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Experiment A — Baseline Run.
Agent composition: 2 momentum + 1 mean-reversion + 1 fundamental + 1 market maker + 1 noise.
Hypothesis: Prices stay near fair value. Market is relatively efficient.
"""
import sys
import os
sys.path.insert(0, os.path.join(os.path.dirname(__file__), ".."))
from engine.simulation import SimulationEngine, SimulationConfig
from agents.momentum_agent import MomentumAgent
from agents.mean_reversion_agent import MeanReversionAgent
from agents.fundamental_agent import FundamentalAgent
from agents.market_maker_agent import MarketMakerAgent
from agents.noise_trader import NoiseTrader
from experiments.plot_utils import plot_experiment
def run():
agents = [
MomentumAgent("momentum_1"),
MomentumAgent("momentum_2"),
MeanReversionAgent("meanrev_1"),
FundamentalAgent("fundamental_1", fair_value=100.0),
MarketMakerAgent("marketmaker_1"),
NoiseTrader("noise_1"),
]
config = SimulationConfig(
num_ticks=200,
initial_price=100.0,
use_llm=False,
output_dir="output/experiment_a_baseline",
seed=42,
)
engine = SimulationEngine(agents, config)
engine.run()
# Generate plots
plot_experiment(
engine,
title="Experiment A — Baseline (Equal Mix)",
output_dir=config.output_dir,
fair_value=100.0,
)
return engine
if __name__ == "__main__":
run()
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