Files
PHANTOM/engine/wrapper.py
2026-01-30 13:17:12 +01:00

119 lines
4.7 KiB
Python

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()