//+------------------------------------------------------------------+ //| KronosProfile.mq5 | //| MMQ — Muhammad Minhas Qamar | //| www.mql5.com | //+------------------------------------------------------------------+ #property copyright "MMQ — Muhammad Minhas Qamar" #property link "https://www.mql5.com" #property version "1.00" #property script_show_inputs #property strict #include //--- tokenizer config (config_tokenizer.json) #define KR_TOK_DIR "kronos_weights\\tokenizer\\" #define KR_TOK_DM 256 #define KR_TOK_HEADS 4 #define KR_TOK_ENC 4 #define KR_TOK_DEC 4 #define KR_TOK_FF 512 //--- predictor config (config_predictor.json) #define KR_PRED_DIR "kronos_weights\\predictor\\" #define KR_PRED_DM 512 #define KR_PRED_HEADS 8 #define KR_PRED_LAYERS 8 #define KR_PRED_FF 1024 //--- real config, matching KronosForecast.mq5 defaults input string InpRefDir = "kronos_refs\\"; input int InpLookback = 256; // context bars input int InpPredLen = 16; // forecast horizon input double InpTemperature = 1.0; // sampling temperature input int InpTopK = 0; // top-k (0 = off) input double InpTopP = 0.9; // nucleus top-p input int InpSampleCount = 5; // averaged sample paths (the EA default) input bool InpGreedy = false; // EA runs stochastic; profile the real cost //+------------------------------------------------------------------+ //| Read a [rows,cols] float32 .bin into a matrix(double). | //+------------------------------------------------------------------+ bool LoadF32Matrix(const string fname, ulong rows, ulong cols, matrix &out) { int h = FileOpen(fname, FILE_READ | FILE_BIN); if(h == INVALID_HANDLE) { PrintFormat("open fail %s (%d)", fname, GetLastError()); return false; } ulong n = rows * cols; float buf[]; ArrayResize(buf, (int)n); uint got = FileReadArray(h, buf, 0, (int)n); FileClose(h); if(got != n) { PrintFormat("short read %s", fname); return false; } out = matrix::Zeros(rows, cols); for(ulong r = 0; r < rows; r++) for(ulong c = 0; c < cols; c++) out[r][c] = (double)buf[r*cols+c]; return true; } //+------------------------------------------------------------------+ //| Script entry point: one full Predict(), timed, then exit. | //+------------------------------------------------------------------+ void OnStart() { const int L = InpLookback, P = InpPredLen; Print("============ Kronos profile (one full Predict, real config) ============"); PrintFormat("config: L=%d pred_len=%d sample_count=%d greedy=%s topP=%.2f", L, P, InpSampleCount, (InpGreedy ? "true" : "false"), InpTopP); if(L > 256) { Print("lookback>256 not available from refs"); return; } //--- reference window (already normalized) reused as Predict's raw input; Predict //--- re-normalizes internally — fine for profiling (compute path is value-agnostic) matrix raw, x_stamp, y_stamp; if(!LoadF32Matrix(InpRefDir + "x_norm.bin", (ulong)L, KR_NFEAT, raw)) { Print("ABORT x_norm"); return; } if(!LoadF32Matrix(InpRefDir + "x_stamp.bin", (ulong)L, 5, x_stamp)) { Print("ABORT x_stamp"); return; } if(!LoadF32Matrix(InpRefDir + "y_stamp.bin", (ulong)P, 5, y_stamp)) { Print("ABORT y_stamp"); return; } matrix full_stamp = matrix::Zeros((ulong)(L + P), 5); for(int i = 0; i < L; i++) for(int j = 0; j < 5; j++) full_stamp[i][j] = x_stamp[i][j]; for(int i = 0; i < P; i++) for(int j = 0; j < 5; j++) full_stamp[L + i][j] = y_stamp[i][j]; CKronosModel model; uint t0 = GetTickCount(); if(!model.Init(KR_TOK_DIR, KR_TOK_ENC, KR_TOK_DEC, KR_TOK_DM, KR_TOK_HEADS, KR_TOK_FF, KR_PRED_DIR, KR_PRED_LAYERS, KR_PRED_DM, KR_PRED_HEADS, KR_PRED_FF, 512)) { Print("ABORT: model Init failed"); return; } PrintFormat("weight load: %u ms", GetTickCount() - t0); //--- the exact call KronosForecast.mq5 makes, once uint t1 = GetTickCount(); matrix forecast; if(!model.Predict(raw, full_stamp, P, InpTemperature, InpTopK, InpTopP, InpSampleCount, InpGreedy, forecast)) { Print("ABORT: Predict failed"); return; } uint dt = GetTickCount() - t1; PrintFormat("Predict (L=%d, P=%d, samples=%d): %u ms total -> ~%.1f ms/step/path", L, P, InpSampleCount, dt, (double)dt / (P * InpSampleCount)); PrintFormat("forecast rows=%I64u cols=%I64u, first close=%.5f last close=%.5f", forecast.Rows(), forecast.Cols(), forecast[0][3], forecast[P - 1][3]); Print("========================================================================="); } //+------------------------------------------------------------------+