104 lines
4.1 KiB
MQL5
104 lines
4.1 KiB
MQL5
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//+------------------------------------------------------------------+
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//| KronosBench.mq5 |
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//| MMQ — Muhammad Minhas Qamar |
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//| www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "MMQ — Muhammad Minhas Qamar"
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#property link "https://www.mql5.com"
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#property version "1.00"
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#property script_show_inputs
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#property strict
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#include <Kronos\KronosInference.mqh>
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#define KR_TOK_DIR "kronos_weights\\tokenizer\\"
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#define KR_PRED_DIR "kronos_weights\\predictor\\"
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input string InpRefDir = "kronos_refs\\"; // reuse x_norm/x_stamp for input
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input int InpLookback = 64; // context bars
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input int InpPredLen = 4;
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input int InpSampleCount = 1;
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input bool InpGreedy = true;
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//+------------------------------------------------------------------+
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//| Read a [rows,cols] float32 .bin into a matrix(double). |
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//+------------------------------------------------------------------+
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bool LoadF32Matrix(const string fname, ulong rows, ulong cols, matrix &out)
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{
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int h = FileOpen(fname, FILE_READ | FILE_BIN);
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if(h == INVALID_HANDLE)
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{
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PrintFormat("open fail %s (%d)", fname, GetLastError());
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return false;
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}
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ulong n = rows * cols;
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float buf[];
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ArrayResize(buf, (int)n);
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uint got = FileReadArray(h, buf, 0, (int)n);
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FileClose(h);
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if(got != n)
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{
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PrintFormat("short read %s", fname);
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return false;
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}
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out = matrix::Zeros(rows, cols);
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for(ulong r = 0; r < rows; r++)
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for(ulong c = 0; c < cols; c++)
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out[r][c] = (double)buf[r*cols+c];
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return true;
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}
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//+------------------------------------------------------------------+
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//| Script entry point. |
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//+------------------------------------------------------------------+
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void OnStart()
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{
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const int L = InpLookback, P = InpPredLen;
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Print("============ Kronos benchmark ============");
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PrintFormat("config: lookback=%d pred_len=%d sample_count=%d greedy=%s",
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L, P, InpSampleCount, (InpGreedy ? "true" : "false"));
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//--- input: take the first L rows of the reference x_norm window (already normalized)
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matrix x_norm_full, x_stamp_full;
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if(!LoadF32Matrix(InpRefDir + "x_norm.bin", 256, KR_NFEAT, x_norm_full))
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return;
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if(!LoadF32Matrix(InpRefDir + "x_stamp.bin", 256, 5, x_stamp_full))
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return;
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if(L > 256)
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{
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Print("lookback>256 not available from refs");
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return;
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}
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matrix x_norm = matrix::Zeros((ulong)L, KR_NFEAT);
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for(int i = 0; i < L; i++)
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for(int j = 0; j < KR_NFEAT; j++)
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x_norm[i][j] = x_norm_full[i][j];
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matrix full_stamp = matrix::Zeros((ulong)(L + P), 5);
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for(int i = 0; i < L; i++)
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for(int j = 0; j < 5; j++)
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full_stamp[i][j] = x_stamp_full[i][j];
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//--- reuse last context stamp for the horizon (timing only, values irrelevant)
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for(int i = 0; i < P; i++)
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for(int j = 0; j < 5; j++)
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full_stamp[L + i][j] = x_stamp_full[L - 1][j];
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CKronosModel model;
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uint t0 = GetTickCount();
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if(!model.Init(KR_TOK_DIR, 4, 4, 256, 4, 512, KR_PRED_DIR, 8, 512, 8, 1024, 512))
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{ Print("Init failed"); return; }
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PrintFormat("weight load: %u ms", GetTickCount() - t0);
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//--- one full path (greedy, 1 sample)
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uint t1 = GetTickCount();
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matrix pred;
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int g1[], g2[];
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if(!model.GeneratePathNorm(x_norm, full_stamp, P, 1.0, 0, 1.0, InpGreedy, pred, g1, g2))
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{ Print("GeneratePathNorm failed"); return; }
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uint dt = GetTickCount() - t1;
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PrintFormat("ONE path (L=%d, P=%d): %u ms -> ~%.1f ms/step", L, P, dt, (double)dt / P);
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PrintFormat("=> full forecast at sample_count=%d would be ~%u ms", InpSampleCount, dt * InpSampleCount);
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Print("==========================================");
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}
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//+------------------------------------------------------------------+
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