| """ |
| 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() |
|
|
| |
| plot_experiment( |
| engine, |
| title="Experiment A — Baseline (Equal Mix)", |
| output_dir=config.output_dir, |
| fair_value=100.0, |
| ) |
|
|
| return engine |
|
|
|
|
| if __name__ == "__main__": |
| run() |
|
|
