185 lines
6.5 KiB
MQL5
185 lines
6.5 KiB
MQL5
//+------------------------------------------------------------------+
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//| KronosVerifyPredictorS1.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\KronosPredictorS1.mqh>
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#define KR_PRED_D_MODEL 512
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#define KR_PRED_N_HEADS 8
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#define KR_PRED_N_LAYERS 8
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#define KR_PRED_FF_DIM 1024
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#define KR_PRED_WEIGHT_DIR "kronos_weights\\predictor\\"
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input string InpRefDir = "kronos_refs\\";
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input int InpLookback = 256;
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input double InpTol = 1e-3; // logits accumulate more rounding than recon; allow 1e-3
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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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{ PrintFormat("LoadF32Matrix: cannot open %s (err %d)", fname, GetLastError()); return false; }
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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("LoadF32Matrix: 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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//| Read N float32 values from a .bin into a double[]. |
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//+------------------------------------------------------------------+
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bool LoadF32Vector(const string fname, int n, double &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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{ PrintFormat("LoadF32Vector: cannot open %s (err %d)", fname, GetLastError()); return false; }
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float buf[];
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ArrayResize(buf, n);
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uint got = FileReadArray(h, buf, 0, n);
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FileClose(h);
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if(got != (uint)n)
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{
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PrintFormat("LoadF32Vector: short read %s", fname);
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return false;
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}
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ArrayResize(out, n);
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for(int i = 0; i < n; i++)
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out[i] = (double)buf[i];
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return true;
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}
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//+------------------------------------------------------------------+
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//| Read N int32 values from a .bin into an int[]. |
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//+------------------------------------------------------------------+
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bool LoadI32Array(const string fname, int n, int &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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{ PrintFormat("LoadI32Array: cannot open %s (err %d)", fname, GetLastError()); return false; }
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ArrayResize(out, n);
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uint got = FileReadArray(h, out, 0, n);
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FileClose(h);
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if(got != (uint)n)
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{
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PrintFormat("LoadI32Array: short read %s", fname);
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return false;
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}
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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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Print("============ Kronos predictor decode_s1 verification ============");
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const int L = InpLookback;
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const int V = KR_PRED_VOCAB; // 1024
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int s1[], s2[];
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if(!LoadI32Array(InpRefDir + "s1_ids.bin", L, s1))
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{
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Print("ABORT: s1_ids.bin");
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return;
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}
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if(!LoadI32Array(InpRefDir + "s2_ids.bin", L, s2))
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{
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Print("ABORT: s2_ids.bin");
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return;
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}
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matrix stamp;
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if(!LoadF32Matrix(InpRefDir + "x_stamp.bin", (ulong)L, 5, stamp))
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{
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Print("ABORT: x_stamp.bin");
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return;
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}
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double ref[];
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if(!LoadF32Vector(InpRefDir + "s1_logits_last.bin", V, ref))
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{
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Print("ABORT: s1_logits_last.bin");
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return;
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}
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CKronosPredictorS1 pred;
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if(!pred.Init(KR_PRED_WEIGHT_DIR, KR_PRED_N_LAYERS, KR_PRED_D_MODEL, KR_PRED_N_HEADS, KR_PRED_FF_DIM))
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{ Print("ABORT: predictor Init failed"); return; }
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Print("Predictor (s1) weights loaded.");
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matrix s1_logits, context;
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if(!pred.DecodeS1(s1, s2, stamp, s1_logits, context))
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{ Print("ABORT: DecodeS1 failed"); return; }
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PrintFormat("s1_logits %I64u x %I64u, context %I64u x %I64u",
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s1_logits.Rows(), s1_logits.Cols(), context.Rows(), context.Cols());
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if(s1_logits.Rows() != (ulong)L || s1_logits.Cols() != (ulong)V)
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{ Print("ABORT: logits shape mismatch"); return; }
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//--- compare LAST time-step logits (row L-1) to the reference vector
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int last = L - 1;
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double maxerr = 0.0, sumerr = 0.0;
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int wcol = -1;
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for(int j = 0; j < V; j++)
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{
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double e = MathAbs(s1_logits[last][j] - ref[j]);
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sumerr += e;
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if(e > maxerr)
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{
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maxerr = e;
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wcol = j;
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}
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}
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double meanerr = sumerr / (double)V;
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PrintFormat("last-step s1 logits: max abs err = %.3e (col %d), mean abs err = %.3e", maxerr, wcol, meanerr);
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if(wcol >= 0)
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PrintFormat("worst cell: mql=%.6f ref=%.6f", s1_logits[last][wcol], ref[wcol]);
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//--- crucial sanity: do MQL5 and reference pick the SAME argmax token?
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int amx_mql = 0, amx_ref = 0;
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double bm = s1_logits[last][0], br = ref[0];
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for(int j = 1; j < V; j++)
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{
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if(s1_logits[last][j] > bm)
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{
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bm = s1_logits[last][j];
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amx_mql = j;
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}
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if(ref[j] > br)
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{
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br = ref[j];
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amx_ref = j;
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}
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}
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PrintFormat("argmax token: mql=%d ref=%d %s", amx_mql, amx_ref,
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(amx_mql == amx_ref ? "(MATCH)" : "(DIFFER!)"));
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if(maxerr <= InpTol && amx_mql == amx_ref)
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PrintFormat(">>> DECODE_S1 VERIFIED: max abs err %.3e <= tol %.3e, argmax matches. <<<", maxerr, InpTol);
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else
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Print(">>> DECODE_S1 MISMATCH: check embedding lookup/scale, temporal sum, "
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"block count (8, not 7), final norm, or proj_s1 transpose. <<<");
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Print("================================================================");
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}
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//+------------------------------------------------------------------+
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