Initial import: grid-bot — grid trading bot for BTC-USDT on Cifra Markets
This commit is contained in:
@@ -0,0 +1,195 @@
|
||||
#if !defined(TORCH_STABLE_ONLY) && !defined(TORCH_TARGET_VERSION)
|
||||
/*
|
||||
* Copyright (c) Meta Platforms, Inc. and affiliates.
|
||||
* All rights reserved.
|
||||
*
|
||||
* This source code is licensed under the BSD-style license found in the
|
||||
* LICENSE file in the root directory of this source tree.
|
||||
*/
|
||||
|
||||
#pragma once
|
||||
|
||||
#include <array>
|
||||
#include <stdexcept>
|
||||
#include <string>
|
||||
#include <type_traits>
|
||||
|
||||
namespace fbgemm {
|
||||
|
||||
template <int N, int... Vals>
|
||||
constexpr std::enable_if_t<N == sizeof...(Vals), std::array<int, N>>
|
||||
array_of_ones() {
|
||||
return std::array<int, N>{{Vals...}};
|
||||
}
|
||||
|
||||
template <int N, int... Vals>
|
||||
constexpr std::enable_if_t<N != sizeof...(Vals), std::array<int, N>>
|
||||
array_of_ones() {
|
||||
return array_of_ones<N, Vals..., 1>();
|
||||
}
|
||||
|
||||
template <int N, int... Vals>
|
||||
constexpr std::enable_if_t<N == sizeof...(Vals), std::array<int, N>>
|
||||
array_of_zeroes() {
|
||||
return std::array<int, N>{{Vals...}};
|
||||
}
|
||||
|
||||
template <int N, int... Vals>
|
||||
constexpr std::enable_if_t<N != sizeof...(Vals), std::array<int, N>>
|
||||
array_of_zeroes() {
|
||||
return array_of_zeroes<N, Vals..., 0>();
|
||||
}
|
||||
|
||||
/**
|
||||
* @brief A struct to conveniently store all convolution parameters.
|
||||
*/
|
||||
template <int SPATIAL_DIM = 2>
|
||||
struct conv_param_t {
|
||||
int MB; ///< Mini Batch size
|
||||
int IC; ///< Number of Input Channels
|
||||
int OC; ///< Number of Output Channels
|
||||
std::array<int, SPATIAL_DIM> IN_DIM; ///< Input Image Dimension
|
||||
int G; ///< Number of Groups
|
||||
std::array<int, SPATIAL_DIM> K; ///< Filter (Kernel) dimensions
|
||||
std::array<int, SPATIAL_DIM> stride; //< Strides
|
||||
std::array<int, SPATIAL_DIM * 2>
|
||||
pad; //< Padding (first SPATIAL_DIM is for prev/top/left padding, second
|
||||
// SPATIAL_DIM is for next/bottom/right padding)
|
||||
std::array<int, SPATIAL_DIM> dilation; //< Kernel dilation
|
||||
|
||||
// The following are derived parameters
|
||||
std::array<int, SPATIAL_DIM> OUT_DIM; //< Output Image Dimension
|
||||
std::array<int, SPATIAL_DIM> IN_DIMP; //< Input Image Dimension Padded
|
||||
|
||||
// The following is for tranposed convolution
|
||||
std::array<int, SPATIAL_DIM>
|
||||
output_pad; //< Padding (next/bottom/right padding in output buffer)
|
||||
bool transposed;
|
||||
|
||||
/**
|
||||
* @brief Constructor for initializing the convolution parameters.
|
||||
*/
|
||||
conv_param_t(
|
||||
int mb,
|
||||
int ic,
|
||||
int oc,
|
||||
std::array<int, SPATIAL_DIM> in_dim,
|
||||
int g,
|
||||
std::array<int, SPATIAL_DIM> k,
|
||||
std::array<int, SPATIAL_DIM> strd,
|
||||
std::array<int, SPATIAL_DIM * 2> pd,
|
||||
std::array<int, SPATIAL_DIM> dilations = array_of_ones<SPATIAL_DIM>(),
|
||||
std::array<int, SPATIAL_DIM> otpt_pd = array_of_zeroes<SPATIAL_DIM>(),
|
||||
bool transposed = false)
|
||||
: MB(mb),
|
||||
IC(ic),
|
||||
OC(oc),
|
||||
IN_DIM(in_dim),
|
||||
G(g),
|
||||
K(k),
|
||||
stride(strd),
|
||||
pad(pd),
|
||||
dilation(dilations),
|
||||
output_pad(otpt_pd),
|
||||
transposed(transposed) {
|
||||
if (ic % g != 0) {
|
||||
throw std::runtime_error(
|
||||
"groups = " + std::to_string(g) +
|
||||
" does not divide number of input channels = " + std::to_string(ic));
|
||||
}
|
||||
if (oc % g != 0) {
|
||||
throw std::runtime_error(
|
||||
"groups = " + std::to_string(g) +
|
||||
" does not divide number of output channels = " + std::to_string(oc));
|
||||
}
|
||||
|
||||
for (int d = 0; d < SPATIAL_DIM; ++d) {
|
||||
if (transposed) {
|
||||
this->IN_DIMP[d] = this->IN_DIM[d] +
|
||||
(this->dilation[d] * (this->K[d] - 1) - this->pad[d]) +
|
||||
(this->dilation[d] * (this->K[d] - 1) - this->pad[SPATIAL_DIM + d]);
|
||||
this->OUT_DIM[d] = (this->IN_DIM[d] - 1) * this->stride[d] -
|
||||
this->pad[d] - this->pad[SPATIAL_DIM + d] +
|
||||
this->dilation[d] * (this->K[d] - 1) + output_pad[d] + 1;
|
||||
} else {
|
||||
IN_DIMP[d] = IN_DIM[d] + pad[d] + pad[SPATIAL_DIM + d];
|
||||
OUT_DIM[d] =
|
||||
(IN_DIMP[d] - dilation[d] * (K[d] - 1) - 1) / stride[d] + 1;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* @brief Helper function to get convolution parameters as string.
|
||||
*/
|
||||
std::string toString() const {
|
||||
std::string dim_string[3] = {"T", "H", "W"};
|
||||
|
||||
std::string out;
|
||||
out += "MB:" + std::to_string(MB) + ", ";
|
||||
out += "IC:" + std::to_string(IC) + ", ";
|
||||
out += "OC:" + std::to_string(OC) + ", ";
|
||||
if constexpr (SPATIAL_DIM <= 3) {
|
||||
for (int d = 0; d < SPATIAL_DIM; ++d) {
|
||||
out += "I" + dim_string[3 - SPATIAL_DIM + d] + ":" +
|
||||
std::to_string(IN_DIM[d]) + ", ";
|
||||
}
|
||||
} else {
|
||||
for (int d = 0; d < SPATIAL_DIM; ++d) {
|
||||
out += "I" + std::to_string(d) + ":" + std::to_string(IN_DIM[d]) + ", ";
|
||||
}
|
||||
}
|
||||
out += "G:" + std::to_string(G) + ", ";
|
||||
if constexpr (SPATIAL_DIM <= 3) {
|
||||
for (int d = 0; d < SPATIAL_DIM; ++d) {
|
||||
out += "K" + dim_string[3 - SPATIAL_DIM + d] + ":" +
|
||||
std::to_string(K[d]) + ", ";
|
||||
}
|
||||
for (int d = 0; d < SPATIAL_DIM; ++d) {
|
||||
out += "stride_" + dim_string[3 - SPATIAL_DIM + d] + ":" +
|
||||
std::to_string(stride[d]) + ", ";
|
||||
}
|
||||
for (int d = 0; d < SPATIAL_DIM * 2; ++d) {
|
||||
out += "pad_" + dim_string[3 - SPATIAL_DIM + (d % SPATIAL_DIM)] + ":" +
|
||||
std::to_string(pad[d]) + ", ";
|
||||
}
|
||||
for (int d = 0; d < SPATIAL_DIM; ++d) {
|
||||
out += "dilation_" + dim_string[3 - SPATIAL_DIM + d] + ":" +
|
||||
std::to_string(dilation[d]);
|
||||
if (d < SPATIAL_DIM - 1) {
|
||||
out += ", ";
|
||||
}
|
||||
}
|
||||
} else {
|
||||
for (int d = 0; d < SPATIAL_DIM; ++d) {
|
||||
out += "K" + std::to_string(d) + ":" + std::to_string(K[d]) + ", ";
|
||||
}
|
||||
for (int d = 0; d < SPATIAL_DIM; ++d) {
|
||||
out += "stride_" + std::to_string(d) + ":" + std::to_string(stride[d]) +
|
||||
", ";
|
||||
}
|
||||
for (int d = 0; d < SPATIAL_DIM; ++d) {
|
||||
out += "pad_" + std::to_string(d) + ":" + std::to_string(pad[d]);
|
||||
if (d < SPATIAL_DIM * 2 - 1) {
|
||||
out += ", ";
|
||||
}
|
||||
}
|
||||
for (int d = 0; d < SPATIAL_DIM; ++d) {
|
||||
out += "dilation_" + std::to_string(d) + ":" +
|
||||
std::to_string(dilation[d]) + ", ";
|
||||
}
|
||||
}
|
||||
if (transposed) {
|
||||
for (int d = 0; d < SPATIAL_DIM; ++d) {
|
||||
out += "output_padding_" + std::to_string(d) + ":" +
|
||||
std::to_string(output_pad[d]) + ", ";
|
||||
}
|
||||
}
|
||||
return out;
|
||||
}
|
||||
};
|
||||
} // namespace fbgemm
|
||||
|
||||
#else
|
||||
#error "This file should not be included when either TORCH_STABLE_ONLY or TORCH_TARGET_VERSION is defined."
|
||||
#endif // !defined(TORCH_STABLE_ONLY) && !defined(TORCH_TARGET_VERSION)
|
||||
Reference in New Issue
Block a user