# Reproducibility Guide This repository contains the complete pipeline for generating the synthetic Limit Order Book (LOB) data, detection signals, and evaluation metrics presented in the paper. ## 💻 Environment & Hardware Experiments were conducted across the following environments: * **Primary Runtime:** Google Colab (NVIDIA T4 GPU) * **Local Testing:** Apple MacBook (M4 Architecture) > [!NOTE] > All experiments are fully deterministic using specified random seeds. Minor variations may occur due to differences in hardware floating-point precision or library versions. ## 🛠 Prerequisites Ensure you have **Python 3.x** installed. The core logic relies on the following stack: * `NumPy` & `SciPy` (Numerical processing) * `scikit-learn` (Evaluation metrics) * `hmmlearn` (Hidden Markov Modeling) ## 🚀 Quick Start To reproduce the paper's results, figures, and tables: 1. **Install Dependencies:** ```bash pip install -r requirements.txt ``` 2. **Execute Pipeline:** Run the notebook cells sequentially. The pipeline is designed to be executed end-to-end to generate: * **Synthetic LOB Data:** Simulated market depth and flow. * **Detection Signals:** Primary output of the proposed model. * **Metrics & Figures:** All visualizations and tables used in the final publication. ---