Initial import: grid-bot — grid trading bot for BTC-USDT on Cifra Markets
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"""Adapted from https://github.com/arogozhnikov/einops/blob/36c7bb16e57d6e57f8f3050f9e07abdf3f00469f/einops/parsing.py.
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MIT License
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Copyright (c) 2018 Alex Rogozhnikov
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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"""
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from __future__ import annotations
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import keyword
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import warnings
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from typing import TYPE_CHECKING
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if TYPE_CHECKING:
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from collections.abc import Collection, Mapping
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_ellipsis: str = "\u2026" # NB, this is a single unicode symbol. String is used as it is not a list, but can be iterated
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class AnonymousAxis:
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"""Used by `ParsedExpression` to represent an axis with a size (> 1), but no associated identifier.
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Note: Different instances of this class are not equal to each other, even if they have the same value.
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"""
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def __init__(self, value: str) -> None:
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self.value = int(value)
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if self.value < 1:
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raise ValueError(
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f"Anonymous axis should have positive length, not {self.value}"
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)
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def __repr__(self) -> str:
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return f"{self.value}-axis"
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class ParsedExpression:
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"""Structure containing information about one side of an `einops`-style pattern (e.g. 'b c (h w)')."""
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def __init__(
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self,
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expression: str,
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*,
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allow_underscore: bool = False,
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allow_duplicates: bool = False,
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) -> None:
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"""Parse the expression and store relevant metadata.
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Args:
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expression (str): the `einops`-pattern to parse
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allow_underscore (bool): whether to allow axis identifier names to begin with an underscore
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allow_duplicates (bool): whether to allow an identifier to appear more than once in the expression
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"""
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self.has_ellipsis: bool = False
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self.has_ellipsis_parenthesized: bool | None = None
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self.identifiers: set[str | AnonymousAxis] = set()
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# that's axes like 2, 3, 4 or 5. Axes with size 1 are exceptional and replaced with empty composition
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self.has_non_unitary_anonymous_axes: bool = False
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# composition keeps structure of composite axes, see how different corner cases are handled in tests
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self.composition: list[list[str | AnonymousAxis] | str] = []
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if "." in expression:
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if "..." not in expression:
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raise ValueError(
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"Expression may contain dots only inside ellipsis (...)"
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)
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if str.count(expression, "...") != 1 or str.count(expression, ".") != 3:
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raise ValueError(
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"Expression may contain dots only inside ellipsis (...); only one ellipsis for tensor "
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)
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expression = expression.replace("...", _ellipsis)
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self.has_ellipsis = True
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bracket_group: list[str | AnonymousAxis] | None = None
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def add_axis_name(x: str) -> None:
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if x in self.identifiers:
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if not (allow_underscore and x == "_") and not allow_duplicates:
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raise ValueError(
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f"Indexing expression contains duplicate dimension '{x}'"
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)
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if x == _ellipsis:
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self.identifiers.add(_ellipsis)
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if bracket_group is None:
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self.composition.append(_ellipsis)
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self.has_ellipsis_parenthesized = False
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else:
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bracket_group.append(_ellipsis)
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self.has_ellipsis_parenthesized = True
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else:
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is_number = str.isdecimal(x)
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if is_number and int(x) == 1:
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# handling the case of anonymous axis of length 1
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if bracket_group is None:
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self.composition.append([])
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else:
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pass # no need to think about 1s inside parenthesis
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return
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is_axis_name, reason = self.check_axis_name_return_reason(
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x, allow_underscore=allow_underscore
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)
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if not (is_number or is_axis_name):
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raise ValueError(f"Invalid axis identifier: {x}\n{reason}")
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axis_name: str | AnonymousAxis = AnonymousAxis(x) if is_number else x
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self.identifiers.add(axis_name)
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if is_number:
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self.has_non_unitary_anonymous_axes = True
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if bracket_group is None:
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self.composition.append([axis_name])
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else:
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bracket_group.append(axis_name)
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current_identifier = None
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for char in expression:
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if char in "() ":
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if current_identifier is not None:
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add_axis_name(current_identifier)
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current_identifier = None
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if char == "(":
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if bracket_group is not None:
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raise ValueError(
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"Axis composition is one-level (brackets inside brackets not allowed)"
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)
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bracket_group = []
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elif char == ")":
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if bracket_group is None:
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raise ValueError("Brackets are not balanced")
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self.composition.append(bracket_group)
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bracket_group = None
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elif str.isalnum(char) or char in ["_", _ellipsis]:
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if current_identifier is None:
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current_identifier = char
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else:
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current_identifier += char
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else:
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raise ValueError(f"Unknown character '{char}'")
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if bracket_group is not None:
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raise ValueError(f"Imbalanced parentheses in expression: '{expression}'")
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if current_identifier is not None:
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add_axis_name(current_identifier)
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@staticmethod
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def check_axis_name_return_reason(
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name: str, allow_underscore: bool = False
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) -> tuple[bool, str]:
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"""Check if the given axis name is valid, and a message explaining why if not.
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Valid axes names are python identifiers except keywords, and should not start or end with an underscore.
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Args:
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name (str): the axis name to check
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allow_underscore (bool): whether axis names are allowed to start with an underscore
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Returns:
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tuple[bool, str]: whether the axis name is valid, a message explaining why if not
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"""
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if not str.isidentifier(name):
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return False, "not a valid python identifier"
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elif name[0] == "_" or name[-1] == "_":
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if name == "_" and allow_underscore:
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return True, ""
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return False, "axis name should should not start or end with underscore"
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else:
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if keyword.iskeyword(name):
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warnings.warn(
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f"It is discouraged to use axes names that are keywords: {name}",
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RuntimeWarning,
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)
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if name == "axis":
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warnings.warn(
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"It is discouraged to use 'axis' as an axis name and will raise an error in future",
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FutureWarning,
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)
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return True, ""
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@staticmethod
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def check_axis_name(name: str) -> bool:
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"""Check if the name is a valid axis name.
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Args:
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name (str): the axis name to check
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Returns:
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bool: whether the axis name is valid
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"""
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is_valid, _ = ParsedExpression.check_axis_name_return_reason(name)
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return is_valid
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def parse_pattern(
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pattern: str, axes_lengths: Mapping[str, int]
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) -> tuple[ParsedExpression, ParsedExpression]:
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"""Parse an `einops`-style pattern into a left-hand side and right-hand side `ParsedExpression` object.
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Args:
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pattern (str): the `einops`-style rearrangement pattern
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axes_lengths (Mapping[str, int]): any additional length specifications for dimensions
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Returns:
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tuple[ParsedExpression, ParsedExpression]: a tuple containing the left-hand side and right-hand side expressions
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"""
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# adapted from einops.einops._prepare_transformation_recipe
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# https://github.com/arogozhnikov/einops/blob/230ac1526c1f42c9e1f7373912c7f8047496df11/einops/einops.py
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try:
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left_str, right_str = pattern.split("->")
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except ValueError:
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raise ValueError("Pattern must contain a single '->' separator") from None
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if _ellipsis in axes_lengths:
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raise ValueError(f"'{_ellipsis}' is not an allowed axis identifier")
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left = ParsedExpression(left_str)
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right = ParsedExpression(right_str)
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if not left.has_ellipsis and right.has_ellipsis:
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raise ValueError(
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f"Ellipsis found in right side, but not left side of a pattern {pattern}"
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)
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if left.has_ellipsis and left.has_ellipsis_parenthesized:
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raise ValueError(
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f"Ellipsis is parenthesis in the left side is not allowed: {pattern}"
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)
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return left, right
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def validate_rearrange_expressions(
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left: ParsedExpression, right: ParsedExpression, axes_lengths: Mapping[str, int]
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) -> None:
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"""Perform expression validations that are specific to the `rearrange` operation.
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Args:
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left (ParsedExpression): left-hand side expression
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right (ParsedExpression): right-hand side expression
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axes_lengths (Mapping[str, int]): any additional length specifications for dimensions
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"""
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for length in axes_lengths.values():
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if (length_type := type(length)) is not int:
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raise TypeError(
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f"rearrange axis lengths must be integers, got: {length_type}"
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)
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if left.has_non_unitary_anonymous_axes or right.has_non_unitary_anonymous_axes:
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raise ValueError("rearrange only supports unnamed axes of size 1")
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difference = set.symmetric_difference(left.identifiers, right.identifiers)
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if len(difference) > 0:
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raise ValueError(
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f"Identifiers only on one side of rearrange expression (should be on both): {difference}"
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)
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unmatched_axes = axes_lengths.keys() - left.identifiers
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if len(unmatched_axes) > 0:
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raise ValueError(
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f"Identifiers not found in rearrange expression: {unmatched_axes}"
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)
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def comma_separate(collection: Collection[str | Collection[str]]) -> str:
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"""Convert a collection of strings representing first class dims into a comma-separated string.
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Args:
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collection (Collection[Union[str, Collection[str]]]): the collection of strings to convert
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Returns:
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str: the comma-separated string
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Examples:
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>>> comma_separate(("d0",))
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'd0'
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>>> comma_separate(("d0", "d1", "d2", "d3"))
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'd0, d1, d2, d3'
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>>> comma_separate([("d1", "d4")])
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'(d1, d4)'
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>>> comma_separate([("d0",), (), ("d1",), ("d2",), ("d3", "d4")])
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'(d0,), (), (d1,), (d2,), (d3, d4)'
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"""
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return ", ".join(
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item
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if isinstance(item, str)
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else f"({comma_separate(item)}{',' if len(item) == 1 else ''})"
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for item in collection
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)
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