_thesis_platform, ThesisConfig
from lab.case.thesis.metrics import compute_coi, compute_separability
from lab.experiments.eval import compare_policies
import numpy as np
def demo_basic_simulation():
print("=" * 70)
print("THESIS SIMULATION: Contaminated Dynamic Pricing (Real MDP Kernels)")
print("=" * 70)
cfg = ThesisConfig(n_instruments=5, alpha_contamination=0.3, lambda_coi=0.5,
max_steps=100, seed=42, use_real_behavior=True)
platform = make_thesis_platform(cfg)
print(f"\nInstruments: {platform.instruments.n}")
print(f"Reference prices: {platform.instruments.refs.round(2)}")
print(f"Costs: {platform.instruments.costs.round(2)}")
print(f"Initial contamination alpha={cfg.alpha_contamination}")
print(f"Using real behavior: {cfg.use_real_behavior}")
result = platform.reset(seed=42)
total_reward, coi_history = 0, []
print(f"\n{'Step':>5} {'Reward':>10} {'PnL':>10} {'COI':>8} {'alpha':>6} {'Conv':>8}")
print("-" * 55)
for t in range(cfg.max_steps):
action = platform.instruments.refs * np.random.uniform(0.95, 1.15, size=platform.instruments.n)
result = platform.step(action)
total_reward += result.reward
coi = compute_coi(platform._quote, platform.instruments, result.metrics, result.hidden.contamination)
coi_history.append(coi.coi_level)
if t % 20 == 0:
print(f"{t:5d} {result.reward:10.2f} {result.metrics.pnl:10.2f} "
f"{coi.coi_level:8.2f} {result.hidden.contamination:6.2f} {result.metrics.conversion:8.3f}")
print("-" * 55)
print(f"Total Reward: {total_reward:.2f}")
print(f"Average COI: {np.mean(coi_history):.2f}")
print(f"COI Trend: {coi_history[-1] - coi_history[0]:+.2f}")
def demo_contamination_sweep():
print("\n" + "=" * 70)
print("EXPERIMENT: COI Erosion vs Contamination (Theorem 1)")
print("=" * 70)
from lab.case.thesis.platform import sweep_contamination
trials = 20
alpha_values = [i/trials for i in range(trials)]
results = sweep_contamination(alpha_values, n_steps=100, seed=42)
print(f"\n{'alpha':>6} {'Reward':>12} {'PnL':>12} {'Conv':>10}")
print("-" * 45)
for alpha, m in sorted(results.items()):
print(f"{alpha:6.2f} {m['total_reward']:12.2f} {m['total_pnl']:12.2f} {m['avg_conversion']:10.3f}")
rewards = [results[a]['total_reward'] for a in sorted(results.keys())]
dataset = np.array([[a, r] for a, r in zip(alpha_values, rewards)])
trend = np.corrcoef(dataset[:, 0], dataset[:, 1])[0, 1]
print(f"Trend (alpha~reward correlation): {trend:.3f}")
def demo_policy_comparison():
print("\n" + "=" * 70)
print("EXPERIMENT: Policy Comparison under Contamination")
print("=" * 70)
cfg = ThesisConfig(n_instruments=5, alpha_contamination=0.25, max_steps=100, seed=42)
platform = make_thesis_platform(cfg)
def fixed_policy(obs, t): return platform.instruments.refs.copy(), 1.0
def aggressive_policy(obs, t): return platform.instruments.refs * 1.3, 1.0
def conservative_policy(obs, t): return platform.instruments.refs * 1.05, 1.0
def adaptive_policy(obs, t):
fills = obs[platform.instruments.n:2*platform.instruments.n]
exp = obs[2*platform.instruments.n:3*platform.instruments.n]
conv = np.sum(fills) / (np.sum(exp) + 1e-8)
return platform.instruments.refs * (1.0 + 0.2 * conv), 1.0
policies = {'fixed': fixed_policy, 'aggressive': aggressive_policy,
'conservative': conservative_policy, 'adaptive': adaptive_policy}
results = compare_policies(platform, policies, n_steps=100, n_runs=3, seed=42)
print(f"\n{'Policy':>15} {'Reward':>12} {'Std':>10} {'PnL':>12} {'Conv':>10}")
print("-" * 65)
for name, r in sorted(results.items(), key=lambda x: -x[1]['mean_reward']):
print(f"{name:>15} {r['mean_reward']:12.2f} {r['std_reward']:10.2f} "
f"{r['mean_pnl']:12.2f} {r['mean_conversion']:10.3f}")
def demo_session_analysis():
"""Analyze session-level behavior from MDP trajectories."""
print("\n" + "=" * 70)
print("EXPERIMENT: Session Analysis (Ground Truth)")
print("=" * 70)
from lab.outlet.constants import LogLevel
cfg = ThesisConfig(n_instruments=5, alpha_contamination=0.3, max_steps=50,
log_level=LogLevel.FULL, seed=42, use_real_behavior=True)
platform = make_thesis_platform(cfg)
result = platform.reset(seed=42)
human_sessions, agent_sessions = 0, 0
for t in range(cfg.max_steps):
action = platform.instruments.refs * 1.1
result = platform.step(action)
sep = compute_separability(result.logs, result.hidden.contamination)
human_sessions += sep.n_human_sessions
agent_sessions += sep.n_agent_sessions
total = human_sessions + agent_sessions
print(f"\nTotal sessions: {total}")
print(f"Human sessions: {human_sessions} ({100*human_sessions/total:.1f}%)")
print(f"Agent sessions: {agent_sessions} ({100*agent_sessions/total:.1f}%)")
print(f"True contamination: {cfg.alpha_contamination:.1%}")
print(f"Observed contamination: {agent_sessions/total:.1%}")
if __name__ == '__main__':
demo_basic_simulation()
demo_contamination_sweep()
# demo_policy_comparison()
# demo_session_analysis()

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

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SPHINXOPTS ?=
SPHINXBUILD ?= sphinx-build
SOURCEDIR = .
BUILDDIR = _build
help:
@$(SPHINXBUILD) -M help "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
.PHONY: help Makefile
%: Makefile
@$(SPHINXBUILD) -M $@ "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)

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import os
import sys
sys.path.insert(0, os.path.abspath('../..'))
project = 'Quote-Control Simulator'
copyright = '2025, PHANTOM Research'
author = 'PHANTOM Research'
release = '0.1.0'
extensions = [
'sphinx.ext.autodoc',
'sphinx.ext.napoleon',
'sphinx.ext.viewcode',
'sphinx.ext.intersphinx',
'sphinx.ext.autosummary',
]
templates_path = ['_templates']
exclude_patterns = ['_build', 'Thumbs.db', '.DS_Store']
html_theme = 'alabaster'
html_static_path = ['_static']
autodoc_default_options = {
'members': True,
'undoc-members': True,
'show-inheritance': True,
}
napoleon_google_docstring = True
napoleon_numpy_docstring = True
napoleon_include_init_with_doc = True
intersphinx_mapping = {
'python': ('https://docs.python.org/3', None),
'numpy': ('https://numpy.org/doc/stable/', None),
}
autosummary_generate = True

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Quote-Control Simulator
=======================
Research-grade platform for dynamic pricing and market making experiments.
The platform abstracts pricing as: **Quote → Arrival → Execution → Position**
Supports multiple mechanisms:
* **PostedPrice**: retail dynamic pricing
* **TwoSided**: market making with bid-ask spreads
* **Auction**: reserve/shading for auction settings
Quick Start
-----------
.. code-block:: python
from lab.config import make_retail_platform
from lab.experiments import rollout, fixed_price_policy
platform = make_retail_platform()
policy = fixed_price_policy(platform.instruments.refs)
result = rollout(platform, policy, n_steps=100)
print(f"Total PnL: {result.total_pnl:.2f}")
.. toctree::
:maxdepth: 2
:caption: Contents:
system_overview
modules/outlet
modules/population
modules/experiments
Indices
-------
* :ref:`genindex`
* :ref:`modindex`

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Experiments
===========
Evaluation & OPE
----------------
.. automodule:: lab.experiments.eval
:members:
Configuration
-------------
.. automodule:: lab.config
:members:

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Outlet (Core Simulator)
=======================
Types
-----
.. automodule:: lab.outlet.types
:members:
Constants
---------
.. automodule:: lab.outlet.constants
:members:
Protocols
---------
.. automodule:: lab.outlet.protocols
:members:
Platform
--------
.. automodule:: lab.outlet.platform
:members:
Stock & Position
----------------
.. automodule:: lab.outlet.stock
:members:
Observation
-----------
.. automodule:: lab.outlet.observation
:members:
Mechanisms
----------
Posted Price
~~~~~~~~~~~~
.. automodule:: lab.outlet.mechanisms.posted_price
:members:
Two-Sided (Market Making)
~~~~~~~~~~~~~~~~~~~~~~~~~
.. automodule:: lab.outlet.mechanisms.two_sided
:members:
Auction
~~~~~~~
.. automodule:: lab.outlet.mechanisms.auction
:members:
Objectives
----------
.. automodule:: lab.outlet.objectives.base
:members:
.. automodule:: lab.outlet.objectives.penalties
:members:
.. automodule:: lab.outlet.objectives.factory
:members:
Math Utilities
--------------
.. automodule:: lab.outlet.math_util
:members:

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Population Models
=================
Arrival Models
--------------
.. automodule:: lab.population.arrivals
:members:
Execution Models
----------------
.. automodule:: lab.population.execution
:members:
Competitor / Market Models
--------------------------
.. automodule:: lab.population.competitors
:members:

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System Overview
===============
The simulator organises dynamic pricing and market-making experiments as a
closed loop with the following stages:
* **Quote** a policy or agent emits a :class:`lab.outlet.types.Quote`. The
quote is normalised and validated by a concrete
:class:`lab.outlet.protocols.Mechanism` implementation
(posted-price, two-sided, auction).
* **Arrival** a :class:`lab.outlet.protocols.ArrivalModel` samples a stream of
:class:`lab.outlet.types.Opportunity` objects given the current time,
instrument catalogue, and market state.
* **Execution** the :class:`lab.outlet.protocols.ExecutionModel` converts an
opportunity into a probabilistic fill using the active quote, optional
competitor prices, and demand-side context.
* **Position** a :class:`lab.outlet.protocols.PositionModel` enforces
inventory or position constraints, censors oversized fills, and accrues
holding and shortage costs.
* **Observation & Reward** the
:class:`lab.outlet.protocols.ObservationBuilder` constructs the censored view
exposed to the agent, while a :class:`lab.outlet.protocols.Objective`
transforms :class:`lab.outlet.types.StepMetrics` into a scalar reward with an
optional breakdown per term.
These components are orchestrated by :class:`lab.outlet.platform.Platform`,
which manages internal hidden state, deterministic seeding, and logging.
Component Matrix
----------------
=============================== ==============================================
Layer Responsibilities / Examples
=============================== ==============================================
Mechanisms Quote normalisation, execution semantics
(`posted_price`, `two_sided`, `auction`).
Population models Arrivals (:mod:`lab.population.arrivals`),
execution probability models
(:mod:`lab.population.execution`), and
competitor or market dynamics
(:mod:`lab.population.competitors`).
Position management Inventory limits, replenishment, holding and
shortage costs (:mod:`lab.outlet.stock`).
Observation & logging Censored observations and optional event logs
(:mod:`lab.outlet.observation`).
Objectives Reward composition utilities
(:mod:`lab.outlet.objectives`).
Experiments Rollout helpers, baseline policies, off-policy
evaluation (:mod:`lab.experiments.eval`).
=============================== ==============================================
Preconfigured Platforms
-----------------------
Two high-level factories in :mod:`lab.config` wire common combinations of the
building blocks:
* **Retail dynamic pricing** posted-price mechanism, session arrivals with
contamination, elasticity-based executions, reactive competitor model, and a
composite objective that penalises volatility, holding costs, and lost
opportunities.
* **Market making** two-sided quoting, Hawkes order flow, intensity-based
executions, geometric Brownian motion mid-prices, and an objective combining
PnL, spread capture, and quadratic inventory risk.
State & Reset Behaviour
-----------------------
When you call :meth:`lab.outlet.platform.Platform.reset`, the platform resets
instrument positions, quotes, and hidden state, but component implementations
may maintain their own internal buffers. For reproducible experiments:
* Reuse freshly instantiated arrival/market models per episode, or add explicit
``reset`` methods if the model keeps history (for example,
:class:`lab.population.arrivals.HawkesArrivalModel` maintains an event
history, while :class:`lab.population.competitors.ReactiveCompetitorModel`
tracks prior competitor quotes).
* Seed randomness through the factory configuration (``RetailConfig.seed`` or
``MarketMakingConfig.seed``) or pass a seed to ``Platform.reset`` for
deterministic rollouts.
Extending the Platform
----------------------
To support a new domain:
1. Create custom Mechanism/Arrival/Execution/Market/Observation components by
implementing the respective protocol in :mod:`lab.outlet.protocols`.
2. Compose a new objective with
:func:`lab.outlet.objectives.factory.make_composite` or write a bespoke
:class:`lab.outlet.objectives.base.BaseObjective`.
3. Wire everything together via :class:`lab.outlet.platform.Platform` directly
or expose a helper factory in :mod:`lab.config`.
Use :func:`lab.experiments.rollout` and
:func:`lab.experiments.compare_policies` to benchmark candidate policies under
multiple random seeds, collecting per-step logs for analysis or OPE.

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from .eval import (rollout, RolloutResult, compare_policies, compute_ips, OPEResult,
fixed_price_policy, cost_plus_margin_policy, random_walk_policy, epsilon_greedy_policy)
__all__ = [
'rollout', 'RolloutResult', 'compare_policies', 'compute_ips', 'OPEResult',
'fixed_price_policy', 'cost_plus_margin_policy', 'random_walk_policy', 'epsilon_greedy_policy',
]

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"""
Evaluation utilities for policy testing and off-policy evaluation.
This module provides:
- rollout: Run a policy on the platform for multiple steps
- compare_policies: Compare multiple policies with statistics
- Baseline policies: fixed_price, cost_plus_margin, random_walk, epsilon_greedy
- OPE estimators: IPS and SNIPS for off-policy evaluation
Example:
>>> from lab.config import make_retail_platform
>>> from lab.experiments.eval import rollout, fixed_price_policy
>>> platform = make_retail_platform()
>>> policy = fixed_price_policy(platform.instruments.refs)
>>> result = rollout(platform, policy, n_steps=100)
>>> print(f"Total PnL: {result.total_pnl:.2f}")
"""
from __future__ import annotations
from dataclasses import dataclass
from typing import Callable, Any
import numpy as np
from ..outlet.platform import Platform
from ..outlet.types import StepResult, StepLogs, Quote
# Policy signature: takes (observation_flat, timestep) -> (action_prices, propensity)
Policy = Callable[[np.ndarray, int], tuple[np.ndarray, float]]
@dataclass
class RolloutResult:
"""Results from a policy rollout.
Attributes:
rewards: Per-step rewards
metrics: Per-step StepMetrics objects
logs: Per-step StepLogs objects
total_reward: Sum of rewards
total_pnl: Sum of PnL from metrics
avg_conversion: Average conversion rate
"""
rewards: list[float]
metrics: list[Any]
logs: list[StepLogs]
total_reward: float
total_pnl: float
avg_conversion: float
def rollout(platform: Platform, policy: Policy, n_steps: int, seed: int | None = None) -> RolloutResult:
"""Execute a policy on the platform for n_steps.
Args:
platform: The simulation platform
policy: Function (obs, t) -> (action, propensity)
n_steps: Number of steps to run
seed: Random seed for reproducibility
Returns:
RolloutResult with rewards, metrics, and summary statistics
"""
result = platform.reset(seed)
rewards, metrics, logs = [], [], []
for t in range(n_steps):
obs_flat = result.obs.to_flat()
action, propensity = policy(obs_flat, t)
result = platform.step(action, propensity)
rewards.append(result.reward)
metrics.append(result.metrics)
logs.append(result.logs)
if result.terminated or result.truncated:
break
return RolloutResult(
rewards=rewards, metrics=metrics, logs=logs,
total_reward=sum(rewards),
total_pnl=sum(m.pnl for m in metrics),
avg_conversion=np.mean([m.conversion for m in metrics])
)
# Baseline policies for comparison
def fixed_price_policy(refs: np.ndarray) -> Policy:
"""Policy that always quotes at reference prices."""
def policy(obs: np.ndarray, t: int) -> tuple[np.ndarray, float]:
return refs.copy(), 1.0
return policy
def cost_plus_margin_policy(costs: np.ndarray, margin: float = 0.3) -> Policy:
"""Policy that quotes at cost * (1 + margin)."""
prices = costs * (1 + margin)
def policy(obs: np.ndarray, t: int) -> tuple[np.ndarray, float]:
return prices.copy(), 1.0
return policy
def random_walk_policy(refs: np.ndarray, volatility: float = 0.05,
rng: np.random.Generator | None = None) -> Policy:
"""Policy that performs a random walk around reference prices."""
rng = rng or np.random.default_rng()
prices = refs.copy()
def policy(obs: np.ndarray, t: int) -> tuple[np.ndarray, float]:
nonlocal prices
delta = rng.normal(0, volatility, len(prices))
prices = prices * (1 + delta)
prices = np.clip(prices, refs * 0.5, refs * 2.0)
return prices.copy(), 1.0
return policy
def epsilon_greedy_policy(base_policy: Policy, refs: np.ndarray,
epsilon: float = 0.1, rng: np.random.Generator | None = None) -> Policy:
"""Wrap a policy with epsilon-greedy exploration."""
rng = rng or np.random.default_rng()
def policy(obs: np.ndarray, t: int) -> tuple[np.ndarray, float]:
if rng.random() < epsilon:
action = refs * rng.uniform(0.8, 1.2, len(refs))
return action, epsilon / len(refs)
else:
action, _ = base_policy(obs, t)
return action, 1 - epsilon
return policy
# Off-Policy Evaluation (OPE)
@dataclass
class OPEResult:
"""Results from off-policy evaluation.
Attributes:
ips_estimate: Inverse Propensity Scoring estimate
snips_estimate: Self-normalized IPS estimate (more stable)
n_samples: Number of samples used
effective_samples: Effective sample size (accounts for variance)
"""
ips_estimate: float
snips_estimate: float
n_samples: int
effective_samples: float
def compute_ips(logs: list[StepLogs], rewards: list[float],
target_policy: Policy, behavior_propensities: list[float] | None = None) -> OPEResult:
"""Compute IPS and SNIPS estimators for off-policy evaluation.
Uses logged propensities to estimate expected reward under a target
policy from data collected under a behavior policy.
Args:
logs: Step logs containing propensities
rewards: Observed rewards from behavior policy
target_policy: Policy to evaluate (not currently used, assumes deterministic)
behavior_propensities: Override propensities if not in logs
Returns:
OPEResult with IPS, SNIPS estimates and sample statistics
"""
if behavior_propensities is None:
# extract from logs
behavior_propensities = []
for log in logs:
if log.executions:
avg_prop = np.mean([e.propensity for e in log.executions])
else:
avg_prop = 1.0
behavior_propensities.append(avg_prop)
# compute importance weights
weights = []
for i, (log, bp) in enumerate(zip(logs, behavior_propensities)):
# target propensity would need obs reconstruction - simplified here
tp = 1.0 # assume deterministic target
w = tp / (bp + 1e-8)
weights.append(w)
weights = np.array(weights)
rewards = np.array(rewards)
# IPS estimate
ips = np.sum(weights * rewards) / len(rewards)
# SNIPS (self-normalized)
snips = np.sum(weights * rewards) / (np.sum(weights) + 1e-8)
# effective sample size
ess = (np.sum(weights) ** 2) / (np.sum(weights ** 2) + 1e-8)
return OPEResult(ips_estimate=ips, snips_estimate=snips,
n_samples=len(rewards), effective_samples=ess)
def compare_policies(platform: Platform, policies: dict[str, Policy],
n_steps: int = 100, n_runs: int = 5, seed: int = 42) -> dict[str, dict]:
"""Compare multiple policies with statistical summary.
Args:
platform: Simulation platform
policies: Dict mapping policy names to policy functions
n_steps: Steps per rollout
n_runs: Number of rollouts per policy (different seeds)
seed: Base random seed
Returns:
Dict mapping policy names to result dicts with mean/std statistics
"""
results = {}
for name, policy in policies.items():
run_results = []
for i in range(n_runs):
r = rollout(platform, policy, n_steps, seed=seed + i)
run_results.append(r)
results[name] = {
'mean_reward': np.mean([r.total_reward for r in run_results]),
'std_reward': np.std([r.total_reward for r in run_results]),
'mean_pnl': np.mean([r.total_pnl for r in run_results]),
'mean_conversion': np.mean([r.avg_conversion for r in run_results]),
}
return results

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from .constants import Side, MechanismType, InstrumentType, OpportunityType, EventType, LogLevel
from .types import (Instrument, InstrumentSet, Quote, Opportunity, Execution,
StepEvent, StepLogs, StepMetrics, MarketState, HiddenState, Observation, StepResult)
from .stock import PositionModel, PositionConfig, make_instruments
from .platform import Platform, PlatformConfig
from .observation import DefaultObservationBuilder, ObservationConfig
from .mechanisms import PostedPriceMechanism, TwoSidedMechanism, AuctionMechanism
__all__ = [
'Side', 'MechanismType', 'InstrumentType', 'OpportunityType', 'EventType', 'LogLevel',
'Instrument', 'InstrumentSet', 'Quote', 'Opportunity', 'Execution',
'StepEvent', 'StepLogs', 'StepMetrics', 'MarketState', 'HiddenState', 'Observation', 'StepResult',
'PositionModel', 'PositionConfig', 'make_instruments',
'Platform', 'PlatformConfig',
'DefaultObservationBuilder', 'ObservationConfig',
'PostedPriceMechanism', 'TwoSidedMechanism', 'AuctionMechanism',
]

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"""
Constants and enumerations for the Quote-Control simulator.
This module defines the core enums used throughout the platform to ensure
type safety and consistent semantics across different pricing mechanisms.
"""
from enum import Enum, auto
class Side(Enum):
"""Transaction side indicator.
Attributes:
BUY: Buyer-initiated transaction (customer purchases, market buy order)
SELL: Seller-initiated transaction (market sell order, short sale)
"""
BUY = auto()
SELL = auto()
class MechanismType(Enum):
"""Pricing mechanism type defining how quotes translate to executions.
Attributes:
POSTED_PRICE: Single posted price per instrument (retail dynamic pricing)
TWO_SIDED_QUOTE: Bid-ask spread quoting (market making, liquidity provision)
AUCTION: Reserve price or bid shading (ad auctions, marketplaces)
"""
POSTED_PRICE = auto()
TWO_SIDED_QUOTE = auto()
AUCTION = auto()
class InstrumentType(Enum):
"""Type of instrument being priced.
Attributes:
SKU: Retail product with inventory constraints
ASSET: Financial instrument with position limits
LOAN: Credit product with interest rate pricing
SUBSCRIPTION: Recurring service with periodic fees
"""
SKU = auto()
ASSET = auto()
LOAN = auto()
SUBSCRIPTION = auto()
class OpportunityType(Enum):
"""Type of arrival opportunity.
Attributes:
SESSION: Retail browsing session with potential purchase intent
MARKET_ORDER: Financial market order arrival (buy or sell)
REQUEST: Service or credit request requiring quote response
"""
SESSION = auto()
MARKET_ORDER = auto()
REQUEST = auto()
class EventType(Enum):
"""Type of logged event during simulation.
Attributes:
ARRIVAL: New opportunity arrived in the system
EXPOSURE: Quote was shown to an arrival
EXECUTION: Transaction was executed
ABANDON: Opportunity abandoned without execution
CANCEL: Pending order was cancelled
"""
ARRIVAL = auto()
EXPOSURE = auto()
EXECUTION = auto()
ABANDON = auto()
CANCEL = auto()
class LogLevel(Enum):
"""Verbosity level for step logging.
Attributes:
NONE: No logging, fastest execution
AGG_ONLY: Only aggregate statistics per step
FULL: Full event-level logging with propensities for OPE
"""
NONE = auto()
AGG_ONLY = auto()
FULL = auto()

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"""
Gymnasium-compatible wrapper for the Quote-Control platform.
Provides a standard Gym interface for RL training:
- observation_space: Box space with flattened observation
- action_space: Box space with price multipliers [0.5, 2.0]
- reset(), step(), render(), close() methods
Example:
>>> from lab.config import make_retail_platform
>>> from lab.outlet.gym_wrapper import QuoteGymEnv
>>> env = QuoteGymEnv(make_retail_platform())
>>> obs, info = env.reset()
>>> obs, reward, done, truncated, info = env.step(env.action_space.sample())
"""
from __future__ import annotations
from typing import Any
import numpy as np
try:
import gymnasium as gym
from gymnasium import spaces
HAS_GYM = True
except ImportError:
HAS_GYM = False
from .platform import Platform, PlatformConfig
from .types import Quote, InstrumentSet, StepResult
class QuoteGymEnv:
"""Gymnasium-compatible environment wrapper.
Wraps a Platform instance with standard Gym interface.
Actions are price multipliers in [0.5, 2.0] applied to reference prices.
Observations are flattened numpy arrays containing quotes, fills, exposures.
"""
def __init__(self, platform: Platform):
if not HAS_GYM:
raise ImportError("gymnasium required for QuoteGymEnv")
self.platform = platform
self.n = platform.instruments.n
self._last_result: StepResult | None = None
# action space: price adjustments as multipliers [0.5, 2.0]
self.action_space = spaces.Box(low=0.5, high=2.0, shape=(self.n,), dtype=np.float32)
# observation space
obs_dim = self.n * 4 # quotes + fills + exposures + position
if platform.market:
obs_dim += self.n # competitor quotes
self.observation_space = spaces.Box(low=-np.inf, high=np.inf,
shape=(obs_dim,), dtype=np.float32)
def reset(self, seed: int | None = None, options: dict | None = None) -> tuple[np.ndarray, dict]:
result = self.platform.reset(seed)
self._last_result = result
return result.obs.to_flat().astype(np.float32), result.info
def step(self, action: np.ndarray) -> tuple[np.ndarray, float, bool, bool, dict]:
# convert action (multipliers) to absolute prices
refs = self.platform.instruments.refs
prices = refs * action
result = self.platform.step(prices)
self._last_result = result
return (result.obs.to_flat().astype(np.float32), result.reward,
result.terminated, result.truncated, result.info)
def render(self) -> None:
if self._last_result:
m = self._last_result.metrics
print(f"t={self.platform._t} pnl={m.pnl:.2f} units={m.units_traded:.0f} "
f"conv={m.conversion:.3f} vol={m.volatility:.3f}")
def close(self) -> None:
pass
def make_env(platform: Platform) -> QuoteGymEnv:
return QuoteGymEnv(platform)
if HAS_GYM:
# register if gymnasium available
try:
gym.register(id='QuoteControl-v0', entry_point='outlet.gym_wrapper:QuoteGymEnv')
except:
pass # already registered or other issue

57
lab/outlet/math_util.py Normal file
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"""
Numerical utilities for stable computation.
This module provides numerically stable implementations of common operations:
- safe_exp, safe_log: Avoid overflow/underflow
- softmax: Numerically stable softmax
- sigmoid, clamp: Standard transformations
- intensity_decay: Avellaneda-Stoikov fill intensity
- inventory_penalty: Quadratic inventory risk
- poisson_arrivals, hawkes_intensity: Arrival process helpers
All functions accept both scalars and numpy arrays.
"""
import numpy as np
EPS = 1e-8 # small constant to avoid division by zero
MAX_EXP = 700.0 # maximum safe exponent to avoid overflow
def safe_exp(x: np.ndarray | float) -> np.ndarray | float:
return np.exp(np.clip(x, -MAX_EXP, MAX_EXP))
def safe_log(x: np.ndarray | float) -> np.ndarray | float:
return np.log(np.maximum(x, EPS))
def clamp(x: np.ndarray | float, lo: float, hi: float) -> np.ndarray | float:
return np.clip(x, lo, hi)
def sigmoid(x: np.ndarray | float) -> np.ndarray | float:
return 1.0 / (1.0 + safe_exp(-x))
def softmax(x: np.ndarray, axis: int = -1) -> np.ndarray:
x_max = np.max(x, axis=axis, keepdims=True)
exp_x = safe_exp(x - x_max)
return exp_x / (np.sum(exp_x, axis=axis, keepdims=True) + EPS)
def geometric_series(base: float, ratio: float, n: int) -> np.ndarray:
return base * (ratio ** np.arange(n))
def ema(old: float, new: float, alpha: float = 0.1) -> float:
return alpha * new + (1 - alpha) * old
def intensity_decay(distance: float, kappa: float = 1.0) -> float:
"""Avellaneda-Stoikov style fill intensity decay with quote distance"""
return safe_exp(-kappa * distance)
def inventory_penalty(q: float, gamma: float = 0.1, sigma: float = 1.0) -> float:
"""Quadratic inventory risk penalty"""
return gamma * sigma**2 * q**2 / 2
def poisson_arrivals(rate: float, dt: float, rng: np.random.Generator) -> int:
return rng.poisson(rate * dt)
def hawkes_intensity(base: float, history: np.ndarray, alpha: float, beta: float, t: float) -> float:
"""Self-exciting Hawkes process intensity"""
if len(history) == 0: return base
decays = safe_exp(-beta * (t - history[history < t]))
return base + alpha * np.sum(decays)

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from .posted_price import PostedPriceMechanism
from .two_sided import TwoSidedMechanism
from .auction import AuctionMechanism
__all__ = ['PostedPriceMechanism', 'TwoSidedMechanism', 'AuctionMechanism']

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"""
Auction mechanism for reserve pricing and bid shading.
In this mechanism, the agent sets reserve prices that affect
win probability and clearing prices. Used for ad auctions,
marketplace auctions, and similar settings.
"""
from __future__ import annotations
from dataclasses import dataclass
import numpy as np
from ..types import Quote, Opportunity, Execution, InstrumentSet, MarketState
from ..constants import Side
from ..math_util import clamp, sigmoid
@dataclass
class AuctionConfig:
"""Configuration for auction mechanism.
Attributes:
min_reserve: Minimum reserve price
max_reserve: Maximum reserve price
base_win_prob: Baseline win probability at reference reserve
sensitivity: How much higher reserves reduce win probability
"""
min_reserve: float = 0.0
max_reserve: float = 100.0
base_win_prob: float = 0.3
sensitivity: float = 2.0
class AuctionMechanism:
"""Auction mechanism for reserve pricing.
The agent sets reserve prices that affect:
- Win probability: higher reserves reduce chance of winning
- Clearing price: bounded between reserve and simulated max bid
Win probability: base_prob * sigmoid(-sensitivity * (reserve - ref) / ref)
Clearing price: max(reserve, min(max_bid, reserve + random_increment))
Only BUY-side opportunities are processed (auction wins).
"""
def __init__(self, cfg: AuctionConfig | None = None):
self.cfg = cfg or AuctionConfig()
def apply_quote(self, quote: Quote, instruments: InstrumentSet,
rng: np.random.Generator) -> Quote:
reserves = clamp(quote.prices, self.cfg.min_reserve, self.cfg.max_reserve)
return Quote(prices=reserves, propensity=quote.propensity, metadata=quote.metadata)
def process_opportunity(self, opp: Opportunity, quote: Quote,
instruments: InstrumentSet, market: MarketState | None,
rng: np.random.Generator) -> Execution | None:
if opp.side != Side.BUY: return None
idx = int(opp.instrument_id)
reserve = float(quote.prices[idx])
ref = instruments.refs[idx]
# win probability decreases with higher reserve
relative_reserve = (reserve - ref) / (ref + 1e-8)
win_prob = self.cfg.base_win_prob * sigmoid(-self.cfg.sensitivity * relative_reserve)
if rng.random() > win_prob: return None
# clearing price is between reserve and some max bid (simulated)
max_bid = ref * (1 + rng.exponential(0.2))
clearing = max(reserve, min(max_bid, reserve + rng.exponential(0.1) * ref))
return Execution(
opportunity_id=opp.id, instrument_id=opp.instrument_id,
side=opp.side, size_requested=opp.size, size_filled=opp.size,
price=clearing, propensity=quote.propensity * win_prob, t=opp.t
)

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"""
Posted price mechanism for retail dynamic pricing.
In this mechanism, the agent posts a single price per instrument.
Buyers decide whether to purchase based on the posted price.
This is the standard e-commerce dynamic pricing model.
"""
from __future__ import annotations
from dataclasses import dataclass
import numpy as np
from ..types import Quote, Opportunity, Execution, InstrumentSet, MarketState
from ..constants import Side
from ..math_util import clamp
@dataclass
class PostedPriceConfig:
"""Configuration for posted price mechanism.
Attributes:
min_price: Absolute minimum price
max_price: Absolute maximum price
max_delta_pct: Maximum price change per step as fraction of previous
min_margin_pct: Minimum margin over cost basis
round_to: Price rounding granularity (None = no rounding)
"""
min_price: float = 0.01
max_price: float = 1000.0
max_delta_pct: float = 0.2
min_margin_pct: float = 0.05
round_to: float | None = 0.01
class PostedPriceMechanism:
"""Posted price mechanism for retail dynamic pricing.
The agent posts a single price per product. Constraints enforced:
- Prices within [min_price, max_price]
- Margin at least min_margin_pct above cost
- Price changes limited to max_delta_pct per step
- Prices rounded to round_to granularity
Only BUY-side opportunities are processed (customers purchasing).
"""
def __init__(self, cfg: PostedPriceConfig | None = None):
self.cfg = cfg or PostedPriceConfig()
def apply_quote(self, quote: Quote, instruments: InstrumentSet,
rng: np.random.Generator) -> Quote:
prices = quote.prices.copy()
costs = instruments.costs
refs = instruments.refs
c = self.cfg
# enforce min margin
min_prices = costs * (1 + c.min_margin_pct)
prices = np.maximum(prices, min_prices)
# enforce absolute bounds
prices = clamp(prices, c.min_price, c.max_price)
# enforce max delta if we have history
if 'prev_prices' in quote.metadata:
prev = quote.metadata['prev_prices']
max_change = prev * c.max_delta_pct
prices = clamp(prices, prev - max_change, prev + max_change)
# round prices
if c.round_to:
prices = np.round(prices / c.round_to) * c.round_to
return Quote(prices=prices, propensity=quote.propensity,
metadata={**quote.metadata, 'prev_prices': prices})
def process_opportunity(self, opp: Opportunity, quote: Quote,
instruments: InstrumentSet, market: MarketState | None,
rng: np.random.Generator) -> Execution | None:
if opp.side != Side.BUY: return None # posted price is buy-only
idx = int(opp.instrument_id)
price = float(quote.prices[idx])
return Execution(
opportunity_id=opp.id, instrument_id=opp.instrument_id,
side=opp.side, size_requested=opp.size, size_filled=opp.size,
price=price, propensity=quote.propensity, t=opp.t
)

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"""
Two-sided quoting mechanism for market making.
In this mechanism, the agent posts both bid and ask prices.
Execution depends on the distance from the market mid-price.
This models liquidity provision in financial markets.
"""
from __future__ import annotations
from dataclasses import dataclass
import numpy as np
from ..types import Quote, Opportunity, Execution, InstrumentSet, MarketState
from ..constants import Side
from ..math_util import clamp, intensity_decay
@dataclass
class TwoSidedConfig:
"""Configuration for two-sided quoting mechanism.
Attributes:
min_spread: Minimum bid-ask spread
max_spread: Maximum bid-ask spread
min_price: Absolute minimum price
max_price: Absolute maximum price
fill_kappa: Intensity decay parameter (higher = faster decay with distance)
"""
min_spread: float = 0.01
max_spread: float = 0.5
min_price: float = 0.01
max_price: float = 10000.0
fill_kappa: float = 1.5
class TwoSidedMechanism:
"""Two-sided quoting mechanism for market making.
The agent posts bid (buy) and ask (sell) prices around a mid-point.
Fill probability decays exponentially with distance from mid-price,
following the Avellaneda-Stoikov intensity model.
Both BUY and SELL opportunities are processed:
- BUY: customer buys at agent's ask price
- SELL: customer sells at agent's bid price
"""
def __init__(self, cfg: TwoSidedConfig | None = None):
self.cfg = cfg or TwoSidedConfig()
def apply_quote(self, quote: Quote, instruments: InstrumentSet,
rng: np.random.Generator) -> Quote:
prices = quote.prices.copy()
spreads = quote.spreads.copy() if quote.spreads is not None else np.full_like(prices, 0.02)
c = self.cfg
prices = clamp(prices, c.min_price, c.max_price)
spreads = clamp(spreads, c.min_spread, c.max_spread)
# ensure bids < asks
half_spread = spreads / 2
bids = prices - half_spread
asks = prices + half_spread
bids = np.maximum(bids, c.min_price)
asks = np.minimum(asks, c.max_price)
spreads = asks - bids
prices = (bids + asks) / 2
return Quote(prices=prices, spreads=spreads, propensity=quote.propensity,
metadata=quote.metadata)
def process_opportunity(self, opp: Opportunity, quote: Quote,
instruments: InstrumentSet, market: MarketState | None,
rng: np.random.Generator) -> Execution | None:
idx = int(opp.instrument_id)
mid = market.mid_prices[idx] if market and market.mid_prices is not None else quote.prices[idx]
if opp.side == Side.BUY:
price = float(quote.asks[idx]) if quote.asks is not None else float(quote.prices[idx])
distance = price - mid
else:
price = float(quote.bids[idx]) if quote.bids is not None else float(quote.prices[idx])
distance = mid - price
# probabilistic fill based on distance from mid
fill_prob = intensity_decay(abs(distance), self.cfg.fill_kappa)
if rng.random() > fill_prob: return None
return Execution(
opportunity_id=opp.id, instrument_id=opp.instrument_id,
side=opp.side, size_requested=opp.size, size_filled=opp.size,
price=price, propensity=quote.propensity * fill_prob, t=opp.t
)

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