feat: default price process fn

* feat: deprecate RW_model and GBM_model

* feat: update ConfigurableMarket scenario

* feat: update IdealMarketMaker scenario

* feat: update MarketCrash scenario

* feat: update VegaLoadTest scenario

* fix: increase price_process length

* feat: update default price_process_fn for integration tests

* refactor: remove network scenario

* feat: remove fairground scenario

* fix: remove missing imports

tests/integration/test_parameter_runner.py

@@ -3,6 +3,7 @@
 
 import vega_sim.parameter_test.parameter.experiment as experiment
 from vega_sim.parameter_test.parameter.configs import CONFIGS
+from vega_sim.scenario.common.utils.price_process import random_walk
 
 
 @pytest.mark.integration
@@ -15,6 +16,13 @@ def test_parameter_runner(experiment_to_run: experiment.SingleParameterExperimen
         experiment_to_run.runs_per_scenario = (
             1  # Likely only need to test the one run per scenario
         )
+
+        experiment_to_run.scenario.price_process_fn = lambda: random_walk(
+            num_steps=experiment_to_run.scenario.num_steps,
+            starting_price=1000,
+            sigma=0.1,
+        )
+
         results = experiment.run_single_parameter_experiment(experiment_to_run)
         experiment.output_logs(
             results,

vega_sim/scenario/common/utils/price_process.py

@@ -42,7 +42,7 @@ def random_walk(
     random_state_set = random_state is not None
     random_state = random_state if random_state_set else np.random.RandomState()
 
-    S = np.zeros(num_steps)
+    S = np.zeros(num_steps + 1)
     S[0] = starting_price
 
     for _ in range(100):

vega_sim/scenario/comprehensive_market/scenario.py

@@ -5,7 +5,7 @@
 from vega_sim.environment.agent import Agent
 
 from vega_sim.scenario.scenario import Scenario
-from vega_sim.scenario.ideal_market_maker_v2.utils.price_process import RW_model
+from vega_sim.scenario.common.utils.price_process import random_walk
 from vega_sim.environment.environment import MarketEnvironmentWithState
 from vega_sim.null_service import VegaServiceNull
 from vega_sim.scenario.constants import Network
@@ -32,7 +32,6 @@ class ComprehensiveMarket(Scenario):
     def __init__(
         self,
         num_steps: int = 1000,
-        dt: float = 1 / 60 / 24 / 365.25,
         market_decimal: int = 5,
         asset_decimal: int = 5,
         market_position_decimal: int = 2,
@@ -76,7 +75,6 @@ def __init__(
         num_momentum_agents: int = 1,
     ):
         self.num_steps = num_steps
-        self.dt = dt
         self.market_decimal = market_decimal
         self.asset_decimal = asset_decimal
         self.market_position_decimal = market_position_decimal
@@ -141,15 +139,12 @@ def _generate_price_process(
         self,
         random_state: Optional[np.random.RandomState] = None,
     ):
-        _, price_process = RW_model(
-            T=self.num_steps * self.dt,
-            dt=self.dt,
-            mdp=self.market_decimal,
+        return random_walk(
+            num_steps=self.num_steps,
             sigma=self.sigma,
-            Midprice=self.initial_price,
+            starting_price=self.initial_price,
             random_state=random_state,
         )
-        return price_process
 
     def set_up_background_market(
         self,

vega_sim/scenario/configurable_market/scenario.py

@@ -11,7 +11,6 @@
 )
 
 from vega_sim.scenario.scenario import Scenario
-from vega_sim.scenario.ideal_market_maker_v2.utils.price_process import RW_model
 from vega_sim.environment.environment import MarketEnvironmentWithState
 from vega_sim.null_service import VegaServiceNull
 from vega_sim.scenario.constants import Network
@@ -53,6 +52,7 @@ def __init__(
             Callable[[VegaServiceNull, List[Agent]], Any]
         ] = None,
         settle_at_end: bool = True,
+        price_process_fn: Optional[Callable] = None,
     ):
 
         # Simulation settings
@@ -61,6 +61,7 @@ def __init__(
         self.block_size = block_size
         self.block_length_seconds = block_length_seconds
         self.settle_at_end = settle_at_end
+        self.price_process_fn = price_process_fn
 
         # Logging options
         self.state_extraction_freq = state_extraction_freq
@@ -112,7 +113,11 @@ def set_up_background_market(
         market_name = self.market_name
         asset_name = self.asset_name
 
-        price_process = self._generate_price_process(random_state=random_state)
+        price_process = (
+            self.price_process_fn()
+            if self.price_process_fn is not None
+            else self._generate_price_process(random_state=random_state)
+        )
 
         market_manager = ConfigurableMarketManager(
             proposal_wallet_name=PROPOSAL_PARTY.wallet_name,

vega_sim/scenario/curve_market_maker/scenario.py

@@ -9,7 +9,7 @@
 )
 
 from vega_sim.scenario.scenario import Scenario
-from vega_sim.scenario.ideal_market_maker_v2.utils.price_process import RW_model
+from vega_sim.scenario.common.utils.price_process import random_walk
 from vega_sim.environment.environment import MarketEnvironmentWithState
 from vega_sim.null_service import VegaServiceNull
 from vega_sim.scenario.constants import Network
@@ -35,7 +35,6 @@ def __init__(
         self,
         num_steps: int = 120,
         random_agent_ordering: bool = True,
-        dt: float = 1 / 60 / 24 / 365.25,
         market_decimal: int = 5,
         asset_decimal: int = 5,
         market_position_decimal: int = 2,
@@ -77,7 +76,6 @@ def __init__(
 
         self.num_steps = num_steps
         self.random_agent_ordering = random_agent_ordering
-        self.dt = dt
         self.market_decimal = market_decimal
         self.asset_decimal = asset_decimal
         self.market_position_decimal = market_position_decimal
@@ -117,15 +115,12 @@ def _generate_price_process(
         self,
         random_state: Optional[np.random.RandomState] = None,
     ):
-        _, price_process = RW_model(
-            T=self.num_steps * self.dt,
-            dt=self.dt,
-            mdp=self.market_decimal,
+        return random_walk(
+            num_steps=self.num_steps,
             sigma=self.sigma,
-            Midprice=self.initial_price,
+            starting_price=self.initial_price,
             random_state=random_state,
         )
-        return price_process
 
     def set_up_background_market(
         self,