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

2026-09-24 13:22:23 +07:00
commit 642cc11a9f
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+# mypy: allow-untyped-defs
+
+import torch
+from torch import Tensor
+from torch.autograd import Function
+from torch.autograd.function import once_differentiable
+from torch.distributions import constraints
+from torch.distributions.exp_family import ExponentialFamily
+from torch.types import _size
+
+
+__all__ = ["Dirichlet"]
+
+
+# This helper is exposed for testing.
+def _Dirichlet_backward(x, concentration, grad_output):
+    total = concentration.sum(-1, True).expand_as(concentration)
+    grad = torch._dirichlet_grad(x, concentration, total)
+    return grad * (grad_output - (x * grad_output).sum(-1, True))
+
+
+class _Dirichlet(Function):
+    @staticmethod
+    # pyrefly: ignore [bad-override]
+    def forward(ctx, concentration):
+        x = torch._sample_dirichlet(concentration)
+        ctx.save_for_backward(x, concentration)
+        return x
+
+    @staticmethod
+    @once_differentiable
+    # pyrefly: ignore [bad-override]
+    def backward(ctx, grad_output):
+        x, concentration = ctx.saved_tensors
+        return _Dirichlet_backward(x, concentration, grad_output)
+
+
+class Dirichlet(ExponentialFamily):
+    r"""
+    Creates a Dirichlet distribution parameterized by concentration :attr:`concentration`.
+
+    Example::
+
+        >>> # xdoctest: +IGNORE_WANT("non-deterministic")
+        >>> m = Dirichlet(torch.tensor([0.5, 0.5]))
+        >>> m.sample()  # Dirichlet distributed with concentration [0.5, 0.5]
+        tensor([ 0.1046,  0.8954])
+
+    Args:
+        concentration (Tensor): concentration parameter of the distribution
+            (often referred to as alpha)
+    """
+
+    # pyrefly: ignore [bad-override]
+    arg_constraints = {
+        "concentration": constraints.independent(constraints.positive, 1)
+    }
+    support = constraints.simplex
+    has_rsample = True
+
+    def __init__(
+        self,
+        concentration: Tensor,
+        validate_args: bool | None = None,
+    ) -> None:
+        if concentration.dim() < 1:
+            raise ValueError(
+                "`concentration` parameter must be at least one-dimensional."
+            )
+        self.concentration = concentration
+        batch_shape, event_shape = concentration.shape[:-1], concentration.shape[-1:]
+        # pyrefly: ignore [bad-argument-type]
+        super().__init__(batch_shape, event_shape, validate_args=validate_args)
+
+    def expand(self, batch_shape, _instance=None):
+        new = self._get_checked_instance(Dirichlet, _instance)
+        batch_shape = torch.Size(batch_shape)
+        new.concentration = self.concentration.expand(batch_shape + self.event_shape)
+        super(Dirichlet, new).__init__(
+            batch_shape, self.event_shape, validate_args=False
+        )
+        new._validate_args = self._validate_args
+        return new
+
+    def rsample(self, sample_shape: _size = ()) -> Tensor:
+        shape = self._extended_shape(sample_shape)
+        concentration = self.concentration.expand(shape)
+        return _Dirichlet.apply(concentration)
+
+    def log_prob(self, value):
+        if self._validate_args:
+            self._validate_sample(value)
+        return (
+            torch.xlogy(self.concentration - 1.0, value).sum(-1)
+            + torch.lgamma(self.concentration.sum(-1))
+            - torch.lgamma(self.concentration).sum(-1)
+        )
+
+    @property
+    def mean(self) -> Tensor:
+        return self.concentration / self.concentration.sum(-1, True)
+
+    @property
+    def mode(self) -> Tensor:
+        concentrationm1 = (self.concentration - 1).clamp(min=0.0)
+        mode = concentrationm1 / concentrationm1.sum(-1, True)
+        mask = (self.concentration < 1).all(dim=-1)
+        mode[mask] = torch.nn.functional.one_hot(
+            mode[mask].argmax(dim=-1), concentrationm1.shape[-1]
+        ).to(mode)
+        return mode
+
+    @property
+    def variance(self) -> Tensor:
+        con0 = self.concentration.sum(-1, True)
+        return (
+            self.concentration
+            * (con0 - self.concentration)
+            / (con0.pow(2) * (con0 + 1))
+        )
+
+    def entropy(self):
+        k = self.concentration.size(-1)
+        a0 = self.concentration.sum(-1)
+        return (
+            torch.lgamma(self.concentration).sum(-1)
+            - torch.lgamma(a0)
+            - (k - a0) * torch.digamma(a0)
+            - ((self.concentration - 1.0) * torch.digamma(self.concentration)).sum(-1)
+        )
+
+    @property
+    def _natural_params(self) -> tuple[Tensor]:
+        return (self.concentration,)
+
+    # pyrefly: ignore [bad-override]
+    def _log_normalizer(self, x):
+        return x.lgamma().sum(-1) - torch.lgamma(x.sum(-1))