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
+r"""Functional interface."""
+
+import math
+
+from torch import Tensor
+
+from .adadelta import adadelta  # type: ignore[attr-defined]  # noqa: F401
+from .adagrad import _make_sparse, adagrad  # type: ignore[attr-defined]  # noqa: F401
+from .adam import adam  # type: ignore[attr-defined]  # noqa: F401
+from .adamax import adamax  # type: ignore[attr-defined]  # noqa: F401
+from .adamw import adamw  # type: ignore[attr-defined]  # noqa: F401
+from .asgd import asgd  # type: ignore[attr-defined]  # noqa: F401
+from .nadam import nadam  # type: ignore[attr-defined]  # noqa: F401
+from .radam import radam  # type: ignore[attr-defined]  # noqa: F401
+from .rmsprop import rmsprop  # type: ignore[attr-defined]  # noqa: F401
+from .rprop import rprop  # type: ignore[attr-defined]  # noqa: F401
+from .sgd import sgd  # type: ignore[attr-defined]  # noqa: F401
+
+
+# TODO: use foreach API in optim._functional to do all the computation
+
+
+def sparse_adam(
+    params: list[Tensor],
+    grads: list[Tensor],
+    exp_avgs: list[Tensor],
+    exp_avg_sqs: list[Tensor],
+    state_steps: list[int],
+    *,
+    eps: float,
+    beta1: float,
+    beta2: float,
+    lr: float,
+    maximize: bool,
+) -> None:
+    r"""Functional API that performs Sparse Adam algorithm computation.
+
+    See :class:`~torch.optim.SparseAdam` for details.
+    """
+    for i, param in enumerate(params):
+        grad = grads[i]
+        grad = grad if not maximize else -grad
+        grad = grad.coalesce()  # the update is non-linear so indices must be unique
+        grad_indices = grad._indices()
+        grad_values = grad._values()
+        if grad_values.numel() == 0:
+            # Skip update for empty grad
+            continue
+        size = grad.size()
+
+        exp_avg = exp_avgs[i]
+        exp_avg_sq = exp_avg_sqs[i]
+        step = state_steps[i]
+
+        def make_sparse(values):
+            constructor = grad.new
+            if grad_indices.dim() == 0 or values.dim() == 0:
+                return constructor().resize_as_(grad)
+            return constructor(grad_indices, values, size)
+
+        # Decay the first and second moment running average coefficient
+        #      old <- b * old + (1 - b) * new
+        # <==> old += (1 - b) * (new - old)
+        old_exp_avg_values = exp_avg.sparse_mask(grad)._values()
+        exp_avg_update_values = grad_values.sub(old_exp_avg_values).mul_(1 - beta1)
+        exp_avg.add_(make_sparse(exp_avg_update_values))
+        old_exp_avg_sq_values = exp_avg_sq.sparse_mask(grad)._values()
+        exp_avg_sq_update_values = (
+            grad_values.pow(2).sub_(old_exp_avg_sq_values).mul_(1 - beta2)
+        )
+        exp_avg_sq.add_(make_sparse(exp_avg_sq_update_values))
+
+        # Dense addition again is intended, avoiding another sparse_mask
+        numer = exp_avg_update_values.add_(old_exp_avg_values)
+        exp_avg_sq_update_values.add_(old_exp_avg_sq_values)
+        denom = exp_avg_sq_update_values.sqrt_().add_(eps)
+        del exp_avg_update_values, exp_avg_sq_update_values
+
+        bias_correction1 = 1 - beta1**step
+        bias_correction2 = 1 - beta2**step
+        step_size = lr * math.sqrt(bias_correction2) / bias_correction1
+
+        param.add_(make_sparse(-step_size * numer.div_(denom)))