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.exponential import Exponential
+from torch.distributions.gumbel import euler_constant
+from torch.distributions.transformed_distribution import TransformedDistribution
+from torch.distributions.transforms import AffineTransform, PowerTransform
+from torch.distributions.utils import broadcast_all
+
+
+__all__ = ["Weibull"]
+
+
+class Weibull(TransformedDistribution):
+    r"""
+    Samples from a two-parameter Weibull distribution.
+
+    Example:
+
+        >>> # xdoctest: +IGNORE_WANT("non-deterministic")
+        >>> m = Weibull(torch.tensor([1.0]), torch.tensor([1.0]))
+        >>> m.sample()  # sample from a Weibull distribution with scale=1, concentration=1
+        tensor([ 0.4784])
+
+    Args:
+        scale (float or Tensor): Scale parameter of distribution (lambda).
+        concentration (float or Tensor): Concentration parameter of distribution (k/shape).
+        validate_args (bool, optional): Whether to validate arguments. Default: None.
+    """
+
+    arg_constraints = {
+        "scale": constraints.positive,
+        "concentration": constraints.positive,
+    }
+    # pyrefly: ignore [bad-override]
+    support = constraints.positive
+
+    def __init__(
+        self,
+        scale: Tensor | float,
+        concentration: Tensor | float,
+        validate_args: bool | None = None,
+    ) -> None:
+        self.scale, self.concentration = broadcast_all(scale, concentration)
+        self.concentration_reciprocal = self.concentration.reciprocal()
+        base_dist = Exponential(
+            torch.ones_like(self.scale), validate_args=validate_args
+        )
+        transforms = [
+            PowerTransform(exponent=self.concentration_reciprocal),
+            AffineTransform(loc=0, scale=self.scale),
+        ]
+        # 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(Weibull, _instance)
+        new.scale = self.scale.expand(batch_shape)
+        new.concentration = self.concentration.expand(batch_shape)
+        new.concentration_reciprocal = new.concentration.reciprocal()
+        base_dist = self.base_dist.expand(batch_shape)
+        transforms = [
+            PowerTransform(exponent=new.concentration_reciprocal),
+            AffineTransform(loc=0, scale=new.scale),
+        ]
+        super(Weibull, new).__init__(base_dist, transforms, validate_args=False)
+        new._validate_args = self._validate_args
+        return new
+
+    @property
+    def mean(self) -> Tensor:
+        return self.scale * torch.exp(torch.lgamma(1 + self.concentration_reciprocal))
+
+    @property
+    def mode(self) -> Tensor:
+        return (
+            self.scale
+            * ((self.concentration - 1) / self.concentration)
+            ** self.concentration.reciprocal()
+        )
+
+    @property
+    def variance(self) -> Tensor:
+        return self.scale.pow(2) * (
+            torch.exp(torch.lgamma(1 + 2 * self.concentration_reciprocal))
+            - torch.exp(2 * torch.lgamma(1 + self.concentration_reciprocal))
+        )
+
+    def entropy(self):
+        return (
+            euler_constant * (1 - self.concentration_reciprocal)
+            + torch.log(self.scale * self.concentration_reciprocal)
+            + 1
+        )