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.distributions import constraints
+from torch.distributions.exp_family import ExponentialFamily
+from torch.distributions.utils import broadcast_all
+from torch.types import _Number, _size
+
+
+__all__ = ["Gamma"]
+
+
+def _standard_gamma(concentration):
+    return torch._standard_gamma(concentration)
+
+
+class Gamma(ExponentialFamily):
+    r"""
+    Creates a Gamma distribution parameterized by shape :attr:`concentration` and :attr:`rate`.
+
+    Example::
+
+        >>> # xdoctest: +IGNORE_WANT("non-deterministic")
+        >>> m = Gamma(torch.tensor([1.0]), torch.tensor([1.0]))
+        >>> m.sample()  # Gamma distributed with concentration=1 and rate=1
+        tensor([ 0.1046])
+
+    Args:
+        concentration (float or Tensor): shape parameter of the distribution
+            (often referred to as alpha)
+        rate (float or Tensor): rate parameter of the distribution
+            (often referred to as beta), rate = 1 / scale
+    """
+
+    # pyrefly: ignore [bad-override]
+    arg_constraints = {
+        "concentration": constraints.positive,
+        "rate": constraints.positive,
+    }
+    support = constraints.nonnegative
+    has_rsample = True
+    _mean_carrier_measure = 0
+
+    @property
+    def mean(self) -> Tensor:
+        return self.concentration / self.rate
+
+    @property
+    def mode(self) -> Tensor:
+        return ((self.concentration - 1) / self.rate).clamp(min=0)
+
+    @property
+    def variance(self) -> Tensor:
+        return self.concentration / self.rate.pow(2)
+
+    def __init__(
+        self,
+        concentration: Tensor | float,
+        rate: Tensor | float,
+        validate_args: bool | None = None,
+    ) -> None:
+        self.concentration, self.rate = broadcast_all(concentration, rate)
+        if isinstance(concentration, _Number) and isinstance(rate, _Number):
+            batch_shape = torch.Size()
+        else:
+            batch_shape = self.concentration.size()
+        super().__init__(batch_shape, validate_args=validate_args)
+
+    def expand(self, batch_shape, _instance=None):
+        new = self._get_checked_instance(Gamma, _instance)
+        batch_shape = torch.Size(batch_shape)
+        new.concentration = self.concentration.expand(batch_shape)
+        new.rate = self.rate.expand(batch_shape)
+        super(Gamma, new).__init__(batch_shape, validate_args=False)
+        new._validate_args = self._validate_args
+        return new
+
+    def rsample(self, sample_shape: _size = torch.Size()) -> Tensor:
+        shape = self._extended_shape(sample_shape)
+        value = _standard_gamma(self.concentration.expand(shape)) / self.rate.expand(
+            shape
+        )
+        value.detach().clamp_(
+            min=torch.finfo(value.dtype).tiny
+        )  # do not record in autograd graph
+        return value
+
+    def log_prob(self, value):
+        value = torch.as_tensor(value, dtype=self.rate.dtype, device=self.rate.device)
+        if self._validate_args:
+            self._validate_sample(value)
+        return (
+            torch.xlogy(self.concentration, self.rate)
+            + torch.xlogy(self.concentration - 1, value)
+            - self.rate * value
+            - torch.lgamma(self.concentration)
+        )
+
+    def entropy(self):
+        return (
+            self.concentration
+            - torch.log(self.rate)
+            + torch.lgamma(self.concentration)
+            + (1.0 - self.concentration) * torch.digamma(self.concentration)
+        )
+
+    @property
+    def _natural_params(self) -> tuple[Tensor, Tensor]:
+        return (self.concentration - 1, -self.rate)
+
+    # pyrefly: ignore [bad-override]
+    def _log_normalizer(self, x, y):
+        return torch.lgamma(x + 1) + (x + 1) * torch.log(-y.reciprocal())
+
+    def cdf(self, value):
+        if self._validate_args:
+            self._validate_sample(value)
+        return torch.special.gammainc(self.concentration, self.rate * value)