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

2026-09-24 13:22:23 +07:00
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+# mypy: allow-untyped-defs
+
+import torch
+from torch import nan, Tensor
+from torch.distributions import constraints
+from torch.distributions.transformed_distribution import TransformedDistribution
+from torch.distributions.transforms import AffineTransform, PowerTransform
+from torch.distributions.uniform import Uniform
+from torch.distributions.utils import broadcast_all, euler_constant
+
+
+__all__ = ["Kumaraswamy"]
+
+
+def _moments(a, b, n):
+    """
+    Computes nth moment of Kumaraswamy using using torch.lgamma
+    """
+    arg1 = 1 + n / a
+    log_value = torch.lgamma(arg1) + torch.lgamma(b) - torch.lgamma(arg1 + b)
+    return b * torch.exp(log_value)
+
+
+class Kumaraswamy(TransformedDistribution):
+    r"""
+    Samples from a Kumaraswamy distribution.
+
+    Example::
+
+        >>> # xdoctest: +IGNORE_WANT("non-deterministic")
+        >>> m = Kumaraswamy(torch.tensor([1.0]), torch.tensor([1.0]))
+        >>> m.sample()  # sample from a Kumaraswamy distribution with concentration alpha=1 and beta=1
+        tensor([ 0.1729])
+
+    Args:
+        concentration1 (float or Tensor): 1st concentration parameter of the distribution
+            (often referred to as alpha)
+        concentration0 (float or Tensor): 2nd concentration parameter of the distribution
+            (often referred to as beta)
+    """
+
+    arg_constraints = {
+        "concentration1": constraints.positive,
+        "concentration0": constraints.positive,
+    }
+    # pyrefly: ignore [bad-override]
+    support = constraints.unit_interval
+    has_rsample = True
+
+    def __init__(
+        self,
+        concentration1: Tensor | float,
+        concentration0: Tensor | float,
+        validate_args: bool | None = None,
+    ) -> None:
+        self.concentration1, self.concentration0 = broadcast_all(
+            concentration1, concentration0
+        )
+        base_dist = Uniform(
+            torch.full_like(self.concentration0, 0),
+            torch.full_like(self.concentration0, 1),
+            validate_args=validate_args,
+        )
+        transforms = [
+            PowerTransform(exponent=self.concentration0.reciprocal()),
+            AffineTransform(loc=1.0, scale=-1.0),
+            PowerTransform(exponent=self.concentration1.reciprocal()),
+        ]
+        # pyrefly: ignore [bad-argument-type]
+        super().__init__(base_dist, transforms, validate_args=validate_args)
+
+    def expand(self, batch_shape, _instance=None):
+        new = self._get_checked_instance(Kumaraswamy, _instance)
+        new.concentration1 = self.concentration1.expand(batch_shape)
+        new.concentration0 = self.concentration0.expand(batch_shape)
+        return super().expand(batch_shape, _instance=new)
+
+    @property
+    def mean(self) -> Tensor:
+        return _moments(self.concentration1, self.concentration0, 1)
+
+    @property
+    def mode(self) -> Tensor:
+        # Evaluate in log-space for numerical stability.
+        log_mode = (
+            self.concentration0.reciprocal() * (-self.concentration0).log1p()
+            - (-self.concentration0 * self.concentration1).log1p()
+        )
+        log_mode[(self.concentration0 < 1) | (self.concentration1 < 1)] = nan
+        return log_mode.exp()
+
+    @property
+    def variance(self) -> Tensor:
+        return _moments(self.concentration1, self.concentration0, 2) - torch.pow(
+            self.mean, 2
+        )
+
+    def entropy(self):
+        t1 = 1 - self.concentration1.reciprocal()
+        t0 = 1 - self.concentration0.reciprocal()
+        H0 = torch.digamma(self.concentration0 + 1) + euler_constant
+        return (
+            t0
+            + t1 * H0
+            - torch.log(self.concentration1)
+            - torch.log(self.concentration0)
+        )