The study of emergent behaviors in large language model (LLM)-driven multi-agent systems is a critical research challenge, yet progress is limited by a lack of principled methodologies for controlled experimentation. To address this, we introduce Shachi, a formal methodology and modular framework that decomposes an agent's policy into core cognitive components: Configuration for intrinsic traits, Memory for contextual persistence, and Tools for expanded capabilities, all orchestrated by an LLM reasoning engine. This principled architecture moves beyond brittle, ad-hoc agent designs and enables the systematic analysis of how specific architectural choices influence collective behavior. We validate our methodology on a comprehensive 10-task benchmark and demonstrate its power through novel scientific inquiries. Critically, we establish the external validity of our approach by modeling a real-world U.S. tariff shock, showing that agent behaviors align with observed market reactions only when their cognitive architecture is appropriately configured with memory and tools. Our work provides a rigorous, open-source foundation for building and evaluating LLM agents, aimed at fostering more cumulative and scientifically grounded research.

Can AI Agents simulate real-world trading environments to investigate the impact of external factors on stock trading activities (e.g., macroeconomics, policy changes, company fundamentals, and global events)? These factors, which frequently influence trading behaviors, are critical elements in the quest for maximizing investors' profits. Our work attempts to solve this problem through large language model based agents. We have developed a multi-agent AI system called StockAgent, driven by LLMs, designed to simulate investors' trading behaviors in response to the real stock market. The StockAgent allows users to evaluate the impact of different external factors on investor trading and to analyze trading behavior and profitability effects. Additionally, StockAgent avoids the test set leakage issue present in existing trading simulation systems based on AI Agents. Specifically, it prevents the model from leveraging prior knowledge it may have acquired related to the test data. We evaluate different LLMs under the framework of StockAgent in a stock trading environment that closely resembles real-world conditions. The experimental results demonstrate the impact of key external factors on stock market trading, including trading behavior and stock price fluctuation rules. This research explores the study of agents' free trading gaps in the context of no prior knowledge related to market data. The patterns identified through StockAgent simulations provide valuable insights for LLM-based investment advice and stock recommendation. The code is available at https://github.com/MingyuJ666/Stockagent.