Initial import: grid-bot — grid trading bot for BTC-USDT on Cifra Markets

2026-09-24 13:22:23 +07:00
commit 642cc11a9f
18968 changed files with 5683248 additions and 0 deletions
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+# mypy: allow-untyped-defs
+import math
+
+import torch
+from torch import inf, nan, Tensor
+from torch.distributions import constraints
+from torch.distributions.distribution import Distribution
+from torch.distributions.utils import broadcast_all
+from torch.types import _Number, _size
+
+
+__all__ = ["Cauchy"]
+
+
+class Cauchy(Distribution):
+    r"""
+    Samples from a Cauchy (Lorentz) distribution. The distribution of the ratio of
+    independent normally distributed random variables with means `0` follows a
+    Cauchy distribution.
+
+    Example::
+
+        >>> # xdoctest: +IGNORE_WANT("non-deterministic")
+        >>> m = Cauchy(torch.tensor([0.0]), torch.tensor([1.0]))
+        >>> m.sample()  # sample from a Cauchy distribution with loc=0 and scale=1
+        tensor([ 2.3214])
+
+    Args:
+        loc (float or Tensor): mode or median of the distribution.
+        scale (float or Tensor): half width at half maximum.
+    """
+
+    # pyrefly: ignore [bad-override]
+    arg_constraints = {"loc": constraints.real, "scale": constraints.positive}
+    support = constraints.real
+    has_rsample = True
+
+    def __init__(
+        self,
+        loc: Tensor | float,
+        scale: Tensor | float,
+        validate_args: bool | None = None,
+    ) -> None:
+        self.loc, self.scale = broadcast_all(loc, scale)
+        if isinstance(loc, _Number) and isinstance(scale, _Number):
+            batch_shape = torch.Size()
+        else:
+            batch_shape = self.loc.size()
+        super().__init__(batch_shape, validate_args=validate_args)
+
+    def expand(self, batch_shape, _instance=None):
+        new = self._get_checked_instance(Cauchy, _instance)
+        batch_shape = torch.Size(batch_shape)
+        new.loc = self.loc.expand(batch_shape)
+        new.scale = self.scale.expand(batch_shape)
+        super(Cauchy, new).__init__(batch_shape, validate_args=False)
+        new._validate_args = self._validate_args
+        return new
+
+    @property
+    def mean(self) -> Tensor:
+        return torch.full(
+            self._extended_shape(), nan, dtype=self.loc.dtype, device=self.loc.device
+        )
+
+    @property
+    def mode(self) -> Tensor:
+        return self.loc
+
+    @property
+    def variance(self) -> Tensor:
+        return torch.full(
+            self._extended_shape(), inf, dtype=self.loc.dtype, device=self.loc.device
+        )
+
+    def rsample(self, sample_shape: _size = torch.Size()) -> Tensor:
+        shape = self._extended_shape(sample_shape)
+        eps = self.loc.new(shape).cauchy_()
+        return self.loc + eps * self.scale
+
+    def log_prob(self, value):
+        if self._validate_args:
+            self._validate_sample(value)
+        return (
+            -math.log(math.pi)
+            - self.scale.log()
+            - (((value - self.loc) / self.scale) ** 2).log1p()
+        )
+
+    def cdf(self, value):
+        if self._validate_args:
+            self._validate_sample(value)
+        return torch.atan((value - self.loc) / self.scale) / math.pi + 0.5
+
+    def icdf(self, value):
+        return torch.tan(math.pi * (value - 0.5)) * self.scale + self.loc
+
+    def entropy(self):
+        return math.log(4 * math.pi) + self.scale.log()