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.distribution import Distribution
+from torch.distributions.utils import broadcast_all
+from torch.types import _Number, _size
+
+
+__all__ = ["Laplace"]
+
+
+class Laplace(Distribution):
+    r"""
+    Creates a Laplace distribution parameterized by :attr:`loc` and :attr:`scale`.
+
+    Example::
+
+        >>> # xdoctest: +IGNORE_WANT("non-deterministic")
+        >>> m = Laplace(torch.tensor([0.0]), torch.tensor([1.0]))
+        >>> m.sample()  # Laplace distributed with loc=0, scale=1
+        tensor([ 0.1046])
+
+    Args:
+        loc (float or Tensor): mean of the distribution
+        scale (float or Tensor): scale of the distribution
+    """
+
+    # pyrefly: ignore [bad-override]
+    arg_constraints = {"loc": constraints.real, "scale": constraints.positive}
+    support = constraints.real
+    has_rsample = True
+
+    @property
+    def mean(self) -> Tensor:
+        return self.loc
+
+    @property
+    def mode(self) -> Tensor:
+        return self.loc
+
+    @property
+    def variance(self) -> Tensor:
+        return 2 * self.scale.pow(2)
+
+    @property
+    def stddev(self) -> Tensor:
+        return (2**0.5) * self.scale
+
+    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(Laplace, _instance)
+        batch_shape = torch.Size(batch_shape)
+        new.loc = self.loc.expand(batch_shape)
+        new.scale = self.scale.expand(batch_shape)
+        super(Laplace, 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)
+        finfo = torch.finfo(self.loc.dtype)
+        if torch._C._get_tracing_state():
+            # [JIT WORKAROUND] lack of support for .uniform_()
+            u = torch.rand(shape, dtype=self.loc.dtype, device=self.loc.device) * 2 - 1
+            return self.loc - self.scale * u.sign() * torch.log1p(
+                -u.abs().clamp(min=finfo.tiny)
+            )
+        u = self.loc.new(shape).uniform_(finfo.eps - 1, 1)
+        # TODO: If we ever implement tensor.nextafter, below is what we want ideally.
+        # u = self.loc.new(shape).uniform_(self.loc.nextafter(-.5, 0), .5)
+        return self.loc - self.scale * u.sign() * torch.log1p(-u.abs())
+
+    def log_prob(self, value):
+        if self._validate_args:
+            self._validate_sample(value)
+        return -torch.log(2 * self.scale) - torch.abs(value - self.loc) / self.scale
+
+    def cdf(self, value):
+        if self._validate_args:
+            self._validate_sample(value)
+        return 0.5 - 0.5 * (value - self.loc).sign() * torch.expm1(
+            -(value - self.loc).abs() / self.scale
+        )
+
+    def icdf(self, value):
+        term = value - 0.5
+        return self.loc - self.scale * (term).sign() * torch.log1p(-2 * term.abs())
+
+    def entropy(self):
+        return 1 + torch.log(2 * self.scale)