import numpy as np import logging from pathlib import Path from typing import Dict, Type, Optional import pickle from torch import neg_ from torch.utils.tensorboard import SummaryWriter from environment import PHANTOMEnv, FastTrainingConstraints, BusinessLogicConstraints from engine import (BasePricingEngine, WildPricingEngine, StaticPricingEngine, SimpleDemandEngine, RandomWalkEngine, ThompsonSamplingEngine) logging.basicConfig(level=logging.INFO, format='%(asctime)s [%(levelname)s] %(message)s') logger = logging.getLogger(__name__) """ Target training loop: have base prices p0 from env reset and run the env step, collect reward and metrics pass this to the pricing engine which computes the price action to take based on previous reward by learning the new action gets passed to the step so we alternate, step -> reward -> engine (produces price delta) -> step with price delta -> reward to make sure the reinforcement learning inside the engine can learn we need to have trajectory of prices CURRENT SOLUTION BELOW does not implement correct learning or updates. """ class EngineTrainer: """wrapper to run pricing engines through episodes and collect metrics""" def __init__(self, engine: BasePricingEngine, env: PHANTOMEnv, tb_writer: Optional[SummaryWriter] = None): self.engine = engine self.env = env self.episode_metrics = [] self.tb_writer = tb_writer self.global_step = 0 def train(self, n_episodes: int, seed: int = 42): obs, _ = self.env.reset(seed=seed) prices = None for ep in range(n_episodes): prices = self.engine.compute_prices(prices, obs obs, reward, done, _, info = self.env.step(prices) self.engine.update(obs, reward, done, info) return self return self.episode_metrics def evaluate(self, n_episodes: int = 10, seed: int = 100) -> Dict: """evaluate trained engine""" results = {k: [] for k in ['total_reward', 'revenue_observed', 'revenue_oracle', 'agent_loss', 'ux_volatility', 'look_to_book']} for ep in range(n_episodes): metrics = self.run_episode(seed=seed + ep) for k in results: results[k].append(metrics[k]) return {k: (np.mean(v), np.std(v)) for k, v in results.items()} def make_env(fast: bool = True): constraints = FastTrainingConstraints() if fast else BusinessLogicConstraints() return PHANTOMEnv(constraints=constraints) def train_engine(engine_cls: Type[BasePricingEngine], env: PHANTOMEnv, n_episodes: int, seed: int = 42, tb_writer: Optional[SummaryWriter] = None) -> EngineTrainer: constraints = env.constraints engine = engine_cls(constraints=constraints, seed=seed) trainer = EngineTrainer(engine, env, tb_writer=tb_writer) trainer.train(n_episodes, seed=seed) return trainer def save_trainer(trainer: EngineTrainer, path: Path): """save engine state and metrics""" path.parent.mkdir(parents=True, exist_ok=True) with open(path, 'wb') as f: pickle.dump({ 'engine': trainer.engine, 'metrics': trainer.episode_metrics }, f) logger.info(f"Saved trainer to {path}") def load_trainer(path: Path, env: PHANTOMEnv, tb_writer: Optional[SummaryWriter] = None) -> EngineTrainer: """load saved engine""" with open(path, 'rb') as f: data = pickle.load(f) trainer = EngineTrainer(data['engine'], env, tb_writer=tb_writer) trainer.episode_metrics = data['metrics'] return trainer if __name__ == "__main__": base_dir = Path("./runs") base_dir.mkdir(exist_ok=True) engines = { "Wild": WildPricingEngine, "Static": StaticPricingEngine, # "SimpleDemand": SimpleDemandEngine, "RandomWalk": RandomWalkEngine, "ThompsonSampling": ThompsonSamplingEngine, } defenses = [False, True] n_train_episodes = 50 n_eval_episodes = 10 seed = 42 fast_mode = True logger.info(f"Training config: {n_train_episodes} episodes per engine, fast_mode={fast_mode}") trained_trainers = {} for engine_name, engine_cls in engines.items(): for use_defense in defenses: defense_label = "defense_on" if use_defense else "defense_off" run_name = f"{engine_name}_{defense_label}" log_dir = base_dir / run_name log_dir.mkdir(parents=True, exist_ok=True) logger.info(f"Training {engine_name} with defense={use_defense}") logger.info(f"Log directory: {log_dir}") env = make_env(fast=fast_mode) tb_writer = SummaryWriter(log_dir=str(log_dir)) trainer = train_engine(engine_cls, env, n_train_episodes, seed, tb_writer=tb_writer) tb_writer.close() save_path = log_dir / "trainer.pkl" save_trainer(trainer, save_path) trained_trainers[run_name] = (trainer, env) logger.info("Starting evaluation") for run_name, (trainer, env) in trained_trainers.items(): logger.info(f"Evaluating {run_name}") results = trainer.evaluate(n_episodes=n_eval_episodes, seed=seed + 1000) for metric, (mean, std) in results.items(): logger.info(f" {metric:20s}: {mean:10.2f} ± {std:6.2f}") logger.info(f"Results saved to: {base_dir}")