| from __future__ import annotations |
|
|
| from copy import deepcopy |
| from dataclasses import asdict |
| import json |
| from pathlib import Path |
| from typing import Any |
|
|
| import numpy as np |
| import pandas as pd |
| from tqdm import tqdm |
|
|
| from .actions import decode_continuous_action, decode_discrete_action |
| from .agent.llm_client import make_llm_client |
| from .agent.wrappers import AgenticConfig, agentic_metrics, make_agentic_processor |
| from .config import BenchmarkConfig |
| from .data import load_benchmark_data |
| from .env import SolarChainBenchmarkEnv |
| from .metrics import summarize_episode |
| from .policies import Policy |
|
|
|
|
| def run_episode( |
| policy: Policy, |
| config: BenchmarkConfig, |
| seed: int, |
| episode: int, |
| policy_name: str | None = None, |
| ) -> tuple[dict[str, Any], list[dict[str, Any]]]: |
| metrics, steps, _ = _run_episode_impl(policy, config, seed, episode, policy_name) |
| return metrics, steps |
|
|
|
|
| def _run_episode_impl( |
| policy: Policy, |
| config: BenchmarkConfig, |
| seed: int, |
| episode: int, |
| policy_name: str | None = None, |
| agentic_config: AgenticConfig | None = None, |
| llm_client: Any | None = None, |
| ) -> tuple[dict[str, Any], list[dict[str, Any]], list[dict[str, Any]]]: |
| local_config = deepcopy(config) |
| name = policy_name or getattr(policy, "name", "policy") |
| local_config.action_mode = "discrete" if name == "dqn" else "continuous" |
| if hasattr(policy, "config"): |
| policy.config = local_config |
| env_config = deepcopy(local_config) |
| agentic_enabled = bool(agentic_config and agentic_config.agentic_mode != "none") |
| if agentic_enabled: |
| env_config.action_mode = "continuous" |
| data = load_benchmark_data(env_config.data_dir) |
| env = SolarChainBenchmarkEnv(config=env_config, data=data) |
| obs, _ = env.reset(seed=seed) |
| processor = None |
| if agentic_enabled: |
| needs_llm = agentic_config.planner == "llm" or agentic_config.auditor == "llm" |
| processor = make_agentic_processor( |
| config=env_config, |
| agentic_config=agentic_config, |
| llm_client=(llm_client or make_llm_client()) if needs_llm else None, |
| ) |
| processor.reset(env) |
| done = False |
| step_rows: list[dict[str, Any]] = [] |
| agentic_logs: list[dict[str, Any]] = [] |
|
|
| while not done: |
| action, _ = policy.predict(obs, deterministic=True) |
| agentic_info: dict[str, Any] = {} |
| if processor is not None: |
| proposed_actual = _decode_policy_action(action, local_config) |
| previous_action = np.asarray(env._prev_action, dtype=np.float32) |
| action, agentic_info, log_row = processor.process( |
| obs=obs, |
| proposed_actual_action=proposed_actual, |
| previous_action=previous_action, |
| latest_info=env.latest_info(), |
| ) |
| log_row.update({"policy": name, "episode": episode, "step": len(step_rows)}) |
| agentic_logs.append(log_row) |
| obs, reward, terminated, truncated, info = env.step(action) |
| info.update(agentic_info) |
| row = { |
| "policy": name, |
| "episode": episode, |
| "step": len(step_rows), |
| "reward": float(reward), |
| **{key: value for key, value in info.items() if key != "city_rewards"}, |
| "city_rewards": info.get("city_rewards", {}), |
| } |
| step_rows.append(row) |
| done = terminated or truncated |
|
|
| metrics = summarize_episode(step_rows) |
| metrics.update({"policy": name, "episode": episode, "seed": seed}) |
| if processor is not None: |
| metrics.update(agentic_metrics(processor.stats, len(step_rows))) |
| return metrics, step_rows, agentic_logs |
|
|
|
|
| def evaluate_policies( |
| policies: list[Policy], |
| config: BenchmarkConfig, |
| episodes: int, |
| output_dir: str | Path, |
| agentic_config: AgenticConfig | None = None, |
| llm_client: Any | None = None, |
| show_progress: bool = False, |
| ) -> tuple[pd.DataFrame, pd.DataFrame, pd.DataFrame]: |
| output = Path(output_dir) |
| output.mkdir(parents=True, exist_ok=True) |
| metric_rows: list[dict[str, Any]] = [] |
| action_rows: list[dict[str, Any]] = [] |
| city_hour_rows: list[dict[str, Any]] = [] |
| agentic_log_rows: list[dict[str, Any]] = [] |
|
|
| total_episodes = len(policies) * episodes |
| progress = tqdm( |
| total=total_episodes, |
| desc="Evaluating policies", |
| unit="episode", |
| disable=not show_progress, |
| dynamic_ncols=True, |
| ) |
| try: |
| for policy in policies: |
| name = getattr(policy, "name", "policy") |
| for episode in range(episodes): |
| progress.set_postfix(policy=name, episode=f"{episode + 1}/{episodes}") |
| metrics, steps, agentic_logs = _run_episode_impl( |
| policy, |
| config, |
| config.seed + episode, |
| episode, |
| name, |
| agentic_config, |
| llm_client, |
| ) |
| metric_rows.append(metrics) |
| agentic_log_rows.extend(agentic_logs) |
| for row in steps: |
| action_rows.append({key: value for key, value in row.items() if key != "city_rewards"}) |
| for city, value in row.get("city_rewards", {}).items(): |
| city_hour_rows.append( |
| { |
| "policy": name, |
| "episode": episode, |
| "hour": row["hour"], |
| "city": city, |
| "city_reward": float(value), |
| "reward_ratio": row["reward_ratio"], |
| "liquidity_ratio": row["liquidity_ratio"], |
| "burn_rate": row["burn_rate"], |
| } |
| ) |
| progress.update(1) |
| finally: |
| progress.close() |
|
|
| metrics_frame = pd.DataFrame(metric_rows) |
| actions_frame = pd.DataFrame(action_rows) |
| city_hour_frame = pd.DataFrame(city_hour_rows) |
| metrics_frame.to_csv(output / "metrics.csv", index=False) |
| actions_frame.to_csv(output / "actions.csv", index=False) |
| city_hour_frame.to_csv(output / "city_hour_policy.csv", index=False) |
|
|
| summary = metrics_frame.groupby("policy", as_index=False).mean(numeric_only=True) |
| if "static" in set(summary["policy"]): |
| static_slippage = float(summary.loc[summary["policy"].eq("static"), "mean_slippage"].iloc[0]) |
| summary["slippage_reduction_vs_static"] = (static_slippage - summary["mean_slippage"]) / max(static_slippage, 1e-9) |
| summary.to_json(output / "summary.json", orient="records", indent=2) |
| (output / "config_snapshot.json").write_text(_json_dumps_dataclass(config), encoding="utf-8") |
| if agentic_config and agentic_config.save_agentic_logs: |
| with (output / "agentic_logs.jsonl").open("w", encoding="utf-8") as handle: |
| for row in agentic_log_rows: |
| handle.write(json.dumps(row, ensure_ascii=False) + "\n") |
| return metrics_frame, actions_frame, city_hour_frame |
|
|
|
|
| def _json_dumps_dataclass(config: BenchmarkConfig) -> str: |
| import json |
|
|
| return json.dumps(asdict(config), indent=2) |
|
|
|
|
| class SB3Policy: |
| def __init__(self, model, name: str): |
| self.model = model |
| self.name = name |
|
|
| def predict(self, obs: np.ndarray, deterministic: bool = True): |
| return self.model.predict(obs, deterministic=deterministic) |
|
|
|
|
| def _decode_policy_action(action: Any, config: BenchmarkConfig) -> np.ndarray: |
| if config.action_mode == "discrete": |
| return decode_discrete_action(int(action), config) |
| return decode_continuous_action(np.asarray(action, dtype=np.float32), config) |
|
|