Files
PHANTOM/experiments/procesing/pricers/base.py
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

71 lines
2.0 KiB
Python

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.
Defines mapping: f(Q_t, P_t, S_t, H_t) -> P_{t+1}
Where:
Q_t ∈ R^n: demand vector at time t
P_t ∈ R^n: price vector at time t
S_t: session features (behavioral signals, interactions)
H_t = {Q_{t-k}, P_{t-k}, S_{t-k}}: historical state trajectory
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, historical_data: pd.DataFrame, **kwargs):
"""
Offline training on historical data.
Args:
historical_data: DataFrame with elasticity, prices, demand signals
**kwargs: additional training parameters
"""
pass
@abstractmethod
def predict(self, state_space) -> np.ndarray:
"""
Generate optimal prices given current state.
Args:
state_space: StateSpace object containing Q_t, P_t, S_t, H_t
Returns:
P_{t+1}: price vector in R^n
"""
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