mirror of
https://github.com/velocitatem/PHANTOM.git
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* 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)
71 lines
2.0 KiB
Python
71 lines
2.0 KiB
Python
from abc import ABC, abstractmethod
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from typing import Optional, Dict, Any, List
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import numpy as np
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import pandas as pd
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class PricingFunction(ABC):
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"""
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Abstract base for pricing functions.
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Defines mapping: f(Q_t, P_t, S_t, H_t) -> P_{t+1}
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Where:
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Q_t ∈ R^n: demand vector at time t
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P_t ∈ R^n: price vector at time t
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S_t: session features (behavioral signals, interactions)
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H_t = {Q_{t-k}, P_{t-k}, S_{t-k}}: historical state trajectory
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Objective:
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maximize E[R_T] = E[Σ P_t^T · Q_t]
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subject to:
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Q_t = g(P_t, S_t) (demand response via elasticity)
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P_t ≥ C (cost floor)
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minimize L_agent = R_oracle - R_observed
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"""
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@abstractmethod
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def fit(self, historical_data: pd.DataFrame, **kwargs):
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"""
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Offline training on historical data.
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Args:
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historical_data: DataFrame with elasticity, prices, demand signals
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**kwargs: additional training parameters
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"""
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pass
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@abstractmethod
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def predict(self, state_space) -> np.ndarray:
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"""
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Generate optimal prices given current state.
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Args:
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state_space: StateSpace object containing Q_t, P_t, S_t, H_t
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Returns:
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P_{t+1}: price vector in R^n
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"""
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pass
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def update(self, observation: Dict[str, Any]):
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"""
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Online learning update (optional).
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Args:
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observation: dict with {state, action, reward, next_state}
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- state: StateSpace before pricing decision
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- action: prices shown (P_t)
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- reward: revenue/conversion signal
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- next_state: StateSpace after user interaction
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"""
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pass # default: no online learning
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def get_params(self) -> Dict[str, Any]:
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"""Return pricing function parameters for serialization."""
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return {}
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def set_params(self, params: Dict[str, Any]):
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"""Load pricing function parameters from dict."""
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pass
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